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Language Reference |
LUPDT Call |
The LUPDT subroutine provides updating and downdating for rank deficient linear least squares solutions, complete orthogonal factorization, and Moore-Penrose inverses.
The LUPDT subroutine returns the following values:
is an lower triangular matrix
that is updated or downdated by using the
rows in
.
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.
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 input arguments 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
.
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.
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