LLDL.py

Limited-memory LDL factorization in Python

Details of the implemented method are published in the folling paper: D. Orban. Limited-Memory LDL^T Factorization of Symmetric Quasi-Definite Matrices with Application to Constrained Optimization. Cahier du GERAD G-2013-87. GERAD, Montreal, Canada.

Dependencies

For the Python version:

• Numpy

For the Cython version, include everything needed for the Python version and add:

• Cython
• cygenja.

To run the tests:

• pytest.

Optional dependencies

LLDL.py provides facilities for sparse matrices coming from the CySparse library.

Installation

branch master

1. Clone this repo

   git clone https://github.com/PythonOptimizers/LLDL.py

2. Copy site.template.cfg to site.cfg and modify site.cfg to match your configuration

   cp site.template.cfg site.cfg

3. Install LLDL.py

   python setup.py build
   python setup.py install [--prefix=...]

branch develop

Additionnal dependencies: bash pip install Cython pip install cygenja

1. Clone this repo

   git clone https://github.com/PythonOptimizers/LLDL.py

2. Copy site.template.cfg to site.cfg and modify site.cfg to match your configuration

   cp site.template.cfg site.cfg

3. Install LLDL.py

   python generate_code.py
   python setup.py build
   python setup.py install [--prefix=...]

Running tests

py.test -v tests