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RE: sparse cholesky for symmetric semi-indefi [ Reply ]
By: Martin Maechler on 2008-04-14 07:53
[forum:509]
It is only symmetric when A is symmetric, but I assume you meant that.
The question is an interesting one, an related to recent additions in the Matrix package.

Can you please provide a reproducible example?

Regards,
Martin

sparse cholesky for symmetric semi-indefinite [ Reply ]
By: russ taylor on 2008-04-11 14:40
[forum:508]
Is it possible to compute LDL' for a metrix of the form:
| A X'|
| X 0 |
Although, CHOLMOD documentation indicates "some support", R-Matrix does not recognize this as "symmetric".

thanks,

rt

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