osqp / qdldl

A free LDL factorisation routine
Apache License 2.0
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Implicit permutation #47

Open dpo opened 1 year ago

dpo commented 1 year ago

Hello,

Are there any plans to implement support for a permutation in QDLDL? It's often beneficial to precompute a sparsity-promoting ordering (e.g. with AMD or METIS) but it's costly to permute the matrix explicitly, especially when solving a sequence of systems. However, it should be possible to take the permutation into account while factorizing.

Thanks.