BLU

BLU is a port of BASICLU to Rust.

Algorithm

BLU implements a right-looking LU factorization with dynamic Markowitz search and columnwise threshold pivoting. After a column modification to the matrix it applies either a permutation or the Forrest-Tomlin update to maintain a factorized form. It uses the method of Gilbert and Peierls to solve triangular systems with a sparse right-hand side. A more detailed explanation of the method is given in [Technical Report ERGO 17-002, http://www.maths.ed.ac.uk/ERGO/preprints.html].

License

The BLU source code is distributed under the MIT license (LICENSE or https://opensource.org/licenses/MIT).