Re: GSoC: Incomplete Cholesky Factorizations

[Nir Krakauer]

Hi Kai,

With a little browsing I found several GPL-compatible implementations
of (various forms of) incomplete Cholesky factorization that you can
check out; see below.

Also contact the other authors you mention in your blog post to see if
they can make their code available under the GPL.

I did my midterm evaluation -- don't forget to submit yours.

Best,

Nir


R (inchol function in kernlab package):
http://cran.r-project.org/web/packages/kernlab/index.html
http://personal.cimat.mx:8181/~miguelvargas/FEMT/
Scilab: http://wiki.scilab.org/Overview%20of%20sparse%20matrices%20in%20Scilab
-- "The sparse Cholesky decomposition is based on the package
developed by Esmond Ng and Barry Peyton at ORNL and a multiple
minimun-degree ordering package by Joseph Liu at University of
Waterloo." (they also claim to have ilutp implemented) [CeCILL license
(GPL compatible)]
FEniCS: icc option in
http://fenicsproject.org/documentation/dolfin/1.0.beta/python/programmers-reference/fem/solving/solve.html
http://ipg.epfl.ch/~seeger/lapmalmainweb/software/index.shtml#chol_incomplete
https://github.com/pymc-devs/pymc/blob/master/pymc/gp/incomplete_chol.f
Fluid Dynamics Library:
http://www.fluidlib.org/html/classfdl_1_1MACPrecondMIC0.html
http://theoval.cmp.uea.ac.uk/matlab/default.html#cholinc (GPL)
SparseLib++: http://math.nist.gov/sparselib++/ (public domain)