qrupdate is a Fortran library for fast updates of QR and Cholesky decompositions.
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Improvements since version 0 (was part of Octave's sources): * qrupdate & qrinsert can handle economized factorizations * all arguments are modified in-place with ldX args to facilitate batch updates * workspace vectors used to store rotations, results in more cache-friendly column-oriented access to matrices * a complete test suite
Improvements since version 0 (was part of Octave's sources): * qrupdate & qrinsert can handle economized factorizations * all arguments are modified in-place with ldX args to facilitate batch updates * workspace vectors used to store rotations, results in more cache-friendly column-oriented access to matrices * a complete test suite
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