Algorithm 849
Timothy A. Davis · ACM Transactions on Mathematical Software · 2005
The LDL software package is a set of short, concise routines for factorizing symmetric positive-definite sparse matrices, with some applicability to symmetric indefinite matrices. Its primary purpose is to illustrate much of the basic theory of sparse matrix algorithms in as concise a code as possible, including an elegant method of sparse symmetric factorization that computes the factorization row-by-row but stores it column-by-column. The entire symbolic and numeric factorization consists of less than 50 executable lines of code. The package is written in C, and includes a MATLAB interface.