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SparseCholeskyFactorSymbolically Method
Computes the symbolic factorization of a sparse real symmetric positive definite matrix.

Namespace: Imsl.Math
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
public void FactorSymbolically()
Exceptions
ExceptionCondition
NotSPDException is thrown when the input matrix is not symmetric, positive definite.
Remarks
This method symbolically 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 factored.
See Also