help-octave
[Top][All Lists]
Advanced

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

Re: Performance of chol() on sparse matrices


From: David Bateman
Subject: Re: Performance of chol() on sparse matrices
Date: Mon, 10 Nov 2008 17:48:43 +0100
User-agent: Mozilla-Thunderbird 2.0.0.17 (X11/20081018)

Andreas Stahel wrote:
Hello David

Thank you for the quick and precise explication.
Since chol(A,'vector') is not implemented in 3.0.3 I used the lines below with success.
[R, P, S] = chol(Anxny);
x4 = S*(R\(R'\(S'*b)));

For large matrices the difference between R=chol(A) and [P,P,S]=chol(A) is significant!
Thank you for you help.


In fact I'm not sure whether the multiplication with your method or the indexing with 'vector' will be faster, and I suppose it might even be problem dependent. So might as well use your method..

Cheers
David


--
David Bateman                                address@hidden
35 rue Gambetta                              +33 1 46 04 02 18 (Home)
92100 Boulogne-Billancourt FRANCE            +33 6 72 01 06 33 (Mob)


reply via email to

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