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[Help-glpk] Re: Using glpk for a sparse LU
From: |
Andrew Makhorin |
Subject: |
[Help-glpk] Re: Using glpk for a sparse LU |
Date: |
Wed, 15 Sep 2004 10:55:27 +0400 |
>Is there a way to use the library, or lower-level routines, to implement a
>sparse LU solver?
See the module glpluf.c which implements sparse LU-factorization and
can be used to solve sparse linear systems. The typical call sequence
is the following:
luf_create create LU-factorization
luf_decomp compute LU-factorization for a given matrix A
luf_solve solve system A*x = b or A'*x = b
luf_delete delete LU-factorization
Glpluf.c is not documented, however, it is provided with detailed
comments; see also comments in glpluf.h.
Andrew Makhorin
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