t*****n
发帖数: 467 | 1 Suppose you already obtained the cholesky decomposition for matrix A, is
there a fast way to get the cholesky decomposition for A+D? Here D is a
diagonal matrix.
Thank you very much for your input | c*******h
发帖数: 1096 | 2 if well done, this can be a nice SIMAX paper...
ok, back to the topic. my guess is no. the diagonal elements affects
all other elements. so an update takes at least qradratic time.
but is there an update method faster than cubic? no---just a guess.
【在 t*****n 的大作中提到】
: Suppose you already obtained the cholesky decomposition for matrix A, is
: there a fast way to get the cholesky decomposition for A+D? Here D is a
: diagonal matrix.
: Thank you very much for your input
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