sparse Cholesky factorization
spcho=chfact(A)
square symmetric positive sparse matrix
list containing the Cholesky factors in coded form
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
.