rank_downdate
function rank_downdate(S:LLT, x:Real[_]) -> LLT
Rank one downdate of a Cholesky decomposition.
- S: Existing Cholesky decomposition of the symmetric positive definite matrix S.
- x: Vector x.
Returns: A new Cholesky decomposition of the symmetric positive definite matrix S - xx^\top.
function rank_downdate(S:LLT, X:Real[_,_]) -> LLT
Rank k downdate of a Cholesky decomposition.
- S: Existing Cholesky decomposition of the symmetric positive definite matrix S.
- X: Matrix X.
Returns: A new Cholesky decomposition of the symmetric positive definite matrix S - XX^\top.
The computation is performed as k separate rank-1 downdates using the columns of `X
function rank_downdate(y:Expression<LLT>, z:Expression<Real[_]>) -> MatrixRankDowndate<Expression<Real[_]>, Real[_], Real[_]>
Lazy rank 1 downdate.
function rank_downdate(y:LLT, z:Expression<Real[_]>) -> MatrixRankDowndate<Expression<Real[_]>, Real[_], Real[_]>
Lazy rank 1 downdate.
function rank_downdate(y:Expression<LLT>, z:Real[_]) -> MatrixRankDowndate<Expression<Real[_]>, Real[_], Real[_]>
Lazy rank 1 downdate.
function rank_downdate(y:Expression<LLT>, z:Expression<Real[_,_]>) -> MatrixRankDowndate<Expression<Real[_,_]>, Real[_,_], Real[_,_]>
Lazy rank k downdate.
function rank_downdate(y:LLT, z:Expression<Real[_,_]>) -> MatrixRankDowndate<Expression<Real[_,_]>, Real[_,_], Real[_,_]>
Lazy rank k downdate.
function rank_downdate(y:Expression<LLT>, z:Real[_,_]) -> MatrixRankDowndate<Expression<Real[_,_]>, Real[_,_], Real[_,_]>
Lazy rank k downdate.