Efficient Updates to Cholesky Factors after Matrix Modifications

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  • License: MIT
  • Author: Marvin Pförtner
  • Tags low-rank, rank-1, rank, one, update, downdate, cholesky
  • Requires: Python >=3.6

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cholupdates: Efficient Updates to Cholesky Factors after Matrix Modifications

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  • License: MIT
  • Author: Marvin Pförtner
  • Tags low-rank, rank-1, rank, one, update, downdate, cholesky
  • Requires: Python >=3.6

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