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Convergence criterion of Newton's method for singular systems with constant rank derivatives
Authors:Xiubin Xu  Chong Li
Institution:a Department of Mathematics, Zhejiang Normal University, Jinhua 321004, China
b Department of Mathematics, Zhejiang University, Hangzhou 310027, China
Abstract:The present paper is concerned with the convergence problem of Newton's method to solve singular systems of equations with constant rank derivatives. Under the hypothesis that the derivatives satisfy a type of weak Lipschitz condition, a convergence criterion based on the information around the initial point is established for Newton's method for singular systems of equations with constant rank derivatives. Applications to two special and important cases: the classical Lipschitz condition and the Smale's assumption, are provided; the latter, in particular, extends and improves the corresponding result due to Dedieu and Kim in J.P. Dedieu, M. Kim, Newton's method for analytic systems of equations with constant rank derivatives, J. Complexity 18 (2002) 187-209].
Keywords:Newton's method  Singular system  Lipschitz condition with L-average  Moore-Penrose inverse  Convergence criterion
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