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DenseLinAlgPack_InvCholUpdate.hpp
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00041 
00042 #ifndef INV_CHOL_UPDATE_H
00043 #define INV_CHOL_UPDATE_H
00044 
00045 #include "DenseLinAlgPack_Types.hpp"
00046 
00047 namespace DenseLinAlgPack {
00048 
00050 /* * Perform an update of the Cholesky factor of a symetric matrix (SM = L * L^T)
00051   * and while maintaining the triangular structure.
00052   *
00053   * This function permforms an update of L^T or L^-1 depending on whether
00054   * we are updating the cholesky factor or its inverse.  This function
00055   * implements algorithm A3.4.1 in Dennis and Schabel.  The update is:
00056   * (J_new^T = L_old^T + u * v^T) where J_new is rotated back to triangular form.
00057   *
00058   * Preconditions: <ul>
00059   * <li> UpTriM.rows() == UpTriM.cols() == u.size() == v.size() (throw std::length_error)
00060   * </ul>
00061   */
00062 void update_chol_factor(DMatrixSlice* UpTriM, DVectorSlice* u
00063   , const DVectorSlice& v);
00064 
00066 /* * Perform a jacobi rotation or a matrix about row i.
00067   *
00068   * Preconditions: <ul>
00069   * <li> UpTriM.rows() == UpTriM.cols() (throw std::length_error)
00070   * </ul>
00071   */
00072 void jacobi_rotate(DMatrixSlice* UpTriM, size_type row_i, value_type alpha
00073   , value_type beta); 
00074 
00075 } // end namespace DenseLinAlgPack
00076 
00077 #endif  // INV_CHOL_UPDATE_H
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