CholUpdate: Update a Cholesky factor R of Q=R'R to R of Q+XX'= R'R

View source: R/RcppExports.R

CholUpdateR Documentation

Update a Cholesky factor R of Q=R'R to R of Q+XX'= R'R

Description

Update a Cholesky factor R of Q=R'R to R of Q+XX'= R'R

Usage

CholUpdate(R, U)

Arguments

R

upper triangel matrix

x

is a matrix


JonasWallin/PolyMixed documentation built on April 8, 2023, 4:26 p.m.