chsolve

Arguments

spcho

list containing the Cholesky factors in coded form returned by chfact

rhs, sol

full column vectors

Description

sol=chsolve(spcho,rhs) computes the solution of rhs=A*sol, with A a symmetric sparse positive definite matrix. This function is based on the Ng-Peyton programs (ORNL). See the Fortran programs for a complete description of the variables in spcho.

Examples

A=sprand(20,20,0.1);
A=A*A'+eye();
spcho=chfact(A);
sol=(1:20)';
rhs=A*sol;
spcho=chfact(A);
chsolve(spcho,rhs)

See also

• chfact — sparse Cholesky factorization
• sparse — sparse matrix definition
• lufact — sparse lu factorization
• luget — extraction of sparse LU factors
• spchol — sparse cholesky factorization