github.com/rwlincoln/gp (go): Package gp provides sparse LU factorization with partial pivoting.  The algorithm is described in "Sparse Partial Pivoting in Time Proportional to Arithmetic Operations" by John R. Gilbert and Tim Peierls.  This package is translated from the gp FORTRAN code distributed in Sivan Toledo's work on incomplete-factorization, from PARC in the early 1990s, as published in the ILU package on Netlib:  http://www.netlib.org/linalg/ilu.tgz  This source code is distributed, with the kind permission of John Gilbert and Tim Peierls, under a 3-clause BSD license.
Keywords: lu-decomposition|sparse-linear-systems