Row modifications of a sparse Cholesky factorization Academic Article uri icon

abstract

  • Given a sparse, symmetric positive definite matrix C and an associated sparse Cholesky factorization LDL T, we develop sparse techniques for updating the factorization after a symmetric modification of a row and column of C. We show how the modification in the Cholesky factorization associated with this rank-2 modification of C can be computed efficiently using a sparse rank-1 technique developed in [T. A. Davis and W. W. Hager, SIAM J. Matrix Anal. Appl., 20 (1999), pp. 606-627]. We also determine how the solution of a linear system Lx = b changes after changing a row and column of C or after a rank-r change in C. 2005 Society for Industrial and Applied Mathematics.

published proceedings

  • SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS

author list (cited authors)

  • Davis, T. A., & Hager, W. W.

complete list of authors

  • Davis, TA||Hager, WW

publication date

  • January 1, 2005 11:11 AM