
Ublas : 
From: Gunter Winkler (guwi17_at_[hidden])
Date: 20050321 09:49:36
On Friday 18 March 2005 15:52, Andreas Klöckner wrote:
> > and incomplete Cholesky (for use as preconditioner)?
>
> Nope, not yet. Dr. Tim Davis (UMFPACK's author) has apparently devised a
> sparse Cholesky algorithm that can be implemented in ~80 lines of
> code. Might be worth looking at, even reimplementing, to avoid another
> kludgy binding.
actually a sparse ILU/IC has very few lines:
ILU for matrix Z
for i = 2:n
for k = 1:i1
if Z(i,k) <> 0 then
Z(i,k) = Z(i,k) / Z(k,k);
for j = k+1:n
if Z(i,j) <> 0 then
Z(i,j) = Z(i,j)  Z(i,k)*Z(k,j)
end
next j
end
next k
next i
but it's a little more tricky to have a fast implementation, that creates L
and U on the fly.
mfg
Gunter