QR updating changeset

[Jaroslav Hajek]

hello,

attached is a changeset to implement updating QR factorizations in Octave.
Brief outline: adds new Fortran sources library qrupdate in libcruft/,
implements updating methods for the QR and ComplexQR classes,
and adds DEFUNs qrupdate, qrinsert and qrdelete.
Each of the DEFUNs contains basic tests, but more detailed testing of corner
cases is certainly desirable (e.g., I'm not quite sure how the functions should
behave give zero-sized args).

The behaviour is slightly more extended over the Matlab's, namely that updating
and inserting columns do not gripe about non-square basis matrix, but proceeds
with the projection of the given vector onto the basis instead (this
comes out as
a natural extension in the algorithm, and is IMHO an useful extension).

another quirk is qrdelete with 'col' vs. 'col+' - see documentation.

I'd like to proceed with cholupdate as well, and possibly cholinsert
and choldelete
(these aren't found in Matlab, as the corresponding problem is
difficult, but I think
that at least some functionality can be implemented without much problems)

I would also like to look at SVD updating. That seems to be an area of
extensive research
without much state-of-the-art results, however.

-- 
RNDr. Jaroslav Hajek
computing expert
Aeronautical Research and Test Institute (VZLU)
Prague, Czech Republic
url: www.highegg.matfyz.cz

qrupdate.changeset
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