Improved Automatic Computation of Hessian Matrix Spectral Bounds
نویسندگان
چکیده
منابع مشابه
Improved Automatic Computation of Hessian Matrix Spectral Bounds
This paper presents a fast and powerful method for the computation of eigenvalue bounds for Hessian matrices ∇2φ(x) of nonlinear wice continuously differentiable functions φ : U ⊆ R → R on hyperrectangles B ⊂ U . The method is based on a recently proposed procedure [9] for an efficient computation of spectral bounds using extended codelists. Both that approach and the one presented here substan...
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ژورنال
عنوان ژورنال: SIAM Journal on Scientific Computing
سال: 2016
ISSN: 1064-8275,1095-7197
DOI: 10.1137/15m1025773