Hi,
I have a matrix Y for which I need LU factors that I can get using DSS interface Routines like dss_factor_complex. However, the diagonal entries of this matrix need to be updated after each iteration of a loop that gets me LU factors.
Since Y is very large, and LU factorization will take a lot of computational effort. Is there a way to update LU factors when Y updates without having to do LU factorization on every iteration?
I am trying to do this:
iteration1: Y (original) > reorder > factor (LU)> solve
iteration2: Y' (updated) > update LU (from iteration1) > solve
Iteration3: Y"(updated) > update LU (from iteration2) > solve
Thanks.
Sunny