Reid's Method for LU Update

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1 total messages Started by Jeffrey Horn Thu, 15 Oct 1992 15:44

#638

Author: 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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