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 sol=A*rhs, 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