Rank 1 Update of Cholesky Factors

version 1.0.1 (1.71 KB) by 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'

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Updated Wed, 25 May 2022 20:01:15 +0000

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% 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'

Cite As

Lateef Adewale Kareem (2022). Rank 1 Update of Cholesky Factors (https://www.mathworks.com/matlabcentral/fileexchange/100441-rank-1-update-of-cholesky-factors), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2021b
Compatible with any release
Platform Compatibility
Windows macOS Linux

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