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Mathematics of Computation

Published by the American Mathematical Society, the Mathematics of Computation (MCOM) is devoted to research articles of the highest quality in all areas of pure and applied mathematics.

ISSN 1088-6842 (online) ISSN 0025-5718 (print)

The 2020 MCQ for Mathematics of Computation is 1.98.

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A sparse quasi-Newton update derived variationally with a nondiagonally weighted Frobenius norm
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by Ph. L. Toint PDF
Math. Comp. 37 (1981), 425-433 Request permission

Abstract:

The problem of symmetric sparse updating is considered from a variational point of view and a new class of sparse symmetric quasi-Newton updating formulae is derived. This class results from the use of a nondiagonally weighted Frobenius norm. The computation of the update involves only one positive definite and symmetric linear system that has the same sparsity pattern as the problem itself.
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Additional Information
  • © Copyright 1981 American Mathematical Society
  • Journal: Math. Comp. 37 (1981), 425-433
  • MSC: Primary 65F30; Secondary 15A24, 65K10
  • DOI: https://doi.org/10.1090/S0025-5718-1981-0628706-6
  • MathSciNet review: 628706