Project_18
Updating and Downdating Matrix Factorizations:
A Change in Plans

Project 18 considers whether it's possible to reuse the factors of a matrix A after you've changed the matrix.

More precisely, suppose A is a matrix, and we've computed the LU or QR or SVD factors of A. Suppose we decide to change a single entry of A, or a row or column of A, or to make some other "small" change in A. This might be because we are adjusting a model, for instance, or varying some parameter.

Since matrix factorization is so expensive, it can be worthwhile to see if small changes to a matrix only require small adjustments to its factorization.

The case study involves a truss model, which is analyzed, and then adjusted;

Reference:

1. Dianne O'Leary,
   Updating and Downdating Matrix Factorizations: A Change in Plans,
   Computing in Science and Engineering,
   Volume 8, Number 2, March/April 2006.
2. Dianne O'Leary,
   Scientific Computing with Case Studies,
   SIAM, 2008,
   ISBN13: 978-0-898716-66-5,
   LC: QA401.O44.

• problem3.m
• problem4.m
• problem6.m
• qrcolchange.m
• sherman_mw.m

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