 you first factorize a matrix.  Next, make a low-rank change to A, and patch up (or down...) the factorization
            so that it becomes the factorization of the new matrix.  In MATLAB, this only works for dense symmetric positive definite
            matrices, via cholupdate.  This is much faster than computing the new factorization from scratch.
         </p><pre class="codeinput">n = 1000 ;
A = rand (n) ;
A = A*A' + n*eye (n) ;
w = rand (n,1) ; t = rand (n,1) ; b = rand (n,1) ;
F = factorize (A) ;

