function [L, w] = chol_updown2 (L, sigma, w) %CHOL_UPDOWN2 Cholesky update/downdate (real and complex) % (real or complex) % Example: % [L, w] = chol_updown2 (L, sigma, 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) ; if (n == 1) wnew = L\w ; L = sqrt (L*L'+sigma*w*w') ; w = wnew ; return ; end for k = 1:n alpha = w(k) / L(k,k) ; beta2 = sqrt (beta*beta + sigma*alpha*conj(alpha)) ; gamma = sigma * conj(alpha) / (beta2 * beta) ; if (sigma > 0) % update delta = beta / beta2 ; L (k,k) = delta * L (k,k) + gamma * w (k) ; phase = abs (L (k, k))/L (k, k) ; L (k, k) = phase*L (k, k) ; w1 = w (k+1:n) ; w (k+1:n) = w (k+1:n) - alpha * L (k+1:n,k) ; L (k+1:n,k) = phase * (delta * L (k+1:n,k) + gamma * w1) ; else % downdate delta = beta2 / beta ; L (k,k) = delta * L (k,k) ; phase = abs (L (k, k))/L (k, k) ; L (k, k) = phase*L (k, k) ; w (k+1:n) = w (k+1:n) - alpha * L (k+1:n,k) ; L (k+1:n,k) = phase * (delta * L (k+1:n,k) + gamma * w (k+1:n)) ; end w (k) = alpha ; beta = beta2 ; end