phherholz / cholup

CholUp

This repository contains a basic implementation for the method described in "Factor Once: Reusing Cholesky Factorizations on Sub-Meshes", presented at SIGGRAPH Asia 2018.

Installation

The code is depends only on Eigen. Best performance will be achieved when linking to a fast parallel BLAS implementation like Intel MKL. The code can also use Eigen to mimic BLAS. Compile with the option -DUSE_EIGEN_FOR_BLAS to select this option.

Acknowledgements

The code is written from scratch, however, large parts are heavily inspired by Cholmod authored by Tim Davis and William Hager.