SparseChol: Sparse Matrix C++ Classes Including Sparse Cholesky LDL Decomposition of Symmetric Matrices

'C++' classes for sparse matrix methods including implementation of sparse LDL decomposition of symmetric matrices and solvers described by Timothy A. Davis (2016) <https://fossies.org/linux/SuiteSparse/LDL/Doc/ldl_userguide.pdf>. Provides a set of C++ classes for basic sparse matrix specification and linear algebra, and a class to implement sparse LDL decomposition and solvers. See <https://github.com/samuel-watson/SparseChol> for details.

Package details

AuthorSam Watson [aut, cre], Timothy A. Davis [aut, ctb]
MaintainerSam Watson <S.I.Watson@bham.ac.uk>
LicenseGPL (>= 2)
Version0.3.2
URL https://github.com/samuel-watson/SparseChol
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("SparseChol")

Try the SparseChol package in your browser

Any scripts or data that you put into this service are public.

SparseChol documentation built on April 3, 2025, 10:51 p.m.