Updating Cholesky decomposition when deleting one row and one and column.

Asked Nov 09 '18 at 00:33

Active Nov 14 '18 at 14:11

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I found the answer of updating Updating Cholesky decomposition when deleting one row and one and column on Cholesky decomposition when deleting one row and one and column.

Is there any generalisation for this approach to remove multiple rows and columns at the same time?

edited Nov 14 '18 at 14:11

asked Nov 09 '18 at 00:33

user2907045

0 Answers0