cholesky_rank1_update

public interface cholesky_rank1_update

Computes the rank 1 update to a Cholesky factored matrix $A = R^T R$ such that $A_1 = A + \vec{u} \vec{u}^T$ .

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 $R_1$ .

Computes the rank 1 update to a Cholesky factored matrix $A = R^H R$ such that $A_1 = A + \vec{u} \vec{u}^H$ .

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 $R_1$ .