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Function List:

C++ API

: R1 = cholinsert (R, j, u)
: [R1, info] = cholinsert (R, j, u)

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 A1, where A1(p,p) = A, A1(:,j) = A1(j,:)’ = u and p = [1:j-1,j+1:n+1]. u(j) should be positive.

On return, info is set to

  • 0 if the insertion was successful,
  • 1 if A1 is not positive definite,
  • 2 if R is singular.

If info is not present, an error message is printed in cases 1 and 2.

See also: chol, cholupdate, choldelete, cholshift.

Package: octave