[Octave-patch-tracker] [patch #8542] Handle sparse matrices in cholinsert

[Daniel Kraft]

URL:
  <http://savannah.gnu.org/patch/?8542>

                 Summary: Handle sparse matrices in cholinsert
                 Project: GNU Octave
            Submitted by: domob
            Submitted on: Wed 24 Sep 2014 07:15:24 AM CEST
                Category: None
                Priority: 5 - Normal
                  Status: None
                 Privacy: Public
             Assigned to: None
        Originator Email: 
             Open/Closed: Open
         Discussion Lock: Any

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Details:

Octave doesn't currently handle sparse matrices in cholinsert (or
cholupdate/choldelete).  The functionality is supported by CHOLMOD, though.

The attached patches implement cholinsert for sparse matrices.  It will be
easy to extend them to cholupdate and choldelete, also.  In addition to the
usage for dense matrices, it is also possible to "bulk insert" multiple rows
at once--this is more efficient than calling cholinsert repeatedly, since the
conversion to/from cholmod_factor can be skipped.

According to discussions with the CHOLMOD maintainer, the current
implementation has problems if exact zeros were dropped in the Cholesky
factor.  It seems to work fine for my own purposes so far, but it may be
necessary to fix that.  A possible idea is to do a symbolic factorisation of
the matrix (which is fast) and then use the resulting sparsity pattern to fill
in exact zeros in L.  The sparsity pattern could even be returned as an
optional output of chol.  Users of cholinsert could then just keep it
alongside of L and pass it to the sparse version of cholinsert.



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File Attachments:


-------------------------------------------------------
Date: Wed 24 Sep 2014 07:15:24 AM CEST  Name: patch_1.diff  Size: 10kB   By:
domob
First version of a patch set.
<http://savannah.gnu.org/patch/download.php?file_id=32175>
-------------------------------------------------------
Date: Wed 24 Sep 2014 07:15:24 AM CEST  Name: patch_2.diff  Size: 11kB   By:
domob
First version of a patch set.
<http://savannah.gnu.org/patch/download.php?file_id=32176>
-------------------------------------------------------
Date: Wed 24 Sep 2014 07:15:24 AM CEST  Name: patch_3.diff  Size: 17kB   By:
domob
First version of a patch set.
<http://savannah.gnu.org/patch/download.php?file_id=32177>

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