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C++ API

: [Q1, R1] = qrupdate (Q, R, u, v)

Given a QR factorization of a real or complex matrix A = Q*R, Q unitary and R upper trapezoidal, return the QR factorization of A + u*v’, where u and v are column vectors (rank-1 update) or matrices with equal number of columns (rank-k update). Notice that the latter case is done as a sequence of rank-1 updates; thus, for k large enough, it will be both faster and more accurate to recompute the factorization from scratch.

The QR factorization supplied may be either full (Q is square) or economized (R is square).

See also: qr, qrinsert, qrdelete, qrshift.

Package: octave