A Stable Algorithm for Updating Triangular Factors Under a Rank One Change

DOI10.2307/2008137zbMath0626.65020OpenAlexW4250294064MaRDI QIDQ3030116

S. P. J. Matthews, Roger Fletcher

Publication date: 1985

Full work available at URL: https://doi.org/10.2307/2008137

zbMATH Keywords

stabilityLU factorizationcostpivot strategytriangular factorsrank deficient matricespivot searchrank one update

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items

On the numerical realization of the exact penalty method for quadratic programming algorithms, Stable modification of explicitLU factors for simplex updates