Methods for computing and modifying the $LDV$ factors of a matrix
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- by Philip E. Gill, Walter Murray and Michael A. Saunders PDF
- Math. Comp. 29 (1975), 1051-1077 Request permission
Abstract:
Methods are given for computing the LDV factorization of a matrix B and modifying the factorization when columns of B are added or deleted. The methods may be viewed as a means for updating the orthogonal (LQ) factorization of B without the use of square roots. It is also shown how these techniques lead to two numerically stable methods for updating the Cholesky factorization of a matrix following the addition or subtraction, respectively, of a matrix of rank one. The first method turns out to be one given recently by Fletcher and Powell; the second method has not appeared before.References
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R. FLETCHER & M. J. D. POWELL (1973), On the Modification of $LD{L^T}$ Factorizations, AERE report, TP 519.
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Additional Information
- © Copyright 1975 American Mathematical Society
- Journal: Math. Comp. 29 (1975), 1051-1077
- MSC: Primary 65F30
- DOI: https://doi.org/10.1090/S0025-5718-1975-0388754-8
- MathSciNet review: 0388754