jeffwong-nflx/sparseinv
Creates a wrapper for the SuiteSparse routines in C that us the Takahashi equations to compute the elements of the inverse of a sparse matrix at locations where the (permuted) Cholesky factor is non-zero. The resulting matrix is known as a sparse inverse subset. Some helper functions (like the permuted Cholesky factorisation) are also implemented. Support for spam matrices is currently limited and will be implemented in the future.
C