[Clp] Query re. Cholesky factorization

[Lou Hafer]

Folks,

	Not my forte --- I'm hoping someone on the list can give Frederic an
answer.

							Lou
							
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From: Frédéric Vias <fvias at traderforce.com>
Date: Mon, 10 Jan 2011 11:54:26 +0100
Subject: Cholesky factorization

Hello,

I try to use CLP to compute a quick Cholesky factorization.

First, I tried to use directly the function factorize of the ClpCholeskyDense 
class. Can you explain me how to fill the diagonal parameter of this function? 
Is it possible for you to give me an example?

Another way to make a Cholesky factorization on a matrix could be to pose a 
problem with special parameters, and give the matrix. I saw it with Cplex (from 
Ilog), maybe there's a way to have it in Clp? Could you give me an example for 
this manipulation?

Thank you very much for your help,

Mr VIAS Frédéric



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