Brodlie, KW, Gourlay, AR and Greenstadt, J (1973) Rank-one and rank-two corrections to positive definite matrices expressed in product form. IMA Journal of Applied Mathematics, 11 (1). pp. 73-82. ISSN 0272-4960
Abstract
It is shown that certain rank-one and rank-two corrections to symmetric positive definite matrices may be expressed in the form of a product. This product form gives control over the positive definiteness, determinant value and conditioning of the corrected matrix. An application to updating formulae of quasi-Newton methods for unconstrained minimization is discussed.
Metadata
Item Type: | Article |
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Authors/Creators: |
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Dates: |
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Institution: | The University of Leeds |
Academic Units: | The University of Leeds > Faculty of Engineering & Physical Sciences (Leeds) > School of Computing (Leeds) |
Depositing User: | Symplectic Publications |
Date Deposited: | 21 Jun 2016 15:16 |
Last Modified: | 21 Jun 2016 15:16 |
Published Version: | http://dx.doi.org/10.1093/imamat/11.1.73 |
Status: | Published |
Publisher: | Oxford University Press |
Identification Number: | 10.1093/imamat/11.1.73 |
Open Archives Initiative ID (OAI ID): | oai:eprints.whiterose.ac.uk:85242 |
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