Algorithm 887: CHOLMOD, Supernodal Sparse Cholesky Factorization and Update/Downdate Academic Article uri icon

abstract

  • CHOLMOD is a set of routines for factorizing sparse symmetric positive definite matrices of the form A or AA T , 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 TM interfaces. It appears in MATLAB 7.2 as x=A\b when A is sparse symmetric positive definite, as well as in several other sparse matrix functions.

published proceedings

  • ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE

author list (cited authors)

  • Chen, Y., Davis, T. A., Hager, W. W., & Rajamanickam, S.

complete list of authors

  • Chen, Yanqing||Davis, Timothy A||Hager, William W||Rajamanickam, Sivasankaran

publication date

  • January 1, 2008 11:11 AM