Representing Symmetric Rank Two Updates
收藏NBER1976-02-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w0124
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资源简介：
Various quasi-Newton methods periodically add a symmetric "correction" matrix of rank at most 2 to a matrix approximating some quantity A of interest (such as the Hessian of an objective function). In this paper we examine several ways to express a symmetric rank 2 matrix [delta] as the sum of rank
提供机构：
美国国家经济研究局
创建时间：
1976-02-01
