@Article{Chen:2008:ACS, author = "Yanqing Chen and Timothy A. Davis and William W. Hager and Sivasankaran Rajamanickam", title = "Algorithm 887: {CHOLMOD}, Supernodal Sparse {Cholesky} Factorization and Update/Downdate", journal = "{ACM} Transactions on Mathematical Software", volume = "35", number = "3", month = oct, year = "2008", pages = "22:1--22:14", URL = "http://doi.acm.org/10.1145/1391989.1391995", abstract = "CHOLMOD is a set of routines for factorizing sparse symmetric positive definite matrices of the form $A$ or $AA^T$, updating/downdating a sparse Cholesky factorization, solving linear systems, updating/downdating the solution to the triangular system $Lx=b$, and many other sparse matrix functions for both symmetric and unsymmetric matrices. Its supernodal Cholesky factorization relies on LAPACK and the Level-3 BLAS, and obtains a substantial fraction of the peak performance of the BLAS. Both real and complex matrices are supported. CHOLMOD is written in ANSI/ISO C, with both C and MATLAB\texttrademark interfaces. It appears in MATLAB 7.2 as \verb'x=A\b' when \verb'A' is sparse symmetric positive definite, as well as in several other sparse matrix functions.", }