Rank 1 update to Cholesky factorization

C++ Prototype

mwArray cholupdate(const mwArray &R, const mwArray &x);
mwArray cholupdate(const mwArray &R, const mwArray &x,
                    const mwArray &flag);
mwArray cholupdate(mwArray *p, const mwArray &R, const mwArray &x,
                    const mwArray &flag);

C Syntax

#include "matlab.hpp"

mxArray *R, *x;        // Input argument(s)
mxArray *p;            // Output argument(s) 
mxArray *R1;           // Return value

R1 = cholupdate(R,x);
R1 = cholupdate(R,x,"+");
R1 = cholupdate(R,x,"-");
R1 = cholupdate(&p,R,x,"-");

MATLAB Syntax

R1 = cholupdate(R,x)
R1 = cholupdate(R,x,'+')
R1 = cholupdate(R,x,'-')
[R1,p] = cholupdate(R,x,'-')

See Also

MATLAB cholupdate     Calling Conventions