Cholmod
Cholmod is a lightweight C library for solving sparse symmetric positive definite systems using Cholesky factorization. It is part of SuiteSparse, a collection of high‑performance sparse matrix algorithms developed by Timothy A. Davis. The library implements the multifrontal method, building a tree of smaller dense frontal matrices that are factorized recursively. Cholmod is designed to be memory‑efficient by factoring only nonzero elements and using compressed storage formats such as compressed column storage.
The primary interface of Cholmod consists of functions that create and destroy dense and sparse matrices, compute
Cholmod is licensed under a permissive MIT license, making it suitable for both academic research and commercial