Rank-2 update to LU Factorization
by Greg von Winckel
10 Aug 2005
(Updated 12 Aug 2005)
Solve an LU-factorized system with rank-2 update.
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| File Information |
| Description |
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. |
| MATLAB release |
MATLAB 7 (R14)
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