QDLDL is a factorisation routine for quasi-definite linear systems Ax=b. This is a pure Julia implementation of the C language QDLDL solver (https://github.com/osqp/qdldl) with some additional functionality implemented to support refactorisations.
QDLDL requirers Julia v1.0 and can be added via the Julia package manager (type ]): pkg> add QDLDL. Make the package available in you project with using QDLDL.
QDLDL can be used to solve linear systems Ax = b.
Given a quasidefinite matrix A and right-hand side vector b, compute the factorisation F with:
F = qdldl(A)Solve the linear system for x with:
x = solve(F, b)This will allocate new memory for x. To solve in-place and overwrite b with x use:
solve!(F, b)This project is licensed under the Apache License - see the LICENSE.md file for details.