- ...
easiest1
- However, no derivation that I have encountered is
very straightforward. The approach I take is found in Dennis and
Schnabel [1], an excellent reference for secant methods.
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- ...
Algebra2
- The Fundamental Theorem of Linear Algebra states,
in part, that the rank of any matrix plus the dimension of its null space
must equal the number of columns.
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- ...
it.3
- I will explain how to compute finite-difference estimates
of the Jacobian later.
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- ...
equation.4
- The proof is left as an exercise.
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- ... update:5
- The formula
is due to Broyden, Fletcher, Goldfarb, and Shanno.
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