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Rank updates to pardiso factorization

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Hi,

Is it possible to do rank-1-updates of the factorization computed by pardiso? That is, given A = L D L^T, I need to be able to efficiently compute the decomposition of A + alpha w w^T (w is a vector)

I'm using this functionality in an interior-point algorithm for large-scale convex optimization.

Best,

Jens


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