num::cholesky_downdate¶
Defined in header <linear/factorization/cholesky.hpp>
void cholesky_downdate(cholesky_result &factor, const vec<real> &update);
Replace A=LL^T by A-x*x^T in O(n^2), or throw if it is not SPD.
Defined in header <linear/factorization/cholesky.hpp>
void cholesky_downdate(cholesky_result &factor, const vec<real> &update);
Replace A=LL^T by A-x*x^T in O(n^2), or throw if it is not SPD.