blu
| Crates.io | blu |
| lib.rs | blu |
| version | 0.2.1 |
| source | src |
| created_at | 2022-12-27 13:07:23.318984 |
| updated_at | 2023-01-11 12:26:11.840432 |
| description | LU factorization with dynamic Markowitz search and columnwise threshold pivoting |
| homepage | |
| repository | https://github.com/rwl/blu |
| max_upload_size | |
| id | 746207 |
| size | 261,978 |
Richard Lincoln (rwl)
documentation
README
BLU
BLU is a port of BASICLU to Rust.
Algorithm
BLU implements a right-looking LU factorization with dynamic Markowitz search and columnwise threshold pivoting. After a column modification to the matrix it applies either a permutation or the Forrest-Tomlin update to maintain a factorized form. It uses the method of Gilbert and Peierls to solve triangular systems with a sparse right-hand side. A more detailed explanation of the method is given in [Technical Report ERGO 17-002, http://www.maths.ed.ac.uk/ERGO/preprints.html].
License
The BLU source code is distributed under the MIT license (LICENSE or https://opensource.org/licenses/MIT).