Fast Adaptive Condition Estimation (Q3988990)

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Fast Adaptive Condition Estimation
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    Fast Adaptive Condition Estimation (English)
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    28 June 1992
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    adaptive methods
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    condition estimation
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    downdating
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    eigenvalues
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    matrix modifications
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    optimization
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    recursive least squares
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    singular values
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    updating
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    fast and robust adaptive estimator
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    spectral condition number
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    symmetric positive definite matrices
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    rank-one symmetric updates
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    computational complexity
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    generalized eigenvalue problem
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    numerical experiments
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