The chlhsn_f77 method finds
"THE L(L-TRANSPOSE) [WRITTEN LL+] DECOMPOSITION OF THE PERTURBED
MODEL HESSIAN MATRIX A+MU*I(WHERE MU\0 AND I IS THE IDENTITY MATRIX)
WHICH IS SAFELY POSITIVE DEFINITE.
The choldc_f77 method finds
"THE PERTURBED L(L-TRANSPOSE) [WRITTEN LL+] DECOMPOSITION
OF A+D, WHERE D IS A NON-NEGATIVE DIAGONAL MATRIX ADDED TO A IF
NECESSARY TO ALLOW THE CHOLESKY DECOMPOSITION TO CONTINUE."
Translated by Steve Verrill, April 15, 1998.
This method multiplies a constant times a portion of a column
of a matrix and adds the product to the corresponding portion
of another column of the matrix --- a portion of col2 is
replaced by the corresponding portion of a*col1 + col2.
This method multiplies a constant times a portion of a column
of a matrix x and adds the product to the corresponding portion
of a vector y --- a portion of y is replaced by the corresponding
portion of ax[j] + y.
This method multiplies a constant times a portion of a vector y
and adds the product to the corresponding portion
of a column of a matrix x --- a portion of column j of x
is replaced by the corresponding
portion of ay + x[j].