[Trilinos-Users] Cholesky decomposition of a sparse distributed matrix

[Brian Staber]

Hi Trilinos team,

I’m trying to implement the following problem in Trilinos but I didn’t find how to proceed. My problem is:

Solve Lv = z where

- L is the Cholesky decomposition of a symmetric, positive-definite and sparse matrix R (R = LL^T), stored as a Epetra_FECrsMatrix and distributed across n processors.
- z is a Epetra_Vector whose components are realizations of a Gaussian random variable.

Is there any method available in Trilinos that computes the distributed matrix L ? And also, is a random generator for Gaussian random variables available in the Trilinos package (I tried Stokhos but I didn’t find any method for this in the doxygen page).

Thanks a lot for your help.

Best regards,
Brian.