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