CISE Submissions

Item: REP-1999-374

Item:REP-1999-374

Title:Multiple-Rank Modifications of a Sparse Cholesky Factorization

Timothy A. Davis
CISE Dept., Univ. of Florida
William W. Davis
Dept. of Mathematics, Univ. of Florida

Abstract:
Given a sparse symmetric positive definite matrix AA' and an associated sparse Cholesky factorization LDL' or LL', we develop sparse techniques for updating the factorization after either adding a collection of columns to A or deleting a collection of columns from A. Our techniques are based on an analysis and manipulation of the underlying graph structure, using the framework developed in an earlier paper on rank one modifications [SIAM J. Matrix Anal. Appl., 20 (1999), pp. 606-627]. Computationally, the multiple rank update has better memory traffic and executes much faster than an equivalent series of rank one updates since the multiple rank update makes one pass through L computing the new entries, while a series of rank one updates requires multiple passes through L. Revised September 2000.

Supporting File:here

Select Departmental Reports

To select a single entry given the item reference number, enter the reference number in the Item: box. Other select options will then be ignored.

The other select options (Category:, Select by Time:, and Select by Author: can be used in any combination. However, only one of the Select by Author: options can be used. You can either select entries from a specific CISE faculty member, or from any (non faculty) CISE user, or you can enter in part or all of the author's name <-- ' --> (which is case insensitive). But only the FIRST one will be used. For many entries, the username may not have been entered, and in this case the first two options will not work for those entries, but selecting by last name will.

The Display Level: option tells how much information to display for each entry ranging from the lease (Index) to the most (Full Listing).

Item:

Category:

Select by Time:

Select by Author:

CISE Faculty Member:
CISE Member:
Name:

Display Level:

Index
Short Listing
Full Listing

Departmental Report Categories

Technical Reports
	Coordinator: Alexander M Thompson Coordinator: Dan H. Eicher Coordinator: John L. Kramer Jr.

To submit items for this page, please log in on the CISE submit page.