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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

Attachment: qrupdate.diff
Description: Text Data

Attachment: cholupdate.diff
Description: Text Data


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