Name
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.