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rif wrote: > > The matrix is 60K by 60K. Assuming that I could store the > elements of the matrix as floats and that I only needed the lower > triangle, I would need over 7 GB to store a dense matrix of this size. But a Cholesky factorization of a sparse matrix with only 8 nonzeros per row cannot be dense; it has at least 1000 sparse rows, no matter how poorly you do the factorization. Of course for efficiency you need to reorder the matrix. If you order the rows and columns suitably (AMD will gnenerate a feather-like structure pointing from top left top to bottom right) you can probably find a quite sparse factorization. Using the sparse materix facilities of Matlab makes the task quite easy for you. Arnold Neumaier
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