Updating Factorizations of Symmetric Indefinite Matrices
Yang Chuansheng,Xu Chengxian,Yuan Yubo
(School of Sciences, Xi'an Jiaotong University,Xi'an 710049,China)

Abstract: Previous research has been concerned with updating factorization of a symmetric positive definite matrix. Here, a numerical algorithm is presented for updating Bunch-Parlet factorization of a symmetric indefinite matrix. The BunchParlett factorization of a symmetric indefinite matrix requires ０（n³） arithmetic operations. According to its factorization, an updating factorization when modified by a rank one is received, it only requires 0(n²) arithmetic operations and its numerical result is stable.
Keywords: updating factorization;diagonal pivoting strategy;BunchParlett factorization