I need to compute the Cholesky factorization of $H'H$ where $H$ is a big sparse rectangular matrix.
After that $H$ is modified by adding several lines. That is H_n = [H ; line_1 ; ... ; line_n] in Matlab. How can I recompute the Cholesky of $H_n'H_n$ fast? I.e. without factorization of the whole $H_n'H_n$ but using previously computed factor of the $H'H$.