A computational algorithm for LU decomposition of a sequence of matrices that differ only in one or more elements

Authors:
M. S. Zahir
Affiliations:
-
Venue:
ACM SIGNUM Newsletter
Year:
1989

Citing 3
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Decomposing a sequence of matrices that differ only in one submatrix

ACM SIGNUM Newsletter
Numerical Methods

Numerical Methods

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Abstract

A computational algorithm for an efficient LU decomposition of a sequence of matrices that differ in one or more elements is presented and some possible areas of engineering and business applications are outlined. CPU time, as measured in an implementation of the algorithm using FORTRAN code, is shown to agree very well with the estimated operations count.