A new Gauss--Newton-like method for nonlinear equations

Authors: HAIJUN WANG, QI WANG

Abstract: In this paper, a new Gauss-Newton-like method that is based on a rational approximation model with linear numerator is proposed for solving nonlinear equations. The new method revises the $J_k^\mathrm{T}J_k$ matrix by a rank-one matrix at each iteration. Furthermore, we design a new iterative algorithm for nonlinear equations and prove that it is locally q-quadratically convergent. The numerical results show that the new proposed method has better performance than the classical Gauss-Newton method.

Keywords: Rational approximation model, Gauss-Newton method, nonlinear equations, local convergence

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