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C++ API

: R1 = choldelete (R, j)

Given a Cholesky factorization of a real symmetric or complex Hermitian positive definite matrix A = R’*R, R upper triangular, return the Cholesky factorization of A(p,p), where p = [1:j-1,j+1:n+1].

See also: chol, cholupdate, cholinsert, cholshift.

Package: octave