function L = cs_updown (L, c, parent, sigma) %#ok %CS_UPDOWN rank-1 update/downdate of a sparse Cholesky factorization. % L = cs_updown(L,c,parent) computes the rank-1 update L = chol(L*L'+c*c')', % where parent is the elimination tree of L. c must be a sparse column % vector, and find(c) must be a subset of find(L(:,k)) where k = min(find(c)). % L = cs_updown(L,c,parent,'-') is the downdate L = chol(L*L'-c*c'). % L = cs_updown(L,c,parent,'+') is the update L = chol(L*L'+c*c'). % Updating/downdating is much faster than refactorizing the matrix with % cs_chol or chol. L must not have an entries dropped due to numerical % cancellation (use cs_chol(A,0)). % % Example: % Prob = ssget ('HB/bcsstk01') ; A = Prob.A ; n = size (A,1) ; % L = cs_chol (A,0) ; % parent = cs_etree (A) ; % c = sprand (L (:, floor(n/2))) ; % L1 = cs_updown (L, c, parent) ; % L2 = cs_chol (A + c*c', 0) ; % norm (L1-L2, 1) % % See also CS_ETREE, CS_CHOL, ETREE, CHOLUPDATE, CHOL. % CXSparse, Copyright (c) 2006-2022, Timothy A. Davis. All Rights Reserved. % SPDX-License-Identifier: LGPL-2.1+ error ('cs_updown mexFunction not found') ;