References ========== ``cholrot`` implements standard rank-one Cholesky update and downdate algorithms and exposes them through a compact NumPy-style API. The package does not claim novelty for the classical rotation methods themselves. Its practical focus is on making these routines easy to install, test, benchmark, and use from Python, with direct APIs for modified-factor products and rank-one modified solves. Background references --------------------- * LINPACK Cholesky update and downdate routines, including ``DCHUD`` and ``DCHDD``. * Seeger, M. *Low Rank Updates for the Cholesky Decomposition*. * Chambers-style hyperbolic rotations for Cholesky downdating. Ecosystem comparisons --------------------- The closest public interfaces are classical ``cholupdate``-style routines. The main difference in ``cholrot`` is that the package also exposes product and solve operations that do not require materializing the modified factor. Useful comparison points include: * MATLAB ``cholupdate``; * JAX ``jax.lax.linalg.cholesky_update``; * TensorFlow Probability ``tfp.math.cholesky_update``.