Title :
Updating method for LU factorisation
Author_Institution :
University of Waterloo, Department of Electrical Engineering, Waterloo, Canada
Abstract :
A method is presented which generates the LU factors of a matrix from the LU factors of another matrix, provided that the two matrices are related by a dyad. The number of arithmetic operations needed to obtain the LU factors of the modified matrix is considerably less than that required if the LU factorisation were to be carried out on it.
Keywords :
matrix algebra; LU factorisation; matrices;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19720137
