Scilab Function
Last update : 18/05/2014

chsolve - sparse Cholesky solver

Calling Sequence

sol=chsolve(spcho,rhs)

Parameters

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,