Algorithm 887
Yanqing Chen, Timothy A. Davis, William W. Hager, Sivasankaran Rajamanickam
Source record
Source: Crossref
Published: Oct 1, 2008
DOI: 10.1145/1391989.1391995
Open original source ↗Source abstract
CHOLMOD is a set of routines for factorizing sparse symmetric positive definite matrices of the form A or AA T , 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. Both real and complex matrices are supported. CHOLMOD is written in ANSI/ISO C, with both C and MATLAB TM interfaces. It appears in MATLAB 7.2 as x = A\b when A is sparse symmetric positive definite, as well as in several other sparse matrix functions.
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