Possibly of limited use to the original poster, but of interest more generally, there are
a number of tools developed in the 70s for updating the matrix decompositions. There's at
least one in my 1979 book "Compact numerical methods for computers" (still in print
apparently) -- we didn't have enough space to keep all the data in the HP9830A machine. If
there's sufficient interest, I can probably come up with some suitable references.
Beyond the historical interest, however, it may be that the updating of the decompositions
is useful in improving efficiency of computation and revealing structure of the problems.
The cost, of course, is in writing the R interface code, so unless one needs to solve a
lot of problems, I'd use R's resources, though possibly via svd.
JN
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