Sparse inverse#1
Open
jluttine wants to merge 15 commits into
Open
Conversation
Collaborator
|
Sorry for not getting back to you on this more promptly! What do you mean by "simplicial LL would require one to change Common->final_ll to 1 but I think it is not possible through scikits.sparse interface."? Anything that can be done in C can be done in Cython -- is there some change needed to cholmod.pyx? Comments:
|
Author
|
9526c22 to
bb2de35
Compare
76c79c4 to
bb2de35
Compare
29df5b7 to
2ab1364
Compare
|
Hi! This feature would be indeed very helpful. Is there any chance that it will make it to one of the future releases? |
|
I'm also very interested in this. |
|
It seems like Suitesparse has implemented this though confusingly in MATLAB_Tools: |
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
The sparse inverse of sparse symmetric positive definite matrix K is a sparse matrix with the same sparsity structure (symbolically) as K but the non-zero elements are equal to the elements of the inverse of K. This pull request implements the sparse inverse method spinv for class Factor. Also, the documentation and the tests are updated accordingly.
The sparse inverse is implemented only for real matrices. In addition, only simplicial LDL and supernodal LL are implemented, these are the defaults in CHOLMOD. CHOLMOD doesn't support supernodal LDL, and simplicial LL would require one to change Common->final_ll to 1 but I think it is not possible through scikits.sparse interface.
For more details on the sparse inverse, see, for instance:
http://cholmod-extra.readthedocs.org/en/latest/functions.html#sparse-inverse