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I'm new here so I'm not sure if it's asked before, but I did look out to see if it's there.

I'm interested if anyone has encountered similar problem. I have sparse matrix that is being LU decomposed and than those L and U factors are than inverted. Now the problem I encounter is following. The original sparse matrix requires editing because of input data, and in some cases (I know why) it becomes singular. The solution for that is simple, I will remove row and column for those elements that made it singular, and continue with my code, but is there a way to edit LU factors that are inverted or I have to create new ones every time? It consumes a lot of time, since number of nonzero elements is like 10K or more.

meyumer
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Aranđel Šarenac
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    you might want to try math.stackexchange.com? – Stanley Mar 14 '13 at 19:18
  • I removed the `c++` tag, since the question is not specific to any language. – meyumer Mar 14 '13 at 20:27
  • Are you asking for a data structure for a sparse matrix that can efficiently remove rows and columns? – jxh Mar 14 '13 at 20:30
  • @user315052 I'm asking for and efficient way to edit matrix, and based on what I removed, to update inverted LU factors of original matrix. Is there any library or something? Because being huge sparse matrix I can't do inversions every time, I'd go out of memory in just few steps. – Aranđel Šarenac Mar 15 '13 at 18:02
  • You can look at [CSPARSE](http://people.sc.fsu.edu/~jburkardt/c_src/csparse/csparse.html). – jxh Mar 15 '13 at 18:23
  • Thanks, I'll check that one out. – Aranđel Šarenac Mar 15 '13 at 21:33

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