libspqr2
Multifrontal Sparse QR
SuiteSparseQR is an implementation of the multifrontal sparse QR factorization method. Parallelism is exploited both in the BLAS and across different frontal matrices using Intel's Threading Building Blocks, a shared-memory programming model for modern multicore architectures. It can obtain a substantial fraction of the theoretical peak performance of a multicore computer. The package is written in C++ with user interfaces for MATLAB, C, and C++. SuiteSparseQR is part of the SuiteSparse sparse matrix suite.
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