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'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 |
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Author | Sam Watson [aut, cre], Timothy A. Davis [aut, ctb] |
Maintainer | Sam Watson <S.I.Watson@bham.ac.uk> |
License | GPL (>= 2) |
Version | 0.3.2 |
URL | https://github.com/samuel-watson/SparseChol |
Package repository | View on CRAN |
Installation |
Install the latest version of this package by entering the following in R:
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