How can I use "symbfact" to speed up several consecutive Cholesky factorizations?

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Hi all,
I just came across the "symbfact" command. It seems powerful, but I'm wondering exactly how take advantage of it. I need to do several hundred consecutive Cholesky factorizations of matrices that have the same sparsity structure (different entries). Symbfact tells me the sparsity structure of the resulting Cholesky factors, but how can I take advantage of that?
>> % For nxn Q, n~20000
>> L = chol(Q);
>> S = symbfact(L);
>> % How can I use S to efficiently calculate subsequent L's?
Thanks!

Akzeptierte Antwort

Richard Brown
Richard Brown am 21 Jun. 2013
You can't (unless something has changed recently). When I had to do this, I ended up working with the C code in CSparse directly.
  5 Kommentare
Richard Brown
Richard Brown am 25 Jun. 2013
It did -- for my problem the symbolic part was taking more than half the time
Alec Jacobson
Alec Jacobson am 5 Dez. 2016
Has anything changed on this front? Is it still impossible to use the symbolic factorization from symbfact for repeated solves?

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