sparsemat/sprs

Spare Linear Matrix Solver

kesleta opened this issue · 3 comments

Sorry if I'm overlooking something obvious here, but does this library include a way to solve sparse matrix equations? E.g. I have a matrix A and a vector v and I want to find the vector x`` that satisfies the equation Ax=v. I looked in the documentation and could not find any functions under "inverse" or "solve" other than the triangular solvers, which seem like they are meant only for a specialized case. Is there, or is there planned to be, a method of solving such equations using this library? Thank you for any help or guidance.

There is the sprs_ldl package for solving a hermitian positive definite matrix. Have a look at suitesparse and we could see if a wrapper for some function might fit your usecase

I have a pr out (#327) to add bindings to umfpack, which handles more general square systems - hopefully that helps

@kesleta , #327 is merged, so you should be able to use the methods in sprs_suitesparse_umfpack to do arbitrary square Ax=b solves with a dense right-hand-side.