spChol

Purpose

Computes the \(LL^{T}\) decomposition of a sparse matrix A.

Format

L = spChol(a)
Parameters:a (NxN sparse matrix) – symmetric, positive definite sparse matrix.
Returns:L (NxN sparse matrix) – lower-triangular sparse matrix

Examples

sparse matrix A;
sparse matrix L;

// Create a small, simple positive-definite matrix
x = { 9.53984224e+001 -5.84272701e+000 1.99970335e+001,
     -5.84272701e+000  1.09765831e+002 2.52038945e+000,
      1.99970335e+001  2.52038945e+000 4.71834812e+000 };

// Create the sparse matrix A from x, keeping all elements
A = denseToSp(x, 0);

// Create matrix factorization
L = spChol(A);

Technical Notes

spChol() implements functions from the TAUCS library: TAUCS Version 2.2. Copyright ©2001, 2002, 2003 by Sivan Toledo, Tel-Aviv University, stoledo@tau.ac.il. All Rights Reserved.

See also

Functions spLDL(), spLU()