function L = cholup (Lold,w) %CHOLUP Cholesky update, using Given's rotations % given Lold and w, compute L so that L*L' = Lold*Lold' + w*w' % Example: % L = cholup (Lold,w) % See also: cs_demo % Copyright 2006, Timothy A. Davis. % http://www.cise.ufl.edu/research/sparse n = size (Lold,1) ; L = [Lold w] ; for k = 1:n g = givens (L(k,k), L(k,n+1)) ; L (:, [k n+1]) = L (:, [k n+1]) * g' ; disp ('L:') ; disp (L) pause end L = L (:,1:n) ; disp (L) ;