On the efficient update of rectangular LU-factorizations subject to low rank modifications

Electronic Transactions on Numerical Analysis

Volumn 26, Issue , 2007, Pages 161-177

  Stange, Peter ^a   Griewank, Andreas ^b   Bollhöfer, Matthias ^a  

^a TECHNISCHE UNIVERSITÄT BERLIN   (Germany)

^b HUMBOLDT UNIVERSITY   (Germany)

Author keywords

KKT system; Low rank modification; LU factorization; Quasi Newton method

Indexed keywords

ALGORITHMS; CONSTRAINT THEORY; FACTORIZATION; ITERATIVE METHODS;

COMPUTATION TIME; LOW RANK MODIFICATIONS; NONLINEAR OPTIMIZATION PROBLEMS; NULL SPACE FACTORIZATIONS;

MATRIX ALGEBRA;

EID: 37649004218     PISSN: None     EISSN: 10689613     Source Type: Journal    
DOI: None     Document Type: Article

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