https://github.com/mpimd-csc/qrupdate-ng
Fork of the qrupdate library for future maintenance.
https://github.com/mpimd-csc/qrupdate-ng
blas cholesky-decomposition lapack linear-algebra lu-decomposition matrix numerical-algorithms qr-decomposition
Last synced: 3 months ago
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Fork of the qrupdate library for future maintenance.
- Host: GitHub
- URL: https://github.com/mpimd-csc/qrupdate-ng
- Owner: mpimd-csc
- License: gpl-3.0
- Created: 2020-05-11T06:42:20.000Z (about 6 years ago)
- Default Branch: master
- Last Pushed: 2025-10-07T14:07:04.000Z (9 months ago)
- Last Synced: 2025-10-07T15:33:37.040Z (9 months ago)
- Topics: blas, cholesky-decomposition, lapack, linear-algebra, lu-decomposition, matrix, numerical-algorithms, qr-decomposition
- Language: Fortran
- Homepage: https://gitlab.mpi-magdeburg.mpg.de/koehlerm/qrupdate-ng
- Size: 653 KB
- Stars: 9
- Watchers: 1
- Forks: 1
- Open Issues: 1
-
Metadata Files:
- Readme: README.md
- Changelog: CHANGELOG
- License: LICENSE
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README
qrupdate-ng: A Library for Fast Updating of QR and Cholesky Decompositions
==========================================================================
* License: GPL-3.0-or-later (opensource.org/licenses/GPL-3.0)
* Version: 1.1.5 (2022-02-04)
* Authors: M. Koehler (0000-0003-2338-9904), C. Himpe (0000-0003-2194-6754)
* Original Author: Jaroslav Hajek (VZLU Prague)
* Summary: A FORTRAN library for rank-1 matrix decomposition updates
## Supported Matrix Decompositions
### [QR Decomposition](https://en.wikipedia.org/wiki/QR_decomposition)
* QR rank-1 update (`qr1up`)
Updates the QR factorization after an additive rank-1 update to the original matrix (`A = A + u*v'`).
Works for full & economized factorization.
* QR column insert (`qrinc`)
Updates the QR factorization after an inserting a column to the original matrix.
Works for full & economized factorization.
* QR column delete (`qrdec`)
Updates the QR factorization after an deleting a column from the original matrix.
Works for full & economized factorization.
* QR column shift (`qrshc`)
Updates the QR factorization after a circular shift of columns in the original matrix.
Works for full & economized factorization.
* QR row insert (`qrinr`)
Updates the QR factorization after an inserting a row to the original matrix.
Works for full factorization only.
* QR row delete (`qrder`)
Updates the QR factorization after an deleting a row from the original matrix.
Works for full factorization only.
### [Cholesky Decomposition](https://en.wikipedia.org/wiki/Cholesky_decomposition)
* Cholesky rank-1 update (`ch1up`)
Updates the Cholesky factorization after positive rank-1 update `A = A + u*u'`.
* Cholesky rank-1 downdate (`ch1dn`)
Updates the Cholesky factorization after positive rank-1 downdate `A = A - u*u'`.
* Cholesky symmetric insert (`chinx`)
Updates the Cholesky factorization after a symmetric column/row insertion.
* Cholesky symmetric insert (`chdex`)
Updates the Cholesky factorization after a symmetric column/row deletion.
* Cholesky symmetric shift (`chshx`)
Updates the Cholesky factorization after a symmetric column/row left/right circular shift.
### [LU Decomposition](https://en.wikipedia.org/wiki/LU_decomposition)
* LU rank-1 update (`lu1up`)
Updates the LU factorization after a rank-1 update (`A = A + u*v.'`).
No pivoting available. Faster than `lup1up`, but less stable.
* LU pivoted rank-1 update (`lup1up`)
Updates a row-pivoted LUP factorization after a rank-1 update (`A = A + u*v.'`).
Also updates the row permutation matrix. Slower than `lu1up`, but more stable.
### Based on
qrupdate-ng is a modernized and maintained fork of:
[qrupdate](https://sourceforge.net/p/qrupdate) (Version 1.1.2)
For a list of original authors see [CHANGELOG](CHANGELOG) file.
### License
See the [LICENSE](LICENSE) file.
### Installation
See the [INSTALL](INSTALL.md) file for installation details.
Consult individual routines for documentation.