Rank 1 Update of Cholesky Factors

Version 1.0.1 (1,71 KB) von Lateef Adewale Kareem
% This function updates the Cholesky factorization (A = R'*R) of a Matrix A % following a rank one update of the matrix A = A + alpha*y*y'
0.0
(0)
12 Downloads
Aktualisiert 25. Mai 2022

Lizenz anzeigen

% This function updates the Cholesky factorization (A = R'*R) of a Matrix A
% following a rank one update of the matrix A = A + alpha*y*y'
% R = Upper triangular matrix
% alpha, y(Column vector) are the rank one update matrix alpha*y*y'

Zitieren als

Lateef Adewale Kareem (2024). Rank 1 Update of Cholesky Factors (https://www.mathworks.com/matlabcentral/fileexchange/100441-rank-1-update-of-cholesky-factors), MATLAB Central File Exchange. Abgerufen.

Kompatibilität der MATLAB-Version
Erstellt mit R2021b
Kompatibel mit allen Versionen
Plattform-Kompatibilität
Windows macOS Linux

Community Treasure Hunt

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

Start Hunting!

Version Veröffentlicht Versionshinweise
1.0.1

Change title for better visibility
1.0.0