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A sparse counterpart of Reichel and Gragg's package QRUP
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Efficient simulation of power grids
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Design multiple-layer gradient coils using least-squares finite element method
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Given a sparse, symmetric positive definite matrix C and an associated sparse Cholesky factorization LDL$\tr$, we develop sparse techniques for updating the factorization after a symmetric modification of a row and column of C. We show how the modification in the Cholesky factorization associated with this rank-2 modification of C can be computed efficiently using a sparse rank-1 technique developed in [T. A. Davis and W. W. Hager, SIAM J. Matrix Anal. Appl., 20 (1999), pp. 606--627]. We also determine how the solution of a linear system Lx = b changes after changing a row and column of C or after a rank-r change in C.