SparseChol-package {SparseChol}

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

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.

Package Content

Index of help topics:

LDL_Cholesky            Generate LDL decomposition from Matrix class
                        'dsCMatrix'
LL_Cholesky             Generate Cholesky decomposition from Matrix
                        class 'dsCMatrix'
SparseChol-package      Sparse Matrix C++ Classes Including Sparse
                        Cholesky LDL Decomposition of Symmetric
                        Matrices
amd_order               AMD ordering
dense_to_sparse         Generate sparse matrix representation of a
                        matrix
sparse_D                Generate matrix D from 'sparse_chol' output
sparse_L                Generate matrix L from 'sparse_chol' output
sparse_chol             Sparse Cholesky decomposition
sparse_chol_crs         Sparse Cholesky decomposition with sparse
                        representation

Maintainer

NA

Author(s)

Sam Watson [aut, cre], Timothy A. Davis [aut, ctb]