[R] Matrix: how to re-use the symbolic Cholesky factorization?
Gardar Johannesson
johannesson1 at llnl.gov
Tue Apr 24 19:23:40 CEST 2007
I have been playing around with sparse matrices in the Matrix
package, in particularly with the Cholesky factorization of matrices
of class dsCMatrix. And BTW, what a fantastic package.
My problem is that I have to carry out repeated Cholesky
factorization of a spares symmetric matrices, say Q_1, Q_2, ...,Q_n,
where the Q's have the same non-zero pattern. I know in this case one
does only need to carry out the symbolic factorization _once_ and
then follow that up with a numerical factorization for each of the
Q_i's (re-using the general symbolic factorization each time). Does
anybody know if this is possible using the Matrix package?
Thanks,
Gardar Johannesson
Lawrence Livermore National Laboratory
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