Computes the numeric factorization of a sparse Hermitian positive definite matrix.
This method numerically factors the instance of the constructed matrix A, where A is of type ComplexSparseMatrix
and is Hermitian positive definite. The factorization is obtained in several steps:
Note that the symbolic factorization is not done if the symbolic factor has been supplied by the user through the SetSymbolicFactor
method.
Exception Type | Condition |
---|---|
NotSPDException | is thrown if the input matrix is not Hermitian, positive definite. |
ComplexSparseCholesky Class | Imsl.Math Namespace