Cholesky Factor Updating Techniques for Rank 2 Matrix Modifications

DOI10.1137/0610041zbMath0682.65013OpenAlexW1981289701MaRDI QIDQ4732029

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

Related Items (2)

Block RLS using row Householder reflections ⋮ Block Updating/Downdating Algorithms for Regularised Least Squares Problems and Applications to Linear Discriminant Analysis

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