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Performs Cholesky factorization on the rank-1 updated Cholesky matrix. The node performs Cholesky factorization directly on the known factored matrix instead of the updated matrix.

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r

A square matrix factored according to a known Cholesky factorization. This node uses only the upper triangular matrix of r.

Default: Empty array

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x

A vector that updates r'r. The length of x must equal the number of columns in r.

Default: Empty array

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method

A value that specifies whether the node performs the rank-1 Cholesky update or downdate.

Update 0 Computes the Cholesky factorization of r'r+xx'.
Downdate 1 Computes the Cholesky factorization of r'r-xx'. When method is Downdate, rr and rr-xx’ must be positive definite.

Default: Update

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updated r

Factored upper triangular matrix of the rank-1 updated Cholesky factorization. When method is Downdate, if rr and rr-xx’ are not positive definite, this node returns a warning and updated r returns the upper triangular matrix of r.

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error

A value that represents any error or warning that occurs when this node executes.