Department of Computer Science | Institute of Theoretical Computer Science | CADMO

Theory of Combinatorial Algorithms

Prof. Emo Welzl and Prof. Bernd Gärtner

Mittagsseminar (in cooperation with M. Ghaffari, A. Steger and B. Sudakov)

Mittagsseminar Talk Information

Date and Time: Tuesday, March 20, 2012, 12:15 pm

Duration: 30 minutes

Location: CAB G51

Speaker: Yves Brise

Low Rank Updating of Matrix Factorizations

In the context of many applications the need to update the inverse of a matrix over the course of several iterations arises. That is, in one iteration we need to solve a linear equation system with matrix A. In the next iteration we need to do it again with a different matrix A'. However, the matrix A' doesn't differ from A a lot. It could be that only one element or one column of A changes. Instead of having to recompute the inverse (or its relatives like the LU factorization) from scratch, there exist update procedures which use considerably less computations. In particular, if the rank of the update matrix is low, we are in a good position. I will talk a little bit about the history of this field of research and then go into more detail about the experimental QP solver of CGAL where we are currently implementing an updated LU factorization. The non-historical part of the talk is joint work with Bernd Gärtner.

Upcoming talks     |     All previous talks     |     Talks by speaker     |     Upcoming talks in iCal format (beta version!)

Previous talks by year:   2018  2017  2016  2015  2014  2013  2012  2011  2010  2009  2008  2007  2006  2005  2004  2003  2002  2001  2000  1999  1998  1997  1996  

Information for students and suggested topics for student talks

Automatic MiSe System Software Version 1.4803M   |   admin login