How can I use "symbfact" to speed up several consecutive Cholesky factorizations?

1 次查看（过去 30 天）
Ted
Ted 2013-6-20
评论： Alec Jacobson 2016-12-5
Hi all,
I just came across the "symbfact" command. It seems powerful, but I'm wondering exactly how take advantage of it. I need to do several hundred consecutive Cholesky factorizations of matrices that have the same sparsity structure (different entries). Symbfact tells me the sparsity structure of the resulting Cholesky factors, but how can I take advantage of that?
>> % For nxn Q, n~20000
>> L = chol(Q);
>> S = symbfact(L);
>> % How can I use S to efficiently calculate subsequent L's?
Thanks!

请先登录，再回答此问题。

采纳的回答

Richard Brown
Richard Brown 2013-6-21
You can't (unless something has changed recently). When I had to do this, I ended up working with the C code in CSparse directly.
  5 个评论
显示 3更早的评论
Alec Jacobson
Alec Jacobson 2016-12-5
Has anything changed on this front? Is it still impossible to use the symbolic factorization from symbfact for repeated solves?

请先登录，再进行评论。

更多回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 Mathematics 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by