[Top][All Lists]

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Sparse Cholesky row addition

From: Daniel Kraft
Subject: Sparse Cholesky row addition
Date: Wed, 13 Aug 2014 07:46:03 +0200
User-agent: Mozilla/5.0 (X11; Linux x86_64; rv:24.0) Gecko/20100101 Thunderbird/24.5.0


For some of my code, I would like to update a sparse Cholesky
factorisation by adding rows to an existing, already factorised matrix.
 See also [1].

  [1] https://lists.gnu.org/archive/html/help-octave/2014-07/msg00239.html

It seems that the "cholinsert" routie does precisely that, except for
dense matrices.  As far as my trials showed, it does not (yet) support
sparse matrices.  Is this correct?

However, CHOLMOD *does* support sparse row additions, with the
"cholmod_rowadd" function (Modify module).  So it seems it should be
more or less "easy" to use that package (on which Octave depends already
for sparse Cholesky factorisation itself) to extend cholinsert to sparse

I would like to give it a try.  Is this ok?  Or am I missing something
here why supporting sparse matrices in cholinsert is not a good idea?

Thanks!  Yours,

OpenPGP: 901C 5216 0537 1D2A F071  5A0E 4D94 6EED 04F7 CF52
Namecoin: id/domob -> https://nameid.org/?name=domob
Done:  Arc-Bar-Cav-Hea-Kni-Ran-Rog-Sam-Tou-Val-Wiz
To go: Mon-Pri

Attachment: smime.p7s
Description: S/MIME Cryptographic Signature

reply via email to

[Prev in Thread] Current Thread [Next in Thread]