Update or downdate a Cholesky factorization. Given an upper triangular matrix R and a column vector u, attempt to determine another upper triangular matrix R1 such that
- R1'*R1 = R'*R + u*u' if op is "+"
- R1'*R1 = R'*R - u*u' if op is "-"
If op is "-", info is set to
- 0 if the downdate was successful,
- 1 if R'*R - u*u' is not positive definite,
- 2 if R is singular.
If info is not present, an error message is printed in cases 1 and 2.