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@ -147,12 +147,10 @@ where
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res
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}
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/// Performs a rank one update of the current decomposition.
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/// If `M = L * L^T` before the rank one update, then after it we have `L*L^T = M + sigma * v*v^T` where v must be a vector of same dimension.
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/// TODO rewrite comment (current version is taken verbatim from eigen)
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/// Given the Cholesky decomposition of a matrix `M`, a scalar `sigma` and a vector `v`,
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/// performs a rank one update such that we end up with the decomposition of `M + sigma * v*v^*`.
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/// TODO insures that code is correct for complex numbers, eigen uses abs2 and conj
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/// https://eigen.tuxfamily.org/dox/LLT_8h_source.html
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/// TODO insure that sigma is a real
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pub fn rank_one_update<R2: Dim, S2, N2: RealField>(
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&mut self,
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x: &Matrix<N, R2, U1, S2>,
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