[R] Matrix: how to re-use the symbolic Cholesky factorization?

Gardar Johannesson johannesson1 at llnl.gov
Tue Apr 24 19:23:40 CEST 2007

I have been playing around with sparse matrices in the Matrix 
package, in particularly with the Cholesky factorization of matrices 
of class dsCMatrix. And BTW, what a fantastic package.

My problem is that I have to carry out repeated Cholesky 
factorization of a spares symmetric matrices, say Q_1, Q_2, ...,Q_n, 
where the Q's have the same non-zero pattern. I know in this case one 
does only need to carry out the symbolic factorization _once_ and 
then follow that up with a numerical factorization for each of the 
Q_i's (re-using the general symbolic factorization each time). Does 
anybody know if this is possible using the Matrix package?

Gardar Johannesson
Lawrence Livermore National Laboratory

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