QDLDL is a factorisation routine for quasi-definite linear systems Ax=b
. This is a pure Julia implementation of the C language QDLDL solver (https://github.com/oxfordcontrol/qdldl) with some additional functionality implemented to support refactorisations.
QDLDL requirers Julia v1.0 and can be added via the Julia package manager (type ]
): pkg> add QDLDL
. Make the package available in you project with using QDLDL
.
QDLDL can be used to solve linear systems Ax = b
.
Given a quasidefinite matrix A
and right-hand side vector b
, compute the factorisation F
with:
F = qdldl(A)
Solve the linear system for x
with:
x = solve(F, b)
This will allocate new memory for x
. To solve in-place and overwrite b
with x
use:
solve!(F, b)
This project is licensed under the Apache License - see the LICENSE.md file for details.