Function extendr_api::prelude::modules::cholesky::ldlt_diagonal::update::rank_r_update_clobber
pub fn rank_r_update_clobber<E>(
cholesky_factors: MatMut<'_, E>,
w: MatMut<'_, E>,
alpha: ColMut<'_, E>,
)where
E: ComplexField,
Expand description
Performs a rank-r update in place, while clobbering the inputs.
Takes the Cholesky factors $L$ and $D$ of a matrix $A$, meaning that $LDL^H = A$, a matrix $W$ and a column vector $\alpha$, which is interpreted as a diagonal matrix.
This function computes the cholesky factors of $A + W\text{Diag}(\alpha)W^H$, and stores the result in the storage of the original cholesky factors.
The matrix $W$ and the vector $\alpha$ are clobbered, meaning that the values they contain after the function is called are unspecified.
ยงPanics
Panics if any of these conditions is violated:
cholesky_factors
must be square of dimensionn
.w
must haven
rows.alpha
must have one column.alpha
must have the same number of rows as the number of columns inw
.