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updated 12 months ago

packed by Felipe G. Nievinski

Store and manipulate symmetric matrices with half of the dense memory consumption (symmetric, cholesky)

call_subsref (A, info)

chol2(varargin)

cputime_res

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updated 2 years ago

Matrix Decomposition by Aleksander

Positive definite correlation matrix based on spectral decomposition. Now both for .m, C and Mex (cholesky, decomposition, correlation matrix)

SpectralDP(Correlation)

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updated 3 years ago

trilin by Felipe G. Nievinski

Facilitates the reuse of matrix factorizations in large dense linear algebra problems. (backslash, factorization, inv)

chol2(varargin)

cputime_res

cputime_tol

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updated 5 years ago

Spatial Correlation Generator with Latin Hipercube Sampling and Cholesky Decomposition by Miguel Ignacio Barrios

Stochastic fields Generation. created by LHS. Correlation is based on Cholesky factorization. (random field, correlation, simulation)

generar.m

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updated 9 years ago

Arbitrary Rank Update to Cholesky Factorization by Greg von Winckel

Solves the Cholesky factored system with arbitrary update. (linear algebra, cholesky, symmetric)

x=cholrankup(R,U,V,b)

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updated 12 years ago

ldlt by Brian Borchers

This collection compute square root free Cholesky factorizations of the form A=L*D*L' (linear algebra, square, root)

[L,D,E,pneg]=mcholmz1(G)

[L,D]=ldlt(A)

[newL,newD]=ldltdown(L,D,v)

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