KLU interface

[Uriel Sandoval]

Hello, 

I have coded an interface to the KLU library ( i am from the power systems area) and I have reached 2x-3x speed-up against the UMFPACK interface. The linear systems I solve are derived from electrical circuits. The reason I have not sent  pull request on the github repo is because, i have coded it using the suitesparse headers and the libraries installed in my computer, not including the KLU code inside the CVXOPT package.

Are the developers interested in including this interface to CVXOPT? 

Finally I have a concern, why CVXOPT does not use the local libraries of suitesparse, as it does with LAPACK/BLAS/GLPK/FFTW?

Best,

Uriel

[Martin]

Hi Uriel,

I believe that the reason why CVXOPT includes SuiteSparse instead of using a local library is/was that a few changes were required in order to make it work, so SuiteSparse was included to make it easier to install CVXOPT. This may no longer be the case with more recent versions of SuiteSparse, so perhaps it is time to reconsider and use a local library instead.

As for the KLU library, we may be interested in including your interface if it does not require too much maintenance. Could you send it to me, or can I find it somewhere?

Martin

[Uriel Sandoval]

Hi Martin,

I will try to include the KLU source code inside CVXOPT. As soon as i finish it i will post the update here.

Best,

Uriel