1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
|
function [L, w] = chol_updown2 (L, sigma, w)
%CHOL_UPDOWN2 Cholesky update/downdate (real and complex)
% (real or complex)
% Example:
% [L, w] = chol_updown2 (L, sigma, w)
% See also: cs_demo
% CXSparse, Copyright (c) 2006-2022, Timothy A. Davis. All Rights Reserved.
% SPDX-License-Identifier: LGPL-2.1+
beta = 1 ;
n = size (L,1) ;
if (n == 1)
wnew = L\w ;
L = sqrt (L*L'+sigma*w*w') ;
w = wnew ;
return ;
end
for k = 1:n
alpha = w(k) / L(k,k) ;
beta2 = sqrt (beta*beta + sigma*alpha*conj(alpha)) ;
gamma = sigma * conj(alpha) / (beta2 * beta) ;
if (sigma > 0)
% update
delta = beta / beta2 ;
L (k,k) = delta * L (k,k) + gamma * w (k) ;
phase = abs (L (k, k))/L (k, k) ;
L (k, k) = phase*L (k, 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) = phase * (delta * L (k+1:n,k) + gamma * w1) ;
else
% downdate
delta = beta2 / beta ;
L (k,k) = delta * L (k,k) ;
phase = abs (L (k, k))/L (k, k) ;
L (k, k) = phase*L (k, k) ;
w (k+1:n) = w (k+1:n) - alpha * L (k+1:n,k) ;
L (k+1:n,k) = phase * (delta * L (k+1:n,k) + gamma * w (k+1:n)) ;
end
w (k) = alpha ;
beta = beta2 ;
end
|
