SparseCholeskyFactorNumerically Method |
Computes the numeric factorization of a sparse real symmetric positive
definite matrix.
Namespace: Imsl.MathAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public void FactorNumerically()
Public Sub FactorNumerically
public:
void FactorNumerically()
member FactorNumerically : unit -> unit
Exceptions Exception | Condition |
---|
NotSPDException |
is thrown when the input matrix is not symmetric, positive definite.
|
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.
See Also