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On smoothness and invariance properties of the gauss-newton method
Authors:W -J Beyn
Institution:Fakult?t für Mathematik , Universit?t Bielefeld , Postfach 100131, Bielefeld, D-33501, Germany
Abstract:We consider systems of m nonlinear equations in m + p unknowns which have p-dimensional solution manifolds. It is well-known that the Gauss-Newton method converges locally and quadratically to regular points on this manifold. We investigate in detail the mapping which transfers the starting point to its limit on the manifold. This mapping is shown to be smooth of one order less than the given system. Moreover, we find that the Gauss-Newton method induces a foliation of the neighborhood of the manifold into smooth submanifolds. These submanifolds are of dimension m, they are invariant under the Gauss-Newton iteration, and they have orthogonal intersections with the solution manifold.
Keywords:Gauss-Newton method  parametrized equations  invariant manifolds  foliations  AMS(MOS) subject classification 65H10  65J05  58F18
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