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Owning Class: linalgebra
Requires: MathScript RT Module
R1 = updatechol(R, x)
R1 = updatechol(R, x, op)
[R1, p] = updatechol(R, x)
[R1, p] = updatechol(R, x, op)
Legacy Name: cholupdate
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.
Name  Description  

R  Specifies a square matrix. LabVIEW uses only the diagonal and upper triangular part of 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, doubleprecision, floatingpoint numbers.  
x  Specifies a column vector. x is an array of real or complex, doubleprecision, floatingpoint 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.

Name  Description 

R1  Returns the Cholesky decomposition. R1 is a 2D array of real or complex, doubleprecision, floatingpoint 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'Rxx'. p is greater than 0 if updatechol fails and R1 is the Cholesky decomposition of R'R. p returns 1 if updatechol fails because R'Rxx' is not positive definite. p returns 2 if updatechol fails because R is not a valid Cholesky decomposition, that is, R'R is not positive definite. p is a 32bit integer. 
The following table lists the support characteristics of this function.
Supported in the LabVIEW RunTime Engine  Yes 
Supported on RT targets  Yes 
Suitable for bounded execution times on RT  Not characterized 
R = rand(2);
x = rand(2, 1);
[R1, P] = updatechol(R, x, '');