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Cholesky Factorization Rank-1 Update (G Dataflow)

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.

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matrix R

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

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vector x

Input vector.

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

Default: Empty array

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method

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

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error in

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

Default: No error

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updated matrix R

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

When method is Downdate, if R'R - xx' 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.

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error out

Error information. The node produces this output according to standard error behavior.

Where This Node Can Run:

Desktop OS: Windows

FPGA: Not supported


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