How to use cholupdate in updating cholesky decomposition after adding/removal of a row and a column

6 Ansichten (letzte 30 Tage)
Hi, I have been trying to use cholupdate for updating cholesky decomposition. I have a matrix of size N x N, and after getting a new point, it becomes N+1 x N+1. I want to get a cholesky decomposition of new matrix using the previous decomposition. I found some solutions on the internet but they are not generic to add/remove a new row and column at any position. Is there any way to use cholupdate in such case?

Antworten (0)

Kategorien

Mehr zu Linear Algebra finden Sie in Help Center und File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by