LADEL: Sparse LDL factorization package with rank 1 and rowadd/rowdel updates

Introduction

LADEL is a package providing LDL and factorization update routines for sparse matrices.

Installation

See the instructions on the Readme.

Using LADEL (in matlab)

Using LADEL from Matlab is simple. Here is an example

%% Generate data
n = 10;
M = sprand(n,n, 1e-1, 1) + 2*speye(n);
M = (M+M')/2; %make sure M is symmetric
x = rand(n,1);

%% Example 1: factorize and solve
solver = ladel(n);
solver.factorize(M);
y = solver.dense_solve(x);
assert(norm(y-M\x) < 1e-12);

You can find many other examples in interfaces/mex/demos.

Citing LADEL

Will be updated soon.

License

LGPL 3.0