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Rank-one update of Cholesky factorization

Show simple item record Ntlatlapa, N
dc.contributor.editor Steenkamp, A.L. 2018-09-10T12:37:58Z 2018-09-10T12:37:58Z 1995 1995
dc.identifier.citation Ntlatlapa, N. (1995) Rank-one update of Cholesky factorization. Papers Delivered at the SAICSIT 95 Research and Development Symposium (South African Institute for Computer Scientists and Information Technologists), Film Auditorium, University of South Africa, Pretoria, 25-26 May1995, edited by A.L. Steenkamp (UNISA) (ISBN 0-86981-909-7) en
dc.identifier.isbn 0-86981-909-7
dc.description.abstract Symmetric positive definite matrices appear in most methods for Unconstrained Optimization. The method widely adopted for factoring these matrices is Cholesky Factorization. Furthermore, in Quassi-Newton methods for unconstrained optimization these matrices are continually updated and factorized. Here we consider factoring an n x n symmetric positive definite matrix of the form: A' = A + CXZZT , where A is symmetric positive definite, a is a scalar and z is a vector of length n. We assume that A has already been factorized by Cholesky factorization. The adopted methods are due to Gill et. al. [GGS75, GM72]. en
dc.language.iso en en
dc.title Rank-one update of Cholesky factorization en

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