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.

See Also

• chsolve sparse Cholesky solver
• sparse sparse matrix definition
• lufact sparse lu factorization
• luget extraction of sparse LU factors
• spchol sparse cholesky factorization