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\author{Timothy A. Davis \\
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Dept. of Computer and Information Science and Engineering \\
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Univ. of Florida, Gainesville, FL}
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\title{UMFPACK Version 5.1 User Guide}
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\title{UMFPACK Version 5.2.0 User Guide}
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%-------------------------------------------------------------------------------
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Technical Report TR-04-003 (revised)
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UMFPACK Version 5.1, Copyright\copyright 1995-2006 by Timothy A. Davis.
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UMFPACK Version 5.2.0, Copyright\copyright 1995-2006 by Timothy A. Davis.
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All Rights Reserved.
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UMFPACK is available under alternate licences; contact T. Davis for details.
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UMFPACK implies that you agree to this License.
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This library is free software; you can redistribute it and/or
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modify it under the terms of the GNU Lesser General Public
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modify it under the terms of the GNU General Public
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License as published by the Free Software Foundation; either
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version 2.1 of the License, or (at your option) any later version.
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version 2 of the License, or (at your option) any later version.
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This library is distributed in the hope that it will be useful,
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but WITHOUT ANY WARRANTY; without even the implied warranty of
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MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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Lesser General Public License for more details.
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General Public License for more details.
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You should have received a copy of the GNU Lesser General Public
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You should have received a copy of the GNU General Public
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License along with this library; if not, write to the Free Software
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Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301
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Permission is hereby granted to use or copy this program under the
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terms of the GNU LGPL, provided that the Copyright, this License,
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terms of the GNU GPL, provided that the Copyright, this License,
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and the Availability of the original version is retained on all copies.
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User documentation of any code that uses this code or any modified
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version of this code must cite the Copyright, this License, the
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%-------------------------------------------------------------------------------
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UMFPACK\footnote{Pronounced with two syllables: umph-pack}
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Version 5.0 is a set of routines for solving systems of linear
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is a set of routines for solving systems of linear
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equations, $\m{Ax}=\m{b}$, when $\m{A}$ is sparse and unsymmetric. It is based
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on the Unsymmetric-pattern MultiFrontal method \cite{DavisDuff97,DavisDuff99}.
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UMFPACK factorizes
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does not have the symmetric or 2-by-2 strategies and it takes
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less advantage of the level-3
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BLAS \cite{DaydeDuff99,ACM679a,ATLAS,GotoVandeGeijn02}.
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Versions 5.0 through v4.1 tend to be much faster than Version 4.0,
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Versions 5.x through v4.1 tend to be much faster than Version 4.0,
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particularly on unsymmetric matrices with mostly symmetric
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nonzero pattern (such as finite element and circuit simulation matrices).
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Version 3.0 and following make
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MA38 (functionally equivalent to Version 2.2.1) in the Harwell
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Subroutine Library.
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{\bf NOTE: you must use the correct version of AMD with UMFPACK; using
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an old version of AMD with a newer version of UMFPACK can fail.}
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%-------------------------------------------------------------------------------
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\section{Primary changes from prior versions}
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%-------------------------------------------------------------------------------
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A detailed list of changes is in the {\tt ChangeLog} file.
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%-------------------------------------------------------------------------------
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\subsection{Version 5.2.0}
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%-------------------------------------------------------------------------------
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Change of license from GNU Lesser GPL to the GNU GPL.
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%-------------------------------------------------------------------------------
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\subsection{Version 5.1.0}
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%-------------------------------------------------------------------------------
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sometimes be faster than factorizing {\tt A}. It can also be preferable to
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factorize {\tt A'} if {\tt A} is rectangular. UMFPACK pre-orders the columns
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to maintain sparsity; the row ordering is not determined until the matrix
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is factorized. Thus, if {\tt A} is {\tt m} by {\tt n} with rank {\tt m}
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is factorized. Thus, if {\tt A} is {\tt m} by {\tt n} with structural
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and {\tt m} $<$ {\tt n}, then {\tt umfpack} might not find a factor
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{\tt U} with a zero-free diagonal. Unless the matrix ill-conditioned or
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{\tt U} with a structurally zero-free diagonal.
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Unless the matrix ill-conditioned or
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poorly scaled, factorizing {\tt A'} in this case will guarantee that both
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factors will have zero-free diagonals. Here's how you can factorize {\tt A'}
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factors will have zero-free diagonals. Note that there is no guarantee
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as to the size of the diagonal entries of {\tt U}; UMFPACK does not do a
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rank-revealing factorization. Here's how you can factorize {\tt A'}
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and get the factors of {\tt A} instead:
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You can skip this section and go to next one if all you want to use is
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the UMFPACK and AMD mexFunctions in MATLAB.
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You will need to install both UMFPACK v5.0 and AMD v2.0 to use UMFPACK.
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You will need to install both UMFPACK and AMD to use UMFPACK.
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The {\tt UMFPACK} and {\tt AMD} subdirectories must be placed side-by-side
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within the same directory. AMD is a stand-alone package that
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is required by UMFPACK. UMFPACK can be compiled without the
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compile the UMFPACK mexFunction). This works on any computer with MATLAB,
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including Windows.
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% You will be prompted to select several configuration options, including
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% whether or not to use the BLAS.
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% MATLAB 5.3 (or earlier) does not include the BLAS, so you either have to
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% compile UMFPACK without the BLAS (UMFPACK will be slow), or modify your
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% {\tt <matlab>/bin/mexopts.sh} by adding your BLAS library
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% to the {\tt CLIBS} string,
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% where {\tt <matlab>} is the directory in which MATLAB is installed.
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If you are using Windows and the {\tt lcc} compiler bundled with
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MATLAB 6.1, then you may need to copy the
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{\tt UMFPACK}$\backslash${\tt MATLAB}$\backslash${\tt lcc\_lib}$\backslash${\tt libmwlapack.lib}
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removed
UMFPACK/Doc/UserGuide.stex
