Journal
ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE
Volume 35, Issue 3, Pages -Publisher
ASSOC COMPUTING MACHINERY
DOI: 10.1145/1391989.1391995
Keywords
Algorithms; Experimentation; Performance; Cholesky factorization; linear equations; sparse matrices
Funding
- National Science Foundation [0203270, 0620286, 0619080]
- Direct For Computer & Info Scie & Enginr
- Division of Computing and Communication Foundations [0203270] Funding Source: National Science Foundation
- Directorate For Engineering
- Div Of Civil, Mechanical, & Manufact Inn [0620286] Funding Source: National Science Foundation
- Division Of Mathematical Sciences
- Direct For Mathematical & Physical Scien [0619080] Funding Source: National Science Foundation
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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.
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