The solution of linear systems by using the Sherman-Morrison formula

DOI10.1016/j.laa.2006.07.007zbMath1111.65027OpenAlexW2070948799MaRDI QIDQ860990

Pierluigi Maponi

Publication date: 9 January 2007

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2006.07.007

zbMATH Keywords

convergencenumerical examplesGauss eliminationsparse matrixVandermonde matrixdirect methodspartial pivotingCauchy matrixPascal matrixapproximate inverse preconditioner

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical computation of matrix norms, conditioning, scaling (65F35) Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items (7)

A Sherman-Morrison approach to the solution of linear systems ⋮ Adaptive online sequential extreme learning machine for dynamic modeling ⋮ The use of Sherman-Morrison formula in the solution of Fredholm integral equation of second kind ⋮ Computing the pseudoinverse of specific Toeplitz matrices using rank-one updates ⋮ An efficient implementation of the ensemble Kalman filter based on an iterative Sherman-Morrison formula ⋮ A numerical method for a direct obstacle scattering problem ⋮ Adjoint-based SQP method with block-wise quasi-Newton Jacobian updates for nonlinear optimal control

Uses Software

• LAPACK
• NAG
• SparseMatrix
• mctoolbox
• nag

Cites Work

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• NAG
• A Sherman-Morrison approach to the solution of linear systems
• A comparative study of sparse approximate inverse preconditioners
• A note on the recursive decoupling method for solving tridiagonal linear systems
• A numerical method for a direct obstacle scattering problem
• Matrix Inversion by the Annihilation of Rank
• GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
• An extended set of FORTRAN basic linear algebra subprograms
• Bi-CGSTAB: A Fast and Smoothly Converging Variant of Bi-CG for the Solution of Nonsymmetric Linear Systems
• Preconditioning Sparse Nonsymmetric Linear Systems with the Sherman--Morrison Formula
• Adjustment of an Inverse Matrix Corresponding to a Change in One Element of a Given Matrix

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