File: chol_super.m

package info (click to toggle)
suitesparse-metis 3.1.0-2
  • links: PTS, VCS
  • area: contrib
  • in suites: jessie, jessie-kfreebsd, wheezy
  • size: 36,560 kB
  • ctags: 7,484
  • sloc: ansic: 104,515; makefile: 5,984; fortran: 4,591; sh: 1,397; csh: 739; ruby: 603; perl: 219; sed: 164; awk: 18
file content (19 lines) | stat: -rw-r--r-- 513 bytes parent folder | download | duplicates (10)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
function L = chol_super (A,s)
%CHOL_SUPER left-looking "supernodal" Cholesky factorization.
% Example:
%   L = chol_super (A,s)
% See also: cs_demo

%   Copyright 2006-2007, Timothy A. Davis.
%   http://www.cise.ufl.edu/research/sparse

n = size (A) ;
L = zeros (n) ;
ss = cumsum ([1 s]) ;
for j = 1:length (s)
    k1 = ss (j) ;
    k2 = ss (j+1) ;
    k = k1:(k2-1) ;
    L (k,k) = chol (A (k,k) - L (k,1:k1-1) * L (k,1:k1-1)')' ;
    L (k2:n,k) = (A (k2:n,k) - L (k2:n,1:k1-1) * L (k,1:k1-1)') / L (k,k)' ;
end