Reid's Method for LU Update

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#638

From: Jeffrey Horn
Date: Thu, 15 Oct 1992 15:44

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Would anyone know where I can get some code that updates an LU
decomposition upon the replacement of a column in the original
matrix?  I have references to papers which discuss several methods:
Saunders' method, Bartels-Golub method, Reid's method.  I am
especially interested in implementations of Reid's method for
sparse matrices.

Jeff Horn

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Message-ID: <1992Oct15.154400.16033@schaefer.math.wisc.edu>

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Path: arc1-ca.pugleaf.net!sparky!uunet!portal!lll-winken!sol.ctr.columbia.edu!spool.mu.edu!agate!stanford.edu!rutgers!uwvax!zazen!schaefer.math.wisc.edu!horn
From: horn@schaefer.math.wisc.edu (Jeffrey Horn)
Newsgroups: sci.math.num-analysis
Subject: Reid's Method for LU Update
Message-ID: <1992Oct15.154400.16033@schaefer.math.wisc.edu>
Date: 15 Oct 92 15:44:00 GMT
Organization: Univ. of Wisconsin Dept. of Mathematics
Lines: 8