A concise library for solving sparse linear systems with direct methods. The code is a C# port of CSparse, written by Tim Davis and part of the SuiteSparse project.
- Sparse LU, Cholesky and QR decomposition of real and complex systems
- Fill-reducing orderings
- Dulmage-Mendelsohn decomposition
All methods are described in detail in the excellent textbook Direct Methods for Sparse Linear Systems, SIAM, Philadelphia, PA, 2006 by Tim Davis.
- Creating a sparse LU factorization
- Creating a sparse Cholesky factorization
- Creating a sparse QR factorization
- Using Math.NET Numerics and CSparse.NET
CSparse: a Concise Sparse Matrix package. Copyright (c) 2006-2017, Timothy A. Davis. This library is free software; you can redistribute it and/or modify it under the terms of the GNU Lesser General Public License as published by the Free Software the Free Software Foundation; either version 2.1 of the License, or (at your option) any later version. This library is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License for more details. You should have received a copy of the GNU Lesser General Public License along with this library; if not, write to the Free Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA