SYM-ILDL: Incomplete $LD{L}^T$ Factorization of Symmetric Indefinite and Skew-Symmetric Matrices

Chen Greif, Shiwen He, Paul Liu

SYM-ILDL is a numerical software package that computes incomplete $LD{L}^T$ (or `ILDL') factorizations of symmetric indefinite and real skew-symmetric matrices. The core of the alg…