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From: | David Bateman |
Subject: | Re: Performance of chol() on sparse matrices |
Date: | Mon, 10 Nov 2008 17:48:43 +0100 |
User-agent: | Mozilla-Thunderbird 2.0.0.17 (X11/20081018) |
Andreas Stahel wrote:
Hello David Thank you for the quick and precise explication.Since chol(A,'vector') is not implemented in 3.0.3 I used the lines below with success.[R, P, S] = chol(Anxny); x4 = S*(R\(R'\(S'*b)));For large matrices the difference between R=chol(A) and [P,P,S]=chol(A) is significant!Thank you for you help.
In fact I'm not sure whether the multiplication with your method or the indexing with 'vector' will be faster, and I suppose it might even be problem dependent. So might as well use your method..
Cheers David -- David Bateman address@hidden 35 rue Gambetta +33 1 46 04 02 18 (Home) 92100 Boulogne-Billancourt FRANCE +33 6 72 01 06 33 (Mob)
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