LDL: a consise sparse Cholesky factorization package

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.

Copyright, and License:

Copyright (c) 2003-2012 by Timothy A. Davis. All Rights Reserved. LDL is distributed under the GNU LGPL license.

Availability:

• Download the current version of LDL here.
• Browse the current version of LDL here.
• Requires the SuiteSparse_config package.
• Get all of SuiteSparse here.

Versions:

• LDL-2.1.0.tar.gz (current version)
• LDL-2.0.4.tar.gz
• LDL-2.0.3.tar.gz
• LDL-2.0.2.tar.gz
• LDL-2.0.1.tar.gz
• LDL-2.0.0.tar.gz
• LDL-1.3.4.tar.gz
• LDL-1.3.3.tar.gz
• LDL-1.3.2.tar.gz
• LDL-1.3.1.tar.gz
• LDL-1.3.0.tar.gz
• LDL-1.2.0.tar.gz

References (please cite these when using this software):

• Algorithm 849: A concise sparse Cholesky factorization package, T. A. Davis, ACM Transactions on Mathematical Software, vol 31, no. 4, Dec. 2005, pp. 587-591.