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Forcing sparsity by projecting with respect to a non-diagonally weighted Frobenius norm. (English) Zbl 0504.65019


MSC:

65F30 Other matrix algorithms (MSC2010)
65F50 Computational methods for sparse matrices
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References:

[1] J.E. Dennis and R.B. Schnabel, ”Least change secant updates for quasi-Newton methods”,SIAM Review 21 (1979) 443–459. · Zbl 0424.65020 · doi:10.1137/1021091
[2] M.J.D. Powell, ”Quasi-Newton formulae for sparse second derivative matrices”,Mathematical Programming 20 (1981) 144–151. · Zbl 0453.90081 · doi:10.1007/BF01589341
[3] Ph.L. Toint, ”On sparse and symmetric matrix updating subject to a linear equation”,Mathematics of Computation 31 (1977) 954–961. · Zbl 0379.65034 · doi:10.1090/S0025-5718-1977-0455338-4
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