PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

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