Language Reference

LUPDT Call

provides updating and downdating for rank deficient linear least squares solutions, complete orthogonal factorization, and Moore-Penrose inverses

CALL LUPDT( lup, bup, sup, , , , , ssq>);

The LUPDT subroutine returns the following values:

lup

is an lower triangular matrix that is updated or downdated by using the rows in .

bup

is an matrix of right-hand sides that is updated or downdated by using the rows in . If is not specified, bup is not accessible.

sup

is a vector of square roots of residual sum of squares that is updated or downdated by using the rows in . If ssq is not specified, sup is not accessible.

The inputs to the LUPDT subroutine are as follows:

specifies an lower triangular matrix to be updated or downdated by row vectors stored in the matrix . Only the lower triangle of is used; the upper triangle can contain any information.

is a matrix used rowwise to update or downdate the matrix .

specifies an optional matrix of right-hand sides that have to be updated or downdated simultaneously with . If is specified, the argument must be specified.

specifies an optional matrix used rowwise to update or downdate the right-hand-side matrix .

ssq

specifies an optional vector that, if is specified, specifies the square root of the error sum of squares that should be updated or downdated simultaneously with and .

The relevant formula for the LUPDT call is . See the example in the documentation for the RZLIND call.