PASCAL -

Low Rank Updates for the Cholesky Decomposition
matthias seeger
(2005) Technical Report. Max Planck Society, Tuebingen, Germany.

Abstract

Stable algorithms for up-/downdating of Cholesky factor after simple changes to the system matrix.

EPrint Type:	Monograph (Technical Report)
Additional Information:	Code available at http://www.kyb.tuebingen.mpg.de/bs/people/seeger/
Project Keyword:	Project Keyword UNSPECIFIED
Subjects:	Learning/Statistics & Optimisation Theory & Algorithms
ID Code:	1160
Deposited By:	matthias seeger
Deposited On:	28 November 2005