petters / matrix-factor

Code for providing incomplete factorizations of symmetric indefinite matrices.

sym-ildl

sym-ildl is a C++ package for producing fast incomplete factorizations of symmetric indefinite matrices. Given an n x n symmetric indefinite matrix A, this package produces an incomplete LDL' factorization. To improve stability, the matrix is equilibriated in the max-norm and preordered using the Reverse Cuthill-McKee algorithm prior to factorization. To maintain stability, we use Bunch-Kaufman partial pivoting during the factorization process.

More details as well as extensive documentation can be found at http://www.cs.ubc.ca/~inutard/html/index.html.

Authors: Chen Greif, Shiwen He, Paul Liu

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