Inertia-preserving secant updates (Q1106624): Difference between revisions

A class of rank-two inertia-preserving updates for symmetric matrices \(H_ c\) is studied. To ensure that inertia is preserved, the updates are chosen to be of the form \(H_+=FH_ cF^ t\), where \(F=I+qr^ t\), with q and r selected so that the secant equation is satisfied. A characterization is given for all such updates. Using a parametrization of this family of updates, the connection between them and the Broyden class of updates is established. Also, parameter selection criteria that can be used to choose the optimally conditioned update or the update closest to the SR1 update are discussed.