Sparse Linear Algebra
Sparse matrix solvers call functions from SuiteSparse. The following factorizations are available:
| Type | Description |
|---|---|
SuiteSparse.CHOLMOD.Factor |
Cholesky factorization |
SuiteSparse.UMFPACK.UmfpackLU |
LU factorization |
SuiteSparse.SPQR.QRSparse |
QR factorization |
Other solvers such as Pardiso.jl are as external packages. Arpack.jl provides eigs and svds for iterative solution of eigensystems and singular value decompositions.
These factorizations are described in the Linear Algebra section of the manual:
SuiteSparse.CHOLMOD.lowrankupdateFunction
lowrankupdate(F::CHOLMOD.Factor, C::AbstractArray) -> FF::CHOLMOD.Factor
Get an LDLt Factorization of A + C*C' given an LDLt or LLt factorization F of A.
The returned factor is always an LDLt factorization.
See also lowrankupdate!, lowrankdowndate, lowrankdowndate!.
SuiteSparse.CHOLMOD.lowrankupdate!Function
lowrankupdate!(F::CHOLMOD.Factor, C::AbstractArray)
Update an LDLt or LLt Factorization F of A to a factorization of A + C*C'.
LLt factorizations are converted to LDLt.
See also lowrankupdate, lowrankdowndate, lowrankdowndate!.
SuiteSparse.CHOLMOD.lowrankdowndateFunction
lowrankupdate(F::CHOLMOD.Factor, C::AbstractArray) -> FF::CHOLMOD.Factor
Get an LDLt Factorization of A + C*C' given an LDLt or LLt factorization F of A.
The returned factor is always an LDLt factorization.
See also lowrankdowndate!, lowrankupdate, lowrankupdate!.
SuiteSparse.CHOLMOD.lowrankdowndate!Function
lowrankdowndate!(F::CHOLMOD.Factor, C::AbstractArray)
Update an LDLt or LLt Factorization F of A to a factorization of A - C*C'.
LLt factorizations are converted to LDLt.
See also lowrankdowndate, lowrankupdate, lowrankupdate!.
SuiteSparse.CHOLMOD.lowrankupdowndate!Function
lowrankupdowndate!(F::CHOLMOD.Factor, C::Sparse, update::Cint)
Update an LDLt or LLt Factorization F of A to a factorization of A ± C*C'.
If sparsity preserving factorization is used, i.e. L*L' == P*A*P' then the new factor will be L*L' == P*A*P' + C'*C
update: Cint(1) for A + CC', Cint(0) for A - CC'
© 2009–2021 Jeff Bezanson, Stefan Karpinski, Viral B. Shah, and other contributors
Licensed under the MIT License.
https://docs.julialang.org/en/v1.6.0/stdlib/SuiteSparse/
