incomplete_cholesky

scirs2_sparse::linalg

Function incomplete_cholesky 

Source 
pub fn incomplete_cholesky<T, S>(
    matrix: &S,
    options: Option<ICOptions>,
) -> SparseResult<CholeskyResult<T>>
where
    T: Float + SparseElement + Debug + Copy + Add<Output = T> + Sub<Output = T> + Mul<Output = T> + Div<Output = T>,
    S: SparseArray<T>,
Expand description

Compute incomplete Cholesky decomposition (IC)

Computes an approximate Cholesky decomposition with controlled fill-in for use as a preconditioner in iterative methods.

§Arguments

  • matrix - The symmetric positive definite sparse matrix
  • options - IC options controlling fill-in and dropping

§Returns

Incomplete Cholesky decomposition result