chsolve
chsolve — sparse Cholesky solver
Calling sequence
sol=chsolve(spcho,rhs)
Parameters
| 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
sol=A*rhs, 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, lufact, luget, spchol
