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CSparse.NET
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.
Features
- 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.
Examples
- Creating a sparse LU factorization
- Creating a sparse Cholesky factorization
- Creating a sparse QR factorization
- Using Math.NET Numerics and CSparse.NET