Click or drag to resize
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
)

Parameters

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.
See Also