FYI: qrupdate 1.1.0 released - luupdate in Octave

[Jaroslav Hajek]

hi all,

qrupdate 1.1.0 has been released. This includes routines for rank-1
updating of LU factorizations, which can then be used in Octave via
the "luupdate" function. Octave will continue to work with qrupdate
1.0, only the luupdate function will be disabled in that case.

 -- Loadable Function: [L, U] = luupdate (L, U, X, Y)
 -- Loadable Function: [L, U, P] = luupdate (L, U, P, X, Y)
     Given an LU factorization of a real or complex matrix A = L*U,
     L lower unit trapezoidal and U upper trapezoidal, return the
     LU factorization of A + X*Y.', where X and Y are column vectors
     (rank-1 update) or matrices with equal number of columns (rank-k
     update).  Optionally, row-pivoted updating can be used by supplying
     a row permutation (pivoting) matrix P; in that case, an updated
     permutation matrix is returned.  Note that if L, U, P is a pivoted
     LU factorization as obtained by `lu':

           [L, U, P] = lu (A);

     then a factorization of `A+X*Y.'' can be obtained either as

           [L1, U1] = lu (L, U, P*X, Y)

     or

           [L1, U1, P1] = lu (L, U, P, X, Y)

     The first form uses the unpivoted algorithm, which is faster, but
     less stable.  The second form uses a slower pivoted algorithm,
     which is more stable.

     Note that the matrix case is done as a sequence of rank-1 updates;
     thus, for k large enough, it will be both faster and more accurate
     to recompute the factorization from scratch.

     See also: lu, qrupdate, cholupdate

enjoy! (and comments/suggestions welcome)

-- 
RNDr. Jaroslav Hajek, PhD
computing expert & GNU Octave developer
Aeronautical Research and Test Institute (VZLU)
Prague, Czech Republic
url: www.highegg.matfyz.cz