Module update
Expand description
Updating the decomposition.
Functionsยง
- Deletes
r
rows and columns at the provided indices from the Cholesky factor. - Computes the size and alignment of required workspace for deleting the rows and columns from a matrix, given its Cholesky decomposition.
- Inserts
r
rows and columns at the provided index in the Cholesky factor. - Computes the size and alignment of the required workspace for inserting the rows and columns at the index in the Cholesky factor..
- Performs a rank-r update in place, while clobbering the inputs.