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.
Copyright © 2009 by SAS Institute Inc., Cary, NC, USA. All rights reserved.