cholrot.logdet_rank1

cholrot.logdet_rank1(R, z, *, alpha=-1, lower=False, check=True)

Return log(det(A + alpha*z*z.T)) from a Cholesky factor of A.

This uses the matrix determinant lemma and triangular solves with R.

Parameters:

• R (ndarray)

• z (ndarray)

• alpha (float)

• lower (bool)

• check (bool)

Return type:

float