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https://github.com/rwl/gplu

Rust sparse LU decomposition using Gilbert and Peierls method
https://github.com/rwl/gplu

lu-decomposition rust sparse-linear-systems

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Rust sparse LU decomposition using Gilbert and Peierls method

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# GPLU

LU Decomposition using Gilbert-Peierls method.

## About

Crate `gplu` provides sparse LU factorization with partial pivoting as
described in "Sparse Partial Pivoting in Time Proportional to Arithmetic
Operations" by John R. Gilbert and Tim Peierls.

```
@article{Gilbert1988,
doi = {10.1137/0909058},
url = {https://doi.org/10.1137/0909058},
year = {1988},
month = {sep},
publisher = {Society for Industrial {\&} Applied Mathematics ({SIAM})},
volume = {9},
number = {5},
pages = {862--874},
author = {John R. Gilbert and Tim Peierls},
title = {Sparse Partial Pivoting in Time Proportional to Arithmetic Operations},
journal = {{SIAM} Journal on Scientific and Statistical Computing}
}
```

## License

This source code is distributed, with the permission of John Gilbert
and Tim Peierls, under the BSD 3-clause license ([LICENSE](LICENSE) or
https://opensource.org/licenses/BSD-3-Clause).

This source code was translated from the original `gp` FORTRAN code into
[Rust](https://rustlang.org) by Richard W. Lincoln. The FORTRAN source was
distributed in Sivan Toledo's work on incomplete-factorization, from PARC
in the early 1990s, and can be found in the `ILU` package on Netlib:

http://www.netlib.org/linalg/ilu.tgz