Arbitrary Rank Update to Cholesky Factorization
Updated 16 Aug 2005
Solves Ax=b where A is given in terms of its Cholesky factors plus an arbitrary nonsymmetric, low rank update.
Where R is n by n and U and V are n by r.
Useful in solving finite and spectral element discretizations of boundary value problems.
Greg von Winckel (2023). Arbitrary Rank Update to Cholesky Factorization (https://www.mathworks.com/matlabcentral/fileexchange/8294-arbitrary-rank-update-to-cholesky-factorization), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
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