### Implementing Low rank update of block-LDLᵀ decomposition

Posted:

**Thu Dec 29, 2016 3:30 pm**Hi,

I was wondering if any stable algorithm for efficiently updating the block-LDLᵀ decomposition of symmetric indefinite matrices was already available in the LAPACK library? I know that the dsytf2* functions compute this decomposition but I was not able to find anything for updating the decomposition.

Professor Danny Sorensen's thesis "UPDATING THE SYMMETRIC INDEFINITE FACTORIZATION WITH APPLICATIONS IN A MODIFIED NEWTON'S METHOD"(https://www.osti.gov/scitech/servlets/purl/7220580) contains one such algorithm including fortran source code on page 140, but the thesis is available as OCR'd pdf therefore I thought of asking on the LAPACK forum before spending time manually typing something that might already exist.

Thanks.

I was wondering if any stable algorithm for efficiently updating the block-LDLᵀ decomposition of symmetric indefinite matrices was already available in the LAPACK library? I know that the dsytf2* functions compute this decomposition but I was not able to find anything for updating the decomposition.

Professor Danny Sorensen's thesis "UPDATING THE SYMMETRIC INDEFINITE FACTORIZATION WITH APPLICATIONS IN A MODIFIED NEWTON'S METHOD"(https://www.osti.gov/scitech/servlets/purl/7220580) contains one such algorithm including fortran source code on page 140, but the thesis is available as OCR'd pdf therefore I thought of asking on the LAPACK forum before spending time manually typing something that might already exist.

Thanks.