libldl-2_1_0

A Simple LDL^T Factorization

LDL is a set of 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 new 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 a total of only 49 lines of code. The package is written in C, and includes a MATLAB interface. LDL is part of the SuiteSparse sparse matrix suite.