Description: This a package containing sparse matrix operations like multiplication, addition, Cholesky and LDLT decompositions and so on. I started developing it because I needed a simple, easy to use, efficient library, that did not have any external dependencies (like BLAS, LAPACK, etc.) so I could readily modify it to my needs. The code is in C++ but it could easily be ported to C with just minor modifications (like adding additional parameters to the functions playing the role of "this" and such). It consists of a C++ class divided in a header and an implementation.
The code has been compiled and tested on Microsoft Visual Studio 2008 s and 2010 s compilers as well as on Intel s C++ Compiler version 11.1.054 on Windows XP and Windows 7
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sparse\README.txt
......\sparse.cpp
......\sparse.h
sparse
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