Résumé
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.
langue originale | Anglais |
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Pages (de - à) | 425-433 |
Nombre de pages | 9 |
journal | Mathematics Of Computation |
Volume | 37 |
Numéro de publication | 156 |
Les DOIs | |
Etat de la publication | Publié - 1 janv. 1981 |