10-06-2017, 07:01 AM
Introduction of Matrix Inversion Lemma
[attachment=603]
Sometimes we have a solution for Ax=b, and we want a solution for A x=b, where the difference between A and A is a low rank change.
Two approaches:
Partial Matrix refactorization
Find the factor path of the nodes that have changed.
Refactorize all rows in the factor path
Used when A will be used many times, or rank is relatively large .
Matrix Inversions Lemma
[attachment=603]
Sometimes we have a solution for Ax=b, and we want a solution for A x=b, where the difference between A and A is a low rank change.
Two approaches:
Partial Matrix refactorization
Find the factor path of the nodes that have changed.
Refactorize all rows in the factor path
Used when A will be used many times, or rank is relatively large .
Matrix Inversions Lemma