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Rename rank one up- and downdate functions for Cholesky to rank(up/down)date #14424

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Dec 18, 2015
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Rename rank one up- and downdate functions for Cholesky to rank(up/down)date #14424

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3 changes: 3 additions & 0 deletions NEWS.md
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Expand Up @@ -70,6 +70,9 @@ 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 functions, `lowrankupdate`, `lowrankupdate!`, `lowrankdowndate`,
and `lowrankdowndate!`, for dense Cholesky factorizations ([#14243],[#14424])

* New `foreach` function for calling a function on every element of a collection when
the results are not needed.

Expand Down
16 changes: 8 additions & 8 deletions base/linalg/cholesky.jl
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Expand Up @@ -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
lowrankupdate!(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 lowrankupdate!(C::Cholesky, v::StridedVector)
A = C.factors
n = length(v)
if size(C, 1) != n
Expand Down Expand Up @@ -310,11 +310,11 @@ function update!(C::Cholesky, v::StridedVector)
end

"""
downdate!(C::Cholesky, v::StridedVector) -> CC::Cholesky
lowrankdowndate!(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 lowrankdowndate!(C::Cholesky, v::StridedVector)
A = C.factors
n = length(v)
if size(C, 1) != n
Expand Down Expand Up @@ -360,15 +360,15 @@ function downdate!(C::Cholesky, v::StridedVector)
end

"""
update(C::Cholesky, v::StridedVector) -> CC::Cholesky
lowrankupdate(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))
lowrankupdate(C::Cholesky, v::StridedVector) = lowrankupdate!(copy(C), copy(v))

"""
downdate(C::Cholesky, v::StridedVector) -> CC::Cholesky
lowrankdowndate(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))
lowrankdowndate(C::Cholesky, v::StridedVector) = lowrankdowndate!(copy(C), copy(v))
8 changes: 4 additions & 4 deletions doc/stdlib/linalg.rst
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Expand Up @@ -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:: lowrankupdate(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:: lowrankdowndate(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:: lowrankupdate!(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:: lowrankdowndate!(C::Cholesky, v::StridedVector) -> CC::Cholesky

.. Docstring generated from Julia source

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4 changes: 2 additions & 2 deletions test/linalg/cholesky.jl
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Expand Up @@ -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.lowrankupdate(F, v)[uplo] ≈ cholfact(AcA + v*v')[uplo]
@test LinAlg.lowrankdowndate(F, v)[uplo] ≈ cholfact(AcA - v*v')[uplo]
end
end