Suitesparse is a collection of libraries for computations involving sparse matrices.

the cholmod library provides a set of routines for factorizing sparse symmetric positive definite matrices of the form a or aa', updating/downdating a sparse cholesky factorization, solving linear systems, updating/downdating the solution to the triangular system lx=b, and many other sparse matrix functions for both symmetric and unsymmetric matrices. its supernodal cholesky factorization relies on lapack and the level-3 blas, and obtains a substantial fraction of the peak performance of the blas.