Full description
LDL is a set of concise routines for factorizing symmetric
positive-definite sparse matrices, with some applicability to
symmetric indefinite matrices. Its primary purpose is to illustrate
much of the basic theory of sparse matrix algorithms in as concise a
code as possible, including an elegant new method of sparse symmetric
factorization that computes the factorization row-by-row but stores it
column-by-column. The entire symbolic and numeric factorization
consists of a total of only 49 lines of code. The package is written
in C, and includes a MATLAB interface.