LimitedLDLFactorizations
Limited-Memory Factorization of Symmetric Matrices
https://github.com/juliasmoothoptimizers/limitedldlfactorizations.jl
Science Score: 67.0%
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Repository
Limited-Memory Factorization of Symmetric Matrices
Basic Info
- Host: GitHub
- Owner: JuliaSmoothOptimizers
- License: other
- Language: Julia
- Default Branch: main
- Size: 920 KB
Statistics
- Stars: 21
- Watchers: 3
- Forks: 10
- Open Issues: 7
- Releases: 11
Topics
Metadata Files
README.md
Limited-Memory LDLᵀ Factorization
A Port of LLDL to Julia. See https://github.com/optimizers/lldl.
Please cite this repository if you use LimitedLDLFactorizations.jl in your work: see CITATION.cff.
LimitedLDLFactorizations is a limited-memory LDLᵀ factorization for symmetric matrices. Given a symmetric matrix A, we search for a unit lower triangular L, a diagonal D and a diagonal ∆ such that LDLᵀ is an incomplete factorization of A+∆. The elements of the diagonal matrix ∆ have the form ±α, where α ≥ 0 is a shift.
It is possible to only supply the lower triangle of A and/or a prescribed permutation that attempts to diminish fill-in. AMD.jl and Metis.jl are recommended packages for computing fill-reducing orderings of sparse matrices.
Installing
julia
julia> ]
pkg> add LimitedLDLFactorizations
Brief Description
The only functions exported are lldl, \, ldiv! and nnz.
Supply a dense array or sparse matrix to lldl.
Dense arrays will be converted to sparse.
The strict lower triangle and diagonal of sparse matrices will be extracted.
Optionally, supply * a memory parameter to allow more fill in the L factor; * a drop tolerance to discard small elements in the L factor; * an initial shift to speed up the process in case the factorization does not exist without shift.
Using a memory parameter larger than or equal to the size of A will yield an exact factorization provided one exists with the permutation supplied. In particular, the full factorization exists for any symmetric permutation of a symmetric quasi-definite matrix.
lldl returns a factorization in the form of a LimitedLDLFactorization object.
The \ and ldiv! methods are implemented for objects of type LimitedLDLFactorization
More Examples
See examples/example.jl and tests/runtest.jl.
Complete Description
[1] C.-J. Lin and J. J. Moré. Incomplete Cholesky factorizations with limited
memory. SIAM Journal on Scientific Computing, 21(1):24--45, 1999.
DOI 10.1137/S1064827597327334.
[2] http://www.mcs.anl.gov/~more/icfs
[3] D. Orban. Limited-Memory LDLᵀ Factorization of Symmetric Quasi-Definite
Matrices with Application to Constrained Optimization. Numerical Algorithms
70(1):9--41, 2015. DOI 10.1007/s11075-014-9933-x.
[4] https://github.com/optimizers/lldl
Bug reports and discussions
If you think you found a bug, feel free to open an issue. Focused suggestions and requests can also be opened as issues. Before opening a pull request, start an issue or a discussion on the topic, please.
If you want to ask a question not suited for a bug report, feel free to start a discussion here. This forum is for general discussion about this repository and the JuliaSmoothOptimizers, so questions about any of our packages are welcome.
Owner
- Name: JuliaSmoothOptimizers
- Login: JuliaSmoothOptimizers
- Kind: organization
- Location: DOI: 10.5281/zenodo.2655082
- Website: https://juliasmoothoptimizers.github.io
- Repositories: 63
- Profile: https://github.com/JuliaSmoothOptimizers
Infrastructure and Solvers for Continuous Optimization in Julia
Citation (CITATION.cff)
# This CITATION.cff file was generated with cffinit.
# Visit https://bit.ly/cffinit to generate yours today!
cff-version: 1.2.0
title: >-
LimitedLDLFactorizations.jl: Limited-Memory $LDL^T$ Factorization
message: >-
If you use this software, please cite it using the
metadata from this file.
type: software
authors:
- given-names: Dominique
family-names: Orban
email: dominique.orban@gerad.ca
orcid: 'https://orcid.org/0000-0002-8017-7687'
affiliation: >-
GERAD and Department of Mathematics and
Industrial Engineering, Polytechnique Montréal,
QC, Canada
- given-names: contributors
identifiers:
- description: Zenodo archive
type: doi
value: 10.5281/zenodo.3474804
keywords:
- Linear Algebra
- Julia
- Matrix Factorization
license: MPL-2.0
version: 0.5.1
date-released: '2023-10-18'
repository-code: >-
https://github.com/JuliaSmoothOptimizers/LimitedLDLFactorizations.jl
GitHub Events
Total
- Delete event: 5
- Issue comment event: 9
- Push event: 26
- Pull request review event: 2
- Pull request event: 11
- Create event: 6
- Commit comment event: 1
Last Year
- Delete event: 5
- Issue comment event: 9
- Push event: 26
- Pull request review event: 2
- Pull request event: 11
- Create event: 6
- Commit comment event: 1
Committers
Last synced: 8 months ago
Top Committers
| Name | Commits | |
|---|---|---|
| Dominique Orban | d****n@g****m | 39 |
| Alexis Montoison | a****n@p****a | 18 |
| Geoffroy Leconte | g****0@g****m | 13 |
| Abel Soares Siqueira | a****a@g****m | 9 |
| JSOBot | 6****t | 8 |
| github-actions[bot] | 4****] | 5 |
| Monssaf Toukal | t****f@g****m | 4 |
| Tangi Migot | t****t@g****m | 4 |
| t-bltg | t****g@g****m | 2 |
| Chris Geoga | 2****a | 1 |
| Julia TagBot | 5****t | 1 |
| Théo Galizzi | t****i@e****r | 1 |
Committer Domains (Top 20 + Academic)
Issues and Pull Requests
Last synced: 6 months ago
All Time
- Total issues: 15
- Total pull requests: 75
- Average time to close issues: 5 months
- Average time to close pull requests: 12 days
- Total issue authors: 10
- Total pull request authors: 12
- Average comments per issue: 3.2
- Average comments per pull request: 1.88
- Merged pull requests: 68
- Bot issues: 0
- Bot pull requests: 9
Past Year
- Issues: 0
- Pull requests: 3
- Average time to close issues: N/A
- Average time to close pull requests: 3 days
- Issue authors: 0
- Pull request authors: 3
- Average comments per issue: 0
- Average comments per pull request: 2.33
- Merged pull requests: 3
- Bot issues: 0
- Bot pull requests: 1
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- mzy2240 (1)
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- dpo (29)
- github-actions[bot] (11)
- geoffroyleconte (10)
- amontoison (9)
- abelsiqueira (7)
- tmigot (5)
- t-bltg (3)
- cgeoga (2)
- MonssafToukal (2)
- JSOBot (1)
- JuliaTagBot (1)
- tgalizzi (1)
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Packages
- Total packages: 1
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Total downloads:
- julia 175 total
- Total dependent packages: 4
- Total dependent repositories: 0
- Total versions: 11
juliahub.com: LimitedLDLFactorizations
Limited-Memory Factorization of Symmetric Matrices
- Documentation: https://docs.juliahub.com/General/LimitedLDLFactorizations/stable/
- License: MPL-2.0
-
Latest release: 0.5.2
published 10 months ago