Algorithm 849: A concise sparse Cholesky factorization package

Timothy A. Davis

Code and Data Abstract

The LDL software package is a set of short, concise routines for factorizing symmetric positive-definite sparse matrices, with some applicability to symmetric indefinite matrices. Its primary purpose is to illustrate much of the basic theory of sparse matrix algorithms in as concise a code as possible, including an elegant method of sparse symmetric factorization that computes the factorization row-by-row but stores it column-by-column. The entire symbolic and numeric factorization consists of less than 50 executable lines of code. The package is written in C, and includes a MATLAB interface.

Article

Paper Abstract

The LDL software package is a set of short, concise routines for factorizing symmetric positive-definite sparse matrices, with some applicability to symmetric indefinite matrices. Its primary purpose is to illustrate much of the basic theory of sparse matrix algorithms in as concise a code as possible, including an elegant method of sparse symmetric factorization that computes the factorization row-by-row but stores it column-by-column. The entire symbolic and numeric factorization consists of less than 50 executable lines of code. The package is written in C, and includes a MATLAB interface.

Timothy A. Davis. "Algorithm 849: A concise sparse Cholesky factorization package." ACM Transactions on Mathematical Software.     doi:10.1145/1114268.1114277. Retrieved 12/15/2018 from researchcompendia.org/compendia/2013.288/

Compendium Type: Published Papers
Primary Research Field: Computer and Information Sciences
Secondary Research Field: Mathematics
Content License: Public Domain Mark
Code License: MIT License

Page Owner

jenn.seiler@gmail.com

created 12/12/2013

modified 01/16/2014

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