Minimizing the Condition Number for Small Rank Modifications

DOI10.1137/050647554MaRDI QIDQ5446453zbMATH OpenOpenAlexFDO

Authors Chen Greif, J. M. Varah

Publication date 6 March 2008

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/c0b2276e2dabf23bdb162a77c37e11eed6620797

zbMATH Keywords

condition numberinterlacinglow rank modificationsminimization

Mathematics Subject Classification ID

Conditioning of matrices (15A12) Numerical computation of matrix norms, conditioning, scaling (65F35)

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Cited in

(9)

• Developments on the Broyden procedure to solve nonlinear problems arising in CFD
• Effect of small rank modification on the condition number of a matrix
• Improving the condition number of a simple eigenvalue by a rank one matrix
• An adaptive gradient sampling algorithm for non-smooth optimization
• Low-rank update of the restricted additive Schwarz preconditioner for nonlinear systems
• Low-rank perturbations of symmetric matrices and their condensed forms under unitary congruences
• Condition number minimization in Euclidean Jordan algebras
• The -condition number: applications to preconditioning and low rank generalized Jacobian updating
• A quasi-Newton algorithm for nonconvex, nonsmooth optimization with global convergence guarantees

Describes a project that uses

Uses Software

• SIFDecode

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