Cholesky updating

Jaroslav Hajek highegg at gmail.com
Sun Mar 2 08:47:40 CST 2008


please ignore the cholupdate changeset from the last message - it's
missing documentation and tests for cholupdate. A replacement is
attached.

On Sat, Mar 1, 2008 at 9:42 PM, Jaroslav Hajek <highegg at gmail.com> wrote:
> 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
>



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