Mutating update for decompositions (QR, LU, ...)
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- Rust
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Description
To be able to reuse matrix allocations, it would be nice to have a possibility to calculate matrix decompositions while reusing their already allocated storage. Each decomposition type would have a new method `fn update(&mut self, matrix: &Matrix<...>)` (*) that updates `self` by calculating the decomposition for `matrix`.
If this idea is approved, I am fine with making a PR.
*I am not sure about the name "update". It may be confused with rank-1 update that is implemented for `Cholesky` (and that can be implemented for some other decompositions as well). Proposals for alternatives are welcome.
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