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qrupdate-ng 1.2.0
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Routines for updating the LU factorization of a matrix after a rank-1 modification.
Routines for updating the LU factorization of a matrix after a rank-1 modification.
This group provides both standard LU updates and pivoted LU updates (handling row permutations for stability). The updates are implemented using the Bennett algorithm, which is significantly more efficient than full re-decomposition.