# Implementing Low rank update of block-LDLᵀ decomposition in Julia

**URL:** <https://discourse.julialang.org/t/implementing-low-rank-update-of-block-ldl-decomposition-in-julia/1207>\
**Category:** Numerics\
**Created:** [December 29, 2016, 7:31pm UTC](https://discourse.julialang.org/t/implementing-low-rank-update-of-block-ldl-decomposition-in-julia/1207 "2016-12-29T19:31:20Z")\
**Posts on this page:** 1\
**Page:** 1

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**Author:** ![pushpendre\_rastogi](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/pushpendre_rastogi/32/398_2.png) [@pushpendre\_rastogi](https://discourse.julialang.org/u/pushpendre_rastogi)\
**Post date:** [December 29, 2016, 7:31pm UTC](https://discourse.julialang.org/t/implementing-low-rank-update-of-block-ldl-decomposition-in-julia/1207/1 "2016-12-29T19:31:20Z")

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Hi,

I was wondering if any one has implemented stable algorithms for efficiently updating the block-LDLᵀ decomposition of symmetric indefinite matrices in Julia? I know that the dsytf2\* functions in LAPACK compute the decomposition but I was not able to find anything for updating the decomposition.

Professor Danny Sorensen’s thesis [UPDATING THE SYMMETRIC INDEFINITE FACTORIZATION WITH APPLICATIONS IN A MODIFIED NEWTON’S METHOD](https://www.osti.gov/scitech/servlets/purl/7220580) contains one such algorithm including fortran source code on page 140, but the thesis is available as OCR’d pdf therefore I thought of first asking people here on Julia community before typing up the algorithm myself.

Thanks.