... 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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Mark S. Gockenbach
2003-02-17