Methods for Modifying Matrix Factorizations

In recent years, several algorithms have appeared for modifying the factors of a matrix following a rank-one change.These methods have always been given in the context of specific applications and this has probably inhibited their use over a wider field.In this report, several methods are described for modifying Cholesky factors.Some of these have been published previously while others appear for the first time.In addition, a new algorithm is presented for modifying the complete orthogonal factorization of a general matrix, from which the conventional QR factors are obtained as a special case.A uniform notation has been used and emphasis has been placed on illustrating the similarity between different methods.