Cholesky Factor Updating Techniques for Rank 2 Matrix Modifications

DOI10.1137/0610041zbMath0682.65013MaRDI QIDQ4732029

Linda Kaufman, Richard H. Bartels

Publication date: 1989

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0610041

zbMATH Keywords

comparison; parallel computation; pipelining; Cholesky factor updating techniques; rank 1 updates; rank 2 updates; symmetric rank 2 modifications

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C30: Nonlinear programming

65H10: Numerical computation of solutions to systems of equations

65Y05: Parallel numerical computation

65F05: Direct numerical methods for linear systems and matrix inversion

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