image thumbnail

Rank-2 update to LU Factorization

version 1.0.0.0 (1.33 KB) by Greg von Winckel
Solve an LU-factorized system with rank-2 update.

2K Downloads

Updated 12 Aug 2005

View License

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.

Cite As

Greg von Winckel (2021). Rank-2 update to LU Factorization (https://www.mathworks.com/matlabcentral/fileexchange/8270-rank-2-update-to-lu-factorization), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R14
Compatible with any release
Platform Compatibility
Windows macOS Linux

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!