cholup ============================================== Purpose ---------------- Performs a Cholesky update of one or more rows on an upper triangular matrix. Format ---------------- .. function:: r = cholup(C, x) :param C: upper triangular matrix :type C: KxK matrix :param x: the rows to update *C* with. :type x: NxK matrix :return r: the updated matrix. :rtype r: KxK upper triangular matrix Examples ---------------- :: // Assign C matrix C = { 18.87055964 15.3229443 8.04947012, 0 9.30682813 -2.12009339, 0 0 7.62878355 }; // Assign x matrix x = { 1.76644971 7.49445820 9.79114666, 6.87691156 4.41961438 4.32476921 }; // Call cholup r = cholup(C, x); After the above code, `r` will equal: :: 20.162100 16.505444 9.8667614 r = 0.0000000 11.166015 2.9776167 0.0000000 0.0000000 11.654961 Remarks ------- *C* should be a Cholesky factorization. :code:`cholup(C, x)` is equivalent to :code:`chol(C'C + x'x)`, but cholup is numerically much more stable. .. seealso:: Functions :func:`choldn`