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Product with L or transpose of L for a Cholesky factorization [ Reply ]
By: Marc Durufle on 2015-09-16 14:24
[forum:149810]
Hi,
I enjoyed the possibility of solving by L or the transpose of L when a Cholesky factorization is performed. I would like to know if it was possible to perform the multiplication by L (and the transpose). Indeed, when an eigenvalue problem is solved by shifting the spectrum (the spectrum of (M - sigma K)^{-1} is computed), the needed operation is the multiplication by L.
Best regards.