Methods for modifying matrix factorizations.
Abstract
In recent years several algorithms have appeared for modifying the factors of a matrix following a rank-one change. These methods have always been given in the context of specific applications and this has probably inhibited their use over a wider field. In this report several methods are described for modifying Cholesky factors. Some of these have been published previously while others appear for the first time. In addition, a new algorithm is...
Paper Details
Title
Methods for modifying matrix factorizations.
Published Date
Nov 1, 1972
Journal
Volume
28
Issue
126
Pages
505 - 535
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