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, LDL' 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 LDL' factorization
• Creating a sparse QR factorization
• Using Math.NET Numerics and CSparse.NET

Related projects

• CSparse.Interop - Bindings to native solvers like MKL, Suitesparse, SuperLU and ARPACK.
• CSparse.Extensions - Extension methods, dense direct factorizations and iterative solvers.

Supporters

CSparse.NET has received support/donations from the following projects:

• BriefFiniteElement.NET - https://github.com/BriefFiniteElementNet

License

CSparse: a Concise Sparse Matrix package.

Copyright (c) 2006-2022, Timothy A. Davis. All Rights Reserved.

SPDX-License-Identifier: LGPL-2.1+

This library is free software; you can redistribute it and/or modify it under the
terms of the GNU Lesser General Public License as published by the Free Software
the Free Software Foundation; either version 2.1 of the License, or (at your option)
any later version.

This library is distributed in the hope that it will be useful, but WITHOUT ANY
WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A
PARTICULAR PURPOSE.  See the GNU Lesser General Public License for more details.

You should have received a copy of the GNU Lesser General Public License along
with this library; if not, write to the Free Software Foundation, Inc., 51 Franklin
Street, Fifth Floor, Boston, MA  02110-1301 USA