Arbitrary Rank Update to Cholesky Factorization

Version 1.0.0.0 (1,33 KB) von Greg von Winckel
Solves the Cholesky factored system with arbitrary update.
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Aktualisiert 16. Aug 2005

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Solves Ax=b where A is given in terms of its Cholesky factors plus an arbitrary nonsymmetric, low rank update.

A=R'*R+U*V'

Where R is n by n and U and V are n by r.
Useful in solving finite and spectral element discretizations of boundary value problems.

Zitieren als

Greg von Winckel (2024). Arbitrary Rank Update to Cholesky Factorization (https://www.mathworks.com/matlabcentral/fileexchange/8294-arbitrary-rank-update-to-cholesky-factorization), MATLAB Central File Exchange. Abgerufen .

Kompatibilität der MATLAB-Version
Erstellt mit R14
Kompatibel mit allen Versionen
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Version Veröffentlicht Versionshinweise
1.0.0.0