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Article #839Re: Determinants
From: Brian Borchers
Date: Sun, 13 Dec 1992 23:29
Date: Sun, 13 Dec 1992 23:29
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1347 bytes
The original poster wants to know how to update his calculation of the determinant of a matrix after a very slight change to the matrix. You might take a look at section 12.6 of the second edition of Matrix Computations by Golub and Van Loan. This section discusses methods for updating the QR factorization of a matrix after such a change, and has pointers to the literature on updating LU and other factorizations. You could use these techniques to update your LU factorization and then recompute the determinant from the updated factorization. On the other hand, calculating the determinant from an LU factorization is notoriously unstable. Are you sure that you can't avoid the computation of the determinant? Can you live with an inaccurate answer? Brian Borchers Borchers@nmt.edu Department of Mathematics New Mexico Tech Socorro, NM 87801
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Path: arc1-ca.pugleaf.net!sparky!uunet!ogicse!mimbres.cs.unm.edu!nmt.edu!borchers From: borchers@nmt.edu (Brian Borchers) Newsgroups: sci.math.num-analysis Subject: Re: Determinants Message-ID: <1992Dec13.232956.29606@nmt.edu> Date: 13 Dec 92 23:29:56 GMT Article-I.D.: nmt.1992Dec13.232956.29606 References: <Uf_ue8S00X0F01LIFN@andrew.cmu.edu> <8f_ul__00X0FM1LIoi@andrew.cmu.edu> Organization: New Mexico Tech Lines: 19