A modification to the LINPACK downdating algorithm (Q2639590)

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A modification to the LINPACK downdating algorithm
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    A modification to the LINPACK downdating algorithm (English)
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    1990
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    A LINPACK downdating algorithm is modified by interleaving its two different phases, the forward solution of a triangular system and the backward sweep of Givens rotation, to yield a new forward method for finding the Cholesky decomposition of \({\mathfrak R}^ T{\mathfrak R}-{\mathfrak zz}^ T\). It is shown that the new algorithm saves 40 percent purely redundant operations of the original one and is more accurate than the old one provide that n is fairly large. The new algorithm is the best choice in general for the downdating problem. In addition, various other downdating algorithms are rederived and analyzed under a uniform framework. Some downdating examples having exact answer and their testing results are presented.
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    fast hyperbolic rotation
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    LINPACK downdating algorithm
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    triangular system
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    Givens rotation
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    Cholesky decomposition
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    testing results
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