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'
0.0
(0)
8 Downloads
Updated 25 May 2022

View License

% 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 (2024). 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

Community Treasure Hunt

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

Start Hunting!

Version Published Release Notes
1.0.1

Change title for better visibility
1.0.0