Expand description
Implements an algorithm for sparse Gaussian elimination in time
proportional to arithmetic operations.
It does NOT do any preordering for sparsity. We recommend preordering
the columns of the input matrix by using minimum degree on the
symmetric structure of (A-transpose)A
, i.e. the column intersection
graph of A
.
@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}
}