1function [L, w] = chol_update (L, w)
2%CHOL_UPDATE update a Cholesky factorization.
3% Example:
4%   [L, w] = chol_update (L, w)
5% See also: cs_demo
6
7% Copyright 2006-2012, Timothy A. Davis, http://www.suitesparse.com
8
9beta = 1 ;
10n = size (L,1) ;
11for j = 1:n
12    alpha = w (j) / L (j,j) ;
13    beta2 = sqrt (beta^2 + alpha^2) ;
14    gamma = alpha / (beta2 * beta) ;
15    delta = beta / beta2 ;
16    L (j,j) = delta * L (j,j) + gamma * w (j) ;
17    w (j) = alpha ;
18    beta = beta2 ;
19    if (j == n)
20        return
21    end
22    w1 = w (j+1:n) ;
23    w (j+1:n) = w (j+1:n) - alpha * L (j+1:n,j) ;
24    L (j+1:n,j) = delta * L (j+1:n,j) + gamma * w1 ;
25end
26