[Numpy-discussion] Cholesky update/downdate?

David Warde-Farley dwf@cs.toronto....
Thu Feb 11 22:47:18 CST 2010


Hi everyone,

Does anyone know if there is an implementation of rank 1 updates (and 
"downdates") to a Cholesky factorization in NumPy or SciPy? It looks 
there are a bunch of routines for it in LINPACK, but not LAPACK.

Thanks,

David


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