How to use cholupdate in updating cholesky decomposition after adding/removal of a row and a column

5 次查看（过去 30 天）
Chugh
Chugh 2018-11-9
编辑： Chugh 2018-11-9
Hi, I have been trying to use cholupdate for updating cholesky decomposition. I have a matrix of size N x N, and after getting a new point, it becomes N+1 x N+1. I want to get a cholesky decomposition of new matrix using the previous decomposition. I found some solutions on the internet but they are not generic to add/remove a new row and column at any position. Is there any way to use cholupdate in such case?

请先登录，再回答此问题。

回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 Linear Algebra 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by