SparseChol

swMATH44629CRANSparseCholMaRDI QIDQ1334354

Sparse Matrix C++ Classes Including Sparse Cholesky LDL Decomposition of Symmetric Matrices

Sam Watson, Timothy A. Davis

Last update: 8 January 2024

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.2.1, 0.1.1, 0.2.2, 0.3.1

Source code repository: https://github.com/cran/SparseChol

Description

'C++' classes for sparse matrix methods including implementation of sparse LDL decomposition of symmetric matrices and solvers described by Timothy A. Davis (2016) <https://fossies.org/linux/SuiteSparse/LDL/Doc/ldl_userguide.pdf>. Provides a set of C++ classes for basic sparse matrix specification and linear algebra, and a class to implement sparse LDL decomposition and solvers. See <https://github.com/samuel-watson/SparseChol> for details.

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