0000590: IMPLEMENTED: Cholesky updates (rank-1, fixing variables)

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Category

Severity

Reproducibility

Date Submitted

Last Update

0000590

[ALGLIB] Linear algebra

feature

have not tried

2014-02-05 11:35

2014-02-05 11:36

Reporter

SergeyB

View Status

public

Assigned To

SergeyB

Priority

normal

Resolution

implemented

Status

resolved

Product Version

Summary

0000590: IMPLEMENTED: Cholesky updates (rank-1, fixing variables)

Description

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

Additional Information

Programming language

Unspecified

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Issue History
Date Modified	Username	Field	Change
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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