BIB-VERSION:: CS-TR-v2.0 ID:: STAN//CS-TR-72-322 ENTRY:: October 16, 1995 ORGANIZATION:: Stanford University, Department of Computer Science TITLE:: Methods for modifying matrix factorizations. TYPE:: Technical Report AUTHOR:: Gill, Phillip E. AUTHOR:: Golub, Gene H. AUTHOR:: Murray, Walter A. AUTHOR:: Saunders, Michael A. DATE:: November 1972 PAGES:: 63 ABSTRACT:: In recent years several algorithms have appeared for modifying the factors of a matrix following a rank-one change. These methods have always been given in the context of specific applications and this has probably inhibited their use over a wider field. In this report several methods are described for modifying Cholesky factors. Some of these have been published previously while others appear for the first time. In addition, a new algorithm is presented for modifying the complete orthogonal factorization of a general matrix, from which the conventional QR factors are obtained as a special case. A uniform notation has been used and emphasis has been placed on illustrating the similarity between different methods. NOTES:: [Adminitrivia V1/Prg/19951016] END:: STAN//CS-TR-72-322