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Re: chol2inv for Octave?
From: |
Dmitri A. Sergatskov |
Subject: |
Re: chol2inv for Octave? |
Date: |
Fri, 06 May 2005 11:36:48 -0600 |
User-agent: |
Mozilla Thunderbird (X11/20050322) |
This might be slightly off-topic.
Tim Davis - the guy who wrote most of the UMFPACK, has also written
<<<<
LDL V1.1:
LDL is a set of concise routines for factorizing symmetric positive-definite sparse matrices, with some applicability to symmetric indefinite matrices. Its primary
purpose is to illustrate much of the basic theory of sparse matrix algorithms in as concise a code as possible, including an elegant new method of sparse symmetric
factorization that computes the factorization row-by-row but stores it column-by-column. The entire symbolic and numeric factorization consists of a total of only 49 lines
of code. The package is written in C, and includes a MATLAB interface.
>>>>
http://www.cise.ufl.edu/research/sparse/ldl/
Just FYI
Dmitri.
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