extendr_api::prelude::modules::cholesky::ldlt_diagonal::update

Function insert_rows_and_cols_clobber

pub fn insert_rows_and_cols_clobber<E>(
    cholesky_factors_extended: MatMut<'_, E>,
    insertion_index: usize,
    inserted_matrix: MatMut<'_, E>,
    parallelism: Parallelism<'_>,
    stack: PodStack<'_>,
)
where
    E: ComplexField,
Expand description

Inserts r rows and columns at the provided index in the Cholesky factor.

Takes a matrix, cholesky_factor_extended, of dimension n + r, containing the Cholesky factors $L$ and $D$ of a matrix $A$ in its top left corner, of dimension n, and computes the Cholesky factor of $A$ with the provided inserted_matrix inserted at the position starting at insertion_index.

The inserted matrix is clobbered, meaning that the values it contains after the function is called are unspecified.

ยงPanics

Panics if the index is out of bounds or the matrix dimensions are invalid.

This can also panic if the provided memory in stack is insufficient (see insert_rows_and_cols_clobber_req).