Let $A$ be a $n\times n$ positive-definite matrix, and$$A[s] = A + s^2 \,I$$When $s$ is a real number and $I$ is the Identity Matrix.I have already computed the Cholesky decomposition of $A$. Is there an efficient way to compute the Cholesky decomposition of $A[s]$?
full rank diagonal update to Cholesky decomposition
linear algebra