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function [L, w] = chol_updown (L, sigma, w)
%CHOL_UPDOWN update or downdate a Cholesky factorization.
% Example:
% [L, w] = chol_updown (L, sigma, w)
% See also: cs_demo
% Copyright 2006-2012, Timothy A. Davis, http://www.suitesparse.com
beta = 1 ;
n = size (L,1) ;
if (n == 1)
L = sqrt (L*L'+sigma*w*w') ;
return ;
end
for k = 1:n
alpha = w(k) / L(k,k) ;
beta2 = sqrt (beta^2 + sigma*alpha^2) ;
gamma = sigma * alpha / (beta2 * beta) ;
if (sigma > 0)
% update
delta = beta / beta2 ;
L (k,k) = delta * L (k,k) + gamma * w (k) ;
w1 = w (k+1:n) ;
w (k+1:n) = w (k+1:n) - alpha * L (k+1:n,k) ;
L (k+1:n,k) = delta * L (k+1:n,k) + gamma * w1 ;
else
% downdate
delta = beta2 / beta ;
L (k,k) = delta * L (k,k) ;
w (k+1:n) = w (k+1:n) - alpha * L (k+1:n,k) ;
L (k+1:n,k) = delta * L (k+1:n,k) + gamma * w (k+1:n) ;
end
w (k) = alpha ;
beta = beta2 ;
end
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