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;
  - 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:

.. seealso::
     
      M. S. Andersen, J. Dahl, and L. Vandenberghe, `Logarithmic barriers
      for sparse matrix cones <http://arxiv.org/abs/1203.2742>`_, *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.


Table of contents
--------------------

.. toctree::   
     :maxdepth: 1

     license
     install
     documentation
