chfact
chfact — sparse Cholesky factorization
Calling sequence
spcho=chfact(A)
Parameters
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, lufact, luget, spchol