Performance of chol() on sparse matrices

[David Bateman]

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


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