Hi everyone, Does anyone know if there is an implementation of rank 1 updates (and "downdates") to a Cholesky factorization in NumPy or SciPy? It looks there are a bunch of routines for it in LINPACK, but not LAPACK.
Thanks, David _______________________________________________ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion
