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[NumCS] Done up to Chapter 6.9
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semester3/numcs/parts/03_zeros/07_damped-newton.tex
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semester3/numcs/parts/03_zeros/07_damped-newton.tex
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\newsection
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\subsection{Gedämpftes Newton-Verfahren}
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Wir wenden einen einen Dämpfungsfaktor $\lambda^{(k)}$ an, welcher heuristisch gewählt wird:
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\rmvspace
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\begin{align*}
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x^{(k + 1)} := x^{(k)} - \lambda^{(k)}DF(x^{(k)})^{-1} F(x^{(k)})
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\end{align*}
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\drmvspace
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Wir wählen $\lambda^{(k)}$ so, dass für $\Delta x^{(k)} = DF(x^{(k)})^{-1} F(x^{(k)})$ und $\Delta(\lambda^{(k)}) = DF(x^{(k)})^{-1} F(x^{(k)} - \lambda^{(k)} \Delta x^{(k)})$
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\rmvspace
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\begin{align*}
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||\Delta x(\lambda^{(k)})||_2 \leq \left( 1 - \frac{\lambda^{(k)}}{2} \right) ||\Delta x^{(k)}||_2
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\end{align*}
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\drmvspace
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