cholrotΒΆ

cholrot provides rank-one Cholesky update/downdate routines, direct modified-factor products, and rank-one modified Cholesky solves.

The project is deliberately focused on the hyperbolic-rotation rank-one case:

\[A_{\mathrm{new}} = A + \alpha z z^T, \qquad \alpha \in \{-1, +1\}.\]

If R is an upper Cholesky factor, A = R^T R. If L is a lower Cholesky factor, A = L L^T.

The key public API is:

  • update and downdate to materialize the modified Cholesky factor;

  • matvec to compute D @ v without materializing D;

  • cholsolve to solve (A + alpha z z.T) x = b without forming the modified matrix.

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