You are here: NI Home > Support > Product Reference > Manuals > LabVIEW 8.5 Help

Member of the linalgebra class.

Syntax

[R1, p] = cholupdate(R, x, op)

Description

Performs the Cholesky decomposition on a rank 1 updated or downdated matrix. LabVIEW performs the Cholesky decomposition more efficiently with this function than with the chol function.

Examples

Inputs

Name	Description
R	Specifies a square matrix. LabVIEW uses only the diagonal and upper triangular part or R to perform the rank 1 Cholesky update or downdate. LabVIEW ignores the lower triangular part of R. R is a 2D array of real or complex, double-precision, floating-point numbers.
x	Specifies a column vector. x is an array of real or complex, double-precision, floating-point numbers and must be of an appropriate length with respect to R.
op	Specifies whether to perform the rank 1 Cholesky update or downdate. op is a string that accepts the following values. '+' (default) Performs the Cholesky decomposition on the rank 1 updated matrix, R'R+xx'. '-' Performs the Cholesky decomposition on the rank 1 downdated matrix, R'R-xx'.

Outputs

Name	Description
R1	Returns the Cholesky decomposition. R1 is a 2D array of real or complex, double-precision, floating-point numbers and represents an upper triangular matrix.
p	Returns information about the Cholesky decomposition calculation when op is '-'. p returns 0 if R1 is the Cholesky decomposition of R'R-xx'. p is greater than 0 if cholupdate fails and R1 is the Cholesky decomposition of R'R. p returns 1 if cholupdate fails because R'R-xx' is not positive definite. p returns 2 if cholupdate fails because R is not a valid Cholesky decomposition, that is, R'R is not positive definite. p is a 32-bit integer.

Examples

R = rand(2);
x = rand(2, 1);
[R1, P] = cholupdate(R, x, '-');

Related Topics

chol