blu 0.2.1

LU factorization with dynamic Markowitz search and columnwise threshold pivoting
Documentation
  • Coverage
  • 60.98%
    25 out of 41 items documented0 out of 1 items with examples
  • Size
  • Source code size: 261.51 kB This is the summed size of all the files inside the crates.io package for this release.
  • Documentation size: 7.11 MB This is the summed size of all files generated by rustdoc for all configured targets
  • Links
  • rwl/blu
    4 0 0
  • crates.io
  • Dependencies
    • —
  • Versions
  • Owners
  • rwl

BLU

BLU is a port of BASICLU to Rust.

Algorithm

BLU implements a right-looking LU factorization with dynamic Markowitz search and columnwise threshold pivoting. After a column modification to the matrix it applies either a permutation or the Forrest-Tomlin update to maintain a factorized form. It uses the method of Gilbert and Peierls to solve triangular systems with a sparse right-hand side. A more detailed explanation of the method is given in [Technical Report ERGO 17-002, http://www.maths.ed.ac.uk/ERGO/preprints.html].

License

The BLU source code is distributed under the MIT license (LICENSE or https://opensource.org/licenses/MIT).