LCSL/GURLS — pull request #17 by Ommac (2014-11-17 00:43:57+00:00)
Title: Recursive Cholesky functions (Init+update) added. Utility function added...

The following GURLS functions have been added:

- rls_primalrecinitcholesky: Computes the upper Cholesky factor R of the covariance matrix C = XtX.
- rls_primalrecupdatecholesky: Performs a rank-k update of R, given k supervised samples.

These functions have been successfully tested in the experiments available at: https://github.com/Ommac/gurlsRRLSmatlab/tree/master/experiments

The following plot, produced by experiment 5 (https://github.com/Ommac/gurlsRRLSmatlab/blob/master/experiments/5_RRLS_bench_icubdyn_RF_nMSE/RRLS_bench_icubdyn_RF_nMSE.m), shows a comparison between the performance (nMSE) of a batch estimator and a recursive one using the proposed functions for performing 100 predictions and updates.

![res_pullreq](https://cloud.githubusercontent.com/assets/6359405/5063934/22905832-6dfb-11e4-8ac4-9c230ec463e6.jpg)