Suppose we have factored the nxn matrix A as PA = LU and now we want to solve the linear system formed by adding one row and one column to A to make a matrix Express Anew as Anew a1,1 a2,1 : an, 1 an+1,1 Anew ... a1,n a2,n : an, n an+1,n A 0 - [4 ]-z 0 al,n+1 a2.n+1 an,n+1 an+1,n+1 (where Z and V are rank-2 matrices) so that the Sherman-Morrison-Woodbury formula can be applied.

Suppose we have factored the nxn matrix A as PA = LU and now we want to solve the linear system formed by adding one row and one column to A to make a matrix Express Anew as Anew a1,1 a2,1 : an, 1 an+1,1 Anew ... a1,n a2,n : an, n an+1,n A 0 - [4 ]-z 0 al,n+1 a2.n+1 an,n+1 an+1,n+1 (where Z and V are rank-2 matrices) so that the Sherman-Morrison-Woodbury formula can be applied.

Operations Research : Applications and Algorithms

4th Edition

ISBN:9780534380588

Author:Wayne L. Winston

Publisher:Wayne L. Winston

Chapter2: Basic Linear Algebra

Section2.1: Matrices And Vectors

Problem 5P

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