cholsol

Function cholsol 

Source
pub fn cholsol<T: Numeric<T>>(
    a: &Sprs<T>,
    b: &mut [T],
    order: i8,
) -> Result<(), Error>
Expand description

A\b solver using Cholesky factorization.

x=A\b where A is symmetric positive definite; b overwritten with solution

§Parameters:

Input, i8 ORDER:

  • -1:natural,
  • 0:Cholesky,
  • 1:LU,
  • 2:QR

§Example:

let c = [
    vec![5.0, 0.0, 0.0, 0.0, 0.0],
    vec![0.0, 5.0, 0.0, 0.0, 0.017856],
    vec![0.0, 0.0, 5.0, 0.0, 0.0],
    vec![0.0, 0.0, 0.0, 5.0, 0.479746],
    vec![0.0, 0.017856, 0.0, 0.479746, 5.0]
];
let mut c_sparse = rsparse::data::Sprs::new();
c_sparse.from_vec(&c);

let mut b = [
    0.2543,
    0.8143,
    0.2435,
    0.9293,
    0.3500
];

rsparse::cholsol(&mut c_sparse, &mut b, 0);
println!("\nX");
println!("{:?}", &b);