I want to use CASE statement to update some records in sql server 2005

by 
UPDATE dbo.TestStudents  
SET LASTNAME = 
( CASE  
WHEN (LASTNAME = 'AAA') THEN 'BBB' 
WHEN (LASTNAME = 'CCC') THEN 'DDD' 
WHEN (LASTNAME = 'EEE') THEN 'FFF' 
ELSE  (LASTNAME)
END )

The statement work for the purpose but the else condition scan through every record in the table. Is there any way I can leave the unaffected rows as they are?

3 Answers
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