swMATH ID: 13375
Software Authors: Chen Greif, Shiwen He, Paul Liu
Description: SYM-ILDL: Incomplete LDLT Factorization of Symmetric Indefinite and Skew-Symmetric Matrices. SYM-ILDL is a numerical software package that computes incomplete LDLT (or ‘ILDL’) factorizations of symmetric indefinite and skew-symmetric matrices. The core of the algorithm is a Crout variant of incomplete LU (ILU), originally introduced and implemented for symmetric matrices by [Li and Saad, Crout versions of ILU factorization with pivoting for sparse symmetric matrices, Transactions on Numerical Analysis 20, pp. 75–85, 2005]. Our code is economical in terms of storage and it deals with skew-symmetric matrices as well, in addition to symmetric ones. The package is written in C++ and it is templated, open source, and includes a Matlab interface. The code includes built-in RCM and AMD reordering, two equilibration strategies, threshold Bunch-Kaufman pivoting and rook pivoting, among other features. We also include an efficient MINRES implementation, applied with a specialized symmetric positive definite preconditioning technique based on the ILDL factorization.
Homepage: http://www.cs.ubc.ca/~inutard/html/
Related Software: SparseMatrix; HSL; HSL_MI28; MA57; HSL_MA97; WSMP; LSMR; CUTEst; LSQR; Matlab; MINRES; PDCO; PARDISO; HSL_MA77; HSL_MA87; METIS; MUMPS; CHOLMOD; SuiteSparseQR; MIQR
Cited in: 11 Publications

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