Cholesky Factor Updating Techniques for Rank 2 Matrix Modifications

DOI10.1137/0610041MaRDI QIDQ4732029zbMATH OpenOpenAlexFDO

Authors 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

comparisonparallel computationpipeliningCholesky factor updating techniquesrank 1 updatesrank 2 updatessymmetric rank 2 modifications

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Direct numerical methods for linear systems and matrix inversion (65F05) Parallel numerical computation (65Y05) Nonlinear programming (90C30) Numerical computation of solutions to systems of equations (65H10)

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(8)

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