Mantis - ALGLIB
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590 Linear algebra feature have not tried 2014-02-05 11:35 2014-02-05 11:36
SergeyB  
SergeyB  
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implemented  
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none 3.9.0  
Unspecified
0000590: IMPLEMENTED: Cholesky updates (rank-1, fixing variables)
Several functions which calculate:
* Cholesky decomposition of A_mod = A + u*u', for some vector u, given Cholesky decomposition of original A
* Cholesky decomposition of A_mod, obtained from A by "fixing" some variables (rows/columns are set to zeros, diagonal entries are set to 1.0), given Cholesky decomposition of original A
Issue History
2014-02-05 11:35 SergeyB New Issue
2014-02-05 11:35 SergeyB Status new => assigned
2014-02-05 11:35 SergeyB Assigned To => SergeyB
2014-02-05 11:35 SergeyB Programming language => Unspecified
2014-02-05 11:35 SergeyB Status assigned => resolved
2014-02-05 11:35 SergeyB Fixed in Version => Next 'Optimization' release
2014-02-05 11:35 SergeyB Resolution open => implemented
2014-02-05 11:36 SergeyB Description Updated

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