RoyLab

## cholupdate.py
from __future__ import division
import numpy as np
from numpy.random import randn
from scipy.linalg.blas import drot, drotg

# references for updates:
#   - Golub and van Loan (4th ed.) Section 6.5.4
#   - http://mathoverflow.net/questions/30162/is-there-a-way-to-simplify-block-cholesky-decomposition-if-you-already-have-deco
#
# references for downdates:
	from __future__ import division
	import numpy as np
	from numpy.random import randn
	from scipy.linalg.blas import drot, drotg

	# references for updates:
	# - Golub and van Loan (4th ed.) Section 6.5.4
	# - http://mathoverflow.net/questions/30162/is-there-a-way-to-simplify-block-cholesky-decomposition-if-you-already-have-deco
	#
	# references for downdates: