cholesky-solve
Advanced tools
Comparing version 0.2.0 to 0.2.1
{ | ||
"name": "cholesky-solve", | ||
"version": "0.2.0", | ||
"version": "0.2.1", | ||
"description": "This module solves sparse symmetric positive definite linear systems by using the Cholesky decomposition", | ||
@@ -5,0 +5,0 @@ "main": "index.js", |
@@ -22,3 +22,24 @@ # cholesky-solve[WIP] | ||
// sparse matrix on left-hand side | ||
/* | ||
Below we specify the sparse matrix: | ||
1.7 0 0 0 0 0 0 0 0.13 0 | ||
0 1.0 0 0 0.02 0 0 0 0 0.01 | ||
0 0 1.5 0 0 0 0 0 0 0 | ||
0 0 0 1.1 0 0 0 0 0 0 | ||
0 0.02 0 0 2.6 0 0.16 0.09 0.52 0.53 | ||
0 0 0 0 0 1.2 0 0 0 0 | ||
0 0 0 0 0.16 0 1.3 0 0 0.56 | ||
0 0 0 0 0.09 0 0 1.6 0.11 0 | ||
0.13 0 0 0 0.52 0 0 0.11 1.4 0 | ||
0 0.01 0 0 0.53 0 0.56 0 0 3.1 | ||
Note that we only specify the coefficients on the diagonal, | ||
or above the diagonal. Since the matrix is symmetric, | ||
specifying the coefficients below the diagonal is completely redundant. | ||
Finally, the order in which the coefficients is specified in is not important. | ||
*/ | ||
// the sparse matrix on left-hand side. | ||
var M = [ | ||
@@ -69,3 +90,5 @@ [2, 2, 1.5], | ||
* `M` a list of the matrix coefficients of the sparse matrix `M`. | ||
* `M` a list of the matrix coefficients of the sparse matrix `M`. These are | ||
the coefficients on the diagonal and above the diagonal. The ones below the | ||
diagonal do not need to be specified, since the matrix is symmetric. | ||
* `n` the dimension of the matrix `M` | ||
@@ -79,1 +102,3 @@ * `P` encodes a permutation matrix that preconditions `M` before the Cholesky decomposition is solved for. A possible algorithm for finding a good permutation is | ||
returns the solution to the equation `Mx = b`, encoded as a simple array. | ||
**NOTE** the module does no sanity checking on the input arguments. It is assumed that the user knows what he/she is doing! |
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Found 1 instance in 1 package
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