<p dir="auto">QR update, QR insert, and QR delete</p>
<p dir="auto">It would be nice to be able to update a QR factorization. The library that octave uses is here:</p>
<p dir="auto"><a href="https://sourceforge.net/projects/qrupdate/" rel="nofollow">https://sourceforge.net/projects/qrupdate/</a></p>
<p dir="auto">for reference. This will allow stuff like quickly updating a LM or GLM model when adding more observations.</p>
<p dir="auto">Matlab has <code class="notranslate">cholupdate</code> for rank 1 updates and downdates to Cholesky factorizations. It would be nice to have something similar, but perhaps with better syntax.</p>
<p dir="auto">LINPACK had these, but LAPACK left out the Cholesky update/downdate capabilities.</p>
<p dir="auto"><a href="http://icl.cs.utk.edu/lapack-forum/viewtopic.php?f=2&amp;t=2646" rel="nofollow">http://icl.cs.utk.edu/lapack-forum/viewtopic.php?f=2&amp;t=2646</a></p>
<p dir="auto">For the dense case, perhaps these should be implemented in julia. For the sparse case, I believe that CHOLMOD does provide these capabilities.</p>
<p dir="auto">Updated by <a class="user-mention notranslate" data-hovercard-type="user" data-hovercard-url="/users/andreasnoack/hovercard" data-octo-click="hovercard-link-click" data-octo-dimensions="link_type:self" href="https://github.com/andreasnoack">@andreasnoack</a>:</p>
<ul class="contains-task-list">
<li class="task-list-item"><input type="checkbox" id="" disabled="" class="task-list-item-checkbox" checked=""> Dense Cholesky</li>
<li class="task-list-item"><input type="checkbox" id="" disabled="" class="task-list-item-checkbox" checked=""> Sparse Cholesky</li>
<li class="task-list-item"><input type="checkbox" id="" disabled="" class="task-list-item-checkbox"> Dense QR (actually there are three different storage schemes)</li>
</ul>