[Numpy-discussion] factorization updates in numpy

[Jaroslav Hajek]

hello,

I've been looking into options to do fast low-rank dense matrix
factorization updates (aka Matlab's qrupdate) with NumPy, but couldn't
find basically anything. Did I miss something?

A few years ago I wrote the qrupdate library
http://sourceforge.net/projects/qrupdate/, and subsequently wrapped it
for Octave, giving it a broad spectrum of efficient factorization
updating capabilities - see
http://www.gnu.org/software/octave/doc/interpreter/Matrix-Factorizations.html#doc%2dqrupdate,
functions qrupdate, qrinsert, qrdelete, qrshift, cholupdate,
cholinsert, choldelete, cholshift, luupdate.

Would there be interest in having similar functions in NumPy? Would
NumPy or SciPy be a better place?

best regards

-- 
Jaroslav Hajek
Site Reliability Engineer
Google Switzerland GmbH