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Справка Scilab >> Sparse Matrix > chfact

chfact

sparse Cholesky factorization

Syntax

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:
Tue Feb 14 15:13:25 CET 2017