Cholesky Decomposition (`sksparse.cholmod`)¶

Added in version 0.1.0.

Changed in version 0.5.0: Major API updates to more closely resemble the scipy.linalg.cholesky() dense interface, and incorporate more functions from the CHOLMOD MATLAB interface.

An interface to the SuiteSparse CHOLMOD package, which computes basic linear algebra operations for sparse, symmetric, positive-definite matrices.

Function Interface¶

`cholesky`	Compute the Cholesky factorization of a sparse matrix.
`ldl`	Compute the LDL factorization of a sparse matrix.
`cho_solve`	Solve the linear system A x = b for x, using the Cholesky factorization.

Object Interface¶

`cho_factor`	Compute the Cholesky factorization of a sparse matrix.
`ldl_factor`	Compute the LDL factorization of a sparse matrix.
`CholeskyFactor`	The main object used for creating and manipulating a Cholesky factor.

Symbolic Analysis¶

`symbfact`	Symbolic factorization of a sparse matrix for Cholesky or LDL.
`etree`	Symbolic factorization of a sparse matrix for Cholesky or LDL.

Graph Partitioning¶

`bisect`	Compute a node separator for a sparse matrix graph.
`metis`	Nested dissection ordering of a sparse matrix using METIS.
`nesdis`	Nested dissection ordering of a sparse matrix.
`SeparatorTree`	The separator tree of a sparse matrix graph.

Exceptions and Warnings¶

`CholmodWarning`	Base class for CHOLMOD-related warnings.
`CholmodSmallDiagonalWarning`	Warning for small diagonal entries.
`CholmodError`	Base class for CHOLMOD-related errors.
`CholmodNotPositiveDefiniteError`	Raised when the input matrix is not positive definite.
`CholmodNotInstalledError`	Raised when the CHOLMOD library is not installed.
`CholmodOutOfMemoryError`	Raised when CHOLMOD runs out of memory.
`CholmodOverflowError`	Raised when CHOLMOD encounters an integer overflow.
`CholmodInvalidInputError`	Raised when CHOLMOD receives invalid input.
`CholmodGpuProblemError`	Raised when CHOLMOD encounters a problem with CUDA.

References