LL_Cholesky

Generates the Cholesky decomposition L as A == LL^T from a 
sparse matrix

'C++' classes for sparse matrix methods including implementation of sparse LDL decomposition of symmetric matrices and solvers described by Timothy A. Davis (2016)
<https://fossies.org/linux/SuiteSparse/LDL/Doc/ldl_userguide.pdf>. Provides a set of C++ classes for basic sparse
matrix specification and linear algebra, and a class to implement sparse LDL decomposition and solvers. See <https://github.com/samuel-watson/SparseChol>
for details.

Sam Watson

SparseChol

Sparse Matrix C++ Classes Including Sparse Cholesky LDL
Decomposition of Symmetric Matrices

Timothy A. Davis

LL_Cholesky function

<dl><dt>mat</dt>
<dd>A matrix of class `dsCMatrix`</dd></dl>

Arguments

Generate Cholesky decomposition from Matrix class `dsCMatrix` — LL_Cholesky

<dl>

<dt>mat</dt>
<dd>A matrix of class `dsCMatrix`</dd>

</dl>

LL_Cholesky: Generate Cholesky decomposition from Matrix class `dsCMatrix`

Description

Usage

Value

Arguments