Re: MATLAB COMPATIBILITY (sparse matrices)

[Andy Adler]

Thanks to all who sent me references for sparse 
matrix textbooks. I've borrowed them from the local library,
and (if all goes well) I might read them, and maybe even
write some code.

I'll contribute two sparce inverse functions I've already
written.

octave:1> help diag_inv
  
  [...] = diag_inv (...)
  
    solve a symetric sparse matrix system with LDL' factorization 
  
    X=diag_inv(A,B)
     A is mxt where t+1 is number of non-zero superdiagonals
     B is mxn
     X is mxn
  
octave:2> help chol_inv
  
  [...] = chol_inv (...)
  
    solve a positive definite sparse matrix system with
     cholesky factorization
  
    X=chol_inv(A,B)
     A is mxt where t+1 is number of non-zero superdiagonals
     B is mxn
     X is mxn
  
    if A would be ! 11000 ! then A= ! 11 ! 
                  ! 14300 !         ! 43 ! 
                  ! 03520 !         ! 52 ! 
                  ! 00285 !         ! 85 ! 
                  ! 00059 !         ! 90 ! 
  

They have several limitations.
      1) Can only handle real matrices
      2) They don't seriously check the well conditioning of
           the matrices.
      3) I haven't written anything for non-symetric A
      4) It should be written as a generalized matrix inverse
           routine, which first tries a cholesky factorization,
           and, if A is not positive-definite, it goes on 
           to try LDL' and then something non-symetric.
      5) It can't do any row-reordering.

If you'd like to use them they're available at
    ftp://d201.njc.org/pub/octave/utils

     11524 Jan 23 20:46 chol_inv-linux-i386.oct*
      2400 Jan 23 20:44 chol_inv.cc
     11708 Jan 23 20:46 diag_inv-linux-i386.oct*
      2741 Jan 23 20:44 diag_inv.cc

Any advice or bug reports welcome.
_____________________________________________________________________
Andy Adler,    | Pulmonary Physiology Unit         | Lab 303-398-1626
address@hidden | National Jewish Center,Denver,USA | Fax 303-398-1607

Welcome to 1998, the triple year of the beast!   (3*666=1998)