libcholmod3

sparse Cholesky factorization library for sparse matrices

Description

Suitesparse is a collection of libraries for computations involving sparse matrices.

The CHOLMOD library provides a set of routines for factorizing sparse symmetric positive definite matrices of the form A or AA', updating/downdating a sparse Cholesky factorization, solving linear systems, updating/downdating the solution to the triangular system Lx=b, and many other sparse matrix functions for both symmetric and unsymmetric matrices. Its supernodal Cholesky factorization relies on LAPACK and the Level-3 BLAS, and obtains a substantial fraction of the peak performance of the BLAS.

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Homepage

http://suitesparse.com


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