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function [L, w] = chol_updown (L, sigma, w)
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%CHOL_UPDOWN update or downdate a Cholesky factorization.
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% [L, w] = chol_updown (L, sigma, w)
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% Copyright 2006, Timothy A. Davis.
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% http://www.cise.ufl.edu/research/sparse
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L = sqrt (L*L'+sigma*w*w') ;
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alpha = w(k) / L(k,k) ;
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beta2 = sqrt (beta^2 + sigma*alpha^2) ;
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gamma = sigma * alpha / (beta2 * beta) ;
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delta = beta / beta2 ;
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L (k,k) = delta * L (k,k) + gamma * w (k) ;
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w (k+1:n) = w (k+1:n) - alpha * L (k+1:n,k) ;
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L (k+1:n,k) = delta * L (k+1:n,k) + gamma * w1 ;
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delta = beta2 / beta ;
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L (k,k) = delta * L (k,k) ;
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w (k+1:n) = w (k+1:n) - alpha * L (k+1:n,k) ;
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L (k+1:n,k) = delta * L (k+1:n,k) + gamma * w (k+1:n) ;