qrupdateFortran library for fast updates of QR and Cholesky decompositions | |
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qrupdate Ranking & Summary
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- License:
- GPL
- Price:
- FREE
- Publisher Name:
- Jaroslav Hajek
- Publisher web site:
- Operating Systems:
- Mac OS X
- File Size:
- 41 KB
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qrupdate Description
Fortran library for fast updates of QR and Cholesky decompositions qrupdate is a free and open source Fortran library that will help you perform fast updates of QR and Cholesky decompositions. Requirements: · Fortran What's New in This Release: · qrupdate & qrinsert can handle economized factorizations · all arguments are modified in-place with ldX args to facilitate batch updates · workspace vectors used to store rotations, results in more cache-friendly column-oriented access to matrices · a complete test suite
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