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

the colamd library implements the "column approximate minimum degree ordering" algorithm. it computes a permutation vector p such that the lu factorization of a (:,p) tends to be sparser than that of a. the cholesky factorization of (a (:,p))'*(a (:,p)) will also tend to be sparser than that of a'*a.