Qrupdate is a linear algebra library for fast updating of QR and Cholesky decompositions. Supported operations: - QR rank-1 update (qr1up) - QR column insert (qrinc) - QR column delete (qrdec) - QR column shift (qrshc) - QR row insert (qrinr) - QR row delete (qrder) - Cholesky rank-1 update (ch1up) - Cholesky rank-1 downdate (ch1dn) - Cholesky symmetric insert (chinx) - Cholesky symmetric insert (chdex) - Cholesky symmetric shift (chshx) - LU rank-1 update (lu1up) - LU pivoted rank-1 update (lup1up)