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Sparse LU factorization with partial pivoting using Gilbert and Peierls method

License: BSD 3-Clause "New" or "Revised" License

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lu-decomposition sparse-linear-systems

lufact's Introduction

Package lufact provides sparse LU factorization with partial pivoting as
described in "Sparse Partial Pivoting in Time Proportional to Arithmetic
Operations" by John R. Gilbert and Tim Peierls.

@article{Gilbert1988,
  doi = {10.1137/0909058},
  url = {https://doi.org/10.1137/0909058},
  year  = {1988},
  month = {sep},
  publisher = {Society for Industrial {\&} Applied Mathematics ({SIAM})},
  volume = {9},
  number = {5},
  pages = {862--874},
  author = {John R. Gilbert and Tim Peierls},
  title = {Sparse Partial Pivoting in Time Proportional to Arithmetic Operations},
  journal = {{SIAM} Journal on Scientific and Statistical Computing}
}

This package is translated from the gp FORTRAN code distributed in
Sivan Toledo's work on incomplete-factorization, from PARC in the early
1990s, as found in the ILU package on Netlib:

http://www.netlib.org/linalg/ilu.tgz

This source code is distributed, with the kind permission of John Gilbert
and Tim Peierls, under a 3-clause BSD license.

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