Hi,

In many cases, it may be useful to factorize a matrix A2 that is closely related to another matrix A, for which the same factorization has already been computed.
More specifically, adding or deleting a column of a matrix for which we compute a QR decomposition after such changes, is a common operation in active-set algorithms.

Is there any plan to add support for updating of QR decomposition after adding/deleting columns?

Thanks in advance,
Yoav

That would be a very nice addon. Patch welcome