JuliaSmoothOptimizers/LDLFactorizations.jl

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LDLFactorizations: Factorization of Symmetric Matrices A translation of Tim Davis's Concise LDLᵀ Factorization, part of SuiteSparse with several improvements. Please cite this repository if you use LDLFactorizations.jl in your work: see CITATION.bib. This package is appropriate for matrices A that possess a factorization of the form LDLᵀ without pivoting, where L is unit lower triangular and D is diagonal (indefinite in general), including definite and quasi-definite matrices. LDLFactorizations.jl...