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taucs_chfact

cholesky factorization of a sparse s.p.d. matrix

Syntax

C_ptr = taucs_chfact(A)

Arguments

A

a sparse real symmetric positive definite (s.p.d.) matrix

C_ptr

a pointer to the Cholesky factors (C,p : A(p,p)=CC')

Description

This function computes a Cholesky factorization of the sparse symmetric positive definite (s.p.d.) matrix A and retrieves at the scilab level, a pointer (C_ptr) to a handle of the Cholesky factors (C,p) (the memory used for them is "outside" scilab space).

If your matrix is s.p.d. this function must be used in place of umf_lufact or in place of the scilab function chfact for a gain in speed.

When such a factorization have been computed, a linear system must be solved with taucs_chsolve. To free the memory used by the Cholesky factors, use taucs_chdel(C_ptr) ;to retrieve the Cholesky factors at the scilab level (for example to display their sparse patterns), use taucs_chget; to get some information (number of non zeros in C), use taucs_chinfo. To compute an approximation of the condition number in norm 2 use cond2sp.

Remarks

Examples

// Example #1 : a small linear test system
// whom solution must be [1;2;3;4;5]
A = sparse( [ 2 -1  0  0  0;
             -1  2 -1  0  0;
              0 -1  2 -1  0;
              0  0 -1  2 -1;
              0  0  0 -1  2] );
b = [0 ; 0; 0; 0; 6];
Cp = taucs_chfact(A);
x = taucs_chsolve(Cp,b)
// do not forget to clear memory with
taucs_chdel(Cp)
// Example #2 a real example
// first load a sparse matrix
[A] = ReadHBSparse(SCI+"/modules/umfpack/demos/bcsstk24.rsa");
// compute the factorization
Cp = taucs_chfact(A);
b = rand(size(A,1),1); // a random rhs
// use taucs_chsolve for solving Ax=b
x = taucs_chsolve(Cp,b);
norm(A*x - b)
// the same with one iterative refinement step
x = taucs_chsolve(Cp,b,A);
norm(A*x - b)
// do not forget to clear memory
taucs_chdel(Cp)

See also


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