Currently there is a lufact! for dense matrices. Is there an equivalent of lufact! for sparse matrices?
Also, related to that, how do I preallocate for the output of lufact(A), assuming that A is a sparse matrix? This is what I have tried:
S = lufact(speye(5))
S .= lufact(sparse(rand(5,5)))
MethodError: no method matching broadcast!(::Base.#identity,
::Base.SparseArrays.UMFPACK.UmfpackLU{Float64,Int64}, ::Base.SparseArrays.UMFPACK.UmfpackLU{Float64,Int64})
My code has a loop that solves Ax=b where A stays constant but b changes every time during the loop. I think it’d help if I store the output of lufact(A) in terms of memory allocations (be it through preallocation or in-place operation).