suitesparse-ldl

Simple LDL^T factorization

This port installs the module LDL of SuiteSparse. LDL is a sparse LDL' factorization and solve package. These routines are not terrifically fast (they do not use dense matrix kernels), but the code is very short and concise. The purpose is to illustrate the algorithms in a very concise and readable manner, primarily for educational purposes. Although the code is very concise, this package is slightly faster than the built-in sparse Cholesky factorization in MATLAB 6.5 (chol), when using the same input permutation.