LDL Version 1.2: a sparse LDL' factorization and solve package. Written in C, with both a C and MATLAB mexFunction interface. These routines are not terrifically fast (they do not use dense matrix kernels), but the code is very short and concise. The purpose is to illustrate the algorithms in a very concise and readable manner, primarily for educational purposes. Although the code is very concise, this package is slightly faster than the built-in sparse Cholesky factorization in MATLAB 6.5 (chol), when using the same input permutation. Quick start (Unix, or Windows with Cygwin): To compile, test, and install LDL, you may wish to first obtain a copy of AMD from http://www.cise.ufl.edu/research/sparse, and place it in the ../AMD directory, relative to this directory. Next, type "make", which will compile the LDL library and three demo main programs (one of which requires AMD). It will also compile the LDL MATLAB mexFunction (if you have MATLAB). Typing "make clean" will remove non-essential files. Quick start (for MATLAB users); To compile, test, and install the LDL mexFunction, start MATLAB in this directory and type ldldemo and/or ldltest. This works on any system supported by MATLAB. -------------------------------------------------------------------------------- LDL Version 1.2 (Aug. 30, 2005), Copyright (c) 2005 by Timothy A. Davis. All Rights Reserved. LDL License: Your use or distribution of LDL or any modified version of LDL implies that you agree to this License. This library is free software; you can redistribute it and/or modify it under the terms of the GNU Lesser General Public License as published by the Free Software Foundation; either version 2.1 of the License, or (at your option) any later version. This library is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License for more details. You should have received a copy of the GNU Lesser General Public License along with this library; if not, write to the Free Software Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA Permission is hereby granted to use or copy this program under the terms of the GNU LGPL, provided that the Copyright, this License, and the Availability of the original version is retained on all copies. User documentation of any code that uses this code or any modified version of this code must cite the Copyright, this License, the Availability note, and "Used by permission." Permission to modify the code and to distribute modified code is granted, provided the Copyright, this License, and the Availability note are retained, and a notice that the code was modified is included. Availability: http://www.cise.ufl.edu/research/sparse/ldl Acknowledgements: This work was supported by the National Science Foundation, under grant CCR-0203270. Portions of this work were done while on sabbatical at Stanford University and Lawrence Berkeley National Laboratory (with funding from the SciDAC program). I would like to thank Gene Golub, Esmond Ng, and Horst Simon for making this sabbatical possible. I would like to thank Pete Stewart for his comments on a draft of this software and paper. -------------------------------------------------------------------------------- Files and directories in this distribution: -------------------------------------------------------------------------------- Documentation, and compiling: README this file Makefile for compiling LDL ChangeLog changes since V1.0 (Dec 31, 2003) lesser.txt the GNU LGPL license ldl_userguide.pdf user guide in PDF ldl_userguide.ps user guide in postscript ldl_userguide.tex user guide in Latex ldl.bib bibliography for user guide The LDL library itself: ldl.c the C-callable routines ldl.h include file for any code that calls LDL A simple C main program that demonstrates how to use LDL: ldlsimple.c a stand-alone C program, uses the basic features of LDL ldlsimple.out output of ldlsimple Demo C program, for testing LDL and providing an example of its use ldlmain.c a stand-alone C main program that uses and tests LDL Matrix a directory containing 12 matrices used by ldlmain.c ldlmain.out output of ldlmain ldlamd.out output of ldlamd (ldlmain.c compiled with AMD v1.2) MATLAB-related, not required for use in a regular C program Contents.m a list of the MATLAB-callable routines ldl.m MATLAB help file for the LDL mexFunction ldldemo.m MATLAB demo of how to use the LDL mexFunction ldldemo.out diary output of ldldemo ldltest.m to test the LDL mexFunction ldltest.out diary output of ldltest ldlmex.c the LDL mexFunction for MATLAB ldlrow.m the numerical algorithm that LDL is based on ldlmain2.m compiles and runs ldlmain.c as a MATLAB mexFunction ldlmain2.out output of ldlmain2.m ldlsymbolmex.c symbolic factorization using LDL (see SYMBFACT, ETREE) ldlsymbol.m help file for the LDLSYMBOL mexFunction See ldl.c for a description of how to use the code from a C program. Type "help ldl" in MATLAB for information on how to use LDL in a MATLAB program.