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A Generalized Broyden's Method for Solving Simultaneous Linear Equations
Richard R. Gerber and Franklin T. Luk
SIAM Journal on Numerical Analysis
Vol. 18, No. 5 (Oct., 1981), pp. 882-890
Published by: Society for Industrial and Applied Mathematics
Stable URL: http://www.jstor.org/stable/2157132
Page Count: 9
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We present a generalized Broyden's method for solving rectangular systems of linear equations. We show that the method computes a least squares solution to the given simultaneous equations and that it possesses a remarkable finite termination property in exact arithmetic.
SIAM Journal on Numerical Analysis © 1981 Society for Industrial and Applied Mathematics