A Note on Downdating the Cholesky Factorization

Authors

Adam W. Bojanczyk, Washington University in St. Louis
R. P. Brent, Washington University in St. LouisFollow
P. van Dooren, Washington University in St. Louis
F. R. de Hoog, Washington University in St. Louis

Document Type

Technical Report

Publication Date

1987-05-01

Filename

WUCS-87-21.pdf

Technical Report Number

WUCS-87-21

Abstract

We analyze and compare three algorithms for "downdating" the Cholesky factorization of a positive definite matrix. Although the algorithms are closely related, their numerical properties differ. Two algorithms properties of the algorithms, we compare their computational complexity and their suitability for implementation on parallel or vector computers.

Comments

Permanent URL: http://dx.doi.org/10.7936/K7JS9NT5

Recommended Citation

Bojanczyk, Adam W.; Brent, R. P.; van Dooren, P.; and de Hoog, F. R., "A Note on Downdating the Cholesky Factorization" Report Number: WUCS-87-21 (1987). All Computer Science and Engineering Research.
https://openscholarship.wustl.edu/cse_research/807