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Ajuda Scilab >> Interfaces com UMFPACK (sparse) > taucs_chsolve

taucs_chsolve

solve a linear sparse (s.p.d.) system given the Cholesky factors

Calling Sequence

[x] = taucs_chsolve(C_ptr, b [, A])

Arguments

C_ptr

a pointer to a handle of the Cholesky factors (C,p with A(p,p)=CC')

b

a real column vector or a matrix (multiple rhs)

x

a real column vector or a matrix in case of multiple rhs ( x(:,i) is solution of A x(:,i) = b(:,i))

A

(optional) the real s.p.d. matrix A (to use for iterative refinement step)

Description

This function must be used in conjonction with taucs_chfact which computes the Cholesky factorization of a sparse real s.p.d. matrix. When the matrix A is provided, one iterative refinement step is done (the refined solution is accepted if it improves the 2-norm of the residual Ax-b).

Like in taucs_chfact the matrix A may be provided either in its complete form (that is with the lower triangle also) or only with its upper triangle.

Examples

see the example section of taucs_chfact

See Also

  • taucs_chfact — cholesky factorisation of a sparse s.p.d. matrix
  • taucs_chdel — utility function used with taucs_chfact
  • taucs_chinfo — get information on Cholesky factors
  • taucs_chget — retrieve the Cholesky factorization at the scilab level
  • cond2sp — computes an approximation of the 2-norm condition number of a s.p.d. sparse matrix

Authors

  • taucs by Sivan Toledo (see taucs_license)
  • scilab interface by Bruno Pincon
<< taucs_chinfo Interfaces com UMFPACK (sparse) taucs_license >>

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Last updated:
Wed Oct 05 12:11:45 CEST 2011