chsolve
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Name

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 rhs=A*sol, 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
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