Description
Sparse Matrix C++ Classes Including Sparse Cholesky LDL Decomposition of Symmetric Matrices.
Description
'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.