cholrot.update

cholrot.update(R, z, *, alpha=1, lower=False, method='hy', overwrite=False, check=True)

Return the rank-one modified Cholesky factor.

Parameters:

  • R (ndarray) – Cholesky factor. If lower=False (default), R is upper triangular and represents A = R.T @ R. If lower=True, R is lower triangular and represents A = R @ R.T.

  • z (ndarray) – Rank-one modification vector.

  • alpha (float) – +1 computes an update, A + z z.T. -1 computes a downdate, A - z z.T.

  • lower (bool) – Whether R is lower triangular.

  • method (Literal['hy', 'hc', 'algorithm_a', 'a']) – "hy" for the hyperbolic rotation form, "hc" for the Chambers variant, or "algorithm_a" for Algorithm A.

  • overwrite (bool) – If true, inputs may be reused internally. The public return value is the modified factor; z is never modified.

  • check (bool) – Check that input is triangular.

Returns:

The modified Cholesky factor D with the same triangular orientation as R.

Return type:

numpy.ndarray