A Diagonal Modification for the Downdating Algorithm

DOI10.1137/0904006MaRDI QIDQ3314864zbMATH OpenOpenAlexFDO

Authors Achiya Dax

Publication date 1983

Published in SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0904006

zbMATH Keywords

Cholesky factorizationsymmetric factorizationrounding errorsdowndating algorithm

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Factorization of matrices (15A23)

Recommendations

• A modification to the LINPACK downdating algorithm
• Stability Analysis of a Householder-Based Algorithm for Downdating the Cholesky Factorization
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Cited in

(9)

• A Note on Downdating the Cholesky Factorization
• A repeated-update problem in the DeltaBlue algorithm
• The Quasi-Cauchy Relation and Diagonal Updating
• Updating $LU$ Factorizations for Computing Stationary Distributions
• A modification to the LINPACK downdating algorithm
• Modified Gram-Schmidt-based methods for block downdating the Cholesky factorization
• An alternative implementation of the IDRstab method saving vector updates
• A perturbation analysis of the problem of downdating a Cholesky factorization
• Downdating: Interdisciplinary Research Between Statistics and Computing

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