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A modification to the linpack downdating algorithm
Authors:C -T Pan
Institution:(1) Department of Mathematical Sciences, Northern Illinois University, 60115 DeKalb, IL, USA
Abstract:Alinpack downdating algorithm is being modified by interleaving its two different phases, the forward solving a triangular system and the backward sweep of Givens rotations, to yield a new forward method for finding the Cholesky decomposition ofR T Rzz T . By showing that the new algorithm saves forty percent purely redundant operations of the original, better stability properties are expected. In addition, various other downdating algorithms are rederived and analyzed under a uniform framework.
Keywords:65F30  65G05  15A23
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