Rank-2 update to LU Factorization

版本 1.0.0.0 (1.3 KB) 作者: Greg von Winckel
Solve an LU-factorized system with rank-2 update.
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更新时间 2005/8/12

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This script solves the system Ax=b, where A is given in terms of its LU factors plus a rank-2 update.

A=LU+u1*v1'+u2*v2'

A, L, and U must all be nonsingular. Solves the linear system in O(n^2) operations.

引用格式

Greg von Winckel (2024). Rank-2 update to LU Factorization (https://www.mathworks.com/matlabcentral/fileexchange/8270-rank-2-update-to-lu-factorization), MATLAB Central File Exchange. 检索来源 .

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版本 已发布 发行说明
1.0.0.0