Last Modified: January 9, 2017

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.

A square matrix factored according to a known Cholesky factorization.

This input accepts a 2D array of double-precision, floating point numbers or 2D array of complex double-precision, floating point numbers.

This node uses only the upper triangular matrix of the input matrix.

**Default: **Empty array

Input vector.

The length of the input vector must equal the number of columns in the input matrix.

**Default: **Empty array

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

Name | Value | Description |
---|---|---|

Update | 0 | Computes the Cholesky factorization of R'R + xx' where R is the input matrix R and x is the input vector x. |

Downdate | 1 | Computes the Cholesky factorization of R'R - xx' where R is the input matrix R and x is the input vector x. R'R and R'R - xx' must be positive definite. |

**Default: **Update

Error conditions that occur before this node runs. The node responds to this input according to standard error behavior.

**Default: **No error

Factored upper triangular matrix of the rank-1 updated Cholesky factorization.

When **method** is Downdate, if *R*'*R* - *x**x*' are not positive definite, where *R* is the input **matrix R** and *x* is the input **vector x**, this node returns a warning and **updated matrix R** returns the upper triangular matrix of **matrix R**.

**Where This Node Can Run: **

Desktop OS: Windows

FPGA: Not supported