Downdating

Davon bekommt (im Normalfall) zunächst keiner etwas mit.

Down Dating scheint hier also nicht sonderlich verbreitet zu sein.

(And denotes the identity matrix.) Note that if you are solving a conventional least-squares problem, you will need to transpose your matrix before calling this function, and therefore it will be somewhat more efficient to construct your matrix in CSR format (so that its transpose will be in CSC format).

factor it (i.e., it performs a “symbolic Cholesky decomposition”).

Updates this Factor so that it represents the Cholesky decomposition of , rather than whatever it contained before.

must have the same pattern of non-zeros as the matrix used to create this factor originally. The usual use for this is to factor AA’ when A has a large number of columns, or those columns become available incrementally.