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.