Computes the numeric factorization of a sparse Hermitian positive
definite matrix.
Namespace:
Imsl.MathAssembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
| C# |
|---|
public void FactorNumerically() |
| Visual Basic (Declaration) |
|---|
Public Sub FactorNumerically |
| Visual C++ |
|---|
public: void FactorNumerically() |
Remarks
This method numerically factors the instance of the constructed matrix A, where A is of type ComplexSparseMatrix and is Hermitian positive definite. The factorization is obtained in several steps:
- First, matrix A is permuted to reduce fill-in, leading to
a sparse Hermitian positive definite matrix
. - Then, matrix is symbolically and
numerically factored.
Note that the symbolic factorization is not done if the symbolic factor has been supplied by the user through the SetSymbolicFactor method.
Exceptions
| Exception | Condition |
|---|---|
| Imsl.Math..::.NotSPDException | is thrown if the input matrix is not Hermitian, positive definite. |
