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Cholesky Decomposition

Routines for the Cholesky factorization of symmetric positive definite matrices and their updates.

Routines for the Cholesky factorization of symmetric positive definite matrices and their updates.

This group implements methods to update the Cholesky factorization after matrix modifications, including rank-1 updates, downdates, and symmetric updates for column/row insertion, deletion, and circular shifts. The updates use Givens rotations to restore the upper triangular form of the factor.