README
1QRUPDATE: A LIBRARY FOR FAST UPDATING OF QR AND CHOLESKY DECOMPOSITIONS
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3
4The following operations are supported:
5
6QR rank-1 update (qr1up)
7 Updates the QR factorization after an additive rank-1 update to the
8 original matrix (A = A + u*v'). Works for full & economized
9 factorization.
10QR column insert (qrinc)
11 Updates the QR factorization after an inserting a column to the
12 original matrix. Works for full & economized factorization.
13QR column delete (qrdec)
14 Updates the QR factorization after an deleting a column from the
15 original matrix. Works for full & economized factorization.
16QR column shift (qrshc)
17 Updates the QR factorization after a circular shift of columns in
18 the original matrix. Works for full & economized factorization.
19QR row insert (qrinr)
20 Updates the QR factorization after an inserting a row to the
21 original matrix. Works for full factorization only.
22QR row delete (qrder)
23 Updates the QR factorization after an deleting a row from the
24 original matrix. Works for full factorization only.
25
26Cholesky rank-1 update (ch1up)
27 Updates the Cholesky factorization after positive rank-1 update
28 A = A + u*u'.
29Cholesky rank-1 downdate (ch1dn)
30 Updates the Cholesky factorization after positive rank-1 downdate
31 A = A - u*u'.
32Cholesky symmetric insert (chinx)
33 Updates the Cholesky factorization after a symmetric column/row
34 insertion.
35Cholesky symmetric insert (chdex)
36 Updates the Cholesky factorization after a symmetric column/row
37 deletion.
38Cholesky symmetric shift (chshx)
39 Updates the Cholesky factorization after a symmetric column/row
40 left/right circular shift.
41
42LU rank-1 update (lu1up)
43 Updates the LU factorization after a rank-1 update (A = A + u*v.').
44 No pivoting available. Faster than lup1up, but less stable.
45LU pivoted rank-1 update (lup1up)
46 Updates a row-pivoted LUP factorization after a rank-1 update
47 (A = A + u*v.'). Also updates the row permutation matrix. Slower
48 than lu1up, but more stable.
49
50See the INSTALL file for installation details. Consult individual routines
51for documentation.
52