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C++ API

: [R1, info] = cholupdate (R, u, op)

Update or downdate a Cholesky factorization.

Given an upper triangular matrix R and a column vector u, attempt to determine another upper triangular matrix R1 such that

• R1’*R1 = R’*R + u*u’ if op is "+"
• R1’*R1 = R’*R - u*u’ if op is "-"

If op is "-", info is set to

• 0 if the downdate was successful,
• 1 if R’*R - u*u’ 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, cholinsert, choldelete, cholshift.

Package: octave