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lufact

Sparse LU factorization with partial pivoting as described in "Sparse Partial Pivoting in Time Proportional to Arithmetic Operations" by John R. Gilbert and Tim Peierls.

@article{Gilbert1988,
  doi = {10.1137/0909058},
  url = {https://doi.org/10.1137/0909058},
  year  = {1988},
  month = {sep},
  publisher = {Society for Industrial {\&} Applied Mathematics ({SIAM})},
  volume = {9},
  number = {5},
  pages = {862--874},
  author = {John R. Gilbert and Tim Peierls},
  title = {Sparse Partial Pivoting in Time Proportional to Arithmetic Operations},
  journal = {{SIAM} Journal on Scientific and Statistical Computing}
}

The original FORTRAN source is distributed in Sivan Toledo's work on incomplete-factorization, from PARC in the early 1990s, and can be found in the ILU package on Netlib.

License

Licensed, with permission from John Gilbert and Tim Peierls, under either the

at your option.