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

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Ted 2013-6-20

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评论： Alec Jacobson 2016-12-5

采纳的回答： Richard Brown

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!

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Richard Brown 2013-6-21

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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.

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Richard Brown 2013-6-25

It did -- for my problem the symbolic part was taking more than half the time

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?

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