articleACM Transactions on Mathematical SoftwareOct 1, 2008Closed access

Algorithm 887

YCYanqing ChenTATimothy A. DavisWWWilliam W. HagerSRSivasankaran Rajamanickam

University of Florida

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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…

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Topics & keywords

Topics
Keywords
  • Cholesky decomposition
  • Positive-definite matrix
  • Sparse matrix
  • MATLAB
  • Incomplete Cholesky factorization
  • Minimum degree algorithm
  • Set (abstract data type)
  • Matrix (chemical analysis)
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