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ichol
Incomplete Cholesky factorization
Syntax
L = ichol(A) L = ichol(A, opts)
Description
Computes the incomplete Cholesky factorization of a symmetric positive definite sparse matrix A. Useful as a preconditioner for pcg.
Parameters
| Name | Description |
|---|---|
| A | Symmetric positive definite sparse matrix |
| opts(optional) | Options struct |
Returns
Lower triangular incomplete factor L
Examples
Try It
>> L = ichol(speye(5))