Re: [eigen] Sparse Cholesky updating

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To: eigen <eigen@xxxxxxxxxxxxxxxxxxx>
Subject: Re: [eigen] Sparse Cholesky updating
From: Gael Guennebaud <gael.guennebaud@xxxxxxxxx>
Date: Fri, 6 Nov 2015 15:12:35 +0100
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Not implemented for the sparse case. AFAIK Cholmod is one the rare library supporting this feature.

gael

On Fri, Nov 6, 2015 at 3:06 PM, Brad Bell <bradbell@xxxxxxxxxx> wrote:

Does the sparse Cholesky factorization
http://eigen.tuxfamily.org/dox-devel/group__SparseCholesky__Module.html
have a rank one update procedure similar to the positive case for
http://www.mathworks.com/help/matlab/ref/cholupdate.html
?

References:
- [eigen] Sparse Cholesky updating
  - From: Brad Bell

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