Cholesky Factor Updating Techniques for Rank 2 Matrix Modifications

DOI10.1137/0610041zbMATH Open0682.65013OpenAlexW1981289701MaRDI QIDQ4732029FDOQ4732029

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

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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)

Cited In (8)

• Row Modifications of a Sparse Cholesky Factorization
• Block Updating/Downdating Algorithms for Regularised Least Squares Problems and Applications to Linear Discriminant Analysis
• On systolic arrays for updating the Cholesky factorization
• Title not available (Why is that?)
• Title not available (Why is that?)
• Block RLS using row Householder reflections
• Title not available (Why is that?)
• On the efficient update of rectangular LU-factorizations subject to low rank modifications

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