Algorithm 887: CHOLMOD, Supernodal Sparse Cholesky Factorization and Update/Downdate

  • Authors:
  • Yanqing Chen;Timothy A. Davis;William W. Hager;Sivasankaran Rajamanickam

  • Affiliations:
  • University of Florida;University of Florida;University of Florida;University of Florida

  • Venue:
  • ACM Transactions on Mathematical Software (TOMS)
  • Year:
  • 2008

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Abstract

CHOLMOD is a set of routines for factorizing sparse symmetric positive definite matrices of the form A or AAT, 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 MATLABTM 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.