cholesky_rank1_downdate

public interface cholesky_rank1_downdate

Module Procedures

private pure subroutine cholesky_rank1_downdate_dbl(r, u)

Computes the rank 1 downdate to a Cholesky factored matrix $A = R^T R$ such that $A_1 = A - \vec{u} \vec{u}^T$ . This operation only works if the new matrix $A_1$ is positive definite.

Arguments

Type	Intent	Optional	Attributes		Name
real(kind=real64),	intent(inout),		dimension(:,:)	::	r	On input, the N-by-N upper triangular matrix $R$ . On output, the updated matrix $R_1$ .
real(kind=real64),	intent(inout),		dimension(:)	::	u	On input, the N-element vector $\vec{u}$ . On output, the rotation sines used to transform $R$ to $R_1$ .

private pure subroutine cholesky_rank1_downdate_cmplx(r, u)

Computes the rank 1 downdate to a Cholesky factored matrix $A = R^H R$ such that $A_1 = A - \vec{u} \vec{u}^H$ . This operation only works if the new matrix $A_1$ is positive definite.

Arguments

Type	Intent	Optional	Attributes		Name
complex(kind=real64),	intent(inout),		dimension(:,:)	::	r	On input, the N-by-N upper triangular matrix $R$ . On output, the updated matrix $R_1$ .
complex(kind=real64),	intent(inout),		dimension(:)	::	u	On input, the N-element vector $\vec{u}$ . On output, the rotation sines used to transform $R$ to $R_1$ .

cholesky_rank1_downdate Interface

Contents

Module Procedures

public interface cholesky_rank1_downdate

Module Procedures

private pure subroutine cholesky_rank1_downdate_dbl(r, u)

Arguments

private pure subroutine cholesky_rank1_downdate_cmplx(r, u)

Arguments