Rank-one update of Cholesky factorization

dc.contributor.author	Ntlatlapa, N
dc.contributor.editor	Steenkamp, A.L.
dc.date.accessioned	2018-09-10T12:37:58Z
dc.date.available	2018-09-10T12:37:58Z
dc.date.created	1995
dc.date.issued	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.identifier.uri	http://hdl.handle.net/10500/24819
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