I might be able to come up with the implementation as I don’t think there is one at the moment. However, it might be best to identify the missing components in the LinearAlgebra standard library module. For example, #10953 which improves Cholesky decomposition with the LDLt variant for abstract matrices. An alternative is to push for rank updates which aren’t well supported right now #2929. No matter the implementation it has to be build to play nice with the Factorization structs which still might suffer a few changes and are based on the BLAS library. For some aspects such as computing subset of parameters especially in sparse problems one can use the within transformation (I have a package with the implementation and there are others as well) or use an sparse iterative solvers.