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Please note that the recommended version of Scilab is 6.0.1. This page might be outdated.
See the recommended documentation of this function

Scilab Help >> Sparse Matrix > chfact

chfact

sparse Cholesky factorization

Calling Sequence

spcho=chfact(A)

Arguments

A

square symmetric positive sparse matrix

spcho

list containing the Cholesky factors in coded form

Description

spcho=chfact(A) computes the sparse Cholesky factors of sparse matrix A, assumed symmetric positive definite. This function is based on the Ng-Peyton programs (ORNL). See the Fortran programs for a complete description of the variables in spcho. This function is to be used with chsolve.

Examples

A=sprand(20,20,0.1);
A=A*A'+eye();  
chfact(A)

sol=(1:20)';
rhs=A*sol;
chfact(A)

See Also

  • chsolve — sparse Cholesky solver
  • sparse — sparse matrix definition
  • lufact — sparse lu factorization
  • luget — extraction of sparse LU factors
  • spchol — sparse cholesky factorization
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Last updated:
Wed Apr 01 10:13:56 CEST 2015