MATLAB Answers


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

Asked by Ted
on 20 Jun 2013
Latest activity Commented on by Alec Jacobson on 5 Dec 2016
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?


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1 Answer

Answer by Richard Brown on 21 Jun 2013
 Accepted Answer

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.


Thank you for sharing! Did your strategy yield significant speed-up?
It did -- for my problem the symbolic part was taking more than half the time
Has anything changed on this front? Is it still impossible to use the symbolic factorization from symbfact for repeated solves?

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