QR rank-1 update (qr1up)
Updates the QR factorization after an additive rank-1 update to the original matrix (A = A + u*v').
Works for full & economized factorization.
QR column insert (qrinc)
Updates the QR factorization after an inserting a column to the original matrix. Works for full & economized factorization.
QR column delete (qrdec)
Updates the QR factorization after an deleting a column from the original matrix. Works for full & economized factorization.
QR column shift (qrshc)
Updates the QR factorization after a circular shift of columns in the original matrix. Works for full & economized factorization.
QR row insert (qrinr)
Updates the QR factorization after an inserting a row to the original matrix. Works for full factorization only.
QR row delete (qrder)
Updates the QR factorization after an deleting a row from the original matrix. Works for full factorization only.
Cholesky rank-1 update (ch1up)
Updates the Cholesky factorization after positive rank-1 update A = A + u*u'.
Cholesky rank-1 downdate (ch1dn)
Updates the Cholesky factorization after positive rank-1 downdate A = A - u*u'.
Cholesky symmetric insert (chinx)
Updates the Cholesky factorization after a symmetric column/row insertion.
Cholesky symmetric insert (chdex)
Updates the Cholesky factorization after a symmetric column/row deletion.
Cholesky symmetric shift (chshx)
Updates the Cholesky factorization after a symmetric column/row left/right circular shift.
LU rank-1 update (lu1up)
Updates the LU factorization after a rank-1 update (A = A + u*v.').
No pivoting available. Faster than lup1up, but less stable.
LU pivoted rank-1 update (lup1up)
Updates a row-pivoted LUP factorization after a rank-1 update (A = A + u*v.').
Also updates the row permutation matrix. Slower than lu1up, but more stable.
qrupdate-ng is a modernized and maintained fork of:
qrupdate (Version 1.1.2)
For a list of original authors see CHANGELOG file.
See the LICENSE file.
See the INSTALL file for installation details. Consult individual routines for documentation.