[ODE] A queation about incremental LDLT factorization update

David Whittaker david at csworkbench.com
Mon May 12 16:55:02 2003


I won't pretend to understand how it works, but it seems like I remember
that "downdating" is the technical term for what it's doing... might help
in your googling.

David

> Hi, All I'm trying to understand the code of incremental update of LDLT
> factorization in ODE, especially the case of removing a row/column from
> Set C implemented in Function dLDLTRemove() and dLDLTAddTL() I would
> appreciate very much If anyone can tell me know how the code works or
> where to find the document that describes the algorithm used in these
> two functions. Best regards,Bill
>
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