This sounds great. I’m currently using LDLFactorizations as the sparse solver in for large scale non-linear least squares optimization in my NLLSsolver.jl package. This sounds like it might be an improvement.
Is there a way to separate the symbolic phase of the decomposition from the numeric phase? LDLFactorizations provides the ldl_analyze method to do this. This is useful in optimization where the structure of the sparse matrix doesn’t change across iterations, but the values do, allowing the symbolic phase to be done only once at the start. The documentation for your package suggests this isn’t currently possible.