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Author Re: A better direct sparse solver for linear system with a positive
Tim Prince

2006-05-26, 10:02 pm

yuwb wrote:
> I am searching for a better direct sparse solver for linear system with
> a positive definite matrix. I am currently using skyline storage along
> with cholesky decomposition. Is there a better alogrithm?
>

As some of the more evident answers to this question are well
documented, I must assume you are rejecting them as a matter of opinion.
Or, does your spelling of that last word have a tricky meaning?
Brooks Moses

2006-05-30, 4:04 am

yuwb wrote:
> Tim Prince wrote:
>
> Can you point to some of these documents? Thanks!


I don't know what Tim had in mind, but a Google search on "direct sparse
solver matrix 'positive definite' algorithm" found the following site as
the third link. It appears to have pointers to a quite comprehensive
set of documentation, including several review papers:
http://www.cs.utk.edu/~dongarra/etemplates/node388.html

Those review papers seem likely to be a good place to start, at least.

- Brooks


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