Rank-one Cholesky update
= Rank-one Cholesky update
{c}
Given a <Cholesky decomposition> $A=LL^T$, a rank-one Cholesky update computes a triangular factor of $A+xx^T$ in $O(n^2)$ operations without refactorizing the matrix from scratch.
= Rank-one Cholesky update
{c}
Given a <Cholesky decomposition> $A=LL^T$, a rank-one Cholesky update computes a triangular factor of $A+xx^T$ in $O(n^2)$ operations without refactorizing the matrix from scratch.