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

Wire data to the R or X inputs to determine the polymorphic instance to use or manually select the instance.


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Inputs/Outputs

  • c2ddbl.png R —

    R is a real factored matrix of a known Cholesky factorization. R must be square. This VI uses only the upper triangular matrix of R.

  • c1ddbl.png X —

    X is a vector that updates R'R. The length of X must equal the number of columns in R.

  • ci32.png method —

    method specifies whether to perform the rank-1 Cholesky update or downdate.

    0Update (default)—Computes the Cholesky factorization of R'R+XX'.
    1Downdate—Computes the Cholesky factorization of R'R-XX'. When method is Downdate, R'R and R'R-XX' must be positive definite.
  • i2ddbl.png Updated R —

    Updated R returns the factored upper triangular matrix of the rank-1 updated Cholesky factorization.

    When method is Downdate, if R'R and R''-XX' are not positive definite, this VI returns a warning and Updated R returns the upper triangular matrix of R.

  • ii32.png error —

    error returns any error or warning from the VI. You can wire error to the Error Cluster From Error Code VI to convert the error code or warning into an error cluster.