Sign in
Directional halley and quasi-halley methods in N variables
Book chapter   Peer reviewed

Directional halley and quasi-halley methods in N variables

Yuri Levin and Adi Ben-Israel
Studies in Computational Mathematics, pp.345-367
2001

Abstract

A directional Halley method for functions f of n variables is shown to converge, at a cubic rate, to a solution. To avoid the second derivative needed in the Halley method we propose a directional quasi-Halley method, with one more function evaluation per iteration than the directional Newton method, but with convergence rates comparable to the Halley method.

Metrics

14 Record Views

Details