9th May 2016
HSL_MA87 uses a direct method to solve large sparse positive-deﬁnite symmetric linear systems of equations . This package uses OpenMP and is designed for multicore architectures. It computes the sparse Cholesky factorization
where (real symmetric) or (complex Hermitian), is a permutation matrix and is lower triangular.
The eﬃciency of HSL_MA87 is dependent on the user-supplied elimination order. The HSL package HSL_MC68 may be used to obtain a suitable ordering.
The lower triangular part of must be supplied in compressed sparse column format. The HSL package HSL_MC69 may be used to convert data held in other sparse matrix formats and also to check the user’s matrix data for errors.
If is indeﬁnite and pivoting for numerical stability is required, the package HSL_MA86 should be used.