Sparse Cholesky row addition

[Daniel Kraft]

Hi!

For some of my code, I would like to update a sparse Cholesky
factorisation by adding rows to an existing, already factorised matrix.
 See also [1].

  [1] https://lists.gnu.org/archive/html/help-octave/2014-07/msg00239.html

It seems that the "cholinsert" routie does precisely that, except for
dense matrices.  As far as my trials showed, it does not (yet) support
sparse matrices.  Is this correct?

However, CHOLMOD *does* support sparse row additions, with the
"cholmod_rowadd" function (Modify module).  So it seems it should be
more or less "easy" to use that package (on which Octave depends already
for sparse Cholesky factorisation itself) to extend cholinsert to sparse
matrices.

I would like to give it a try.  Is this ok?  Or am I missing something
here why supporting sparse matrices in cholinsert is not a good idea?

Thanks!  Yours,
Daniel

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