Arbitrary Rank Update to Cholesky Factorization
Solves the Cholesky factored system with arbitrary update.
You are now following this Submission
- You will see updates in your followed content feed
- You may receive emails, depending on your communication preferences
Solves Ax=b where A is given in terms of its Cholesky factors plus an arbitrary nonsymmetric, low rank update.
A=R'*R+U*V'
Where R is n by n and U and V are n by r.
Useful in solving finite and spectral element discretizations of boundary value problems.
Cite As
Greg von Winckel (2026). Arbitrary Rank Update to Cholesky Factorization (https://se.mathworks.com/matlabcentral/fileexchange/8294-arbitrary-rank-update-to-cholesky-factorization), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.0.0.0 (1.33 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0.0 |
