Rank 1 update to Cholesky factorization

C Prototype

mxArray *mlfCholupdate(mxArray **p, mxArray *R, mxArray *x,
                         mxArray *flag);

C Syntax

#include "matlab.h"

mxArray *R, *x;        /* Required input argument(s) */
mxArray *flag;         /* Optional string input argument */
mxArray *p = NULL;     /* Optional output argument(s) */
mxArray *R1 = NULL;    /* Return value */

mlfAssign(&R1, mlfCholupdate(NULL,R,x,NULL));
mlfAssign(&R1, mlfCholupdate(NULL,R,x,flag));
mlfAssign(&R1, mlfCholupdate(&p,R,x,flag));

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