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  • Committer: Bazaar Package Importer
  • Author(s): Torsten Werner
  • Date: 2002-03-21 16:57:43 UTC
  • Revision ID: james.westby@ubuntu.com-20020321165743-e9mv12c1tb1plztg
Tags: upstream-2.6
Import upstream version 2.6

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macros/algebre/chsolve.sci
 
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function sol=chsolve(spcho,rhs)
 
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// Cholesky solver for A*sol=rhs (A is symmetric >0)
 
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// 1rst step: spcho=chfact(A)
 
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// 2nd step: sol=chsolve(spcho,rhs)
 
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// Example: N=20; A=sprand(N,N,0.1);
 
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// A=A*A'+speye(A);
 
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// sol=(1:N)'; rhs=A*sol;
 
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// spcho=chfact(A); sol=chsolve(spcho,rhs)
 
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perm=spcho('perm');
 
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sol=blkslv(spcho,rhs(perm));
 
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sol(perm)=sol
 
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