Cholesky.Downdate Method

CholeskyDowndate Method

Downdates the factorization by subtracting a rank-1 matrix.

Namespace: Imsl.Math
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

public void Downdate(
	double[] x
)

Public Sub Downdate ( 
	x As Double()
)

public:
void Downdate(
	array<double>^ x
)

member Downdate : 
        x : float[] -> unit

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

Exceptions

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

Remarks

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