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cholesky's Introduction

Cholesky

Core library

Is a project independent library aimed at easing the build of new libraries .It is included with:

  #include "core/core.h"
  using namespace __core__;

For more information see core/Readme.md.

Linear algebra

Is the main set of functions aimed at computing the Cholesky decomposition. It is included with:

  #include "linear-algebra/linear-algebra.h"
  using namespace __core__;

For more information see linear-algebra/Readme.md.

Third party

Is a set of wrappers to popular libraries like Suite Sparse and METIS needed in certain algorithms or test cases. It is included with:

  #include "third-party/third-party.h"
  using namespace __third_party__;

For more information see third-party/Readme.md.

Tests

Contains various test cases designed to verify the correctness of the results computed. In particular contains the tests:

  • int choleskyDenseTest(std::string filename) which loads a sparse matrix and computes the Cholesky decomposition as if the matrix was dense.
  • int sparseCholesky(std::string filename,std::string outName) it loads a sparse matrix, computes the sparse left looking Cholesky algorithm and stores the results in outName, storing the results of the original matrix A, the Cholesky decomposition L and the elimination tree ETree in .csv files.
  • The test matrices which serve as input for the previous tests are located in the folder:

test/matrices

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