I would like to compute a Cholesky decomposition of a sparse matrix.
From what I know is that LAPACK is not capable of dealing with sparse matrices in an efficient way. Is that right? (I was reading a book which is 13years old)
The only alternative to LAPACK I found was ARPACK(++) which should be able to deal with sparse matrices: http://www.caam.rice.edu/software/ARPACK/
Since this page is from 1998 I was wondering if there is a better solution?
thanks for the quick reply, I totally forgot about boost. Unfortunately I have never used it before. Is it possible to search the boost library for certain keywords?
Beside your last link, I was not able to finde a cholesky factorization and not even a sparse_matrax_vector_product. Is something like this implemented in uBLAS as well?