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QDLDL, a free LDL factorization routine.

Project description

https://travis-ci.org/oxfordcontrol/qdldl-python.svg?branch=master

Python interface to the QDLDL free LDL factorization routine for quasi-definite linear systems: Ax = b.

Usage

Initialize the factorization with

import qdldl
F = qdldl.factor(A)

where A must be a square quasi-definite matrix in scipy sparse CSC format.

To solve the linear system for a right-hand side b, just write

x = F.solve(b)

TODO

  • [ ] Implement AMD

  • [ ] Test GIL release

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