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

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

See Also