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sp_lu

Performs a Cholesky decomposition on a sparse matrix

Calling Sequence

[R] = sp_chol(M)

Parameters

M

the real sparse matrix on which we will perform the Cholesky decomposition

R

the R sparse matrix from the Cholesky decomposition

Description

Performs a Cholesky decomposition on a sparse matrix such that:

R'*R=M

Example

See Also

Authors


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