A quadratically convergent local algorithm on minimizing the largest eigenvalue of a symmetric matrix

DOI10.1016/0024-3795(93)90470-9zbMath0781.65023OpenAlexW1965514580MaRDI QIDQ1260789

Michael Ko-Hui Fan

Publication date: 25 August 1993

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(93)90470-9

zbMATH Keywords

algorithmcomputational complexitynumerical examplesHermitian matricesquadratic convergencelargest eigenvalueaffine family of symmetric matricesMatlab \(M\)-fileminimization of spectral radius

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Related Items (3)

Eigenvalue multiplicity estimate in semidefinite programming ⋮ Method of centers for minimizing generalized eigenvalues ⋮ A quadratically convergent local algorithm on minimizing the largest eigenvalue of a symmetric matrix

Uses Software

• Matlab
• QDES

Cites Work

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