QDLDL, a free LDL factorization routine.
Project description
# 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).
The algorithm internally converts the matrix into upper triangular format. If A is already upper-triangular, you can specify it with the argument upper=True to the qdldl.Solver constructor.
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.
The algorithm internally converts A_new into upper triangular format. If A_new is already upper-triangular, you can specify it with the argument upper=True to the F.update function.
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