Updating the Inverse of a Matrix

DOI10.1137/1031049zbMath0671.65018OpenAlexW2139182243WikidataQ56269432 ScholiaQ56269432MaRDI QIDQ3823718

William W. Hager

Publication date: 1989

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/72cff71a6026c15102d1c23d8c429ca60fe2d048

zbMATH Keywords

linear programmingsensitivity analysisSchur complementdomain decompositionnetworksasymptotic analysisupdatingfactorizationanalysisquasi-Newton methodsmatrix inversionleast squares estimationsmall rank perturbationSherman-Morrison-Woodbury formulastearing and mending

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Direct numerical methods for linear systems and matrix inversion (65F05) History of numerical analysis (65-03)

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