how to update matrix?

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kitty varghese
kitty varghese 2017-8-6
编辑: John BG 2017-8-13
i want to update the matrix W .Here W is initialised with radom matrix. Such that W= u*W(WH-V)H'and u is keeps on increasing with 0.1 in each iteration.
  9 个评论
Jan
Jan 2017-8-8
编辑:Jan 2017-8-8
@John: I do not need explanations about matrix norms, neither from you nor from a book. Therefore this discussion is based on a misunderstanding. As said already, all I wanted to achieve was to encourage kitty to post more details.
John BG
John BG 2017-8-8
编辑:John BG 2017-8-13
then, if not for you, for the rest of readers.

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采纳的回答

John BG
John BG 2017-8-7
Hi Kitty
It seems you want to solve a matrix preconditioning problem.
There's a really good book
Matrix Preconditioning Techniques and Applications, by Ke Chen
The author freely shares the MATLAB scripts here
in page 174 , the ILU algorithm matches the expression of your question.
I dare say that the solution to your question is already implemented in more than one Chen's scripts, depending on the format of V.
if you find this answer useful would you please be so kind to consider marking my answer as Accepted Answer?
To any other reader, if you find this answer useful please consider clicking on the thumbs-up vote link
thanks in advance
John BG
LIST OF SCRIPTS
help contents
%--- Alphbetical ordering of Mfiles and programs --- Total = 90 files
% ap2f.m
% ap2m.m
% banda.m
% bandb.m
% bandg.m
% bccb.m
% bprod.m
% bttb.m
% cf_split.m
% ch0_w2.m
% ch13.m
% ch3_fmm.m
% ch6_gs.m
% ch6_mg2.m
% ch8.m
% chebg.m
% cheb_fun.m
% circ_pre.m
% circ_toep.m
% cup1.f
% cup2.f
% cup23.in
% cup3.f
% cup4.f
% cup5.f
% cz.m
% def_no.m
% detect.m
% exafft16.m
% fft_fwt.m
% fwt.m
% fwts.m
% ge_all.m
% gh_all.m
% givens.m
% gj_ek.m
% gmrest_k.m
% gmres_c.m
% gmres_k.m
% gmres_nr.m
% g_e.m
% g_h.m
% g_j.m
% hb1.m
% hess_as.m
% hopf.m
% houses.m
% ifwt.m
% ilu_0.m
% ilu_t.m
% index2.m
% intera.m
% iperm0.m
% iperm2.m
% iter3.m
% iwts.m
% lap_lab.m
% matrix0.mat
% matrix1.mat
% matrix2.mat
% matrix3.mat
% mat_pr0.m
% mat_prt.m
% mat_prt4.m
% mgm_2d.m
% mgm_2f.m
% mgm_2s.m
% mgs.m
% mk_ek.m
% multic.m
% mygrid.m
% my_jordan.m
% nsh.m
% perm0.m
% perm2.m
% richa_nr.m
% run8.m
% run9.m
% run_ai.m
% schts.m
% size6.rua
% size6.m
% spai2.m
% spyc.m
% t_band.m
% t_dete.m
% wathen.m
% waz.m
% waz_all.m
% waz_t.m

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