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.
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.
Default: No error
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.
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.
Where This Node Can Run:
Desktop OS: Windows
FPGA: Not supported
Web Server: Not supported in VIs that run in a web application