Sparse matrices in matlab: design and implementation

In the recently presented sparse matrix extension of MATLAB, there is no routine for sparse QR factorization. Sparse linear least-squares problems are instead solved by the augmented system method. The accuracy in computed solutions is strongly ...

Given a sparse, symmetric positive definite matrix C and an associated sparse Cholesky factorization LDL$\tr$, we develop sparse techniques for updating the factorization after a symmetric modification of a row and column of C. We show how the ...

Given a sparse symmetric positive definite matrix ${\bf AA}^{\sf T}$ and an associated sparse Cholesky factorization ${\bf LDL}^{\sf T}$ or ${\bf LL}^{\sf T}$, we develop sparse techniques for obtaining the new factorization associated with either ...