new file mode 100644
--- /dev/null
+++ b/liboctave/floatCHOL.cc
@@ -0,0 +1,291 @@
+/*
+
+Copyright (C) 1994, 1995, 1996, 1997, 2002, 2003, 2004, 2005, 2007
+              John W. Eaton
+
+This file is part of Octave.
+
+Octave is free software; you can redistribute it and/or modify it
+under the terms of the GNU General Public License as published by the
+Free Software Foundation; either version 3 of the License, or (at your
+option) any later version.
+
+Octave is distributed in the hope that it will be useful, but WITHOUT
+ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
+FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License
+for more details.
+
+You should have received a copy of the GNU General Public License
+along with Octave; see the file COPYING.  If not, see
+<http://www.gnu.org/licenses/>.
+
+*/
+
+// updating/downdating by Jaroslav Hajek 2008
+
+#ifdef HAVE_CONFIG_H
+#include <config.h>
+#endif
+
+#include <vector>
+
+#include "fRowVector.h"
+#include "floatCHOL.h"
+#include "f77-fcn.h"
+#include "lo-error.h"
+
+extern "C"
+{
+  F77_RET_T
+  F77_FUNC (spotrf, SPOTRF) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&,
+			     float*, const octave_idx_type&, octave_idx_type&
+			     F77_CHAR_ARG_LEN_DECL);
+
+  F77_RET_T
+  F77_FUNC (spotri, SPOTRI) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&,
+			     float*, const octave_idx_type&, octave_idx_type&
+			     F77_CHAR_ARG_LEN_DECL);
+
+  F77_RET_T
+  F77_FUNC (spocon, SPOCON) (F77_CONST_CHAR_ARG_DECL, const octave_idx_type&,
+			     float*, const octave_idx_type&, const float&,
+			     float&, float*, octave_idx_type*, 
+			     octave_idx_type& F77_CHAR_ARG_LEN_DECL);
+  F77_RET_T
+  F77_FUNC (sch1up, SCH1UP) (const octave_idx_type&, float*, float*, float*);
+
+  F77_RET_T
+  F77_FUNC (sch1dn, SCH1DN) (const octave_idx_type&, float*, float*, float*, 
+                             octave_idx_type&);
+
+  F77_RET_T
+  F77_FUNC (sqrshc, SQRSHC) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&,
+                             float*, float*, const octave_idx_type&, const octave_idx_type&);
+
+  F77_RET_T
+  F77_FUNC (schinx, SCHINX) (const octave_idx_type&, const float*, float*, const octave_idx_type&,
+                             const float*, octave_idx_type&);
+
+  F77_RET_T
+  F77_FUNC (schdex, SCHDEX) (const octave_idx_type&, const float*, float*, const octave_idx_type&);
+}
+
+octave_idx_type
+FloatCHOL::init (const FloatMatrix& a, bool calc_cond)
+{
+  octave_idx_type a_nr = a.rows ();
+  octave_idx_type a_nc = a.cols ();
+
+  if (a_nr != a_nc)
+    {
+      (*current_liboctave_error_handler) ("FloatCHOL requires square matrix");
+      return -1;
+    }
+
+  octave_idx_type n = a_nc;
+  octave_idx_type info;
+
+  chol_mat = a;
+  float *h = chol_mat.fortran_vec ();
+
+  // Calculate the norm of the matrix, for later use.
+  float anorm = 0;
+  if (calc_cond) 
+    anorm = chol_mat.abs().sum().row(static_cast<octave_idx_type>(0)).max();
+
+  F77_XFCN (spotrf, SPOTRF, (F77_CONST_CHAR_ARG2 ("U", 1),
+			     n, h, n, info
+			     F77_CHAR_ARG_LEN (1)));
+
+  xrcond = 0.0;
+  if (info != 0)
+    info = -1;
+  else if (calc_cond) 
+    {
+      octave_idx_type spocon_info = 0;
+
+      // Now calculate the condition number for non-singular matrix.
+      Array<float> z (3*n);
+      float *pz = z.fortran_vec ();
+      Array<octave_idx_type> iz (n);
+      octave_idx_type *piz = iz.fortran_vec ();
+      F77_XFCN (spocon, SPOCON, (F77_CONST_CHAR_ARG2 ("U", 1), n, h,
+				 n, anorm, xrcond, pz, piz, spocon_info
+				 F77_CHAR_ARG_LEN (1)));
+
+      if (spocon_info != 0) 
+	info = -1;
+    }
+  else
+    {
+      // If someone thinks of a more graceful way of doing this (or
+      // faster for that matter :-)), please let me know!
