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Explicit general solution of the Quasi-Newton equation with sparsity and symmetry

 

作者: Emilio Spedicato,   Jinxi Zhao,  

 

期刊: Optimization Methods and Software  (Taylor Available online 1993)
卷期: Volume 2, issue 3-4  

页码: 311-319

 

ISSN:1055-6788

 

年代: 1993

 

DOI:10.1080/10556789308805548

 

出版商: Gordon and Breach Science Publishers

 

关键词: Quasi-Newton equation;secant equation;Quasi-Newton update;sparse Quasi-Newton updates;positive definiteness;quasi positive definiteness;diagonal dominance;quasi diagonal dominance

 

数据来源: Taylor

 

摘要:

We consider the problem of solving the Quasi-Newton equation under the additional condition that some elements of the solution take prescribed values. The general solution is obtained in a straightforward way by using the Huang algorithm of the ABS class. It is given in explicit form without the need of solving intermediate linear systems. Particular cases include the general symmetric or unsymmetric full or sparse update. In the sparse symmetric case we show that while positive definiteness cannot generally be forced a weaker condition called quasi positive definiteness can be satisfied under a very mild condition. This condition guarantees that all eigenvalues, except at most two, are positive.

 

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