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LU decomposition of sparse matrices in Rcpp using UMFPACK.

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sparselu

LU decomposition of sparse matrices in Rcpp using UMFPACK.

Installation

The package links against the SuiteSparse UMFPACK libraries. Install SuiteSparse (and its dependencies such as AMD and SuiteSparse_config) prior to building the package. For example:

  • macOS (Homebrew): brew install suite-sparse
  • Debian/Ubuntu: sudo apt install libsuitesparse-dev

If SuiteSparse is installed in a non-standard location, set the environment variable SUITESPARSE_HOME, or provide PKG_CPPFLAGS/PKG_LIBS when installing the package so that the headers and libraries can be located.

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LU decomposition of sparse matrices in Rcpp using UMFPACK.

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