Answers are grounded in this paper and cite their sources.
Methods are given for computing the LDV factorization of a matrix B and modifying the factorization when columns of B are added or deleted. The methods may be viewed as a means for updating the orthogonal ( LQ ) factorization of B without the use of square roots. It is also shown how these techniques lead to two numerically stable methods for updating the Cholesky factorization of a matrix following the addition or subtraction, respectively, of a matrix of rank one. The first method turns out to be one given recently by Fletcher and Powell; the second method has not appeared before.
No takes yet. Share an insight, caveat, or question.
Gill et al. (1975) studied this question.
Synapse has enriched 10 related papers. Consider them for comparative context: