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Scilab manual >> Sparses Matrix > spchol

spchol

sparse cholesky factorization

Calling Sequence

[R,P] = spchol(X)

Arguments

X

symmetric positive definite real sparse matrix

P

permutation matrix

R

cholesky factor

Description

[R,P] = spchol(X) produces a lower triangular matrix R such that P*R*R'*P' = X.

Examples

X=[
3.,  0.,  0.,  2.,  0.,  0.,  2.,  0.,  2.,  0.,  0. ;
0.,  5.,  4.,  0.,  0.,  0.,  0.,  0.,  0.,  0.,  0. ;
0.,  4.,  5.,  0.,  0.,  0.,  0.,  0.,  0.,  0.,  0. ;
2.,  0.,  0.,  3.,  0.,  0.,  2.,  0.,  2.,  0.,  0. ;
0.,  0.,  0.,  0. , 5.,  0.,  0.,  0.,  0.,  0.,  4. ;
0.,  0.,  0.,  0.,  0.,  4.,  0.,  3.,  0.,  3.,  0. ;
2.,  0.,  0.,  2.,  0.,  0.,  3.,  0.,  2.,  0.,  0. ;
0.,  0.,  0.,  0.,  0.,  3.,  0.,  4.,  0.,  3.,  0. ;
2.,  0.,  0.,  2.,  0.,  0.,  2.,  0.,  3.,  0.,  0. ;
0.,  0.,  0.,  0.,  0.,  3.,  0.,  3.,  0.,  4.,  0. ;
0.,  0.,  0.,  0.,  4.,  0.,  0.,  0.,  0.,  0.,  5.];
X=sparse(X);[R,P] = spchol(X);
max(P*R*R'*P'-X)
<< sparse Sparses Matrix spcompack >>

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Last updated:
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