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classdef factorization_chol_sparse < factorization
%FACTORIZATION_CHOL_SPARSE P'*A*P = L*L' where A is sparse and sym. pos. def.
% Factorize, Copyright (c) 2011-2012, Timothy A Davis. All Rights Reserved.
% SPDX-License-Identifier: BSD-3-clause
methods
function F = factorization_chol_sparse (A)
%FACTORIZATION_CHOL_SPARSE : P'*A*P = L*L'
[f.L, g, f.P] = chol (A, 'lower') ;
if (g ~= 0)
error ('MATLAB:posdef', 'Matrix must be positive definite.') ;
end
F.A = A ;
F.Factors = f ;
F.A_rank = size (A,1) ;
F.kind = 'sparse Cholesky factorization: P''*A*P = L*L''' ;
end
function e = error_check (F)
%ERROR_CHECK : return relative 1-norm of error in factorization
% meant for testing only
f = F.Factors ;
e = norm (f.P'*F.A*f.P - f.L*f.L', 1) / norm (F.A, 1) ;
end
function x = mldivide_subclass (F,b)
%MLDIVIDE_SUBCLASS x = A\b using sparse Cholesky
% x = P * (L' \ (L \ (P' * b)))
f = F.Factors ;
x = f.P * (f.L' \ (f.L \ (f.P' * b))) ;
end
function x = mrdivide_subclass (b,F)
%MRDIVIDE_SUBCLASS x = b/A using sparse Cholesky
% x = (P * (L' \ (L \ (P' * b'))))'
x = (mldivide_subclass (F, b'))' ;
end
end
end
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