Computes the numeric factorization of a sparse real symmetric positive definite matrix.
public void FactorNumerically();
Remarks
This method numerically factors the instance of the constructed matrix A, where A is of type SparseMatrix and is symmetric positive definite. The factorization is obtained in several steps:
- First, matrix A is permuted to reduce fill-in, leading to a sparse symmetric positive definite matrix
. - Then, matrix is symbolically and numerically factored.
Note that the symbolic factorization is not done if the symbolic factor has been supplied by the user through the SetSymbolicFactor method.
Exceptions
| Exception Type | Condition |
|---|---|
| NotSPDException | is thrown when the input matrix is not symmetric, positive definite. |
See Also
SparseCholesky Class | Imsl.Math Namespace