EVOLUTION-MANAGER

Edit File: CHOLMOD.txt

CHOLMOD: a sparse CHOLesky MODification package, Copyright (c) 2005-2012. http://www.suitesparse.com ----------------------------------------------- CHOLMOD is a set of routines for factorizing sparse symmetric positive definite matrices of the form A or AA', updating/downdating a sparse Cholesky factorization, solving linear systems, updating/downdating the solution to the triangular system Lx=b, and many other sparse matrix functions for both symmetric and unsymmetric matrices. Its supernodal Cholesky factorization relies on LAPACK and the Level-3 BLAS, and obtains a substantial fraction of the peak performance of the BLAS. Both real and complex matrices are supported. CHOLMOD is written in ANSI/ISO C, with both C and MATLAB interfaces. This code works on Microsoft Windows and many versions of Unix and Linux. Some Modules of CHOLMOD are copyrighted by the University of Florida (the Core and Partition Modules). The rest are copyrighted by the authors: Timothy A. Davis (all of them), and William W. Hager (the Modify Module). CHOLMOD relies on several other packages: AMD, CAMD, COLAMD, CCOLAMD, SuiteSparse_config, METIS, the BLAS, and LAPACK. All but METIS, the BLAS, and LAPACK are part of SuiteSparse. AMD is authored by T. Davis, Iain Duff, and Patrick Amestoy. COLAMD is authored by T. Davis and Stefan Larimore, with algorithmic design in collaboration with John Gilbert and Esmond Ng. CCOLAMD is authored by T. Davis and Siva Rajamanickam. CAMD is authored by T. Davis and Y. Chen. LAPACK and the BLAS are authored by Jack Dongarra and many others. LAPACK is available at http://www.netlib.org/lapack METIS is authored by George Karypis, Univ. of Minnesota. Its use in CHOLMOD is optional. See http://www-users.cs.umn.edu/~karypis/metis. Place a copy of the metis-4.0 directory in the same directory that contains the CHOLMOD, AMD, COLAMD, and CCOLAMD directories prior to compiling with "make". If you do not wish to use METIS, you must edit SuiteSparse_config and change the line: CHOLMOD_CONFIG = to CHOLMOD_CONFIG = -DNPARTITION The CHOLMOD, AMD, COLAMD, CCOLAMD, and SuiteSparse)config directories must all reside in a common parent directory. To compile all these libraries, edit SuiteSparse)config/SuiteSparse)config.mk to reflect your environment (C compiler, location of the BLAS, and so on) and then type "make" in either the CHOLMOD directory or in the parent directory of CHOLMOD. See each package for more details on how to compile them. For use in MATLAB (on any system, including Windows): start MATLAB, cd to the CHOLMOD/MATLAB directory, and type cholmod_make in the MATLAB Command Window. This is the best way to compile CHOLMOD for MATLAB; it provides a workaround for a METIS design feature, in which METIS terminates your program (and thus MATLAB) if it runs out of memory. Using cholmod_make also ensures your mexFunctions are compiled with -fexceptions, so that exceptions are handled properly (when hitting control-C in the MATLAB command window, for example). On the Pentium, do NOT use the Intel MKL BLAS prior to MKL Version 8.0 with CHOLMOD. Older versions (prior to 8.0) have a bug in dgemm when computing A*B'. The bug generates a NaN result, when the inputs are well-defined. Use the Goto BLAS or the MKL v8.0 BLAS instead. The Goto BLAS is faster and more reliable. See http://www.tacc.utexas.edu/~kgoto/ or http://www.cs.utexas.edu/users/flame/goto/. Sadly, the Intel MKL BLAS 7.x is the default for MATLAB 7.0.4. See http://www.mathworks.com/support/bugreports/details.html?rp=252103 for more details. To workaround this problem on Linux, set environment variable BLAS_VERSION to libmkl_p3.so:libguide.so. On Windows, set environment variable BLAS_VERSION to mkl_p3.dll. Better yet, get MATLAB 7sp3 (MATLAB 7.1) or later. Acknowledgements: this work was supported in part by the National Science Foundation (NFS CCR-0203270 and DMS-9803599), and a grant from Sandia National Laboratories (Dept. of Energy) which supported the development of CHOLMOD's Partition Module.