Row Modifications of a Sparse Cholesky Factorization

DOI10.1137/S089547980343641XMaRDI QIDQ5317616zbMATH OpenFDO

Authors Timothy A. Davis, William Hager

Publication date 19 September 2005

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

Full work available at URL https://doi.org/10.1137/S089547980343641X

zbMATH Keywords

sparse matricesCholesky factorizationdirect methodsmathematical softwarenumerical linear algebramatrix updatesrank-2 modification

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Computational methods for sparse matrices (65F50) Complexity and performance of numerical algorithms (65Y20)

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