Sparse Linear Algebra
Other solvers such as are as external packages. Arpack.jl provides eigs
and svds
for iterative solution of eigensystems and singular value decompositions.
These factorizations are described in the section of the manual:
SuiteSparse.CHOLMOD.lowrankupdate — Function
Get an LDLt
Factorization of A + C*C'
given an LDLt
or LLt
factorization F
of A
.
The returned factor is always an LDLt
factorization.
See also , lowrankdowndate, .
— Function
LLt
factorizations are converted to LDLt
.
See also lowrankupdate, , lowrankdowndate!.
SuiteSparse.CHOLMOD.lowrankdowndate — Function
Get an LDLt
Factorization of A + C*C'
given an LDLt
or LLt
factorization F
of A
.
The returned factor is always an LDLt
factorization.
See also , lowrankupdate, .
Update an LDLt
or LLt
Factorization F
of A
to a factorization of .
LLt
factorizations are converted to LDLt
.
See also , lowrankupdate, .
— Function
Update an LDLt
or LLt
Factorization F
of A
to a factorization of A ± C*C'
.
If sparsity preserving factorization is used, i.e. L*L' == P*A*P'
then the new factor will be L*L' == P*A*P' + C'*C
update
: Cint(1)
for A + CC'
, Cint(0)
for A - CC'