The intel math kernel library (package libmkl-dev) contains both dense and sparse LDLT decompositions.
The dense version is a LAPACK implementation (dsytrf), must figure out how to link against it.
/usr/include/mkl/mkl_lapack.h
The sparse version can be interfaced with through the <Eigen/PardisoSupport> header.
/usr/include/mkl/mkl_pardiso.h
The intel math kernel library (package
libmkl-dev) contains both dense and sparse LDLT decompositions.The dense version is a LAPACK implementation (dsytrf), must figure out how to link against it.
The sparse version can be interfaced with through the
<Eigen/PardisoSupport>header.