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Multiple Schubert's Updating Matrix and Its Compact Representation

Multiple Schubert's Updating Matrix and Its Compact Representation
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摘要 Schubert's method for solving systems of sparse equations has achieved a great deal of computational success. In this paper, Schubert's method was extended to multiple version, and the compact representation of multple Schubert's updating matrix was derived. The compact representation could be used to efficiently implement limited memory methods for large problems. Schubert's method for solving systems of sparse equations has achieved a great deal of computational success. In this paper, Schubert's method was extended to multiple version, and the compact representation of multple Schubert's updating matrix was derived. The compact representation could be used to efficiently implement limited memory methods for large problems.
作者 刘士平
出处 《Journal of Shanghai University(English Edition)》 CAS 2002年第4期282-287,共6页 上海大学学报(英文版)
关键词 Schubert's method multiple version limited memory. Schubert's method, multiple version, limited memory.
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参考文献3

  • 1Richard H. Byrd,Jorge Nocedal,Robert B. Schnabel.Representations of quasi-Newton matrices and their use in limited memory methods[J].Mathematical Programming (-).1994(1-3)
  • 2Jean Charles Gilbert,Claude Lemaréchal.Some numerical experiments with variable-storage quasi-Newton algorithms[J].Mathematical Programming (-).1989(1-3)
  • 3Dong C. Liu,Jorge Nocedal.On the limited memory BFGS method for large scale optimization[J].Mathematical Programming (-).1989(1-3)

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