https://github.com/rwl/blu

LU factorization with dynamic Markowitz search and columnwise threshold pivoting
https://github.com/rwl/blu

lu-decomposition rust sparse-linear-systems

Last synced: 2 months ago
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LU factorization with dynamic Markowitz search and columnwise threshold pivoting

• Host: GitHub
• URL: https://github.com/rwl/blu
• Owner: rwl
• License: mit
• Created: 2022-05-23T12:45:35.000Z (about 3 years ago)
• Default Branch: master
• Last Pushed: 2023-01-11T18:43:19.000Z (over 2 years ago)
• Last Synced: 2025-03-28T23:21:47.877Z (3 months ago)
• Topics: lu-decomposition, rust, sparse-linear-systems
• Language: Rust
• Homepage: https://crates.io/crates/blu
• Size: 486 KB
• Stars: 3
• Watchers: 2
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# BLU

BLU is a port of [BASICLU](https://github.com/ERGO-Code/basiclu) to

[Rust](https://www.rust-lang.org/).

## 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](LICENSE) or

https://opensource.org/licenses/MIT).