IMSL C# Numerical Library

Cholesky.Update Method 

Updates the factorization by adding a rank-1 matrix.

public void Update(
   double[] x
);

Parameters

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

Remarks

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

See Also

Cholesky Class | Imsl.Math Namespace