BASICLU implements a sparse LU factorization and an update method that maintains the factorization after column changes to the matrix. It is intended for use in simplex-type algorithms and has been tailored to hypersparse linear programming problems. The algorithm is described in is tailored to linear programming basis matrices, which often are very sparse. It provides routines for solving linear systems with a dense or sparse right-hand side.
BASICLU Copyright (C) 2016-2017 Lukas Schork
BASICLU is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.