SparseChol

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

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'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.

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