method cholupdate() works incorrectly?

[Shaofa]

First, thanks for your sharing.
According to your comment,I checked en.wikipedia.org/wiki/Cholesky_decomposition#Rank-one_update, and finded the suprisings.So i copy these codes to a matlab script file named myCholupdate.m to check if they dose work! However,something goes wrong:
I just let

R = [1  2  3
     0  2  2
     0  0  1]

x = [1  2  3]'

firstly,i call cholupdate method assembled in MATLAB:cholupdate(R, x) and i get:

ans = [1.4142    2.8284    4.2426 
       0         2.0000    2.0000
       0         0         1.0000]

secondly, i call the method i copied myCholupdate(R, x),but i get:

ans = [1.4142    2.0000    3.0000
       1.4142    2.4495    2.0000
       2.1213    1.2247    2.0000]

---

I got a greate disparity.
I checked the method cholupdate in this repository, i think it's same this: en.wikipedia.org/wiki/Cholesky_decomposition#Rank-one_update.So, here are my issuses:

1. What is the correct usage of the method myCholupdate?
   2.Have you ever done a comparison of your method cholupdate in C++ with the method cholupdate in MATLAB?If done, I'm eager to have a look becasue i got a knotty problem which has to do one rank cholesky updating.

THINK YOU VERY MUCH!

[xshi19]

Hi Shaofa,

The wiki algorithm is for left triangular matrix. So myCholupdate(R', x)'
will give you the right answer.

Best,
Xiang

On Sun, Nov 15, 2015 at 7:52 AM, Shaofa notifications@github.com wrote:

First, thanks for your sharing.
According to your comment,I checked
en.wikipedia.org/wiki/Cholesky_decomposition#Rank-one_update, and finded
the suprisings.So i copy these codes to a matlab script file named
myCholupdate.m to check if they dose work! However,something goes wrong:
I just let

R = [1 2 3
0 2 2
0 0 1]

x = [1 2 3]'

firstly,i call cholupdate method assembled in MATLAB:cholupdate(R, x) and
i get:

ans = [1.4142 2.8284 4.2426
0 2.0000 2.0000
0 0 1.0000]

secondly, i call the method i copied myCholupdate(R, x),but i get:

ans = [1.4142 2.0000 3.0000
1.4142 2.4495 2.0000
2.1213 1.2247 2.0000]

---

I got a greate disparity.
I checked the method cholupdate in this repository, i think it's same
this: en.wikipedia.org/wiki/Cholesky_decomposition#Rank-one_update.So,
here are my issuses:

1. What is the correct usage of the method myCholupdate?
   2.Have you ever done a comparison of your method cholupdate in C++ with
   the method cholupdate in MATLAB?If done, I'm eager to have a look becasue
   i got a knotty problem which has to do one rank cholesky updating.

THINK YOU VERY MUCH!

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