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Cholesky Factorization Rank-1 Update (G Dataflow)

Version:
    Last Modified: March 15, 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.

    Standard Error Behavior

    Many nodes provide an error in input and an error out output so that the node can respond to and communicate errors that occur while code is running. The value of error in specifies whether an error occurred before the node runs. Most nodes respond to values of error in in a standard, predictable way.

    error in does not contain an error error in contains an error
    If no error occurred before the node runs, the node begins execution normally.

    If no error occurs while the node runs, it returns no error. If an error does occur while the node runs, it returns that error information as error out.

    If an error occurred before the node runs, the node does not execute. Instead, it returns the error in value as error out.

    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.

    Standard Error Behavior

    Many nodes provide an error in input and an error out output so that the node can respond to and communicate errors that occur while code is running. The value of error in specifies whether an error occurred before the node runs. Most nodes respond to values of error in in a standard, predictable way.

    error in does not contain an error error in contains an error
    If no error occurred before the node runs, the node begins execution normally.

    If no error occurs while the node runs, it returns no error. If an error does occur while the node runs, it returns that error information as error out.

    If an error occurred before the node runs, the node does not execute. Instead, it returns the error in value as error out.

    Where This Node Can Run:

    Desktop OS: Windows

    FPGA: This product does not support FPGA devices


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