chsolve

sparse Cholesky solver

Calling Sequence

sol=chsolve(spcho,rhs)

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