Re: Sparse Cholesky problem

Hi,

Interior point algorithms for e.g linear programing uses Cholesky
decomposition
when calculating search directions. You can generate these PSD
matrices from any
linear programing problem. Since a huge number of real world LP's are
available this would give
you a good test library.

Regards,
Rune Sandvik



On Feb 22, 5:19 pm, "Stamba" <sstresn...@xxxxxxxxx> wrote:
Hi,

I need for my thesis some real problem solved by Cholesky
decomposition, possible sparse matrix and linear system solving, if i
can choose :-)

I found a lot of matrixes on MatrixMarket and University of Florida
sparse matrix collection, but
i'm missing backgound - how those matrixes are created - there is only
few words of description and type of problem, but no setup nor
equations.

Regards,
Stanislav


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