@Article{Gurwitz:1992:TCE,
  author =       "Chaya Gurwitz",
  title =        "A Test for Cancellation Errors In Quasi-{Newton}
                 Methods",
  journal =      "{ACM} Transactions on Mathematical Software",
  volume =       "18",
  number =       "2",
  pages =        "134--140",
  month =        jun,
  year =         "1992",
  CODEN =        "ACMSCU",
  ISSN =         "0098-3500",
  MRclass =      "65K10 (90C30)",
  MRnumber =     "1 167 884",
  URL =          "http://doi.acm.org/10.1145/146847.146876",
  abstract =     "It has recently been shown that cancellation errors in
                 a quasi-Newton method can increase without bound as the
                 method converges. A simple test is presented to
                 determine when cancellation errors could lead to
                 significant contamination of the approximating
                 matrix.",
  keywords =     "algorithms",
  subject =      "{\bf G.1.6}: Mathematics of Computing, NUMERICAL
                 ANALYSIS, Optimization. {\bf G.4}: Mathematics of
                 Computing, MATHEMATICAL SOFTWARE, Reliability and
                 robustness.",
}