Algorithm 849
Author:
Open Access
- 1 December 2005
- journal article
- Published by Association for Computing Machinery (ACM) in ACM Transactions on Mathematical Software
- Vol. 31 (4) , 587-591
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.Keywords
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