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.
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Updated 12 Aug 2005

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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 (2024). 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

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Version Published Release Notes
1.0.0.0