[Numpy-discussion] Cholesky update/downdate?

David Warde-Farley dwf at cs.toronto.edu
Thu Feb 11 23:47:18 EST 2010

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Hi everyone,

Does anyone know if there is an implementation of rank 1 updates (and 
"downdates") to a Cholesky factorization in NumPy or SciPy? It looks 
there are a bunch of routines for it in LINPACK, but not LAPACK.

Thanks,

David

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