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.

See Also

chsolve  sparse  lufact  luget  spchol