function [L, w] = chol_downdate (L, w) %CHOL_DOWNDATE downdate a Cholesky factorization. % Example % [L, w] = chol_downdate (L, w) % See also: cs_demo % CXSparse, Copyright (c) 2006-2022, Timothy A. Davis. All Rights Reserved. % SPDX-License-Identifier: LGPL-2.1+ beta = 1 ; n = size (L,1) ; for j = 1:n alpha = w (j) / L (j,j) ; beta2 = sqrt (beta^2 - alpha^2) ; if (~isreal (beta2)) error ('not positive definite') ; end gamma = alpha / (beta2 * beta) ; delta = beta2 / beta ; L (j,j) = delta * L (j,j) ; w (j) = alpha ; beta = beta2 ; if (j == n) return end w (j+1:n) = w (j+1:n) - alpha * L (j+1:n,j) ; L (j+1:n,j) = delta * L (j+1:n,j) - gamma * w (j+1:n) ; end