qrupdate 1.0.1

qrupdate is a free and open source Fortran library that will help you perform fast updates of QR and Cholesky decompositions.

Requirements:

· Fortran

What`s New in This Release: [ read full changelog ]

· qrupdate & qrinsert can handle economized factorizations
· all arguments are modified in-place with ldX args to facilitate batch updates
· workspace vectors used to store rotations, results in more cache-friendly column-oriented access to matrices
· a complete test suite