Timeline for Explicit formula for Cholesky factorization in a special case
Current License: CC BY-SA 3.0
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Apr 29, 2012 at 14:08 | comment | added | Felix Goldberg | Well, actually it's $\alpha$ that's varying and $s$ is fixed. Thanks for the reference, I'll be sure to read. | |
| Apr 26, 2012 at 4:52 | comment | added | Brian Borchers | Let me also mention that if $\alpha$ is fixed and you want to vary $s$, then you might find that a better way to go is to compute the eigenvalue decomposition of $Q-\alpha J$, and then adjust for $sI$ by adding $s$ to the eigenvalues. | |
| Apr 26, 2012 at 1:02 | comment | added | Brian Borchers | A classic reference (and the paper is available online as a free .pdf) is: P. Gill, G. Golub, W. Murray, and M. Saunders. Methods for modifying matrix factorizations. Mathematics of Computation, 126(28):505-535, 1974. stanford.edu/group/SOL/papers/ggms74.pdf | |
| Apr 25, 2012 at 8:35 | vote | accept | Felix Goldberg | ||
| Apr 25, 2012 at 7:53 | comment | added | Felix Goldberg | Thanks! Can you give me a particular reference? My focus is on theory, not computation. | |
| Apr 25, 2012 at 1:23 | history | answered | Brian Borchers | CC BY-SA 3.0 |