cholrot.matvec

cholrot.matvec(R, z, v, *, alpha=-1, lower=False, method='hy', check=True)

Compute D @ v without materializing the modified factor D.

D is the Cholesky factor obtained by applying A + alpha*z*z.T to the matrix represented by R. This function fuses the rank-one modification with triangular matrix-vector/matrix multiplication.

Parameters are the same as update(), with v supplied as a vector or a dense matrix of right-hand sides. The result has the same shape as v.

Parameters:

  • R (ndarray)

  • z (ndarray)

  • v (ndarray)

  • alpha (float)

  • lower (bool)

  • method (Literal['hy', 'hc', 'algorithm_a', 'a'])

  • check (bool)

Return type:

ndarray