Arbitrary Rank Update to Cholesky Factorization

Solves the Cholesky factored system with arbitrary update.

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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.

Citation pour cette source

Greg von Winckel (2026). Arbitrary Rank Update to Cholesky Factorization (https://fr.mathworks.com/matlabcentral/fileexchange/8294-arbitrary-rank-update-to-cholesky-factorization), MATLAB Central File Exchange. Extrait(e) le .

Informations générales

Compatibilité avec les versions de MATLAB

  • Compatible avec toutes les versions

Plateformes compatibles

  • Windows
  • macOS
  • Linux
Version Publié le Notes de version Action
1.0.0.0