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ComplexSparseCholeskyFactorNumerically Method
Computes the numeric factorization of a sparse Hermitian positive definite matrix.

Namespace: Imsl.Math
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
Copy
public void FactorNumerically()
Exceptions
ExceptionCondition
NotSPDException is thrown if the input matrix is not Hermitian, positive definite.
Remarks

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:

  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 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.

See Also