IMSL C# Numerical Library

ComplexSparseCholesky.FactorSymbolically Method 

Computes the symbolic factorization of a sparse Hermitian positive definite matrix.

public void FactorSymbolically();

Remarks

This method symbolically 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:

  1. First, matrix A is permuted to reduce fill-in, leading to a sparse Hermitian positive definite matrix PAP^T.
  2. Then, matrix PAP^T is symbolically factored.

Exceptions

Exception TypeCondition
NotSPDExceptionis thrown if the input matrix is not Hermitian, positive definite.

See Also

ComplexSparseCholesky Class | Imsl.Math Namespace