The recomputation of Holessky factorization
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 19 (1979) no. 5, pp. 1318-1319
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An algorithm is presented for the economical recomputation of the triangular multipliers of the Holessky method (the square-root method) for a positive-definite matrix after a one-rank perturbation
@article{ZVMMF_1979_19_5_a21,
author = {S. M. Bersenyov},
title = {The recomputation of {Holessky} factorization},
journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
pages = {1318--1319},
publisher = {mathdoc},
volume = {19},
number = {5},
year = {1979},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZVMMF_1979_19_5_a21/}
}
S. M. Bersenyov. The recomputation of Holessky factorization. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 19 (1979) no. 5, pp. 1318-1319. http://geodesic.mathdoc.fr/item/ZVMMF_1979_19_5_a21/