+
+      if (n > 1)
+	for (octave_idx_type j = 0; j < a_nc; j++)
+	  for (octave_idx_type i = j+1; i < a_nr; i++)
+	    chol_mat.xelem (i, j) = 0.0;
+    }
+
+  return info;
+}
+
+static FloatMatrix
+chol2inv_internal (const FloatMatrix& r)
+{
+  FloatMatrix retval;
+
+  octave_idx_type r_nr = r.rows ();
+  octave_idx_type r_nc = r.cols ();
+
+  if (r_nr == r_nc)
+    {
+      octave_idx_type n = r_nc;
+      octave_idx_type info = 0;
+
+      FloatMatrix tmp = r;
+      float *v = tmp.fortran_vec();
+
+      if (info == 0)
+	{
+	  F77_XFCN (spotri, SPOTRI, (F77_CONST_CHAR_ARG2 ("U", 1), n,
+				     v, n, info
+				     F77_CHAR_ARG_LEN (1)));
+
+	  // If someone thinks of a more graceful way of doing this (or
+	  // faster for that matter :-)), please let me know!
+
+	  if (n > 1)
+	    for (octave_idx_type j = 0; j < r_nc; j++)
+	      for (octave_idx_type i = j+1; i < r_nr; i++)
+		tmp.xelem (i, j) = tmp.xelem (j, i);
+
+	  retval = tmp;
+	}
+    }
+  else
+    (*current_liboctave_error_handler) ("chol2inv requires square matrix");
+
+  return retval;
+}
+
+// Compute the inverse of a matrix using the Cholesky factorization.
+FloatMatrix
+FloatCHOL::inverse (void) const
+{
+  return chol2inv_internal (chol_mat);
+}
+
+void
+FloatCHOL::set (const FloatMatrix& R)
+{
+  if (R.is_square ()) 
+    chol_mat = R;
+  else
+    (*current_liboctave_error_handler) ("FloatCHOL requires square matrix");
+}
+
+void
+FloatCHOL::update (const FloatMatrix& u)
+{
+  octave_idx_type n = chol_mat.rows ();
+
+  if (u.length () == n)
+    {
+      FloatMatrix tmp = u;
+
+      OCTAVE_LOCAL_BUFFER (float, w, n);
+
+      F77_XFCN (sch1up, SCH1UP, (n, chol_mat.fortran_vec (),
+				 tmp.fortran_vec (), w));
+    }
+  else
+    (*current_liboctave_error_handler) ("FloatCHOL update dimension mismatch");
+}
+
+octave_idx_type
+FloatCHOL::downdate (const FloatMatrix& u)
+{
+  octave_idx_type info = -1;
+
+  octave_idx_type n = chol_mat.rows ();
+
+  if (u.length () == n)
+    {
+      FloatMatrix tmp = u;
+
+      OCTAVE_LOCAL_BUFFER (float, w, n);
+
+      F77_XFCN (sch1dn, SCH1DN, (n, chol_mat.fortran_vec (),
+				 tmp.fortran_vec (), w, info));
+    }
+  else
+    (*current_liboctave_error_handler) ("FloatCHOL downdate dimension mismatch");
+
+  return info;
+}
+
+octave_idx_type
+FloatCHOL::insert_sym (const FloatMatrix& u, octave_idx_type j)
+{
+  octave_idx_type info = -1;
+
+  octave_idx_type n = chol_mat.rows ();
+  
+  if (u.length () != n+1)
+    (*current_liboctave_error_handler) ("FloatCHOL insert dimension mismatch");
+  else if (j < 0 || j > n)
+    (*current_liboctave_error_handler) ("FloatCHOL insert index out of range");
+  else
+    {
+      FloatMatrix chol_mat1 (n+1, n+1);
+
+      F77_XFCN (schinx, SCHINX, (n, chol_mat.data (), chol_mat1.fortran_vec (), 
+                                 j+1, u.data (), info));
+
+      chol_mat = chol_mat1;
+    }
+
+  return info;
+}
+
+void
+FloatCHOL::delete_sym (octave_idx_type j)
+{
+  octave_idx_type n = chol_mat.rows ();
+  
+  if (j < 0 || j > n-1)
+    (*current_liboctave_error_handler) ("FloatCHOL delete index out of range");
+  else
+    {
+      FloatMatrix chol_mat1 (n-1, n-1);
+
+      F77_XFCN (schdex, SCHDEX, (n, chol_mat.data (), chol_mat1.fortran_vec (), j+1));
+
+      chol_mat = chol_mat1;
+    }
+}
+
+void
+FloatCHOL::shift_sym (octave_idx_type i, octave_idx_type j)
+{
+  octave_idx_type n = chol_mat.rows ();
+  float dummy;
+  
+  if (i < 0 || i > n-1 || j < 0 || j > n-1) 
+    (*current_liboctave_error_handler) ("FloatCHOL shift index out of range");
+  else
+    F77_XFCN (sqrshc, SQRSHC, (0, n, n, &dummy, chol_mat.fortran_vec (), i+1, j+1));
+}
+
+FloatMatrix
+chol2inv (const FloatMatrix& r)
+{
+  return chol2inv_internal (r);
+}
+
+/*
+;;; Local Variables: ***
+;;; mode: C++ ***
+;;; End: ***
+*/