From 12:00 PM - 4:00 PM CST on Thursday, October 18, ni.com will be undergoing system upgrades that may result in temporary service interruption.

We appreciate your patience as we improve our online experience.

updatechol (MathScript RT Module Function)

LabVIEW 2012 MathScript RT Module Help

Edition Date: June 2012

Part Number: 373123C-01

»View Product Info
Download Help (Windows Only)

Owning Class: linalgebra

Requires: MathScript RT Module

Syntax

R1 = updatechol(R, x)

R1 = updatechol(R, x, op)

[R1, p] = updatechol(R, x)

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

Legacy Name: cholupdate

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 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, 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 updatechol fails and R1 is the Cholesky decomposition of R'R. p returns 1 if updatechol fails because R'R-xx' 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 32-bit integer.

Details

The following table lists the support characteristics of this function.

Supported in the LabVIEW Run-Time Engine Yes
Supported on RT targets Yes
Suitable for bounded execution times on RT Not characterized

Examples

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

Related Topics

chol

WAS THIS ARTICLE HELPFUL?

Not Helpful