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

Updating the decomposition.

Functions

• delete_rows_and_cols_clobber
  Deletes r rows and columns at the provided indices from the Cholesky factor.
• delete_rows_and_cols_clobber_req
  Computes the size and alignment of required workspace for deleting the rows and columns from a matrix, given its Cholesky decomposition.
• insert_rows_and_cols_clobber
  Inserts r rows and columns at the provided index in the Cholesky factor.
• insert_rows_and_cols_clobber_req
  Computes the size and alignment of the required workspace for inserting the rows and columns at the index in the Cholesky factor..
• rank_r_update_clobber
  Performs a rank-r update in place, while clobbering the inputs.