qrupdate Fortran library for fast updates of QR and Cholesky decompositions
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update updater QR decomposition updater update QR decomposition update Cholesky decomposition Cholesky

qrupdate Description

Fortran library for fast updates of QR and Cholesky decompositions qrupdate is a free and open source Fortran library that will help you perform fast updates of QR and Cholesky decompositions. Requirements: · Fortran What's New in This Release: · qrupdate & qrinsert can handle economized factorizations · all arguments are modified in-place with ldX args to facilitate batch updates · workspace vectors used to store rotations, results in more cache-friendly column-oriented access to matrices · a complete test suite

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