Approximating sparse Hessian matrices using large-scale linear least squares

DOI10.1007/S11075-023-01681-ZzbMATH Open1544.65048MaRDI QIDQ6582397FDOQ6582397

Authors: Jaroslav M. Fowkes, Nicholas I. M. Gould, J. A. Scott 

Publication date: 2 August 2024

Published in: Numerical Algorithms (Search for Journal in Brave)

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zbMATH Keywords

sparse direct solverssparse nonlinear systemssparse Hessian matricessparse linear least squares

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Direct numerical methods for linear systems and matrix inversion (65F05) Computational methods for sparse matrices (65F50)

Cites Work

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Cited In (1)

• A matrix algebra approach to approximate Hessians

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