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<?xml version="1.0" encoding="UTF-8"?>
<refentry version="5.0-subset Scilab" xml:id="sp_cholinc" xml:lang="en"
          xmlns="http://docbook.org/ns/docbook"
          xmlns:xlink="http://www.w3.org/1999/xlink"
          xmlns:svg="http://www.w3.org/2000/svg"
          xmlns:ns3="http://www.w3.org/1999/xhtml"
          xmlns:mml="http://www.w3.org/1998/Math/MathML"
          xmlns:db="http://docbook.org/ns/docbook">
  <info>
    <pubdate>$LastChangedDate: 2009-09-16 $</pubdate>
  </info>

  <refnamediv>
    <refname>sp_lu</refname>

    <refpurpose>Performs an incomplete Cholesky decomposition on a sparse matrix</refpurpose>
  </refnamediv>

  <refsynopsisdiv>
    <title>Calling Sequence</title>

    <synopsis>[R] = sp_chol(M)</synopsis>
  </refsynopsisdiv>

  <refsection>
    <title>Parameters</title>

    <variablelist>
      <varlistentry>
        <term>M</term>

        <listitem>
          <para>the real sparse matrix on which we will perform the
          Cholesky decomposition</para>
        </listitem>
      </varlistentry>

      <varlistentry>
        <term>R</term>

        <listitem>
          <para>the R sparse matrix from the Cholesky decomposition </para>
        </listitem>
      </varlistentry>
    </variablelist>
  </refsection>

  <refsection>
    <title>Description</title>

    <para>Performs a Cholesky decomposition on a sparse matrix such
    that:</para>
    <para>R'*R=M</para>
    <para>At the end of the incomplete Cholesky decomposition, the R
    matrix will contain a number of non zeros elements which is less
    or equal to the number of non zeros elements in the M matrix. </para>
  </refsection>

  <refsection>
    <title>Example</title>

    <programlisting role="example"><![CDATA[ 
 ]]></programlisting>
  </refsection>

  <refsection>
    <title>See Also</title>

    <simplelist type="inline">
      <member><link linkend="sp_luinc">sp_luinc</link></member>
      <member><link linkend="sp_lu">sp_lu</link></member>
      <member><link linkend="sp_chol">sp_chol</link></member>
      <member><link linkend="sp_cgs">sp_cgs</link></member>
      <member><link linkend="sp_cgne">sp_cgne</link></member>
      <member><link linkend="sp_gmres">sp_gmres</link></member>
      <member><link linkend="sp_mgcr">sp_mgcr</link></member>
      <member><link linkend="sp_chsolve">sp_chsolve</link></member>
      <member><link linkend="sp_lusolve">sp_lusolve</link></member>
    </simplelist>
  </refsection>

  <refsection>
    <title>Authors</title>

    <simplelist type="vert">
      <member>Yann COLLETTE</member>
    </simplelist>
  </refsection>
</refentry>