Chordal Matrix Package—a library for chordal matrix computations

Chompack is a library for chordal matrix computations. It includes routines for:

  • symbolic factorization
  • numeric Cholesky factorization
  • forward and back substitution
  • maximum determinant positive definite completion
  • Euclidean distance matrix completion
  • computations with logarithmic barriers for sparse matrix cones
  • chordal conversion
  • computing maximal chordal subgraph

The implementation is based on the supernodal-multifrontal algorithms described in this paper:

See also

M. S. Andersen, J. Dahl, and L. Vandenberghe, Logarithmic barriers for sparse matrix cones, Optimization Methods and Software, 2013.

Applications of these algorithms in optimization include sparse matrix cone programs, covariance selection, graphical models, and decomposition and relaxation methods.