A quadratically convergent local algorithm on minimizing the largest eigenvalue of a symmetric matrix
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Publication:1260789
DOI10.1016/0024-3795(93)90470-9zbMath0781.65023OpenAlexW1965514580MaRDI QIDQ1260789
Publication date: 25 August 1993
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0024-3795(93)90470-9
algorithmcomputational complexitynumerical examplesHermitian matricesquadratic convergencelargest eigenvalueaffine family of symmetric matricesMatlab \(M\)-fileminimization of spectral radius
Related Items (3)
Eigenvalue multiplicity estimate in semidefinite programming ⋮ Method of centers for minimizing generalized eigenvalues ⋮ A quadratically convergent local algorithm on minimizing the largest eigenvalue of a symmetric matrix
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Cites Work
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