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QDLDL, a free LDL factorization routine.

Project description

# qdldl-python

[![image](https://travis-ci.org/oxfordcontrol/qdldl-python.svg?branch=master)](https://travis-ci.org/oxfordcontrol/qdldl-python)

Python interface to the [QDLDL](https://github.com/oxfordcontrol/qdldl/) free LDL factorization routine for quasi-definite linear systems: Ax = b.

## Installation

This package can be directly installed via pip,

` pip install qdldl `

## Usage

Initialize the factorization with

` import qdldl F = qdldl.Solver(A) `

where A must be a square quasi-definite matrix in [scipy sparse CSC format](https://docs.scipy.org/doc/scipy/reference/generated/scipy.sparse.csc_matrix.html/).

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

` x = F.solve(b) `

To update the factorization without changing the sparsity pattern of A you can run

` F.update(A_new) `

where A_new is a sparse matrix in CSR format with the same sparsity pattern as A.

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