Let $\Sigma$ be positive definite and the $D_i$ positive diagonal.  Let the $X_i$ be unknown square matrices.  Consider the system of equations:

$$(I+\Sigma D_i)X_i=\Sigma\hspace{5mm}\text{for}\hspace{5mm}i=1,...n.$$

Is it possible to numerically solve all of these equations without having to completely recompute the LU factorization of $(I+\Sigma D_i)$ for each $i$?

I've been messing around with the Cholesky and Eigen-decompositions of $\Sigma$, but no luck so far, I think it's probably not possible, but I thought I'd ask.

If it helps, note that the solutions $X_i$ will all be positive definite, since

$$X_i^{-1} = \Sigma^{-1} + D_i.$$

**Edit:**

It looks like [this](http://scicomp.stackexchange.com/questions/10533/perturbation-of-cholesky-decomposition-for-matrix-inversion/10535#10535) answer here by the all knowing Brian Borchers means that this is infact impossible.