Technical Report Number
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.
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.
Permanent URL: http://dx.doi.org/10.7936/K7JS9NT5