On the efficient update of rectangular LU-factorizations subject to low rank modifications.

Stange, Peter, Griewank, Andreas, and Bollhöfer, Matthias. "On the efficient update of rectangular LU-factorizations subject to low rank modifications.." ETNA. Electronic Transactions on Numerical Analysis [electronic only] 26 (2007): 161-177. <http://eudml.org/doc/130565>.

@article{Stange2007,
author = {Stange, Peter, Griewank, Andreas, Bollhöfer, Matthias},
journal = {ETNA. Electronic Transactions on Numerical Analysis [electronic only]},
keywords = {KKT-system; LU-factorization; low-rank modification; quasi-Newton method; constrained nonlinear optimization; algorithm},
language = {eng},
pages = {161-177},
publisher = {Kent State University, Department of Mathematics and Computer Science},
title = {On the efficient update of rectangular LU-factorizations subject to low rank modifications.},
url = {http://eudml.org/doc/130565},
volume = {26},
year = {2007},
}

TY - JOUR
AU - Stange, Peter
AU - Griewank, Andreas
AU - Bollhöfer, Matthias
TI - On the efficient update of rectangular LU-factorizations subject to low rank modifications.
JO - ETNA. Electronic Transactions on Numerical Analysis [electronic only]
PY - 2007
PB - Kent State University, Department of Mathematics and Computer Science
VL - 26
SP - 161
EP - 177
LA - eng
KW - KKT-system; LU-factorization; low-rank modification; quasi-Newton method; constrained nonlinear optimization; algorithm
UR - http://eudml.org/doc/130565
ER -