chud: Cholesky Update/Downdate
In SamplerCompare: A Framework for Comparing the Performance of MCMC Samplers
Description
Usage
Arguments
Details
Value
References
See Also
Description
Rank-one updates of Cholesky factors
Usage
1
2
Arguments
R
an upper-triangular matrix
x
a vector
Details
chud computes Q such that:
Q^T Q = R^T R + x x^T
chdd computes Q such that:
Q^T Q = R^T R - x x^T
chdd reports an error if R^T R - x x^T is not positive
definite. The two functions use LINPACK's dchud and
dchdd routines respectively, two of the few routines from
LINPACK without analogues in LAPACK.
Value
An updated version of R.
References
Dongarra, J. J., Moler, C. B., Bunch, J. R., Stewart, G. W. (1979)
LINPACK User's Guide.
See Also
SamplerCompare documentation built on Oct. 22, 2021, 9:14 a.m.
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Description Usage Arguments Details Value References See Also
Description
Rank-one updates of Cholesky factors
Usage
1 2 |
Arguments
R |
an upper-triangular matrix |
x |
a vector |
Details
chud computes Q such that:
Q^T Q = R^T R + x x^T
chdd computes Q such that:
Q^T Q = R^T R - x x^T
chdd reports an error if R^T R - x x^T is not positive
definite. The two functions use LINPACK's dchud and
dchdd routines respectively, two of the few routines from
LINPACK without analogues in LAPACK.
Value
An updated version of R.
References
Dongarra, J. J., Moler, C. B., Bunch, J. R., Stewart, G. W. (1979) LINPACK User's Guide.
See Also
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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