Name

sp_lu — Performs an incomplete Cholesky decomposition on a sparse matrix

Calling Sequence

[R] = sp_chol(M)

Parameters

M

the real sparse matrix on which we will perform the Cholesky decomposition

R

the R sparse matrix from the Cholesky decomposition

Description

Performs a Cholesky decomposition on a sparse matrix such that:

R'*R=M

At the end of the incomplete Cholesky decomposition, the R matrix will contain a number of non zeros elements which is less or equal to the number of non zeros elements in the M matrix.

Example

 
 

See Also

sp_luinc, sp_lu, sp_chol, sp_cgs, sp_cgne, sp_gmres, sp_mgcr, sp_chsolve, sp_lusolve

Authors

Yann COLLETTE