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Qrupdate is a linear algebra library for fast updating of QR and Cholesky
decompositions.
Supported operations:
- QR rank-1 update (qr1up)
- QR column insert (qrinc)
- QR column delete (qrdec)
- QR column shift (qrshc)
- QR row insert (qrinr)
- QR row delete (qrder)
- Cholesky rank-1 update (ch1up)
- Cholesky rank-1 downdate (ch1dn)
- Cholesky symmetric insert (chinx)
- Cholesky symmetric insert (chdex)
- Cholesky symmetric shift (chshx)
- LU rank-1 update (lu1up)
- LU pivoted rank-1 update (lup1up)
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