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Item: REP-2006-290
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Item:REP-2006-290
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Title:Algorithm 8xx: CHOLMOD, supernodal sparse Cholesky factorization and update/downdate
Yanqing Chen
Timothy A. Davis
William W. Hager
Siva Rajamanickam
Abstract:
CHOLMOD is a set of routines for factorizing sparse symmetric positive
definite matrices of the form A or AA', 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 exttrademark interfaces.
It appears in MATLAB 7.2 as x=A when A is sparse
symmetric positive definite, as well as in several other sparse matrix
functions.
Supporting File:here
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