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SparseCholeskyFactorNumerically Method
Computes the numeric factorization of a sparse real symmetric 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 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:
  1. First, matrix A is permuted to reduce fill-in, leading to a sparse symmetric 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