CISE Submissions

Item: REP-2003-346

Item:REP-2003-346

Title:Row modifications of a sparse Cholesky factorization

T. A. Davis
W. W. Hager

Abstract:
Given a sparse, symmetric positive definite matrix C and an associated sparse Cholesky factorization LDL' 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 two modification of C can be computed efficiently using a sparse rank one technique developed in an earlier paper [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.

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.