#include "AbstractLinAlgPack_Types.hpp"
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Namespaces  
namespace  AbstractLinAlgPack 
Functions  
void  rank_2_chol_update (const value_type a, DVectorSlice *u, const DVectorSlice &v, DVectorSlice *w, DMatrixSliceTriEle *R, BLAS_Cpp::Transp R_trans) 
Update the cholesky factor of symmetric positive definite matrix for a rank2 update. 

Update the cholesky factor of symmetric positive definite matrix for a rank2 update. This function updates and an upper or lower triangular cholesky factor in O(n^2) flops. The basic idea is that the original symmetric positive definite matrix B = op(R')*op(R) B_new = J'*J where: J = (op(R) + a*u*v') Q*(op(R) + a*u*v') > op(R_new) B_new = (op(R') + a*v*u')*Q'*Q*(op(R) + a*u*v') = op(R_new')*op(R_new) It is guarrenteed that after this function finishes that the diagonal of R_new will be positive.
Definition at line 36 of file AbstractLinAlgPack_rank_2_chol_update.cpp. 