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Cholesky updating
From: |
Jaroslav Hajek |
Subject: |
Cholesky updating |
Date: |
Sat, 1 Mar 2008 21:42:02 +0100 |
hello,
the attached changeset implements rank-1 updating for Cholesky
factorization classes (CHOL, ComplexCHOL) in liboctave, as well as
intrinsic function cholupdate, providing the functionality of the
corresponding Matlab routine. The parent QR-updating changeset I've
sent earlier is also attached for convenience.
--
RNDr. Jaroslav Hajek
computing expert
Aeronautical Research and Test Institute (VZLU)
Prague, Czech Republic
url: www.highegg.matfyz.cz
qrupdate.diff
Description: Text Data
cholupdate.diff
Description: Text Data
- Cholesky updating,
Jaroslav Hajek <=