Low-rank/sparse-inverse decomposition via Woodbury

DOI10.1007/978-3-319-55702-1_16zbMATH Open1376.65076OpenAlexW2739470388MaRDI QIDQ4596450FDOQ4596450

Authors:

Publication date: 1 December 2017

Published in: Operations Research Proceedings 2016 (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-55702-1_16

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Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Direct numerical methods for linear systems and matrix inversion (65F05) Computational methods for sparse matrices (65F50) Approximation methods and heuristics in mathematical programming (90C59)

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