finally got the correct type for insert column
@@ -6,8 +6,9 @@ use alga::general::ComplexField;
use crate::allocator::Allocator;
use crate::base::{DefaultAllocator, Matrix, MatrixMN, MatrixN, SquareMatrix};
use crate::constraint::{SameNumberOfRows, ShapeConstraint};
-use crate::dimension::{Dim, DimSub, Dynamic, U1};
+use crate::dimension::{Dim, DimAdd, DimSum, DimSub, Dynamic, U1};
use crate::storage::{Storage, StorageMut};
+use crate::base::allocator::Reallocator;
/// The Cholesky decomposition of a symmetric-definite-positive matrix.
#[cfg_attr(feature = "serde-serialize", derive(Serialize, Deserialize))]
@@ -188,6 +189,34 @@ where
}
}
}
+
+ /// Updates the decomposition such that we get the decomposition of a matrix with the given column `c` in the `j`th position.
+ /// Since the matrix is square, an identical row will be added in the `j`th row.
+ pub fn insert_column<R2: Dim, S2>(
+ self,
+ j: usize,
+ c: &Matrix<N, R2, U1, S2>,
+ ) -> Cholesky<N, DimSum<D, U1>>
+ where
+ D: DimAdd<U1>,
+ DefaultAllocator: Reallocator<N, D, D, D, DimSum<D, U1>> + Reallocator<N, D, DimSum<D, U1>, DimSum<D, U1>, DimSum<D, U1>>,
+ S2: Storage<N, R2, U1>,
+ ShapeConstraint: SameNumberOfRows<R2, DimSum<D, U1>>,
+ {
+ let n = c.nrows();
+ assert_eq!(
+ n,
+ self.chol.nrows() + 1,
+ "The new column must have the size of the factored matrix plus one."
+ );
+ assert!(j < n, "j needs to be within the bound of the new matrix.");
+ // TODO what is the fastest way to produce the new matrix ?
+ let chol= self.chol.insert_column(j, N::zero()).insert_row(j, N::zero());
+
+ // TODO see https://en.wikipedia.org/wiki/Cholesky_decomposition#Updating_the_decomposition
+ unimplemented!();
+ Cholesky { chol }
+ }
}
impl<N: ComplexField, D: DimSub<Dynamic>, S: Storage<N, D, D>> SquareMatrix<N, D, S>
