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https://github.com/rwl/lufact_rs

Sparse LU factorization with partial pivoting in Rust
https://github.com/rwl/lufact_rs

gilbert-peierls lu-decomposition sparse-linear-solver sparse-linear-systems

Last synced: 2 months ago
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Sparse LU factorization with partial pivoting in Rust

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# lufact

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.

```bibtex
@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}
}
```

The original FORTRAN source is distributed in Sivan Toledo's work on
incomplete-factorization, from PARC in the early 1990s, and can be
found in the [ILU](http://www.netlib.org/linalg/ilu.tgz) package on Netlib.

## License

Licensed, with permission from John Gilbert and Tim Peierls, under either the

* Apache License, Version 2.0 ([LICENSE-APACHE](LICENSE-APACHE) or https://www.apache.org/licenses/LICENSE-2.0) or
* MIT license ([LICENSE-MIT](LICENSE-MIT) or https://opensource.org/licenses/MIT)

at your option.