Cholesky updating
Jaroslav Hajek
highegg at gmail.com
Sat Mar 1 14:42:02 CST 2008
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
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