[Clp] Query re. Cholesky factorization

[Julian Hall]

Dear All,

I've already replied to Frédéric directly. [For what he is doing,  
LAPACK is more appropriate.]

Julian

> 	Not my forte --- I'm hoping someone on the list can give Frederic an
> answer.
>
> 							Lou
>
> ------------- Begin Forwarded Message -------------
>
> 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
>
>
>
> ------------- End Forwarded Message -------------
>
>



Julian Hall (Operational Research MSc Programme Director)
--
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