Title
Algorithm 887: CHOLMOD, Supernodal Sparse Cholesky Factorization and Update/Downdate
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.
Year
DOI
Venue
2008
10.1145/1391989.1391995
ACM Trans. Math. Softw.
Keywords
Field
DocType
sparse matrix function,level-3 blas,complex matrix,matlabtm interface,form a,supernodal sparse cholesky factorization,symmetric positive definite matrix,sparse matrices,sparse cholesky factorization,linear equations,supernodal cholesky factorization,iso c,unsymmetric matrix,cholesky factorization,sparse matrix,linear system
Algebra,Matrix (mathematics),Incomplete Cholesky factorization,Matrix decomposition,Positive-definite matrix,Minimum degree algorithm,Algorithm,Symmetric matrix,Mathematics,Sparse matrix,Cholesky decomposition
Journal
Volume
Issue
ISSN
35
3
0098-3500
Citations 
PageRank 
References 
209
10.73
26
Authors
4
Search Limit
100209
Name
Order
Citations
PageRank
Yanqing Chen120910.73
TIMOTHY A. DAVIS21447144.19
William W. Hager31603214.67
Sivasankaran Rajamanickam444633.19