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C++ API

: R1 = cholshift (R, i, 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 is the permutation
p = [1:i-1, shift(i:j, 1), j+1:n] if i < j
or
p = [1:j-1, shift(j:i,-1), i+1:n] if j < i.

See also: chol, cholupdate, cholinsert, choldelete.

Package: octave