Arbitrary Rank Update to Cholesky Factorization

Solves the Cholesky factored system with arbitrary update.
Updated 16 Aug 2005

View License

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


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.

Cite As

Greg von Winckel (2024). Arbitrary Rank Update to Cholesky Factorization (, MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R14
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