From bc7935ac24d7379b6693ae3b70fd522525a827b9 Mon Sep 17 00:00:00 2001 From: Nestor Demeure Date: Sat, 2 Nov 2019 16:49:57 +0100 Subject: [PATCH] updated comment --- src/linalg/cholesky.rs | 6 ++---- 1 file changed, 2 insertions(+), 4 deletions(-) diff --git a/src/linalg/cholesky.rs b/src/linalg/cholesky.rs index cbbe5ff8..4063b4ee 100644 --- a/src/linalg/cholesky.rs +++ b/src/linalg/cholesky.rs @@ -147,12 +147,10 @@ where res } - /// Performs a rank one update of the current decomposition. - /// 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. - /// TODO rewrite comment (current version is taken verbatim from eigen) + /// Given the Cholesky decomposition of a matrix `M`, a scalar `sigma` and a vector `v`, + /// performs a rank one update such that we end up with the decomposition of `M + sigma * v*v^*`. /// TODO insures that code is correct for complex numbers, eigen uses abs2 and conj /// https://eigen.tuxfamily.org/dox/LLT_8h_source.html - /// TODO insure that sigma is a real pub fn rank_one_update( &mut self, x: &Matrix,