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On the Convergence of the Factorization Update Algorithm
Authors:Zhong-Zhi Bai & De-Ren Wang
Abstract:In this paper, we make a Kantorovich-type analysis for the spares Johnson and Austria's algorithm given in 2], which is called factorization update algorithm. When the mapping is linear, it is shown that a modification of that algorithm leads to global and Q-superlinear convergence. Finally, we point out the modification is also of local and Q-superlinear convergence for nonlinear systems of equations and give its corresponding Kantorovich-type convergence result.
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