Cholesky.Update Method

CholeskyUpdate Method

Updates the factorization by adding a rank-1 matrix.

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

Syntax

public void Update(
	double[] x
)

Public Sub Update ( 
	x As Double()
)

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

member Update : 
        x : float[] -> unit

x: Type: SystemDouble
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.