MATLAB: Faster approach of LU decomposition for a symmetric sparse matrix than lu in Matlab

lu decompositionsymmetric sparse matrix

Dear All,
I have a symmetric sparse matrix A. I want to obtain its LU decomposition. But I found lu(A) took me about 1 second. I am wondering if there is a faster approach than lu.
Thanks a lot in advance.
Bei

Best Answer

Is the matrix positive definite? If so, maybe CHOL?
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