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5 votes

inertia count sparse matrix with dense low-rank perturbation

Upon further examination, I do think the Woodbury identity can be used to solve this problem. With it we can write: $\left( \mathbf K - \sigma \mathbf Z \mathbf Z^T \right)^{-1} = \mathbf K^{-1} - \...
rchilton1980's user avatar
  • 4,936
2 votes
Accepted

inertia count sparse matrix with dense low-rank perturbation

This answer is based on rchilton1980 answer and the comments that have followed. Let $K = L L^T$ be the Cholesky factorization of $K$. Let $Y = L^{-1} Z$ , computed by forward substitution. Let $\...
Olivier's user avatar
  • 81

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