Supernodal Sparse Cholesky Factorization and Update/Downdate

CHOLMOD is a set of ANSI C routines for sparse Cholesky factorization and update/downdate. A MATLAB interface is provided. The performance of CHOLMOD was compared with 10 other codes in a paper by Nick Gould, Yifan Hu, and Jennifer Scott. see also their raw data. Comparing BCSLIB-EXT, CHOLMOD, MA57, MUMPS, Oblio, PARDISO, SPOOLES, SPRSBLKLLT, TAUCS, UMFPACK, and WSMP, on 87 large symmetric positive definite matrices, they found CHOLMOD to be fastest for 42 of the 87 matrices. Its run time is either fastest or within 10% of the fastest for 73 out of 87 matrices. Considering just the larger matrices, it is either the fastest or within 10% of the fastest for 40 out of 42 matrices. It uses the least amount of memory (or within 10% of the least) for 35 of the 42 larger matrices. Jennifer Scott and Yifan Hu also discuss the design considerations for a sparse direct code. CHOLMOD is part of the SuiteSparse sparse matrix suite.

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