Provides an interface to the SuiteSparse UMFPACK LU factorisation routines for sparse matrices stored in compressed column format. Implements the algorithm described in Davis (2004)
LU decomposition of sparse matrices in Rcpp using UMFPACK.
The package links against the SuiteSparse UMFPACK libraries. Install SuiteSparse (and its dependencies such as AMD and SuiteSparse_config) prior to building the package. For example:
brew install suite-sparsesudo apt install libsuitesparse-devIf SuiteSparse is installed in a non-standard location, set the environment variable SUITESPARSE_HOME, or provide PKG_CPPFLAGS/PKG_LIBS when installing the package so that the headers and libraries can be located.