Lephisto/lib/csparse/cs_cholsol.c

27 lines
781 B
C

#include "cs.h"
/* x=A\b where A is symmetric positive definite; b overwritten with solution */
int cs_cholsol (int order, const cs *A, double *b)
{
double *x ;
css *S ;
csn *N ;
int n, ok ;
if (!CS_CSC (A) || !b) return (0) ; /* check inputs */
n = A->n ;
S = cs_schol (order, A) ; /* ordering and symbolic analysis */
N = cs_chol (A, S) ; /* numeric Cholesky factorization */
x = cs_malloc (n, sizeof (double)) ; /* get workspace */
ok = (S && N && x) ;
if (ok)
{
cs_ipvec (S->pinv, b, x, n) ; /* x = P*b */
cs_lsolve (N->L, x) ; /* x = L\x */
cs_ltsolve (N->L, x) ; /* x = L'\x */
cs_pvec (S->pinv, x, b, n) ; /* b = P'*x */
}
cs_free (x) ;
cs_sfree (S) ;
cs_nfree (N) ;
return (ok) ;
}