1QRUPDATE: A LIBRARY FOR FAST UPDATING OF QR AND CHOLESKY DECOMPOSITIONS 2----------------------------------------------------------------------- 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