Cholesky.Downdate Method

Downdates the factorization by subtracting a rank-1 matrix.

public void Downdate(
double[] x
);

x: A double array which specifies the rank-1 matrix. x is not modified by this function.

The object will contain the Cholesky factorization of a - x * transpose(x), where a is the previously factor matrix.

Exception Type	Condition
NotSPDException	is thrown if a - x * transpose(x) is not symmetric positive-definite.