Rename rank one up- and downdate functions for Cholesky to rank(up/do…

…wn)date Add NEWS.md entry
JuliaLang · Dec 16, 2015 · aab1243 · aab1243
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Showing 4 changed files with 16 additions and 14 deletions.
diff --git a/NEWS.md b/NEWS.md
@@ -70,6 +70,8 @@ Library improvements
       appropriate. The `sparsevec` function returns a one-dimensional sparse
       vector instead of a one-column sparse matrix. ([#13440])
 
+    * Rank one update and downdate function for dense Choleksy factorizations ([#14243],[#14424])
+
   * New `foreach` function for calling a function on every element of a collection when
     the results are not needed.
 

diff --git a/base/linalg/cholesky.jl b/base/linalg/cholesky.jl
@@ -267,11 +267,11 @@ chkfullrank(C::CholeskyPivoted) = C.rank < size(C.factors, 1) && throw(RankDefic
 rank(C::CholeskyPivoted) = C.rank
 
 """
-    update!(C::Cholesky, v::StridedVector) -> CC::Cholesky
+    rankupdate!(C::Cholesky, v::StridedVector) -> CC::Cholesky
 
 Update a Cholesky factorization `C` with the vector `v`. If `A = C[:U]'C[:U]` then `CC = cholfact(C[:U]'C[:U] + v*v')` but the computation of `CC` only uses `O(n^2)` operations. The input factorization `C` is updated in place such that on exit `C == CC`. The vector `v` is destroyed during the computation.
 """
-function update!(C::Cholesky, v::StridedVector)
+function rankupdate!(C::Cholesky, v::StridedVector)
     A = C.factors
     n = length(v)
     if size(C, 1) != n
@@ -310,11 +310,11 @@ function update!(C::Cholesky, v::StridedVector)
 end
 
 """
-    downdate!(C::Cholesky, v::StridedVector) -> CC::Cholesky
+    rankdowndate!(C::Cholesky, v::StridedVector) -> CC::Cholesky
 
 Downdate a Cholesky factorization `C` with the vector `v`. If `A = C[:U]'C[:U]` then `CC = cholfact(C[:U]'C[:U] - v*v')` but the computation of `CC` only uses `O(n^2)` operations. The input factorization `C` is updated in place such that on exit `C == CC`. The vector `v` is destroyed during the computation.
 """
-function downdate!(C::Cholesky, v::StridedVector)
+function rankdowndate!(C::Cholesky, v::StridedVector)
     A = C.factors
     n = length(v)
     if size(C, 1) != n
@@ -360,15 +360,15 @@ function downdate!(C::Cholesky, v::StridedVector)
 end
 
 """
-    update(C::Cholesky, v::StridedVector) -> CC::Cholesky
+    rankupdate(C::Cholesky, v::StridedVector) -> CC::Cholesky
 
 Update a Cholesky factorization `C` with the vector `v`. If `A = C[:U]'C[:U]` then `CC = cholfact(C[:U]'C[:U] + v*v')` but the computation of `CC` only uses `O(n^2)` operations.
 """
-update(C::Cholesky, v::StridedVector) = update!(copy(C), copy(v))
+rankupdate(C::Cholesky, v::StridedVector) = rankupdate!(copy(C), copy(v))
 
 """
-    downdate(C::Cholesky, v::StridedVector) -> CC::Cholesky
+    rankdowndate(C::Cholesky, v::StridedVector) -> CC::Cholesky
 
 Downdate a Cholesky factorization `C` with the vector `v`. If `A = C[:U]'C[:U]` then `CC = cholfact(C[:U]'C[:U] - v*v')` but the computation of `CC` only uses `O(n^2)` operations.
 """
-downdate(C::Cholesky, v::StridedVector) = downdate!(copy(C), copy(v))
+rankdowndate(C::Cholesky, v::StridedVector) = rankdowndate!(copy(C), copy(v))
diff --git a/doc/stdlib/linalg.rst b/doc/stdlib/linalg.rst
@@ -161,25 +161,25 @@ Linear algebra functions in Julia are largely implemented by calling functions f
 
 .. currentmodule:: Base.LinAlg
 
-.. function:: update(C::Cholesky, v::StridedVector) -> CC::Cholesky
+.. function:: rankupdate(C::Cholesky, v::StridedVector) -> CC::Cholesky
 
    .. Docstring generated from Julia source
 
    Update a Cholesky factorization ``C`` with the vector ``v``\ . If ``A = C[:U]'C[:U]`` then ``CC = cholfact(C[:U]'C[:U] + v*v')`` but the computation of ``CC`` only uses ``O(n^2)`` operations.
 
-.. function:: downdate(C::Cholesky, v::StridedVector) -> CC::Cholesky
+.. function:: rankdowndate(C::Cholesky, v::StridedVector) -> CC::Cholesky
 
    .. Docstring generated from Julia source
 
    Downdate a Cholesky factorization ``C`` with the vector ``v``\ . If ``A = C[:U]'C[:U]`` then ``CC = cholfact(C[:U]'C[:U] - v*v')`` but the computation of ``CC`` only uses ``O(n^2)`` operations.
 
-.. function:: update!(C::Cholesky, v::StridedVector) -> CC::Cholesky
+.. function:: rankupdate!(C::Cholesky, v::StridedVector) -> CC::Cholesky
 
    .. Docstring generated from Julia source
 
    Update a Cholesky factorization ``C`` with the vector ``v``\ . If ``A = C[:U]'C[:U]`` then ``CC = cholfact(C[:U]'C[:U] + v*v')`` but the computation of ``CC`` only uses ``O(n^2)`` operations. The input factorization ``C`` is updated in place such that on exit ``C == CC``\ . The vector ``v`` is destroyed during the computation.
 
-.. function:: downdate!(C::Cholesky, v::StridedVector) -> CC::Cholesky
+.. function:: rankdowndate!(C::Cholesky, v::StridedVector) -> CC::Cholesky
 
    .. Docstring generated from Julia source
 

diff --git a/test/linalg/cholesky.jl b/test/linalg/cholesky.jl
@@ -152,7 +152,7 @@ let A = complex(randn(10,5), randn(10, 5)), v = complex(randn(5), randn(5))
     for uplo in (:U, :L)
         AcA = A'A
         F = cholfact(AcA, uplo)
-        @test LinAlg.update(F, v)[uplo] ≈ cholfact(AcA + v*v')[uplo]
-        @test LinAlg.downdate(F, v)[uplo] ≈ cholfact(AcA - v*v')[uplo]
+        @test LinAlg.rankupdate(F, v)[uplo] ≈ cholfact(AcA + v*v')[uplo]
+        @test LinAlg.rankdowndate(F, v)[uplo] ≈ cholfact(AcA - v*v')[uplo]
     end
 end