I have a problem which involves sparse, banded, symmetric, PD systems. In particular if A is such a matrix and A=LL' I need to solve L' x = z. The size of A prohibits using full matrices.
So I am looking for advice on tactics for this problem, as there doesn't seem to be an out-of-the-box solution. Is this likely to be something I can accomplish with calls to CHOLMOD? If so will I have to translate data structures. Is there some other library? Would I be better calculating L directly?
