Sparse Matrix C++ Classes Including Sparse Cholesky LDL Decomposition of Symmetric Matrices [R package SparseChol version 0.3.2]

SparseChol: Sparse Matrix C++ Classes Including Sparse Cholesky LDL Decomposition of Symmetric Matrices

'C++' classes for sparse matrix methods including implementation of sparse LDL decomposition of symmetric matrices and solvers described by Timothy A. Davis (2016) <https://fossies.org/linux/SuiteSparse/LDL/Doc/ldl_userguide.pdf>. Provides a set of C++ classes for basic sparse matrix specification and linear algebra, and a class to implement sparse LDL decomposition and solvers. See <https://github.com/samuel-watson/SparseChol> for details.

Version: 0.3.2

Depends: R (≥ 3.4.0), Matrix (≥ 1.3-4)

Imports: Rcpp (≥ 1.0.7)

LinkingTo: Rcpp (≥ 1.0.7), RcppEigen

Suggests: testthat

Published: 2024年12月08日

DOI: 10.32614/CRAN.package.SparseChol

Author: Sam Watson [aut, cre], Timothy A. Davis [aut, ctb]

Maintainer: Sam Watson <S.I.Watson at bham.ac.uk>

BugReports: https://github.com/samuel-watson/SparseChol/issues

License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]

URL: https://github.com/samuel-watson/SparseChol