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
% CXSparse, Copyright (c) 2006-2022, Timothy A. Davis. All Rights Reserved.
% SPDX-License-Identifier: LGPL-2.1+
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
|