Home > freetb4matlab > linear-algebra > smwsolve.m

smwsolve

PURPOSE ^

% Solves the square system @code{(A + U*V')*X == B}, where @var{u} and @var{v} are

SYNOPSIS ^

function x = smwsolve (a, u, v, b)

DESCRIPTION ^

% -*- texinfo -*-
% @deftypefn{Function File} {@var{x} =} smwsolve (@var{a}, @var{u}, @var{v}, @var{b})
% @deftypefnx{Function File} {} smwsolve (@var{solver}, @var{u}, @var{v}, @var{b})
% Solves the square system @code{(A + U*V')*X == B}, where @var{u} and @var{v} are
% matrices with several columns, using the Sherman-Morrison-Woodbury formula,
% so that a system with @var{a} as left-hand side is actually solved. This is
% especially advantageous if @var{a} is diagonal, sparse, triangular or
% positive definite.
% @var{a} can be sparse or full, the other matrices are expected to be full.
% Instead of a matrix @var{a}, a user may alternatively provide a function
% @var{solver} that performs the left division operation.
% @end deftypefn

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:
Generated on Sat 16-May-2009 00:04:49 by m2html © 2003