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low rank update on `cacheval`

Open vpuri3 opened this issue 2 years ago • 1 comments

If you're reusing a LinearCache to solve a slightly perturbed system, it would be useful to do a low-rank update on cacheval instead of recomputing the factorization? something like a sherman-morrison formula?

ref https://infoscience.epfl.ch/record/161468?ln=en https://en.wikipedia.org/wiki/Woodbury_matrix_identity

vpuri3 avatar May 24 '22 17:05 vpuri3

It could be. We could add it to the interface.

ChrisRackauckas avatar May 25 '22 13:05 ChrisRackauckas