Implementation of a supernodal factorization routine for sparse quasi-definite matrices. The Cholesky version of this code was developed by Jack Poulson for his Advanced Topics in Numerical Linear Algebra Course at ICME Stanford university, Winter 2015. http://web.stanford.edu/~poulson/courses/ATiNLA15/
We have gathered the code, and formed a self-contained package. We have added comments and made minor modifications.
Using Nick Henderson's QuasiDefinite.jl bindings for his Fortran extension to LAPACK for dense quasi-definite matrix factorization, we strive to create a Supernodal LDL factorization for sparse quasi-definite matrices.
julia> Pkg.clone("https://github.com/tiagoakle/SupernodalLDL.jl.git")julia> using SupernodalLDL