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This code provides the rank-one update of symmetric indefinite factorization. The pseudo code (in Fortran) is in the Appendix of "Updating the symmetric indefinite factorization with applications in a modified Newton's method" by Danny C. Sorensen.

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Rank1FactorizationUpdate

This code provides the rank-one update of symmetric indefinite factorization. The pseudo code (in Fortran) is in the Appendix of "Updating the symmetric indefinite factorization with applications in a modified Newton's method" by Danny C. Sorensen.

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If you find it useful, please consider citing our IEEE TNNLS article here. Thanks!

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This code provides the rank-one update of symmetric indefinite factorization. The pseudo code (in Fortran) is in the Appendix of "Updating the symmetric indefinite factorization with applications in a modified Newton's method" by Danny C. Sorensen.

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