QR factorizations using a restricted set of rotations.
Quasi-Monte Carlo Methods for some Linear Algebra Problems. Convergence and Complexity
We present quasi-Monte Carlo analogs of Monte Carlo methods for some linear algebra problems: solving systems of linear equations, computing extreme eigenvalues, and matrix inversion. Reformulating the problems as solving integral equations with a special kernels and domains permits us to analyze the quasi-Monte Carlo methods with bounds from numerical integration. Standard Monte Carlo methods for integration provide a convergence rate of O(N^(−1/2)) using N samples. Quasi-Monte Carlo methods...
Quasi-Newton type of diagonal updating for the L-BFGS method.
Quasi-Newton's method with correction.