cholfact(A)

cholfact(A; shift=0, perm=Int[]) -> CHOLMOD.Factor

Compute the Cholesky factorization of a sparse positive definite matrix A. A fill-reducing permutation is used. F = cholfact(A) is most frequently used to solve systems of equations with F\b, but also the methods diag, det, logdet are defined for F. You can also extract individual factors from F, using F[:L]. However, since pivoting is on by default, the factorization is internally represented as A == P'*L*L'*P with a permutation matrix P; using just L without accounting for P will give incorrect answers. To include the effects of permutation, it's typically preferable to extact "combined" factors like PtL = F[:PtL] (the equivalent of P'*L) and LtP = F[:UP] (the equivalent of L'*P).

Setting optional shift keyword argument computes the factorization of A+shift*I instead of A. If the perm argument is nonempty, it should be a permutation of 1:size(A,1) giving the ordering to use (instead of CHOLMOD's default AMD ordering).

The function calls the C library CHOLMOD and many other functions from the library are wrapped but not exported.

Examples

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