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sparce matrices

From: Mike Miller
Subject: sparce matrices
Date: Sat, 13 Apr 2002 22:18:09 -0500 (CDT)

It would be great if I could specify the non-zero elements of a big block-
diagonal matrix, call it X, say, then do things like chol(X)*Y without
having to allocate a lot of memory.  I'm dealing with situations where I
might have, say, 1,000 8x8 blocks.  That means there would be 64,000
non-zero elements in a matrix with 64,000,000 elements.

Can octave deal with this kind of thing efficiently?  I've been dealing
with it by making 1,000 distinct 8x8 matrices, doing 1,000 Cholesky
factorizations, multiplying the 1,000 resulting matrices by 1,000 pieces
of Y and then assembling the products into one big matrix.


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