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On the Convergence of the Brent Method
Authors:De-Ren Wang & Zhi-Jian Huang
Abstract:In this paper, we establish the semi-local convergence theorem of the Brent method with regional estimation. By an in-depth investigation in to the algorithm structure of the method, we convert the Brent method into an approximate Newton method with a special error term. Based on such equivalent variation, under a similar condition of the Newton-Kantorovich theorem of the Newton method, we establish a semi-local convergence theorem of the Brent method. This theorem provides a sufficient theoretical basis for initial choices of the Brent method.
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