Abstract
The problem of symmetric sparse updating is considered from a variational point of view and a new class of sparse symmetric quasi Newton updating formulae is derived. This class results from the use of a nondiagonally weighted Frobenius norm. The computation of the update involves only one positive definite and symmetric linear system that has the same sparsity pattern as the problem itself.
Original language | English |
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Pages (from-to) | 425-433 |
Number of pages | 9 |
Journal | Mathematics Of Computation |
Volume | 37 |
Issue number | 156 |
DOIs | |
Publication status | Published - 1 Jan 1981 |
Keywords
- Matrix updating
- Nonlinear optimization
- Sparsity