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diff liboctave/dbleCHOL.h @ 7554:40574114c514

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implement Cholesky factorization updating
author Jaroslav Hajek <highegg@gmail.com>
date Tue, 04 Mar 2008 22:25:50 -0500
parents a1dbe9d80eee
children efccca5f2ad7
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line diff
--- a/liboctave/dbleCHOL.h
+++ b/liboctave/dbleCHOL.h
@@ -21,6 +21,8 @@
 
 */
 
+// updating/downdating by Jaroslav Hajek 2008
+
 #if !defined (octave_CHOL_h)
 #define octave_CHOL_h 1
 
@@ -60,6 +62,12 @@
   // Compute the inverse of a matrix using the Cholesky factorization.
   Matrix inverse (void) const;
 
+  void set (const Matrix& R);
+
+  void update (const Matrix& u);
+
+  octave_idx_type downdate (const Matrix& u);
+
   friend OCTAVE_API std::ostream& operator << (std::ostream& os, const CHOL& a);
 
 private: