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
CHOLMOD is part of the SuiteSparse sparse matrix suite.
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