ReadMe file for the ROCHOL toolbox version 0.12 Monday, July 12, 2004 at 19:14:16
Written by Neil D. Lawrence.

License Info
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This software is free for academic use. Please contact Neil Lawrence if you are interested in using the software for commercial purposes.

This software must not be distributed or modified without prior permission of the author.


This toolbox implements the rank one Cholesky updates. These are need when points are removed or EP updates are applied to selected points. 

File Listing
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rocholBackSub.m: Backsubstitute the representation of the rank one Cholesky.
rocholExtract.m: Extract the lower triangular matrix from the Cholesky structure.
rocholFactorise.m: Rank one Cholesky factorise.
rocholForeSub.m: Foreward substitute the representation of the rank one Cholesky.
rocholMultiply.m: Multiply by the rank one Cholesky.
rocholTransMultiply.m: Multiply by the transposed version of the rank one Cholesky.
rocholhFactorise.m: Rank one Cholesky factorise.