Publisher review:Arbitrary Rank Update to Cholesky Factorization solves the Cholesky factored system with arbitrary update. 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. Requirements: ยท MATLAB Release: R14
Arbitrary Rank Update to Cholesky Factorization is a Matlab script for Mathematics scripts design by Greg von Winckel.
It runs on following operating system: Windows / Linux / Mac OS / BSD / Solaris.
Operating system:Windows / Linux / Mac OS / BSD / Solaris