Rank-one and Rank-two Corrections to Positive Definite Matrices Expressed in Product Form

DOI10.1093/IMAMAT/11.1.73MaRDI QIDQ5665296zbMATH OpenOpenAlexWikidataFDO

Authors K. W. Brodlie, A. R. Gourlay, John Greenstadt

Publication date 1973

Published in IMA Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/imamat/11.1.73

Mathematics Subject Classification ID

Nonlinear programming (90C30) Vector spaces, linear dependence, rank, lineability (15A03) Matrix equations and identities (15A24)

Cited in

(23)

• A strict bound to the condition number of bordered positive definite matrices
• On some classes of variationally derived quasi-Newton methods for systems of nonlinear algebraic equations
• Direct Secant Updates of Matrix Factorizations
• Updating of conjugate direction matrices using members of Broyden's family
• Hybrid methods for large sparse nonlinear least squares
• Updating conjugate directions by the BFGS formula
• On the symmetric rank-m correction of matrices
• Solutions to 18 constrained optimization problems on the rank and inertia of the linear matrix function
• A quasi-Newton based pattern search algorithm for unconstrained optimization
• An arc length control procedure to solve parabolic problems
• Performance of various BFGS implementations with limited precision second-order information
• Generation of classes of symmetric rank-2 secant updates and the maximality of the Davidon class
• Optimal conditioning in the convex class of rank two updates
• Parallel quasi-Newton methods for unconstrained optimization
• On averaging and representation properties of the BFGS and related secant updates
• Some practical procedures for the solution of nonlinear finite element equations
• Variable metric methods for linearly constrained nonlinear minimax approximation
• Optimally conditioned optimization algorithms without line searches
• Factorized Variable Metric Methods for Unconstrained Optimization
• A new quasi-Newton pattern search method based on symmetric rank-one update for unconstrained optimization
• scientific article; zbMATH DE number 3956831 (Why is no real title available?)
• Inertia-preserving secant updates
• A bound to the condition number of canonical rank-two corrections and applications to the variable metric method

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