Updates the factorization by adding a rank-1 matrix.
Namespace: Imsl.MathAssembly: 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
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