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MATLAB Function Reference Volume 1: A - E - Bad Request

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0<br />

20<br />

40<br />

60<br />

80<br />

100<br />

120<br />

140<br />

0 50<br />

nz = 643<br />

100<br />

0<br />

20<br />

40<br />

60<br />

80<br />

100<br />

120<br />

140<br />

0 50<br />

nz = 391<br />

100<br />

S<br />

R0=cholinc(S,’0’)<br />

Example 2.<br />

0<br />

20<br />

40<br />

60<br />

80<br />

0<br />

20<br />

40<br />

60<br />

80<br />

100<br />

120<br />

C= chol(S)<br />

140<br />

0 50<br />

nz = 1557<br />

100<br />

Partial factor [R,p]=cholinc(S2,’0’)<br />

100<br />

0 50 100<br />

nz = 290<br />

cholinc<br />

The first subplot below shows that cholinc(S,0), the incomplete Cholesky<br />

factor with a drop tolerance of 0, is the same as the Cholesky factor of S.<br />

Increasing the drop tolerance increases the sparsity of the incomplete factors,<br />

as seen below.<br />

0<br />

20<br />

40<br />

60<br />

80<br />

100<br />

120<br />

cholinc(S,0)<br />

140<br />

0 50 100<br />

nz = 1557<br />

0<br />

20<br />

40<br />

60<br />

80<br />

100<br />

120<br />

cholinc(S,1e−2)<br />

140<br />

0 50 100<br />

nz = 671<br />

0<br />

20<br />

40<br />

60<br />

80<br />

100<br />

120<br />

cholinc(S,1e−3)<br />

140<br />

0 50 100<br />

nz = 1211<br />

0<br />

20<br />

40<br />

60<br />

80<br />

100<br />

120<br />

cholinc(S,1e−1)<br />

140<br />

0 50 100<br />

nz = 391<br />

2-251

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