Downdates the factorization by subtracting a rank-1 matrix.

Namespace: Imsl.Math
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0

Syntax

C#
public void Downdate(
	double[] x
)
Visual Basic (Declaration)
Public Sub Downdate ( _
	x As Double() _
)
Visual C++
public:
void Downdate(
	array<double>^ x
)

Parameters

x
Type: array< System..::.Double >[]()[]
A double array which specifies the rank-1 matrix. x is not modified by this function.

Remarks

The object will contain the Cholesky factorization of a - x * transpose(x), where a is the previously factor matrix.

Exceptions

ExceptionCondition
Imsl.Math..::.NotSPDException is thrown if a - x * transpose(x) is not symmetric positive-definite.

See Also