On the Modification of LDL T Factorizations
- 1 October 1974
- journal article
- Published by JSTOR in Mathematics of Computation
- Vol. 28 (128) , 1067
- https://doi.org/10.2307/2005366
Abstract
A number of methods are compared for modifying an $LDL^T$ factorization of a positive definite matrix $A$ when a matrix of rank one is added to $A$. Both the ef...
Keywords
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