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cholesky-solve

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cholesky-solve - npm Package Compare versions

Comparing version 0.2.0 to 0.2.1

vis.js

2

package.json
{
"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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