Arbitrary Rank Update to Cholesky Factorization
by Greg von Winckel
14 Aug 2005
(Updated 16 Aug 2005)
Solves the Cholesky factored system with arbitrary update.
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| File Information |
| Description |
Solves Ax=b where A is given in terms of its Cholesky factors plus an arbitrary nonsymmetric, low rank update.
A=R'*R+U*V'
Where R is n by n and U and V are n by r.
Useful in solving finite and spectral element discretizations of boundary value problems. |
| MATLAB release |
MATLAB 7 (R14)
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