Row Modifications of a Sparse Cholesky Factorization
From MaRDI portal
Publication:5317616
DOI10.1137/S089547980343641XzbMath1077.65026MaRDI QIDQ5317616
William W. Hager, Timothy A. Davis
Publication date: 19 September 2005
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Cholesky factorization; sparse matrices; mathematical software; numerical linear algebra; direct methods; matrix updates; rank-2 modification
65F50: Computational methods for sparse matrices
65Y20: Complexity and performance of numerical algorithms
65F05: Direct numerical methods for linear systems and matrix inversion
Related Items
A sparse counterpart of Reichel and Gragg's package QRUP, A sparse proximal implementation of the LP dual active set algorithm, Dual multilevel optimization