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Add JL_UMFPACK_PIVOT_TOLERANCE to umfpack.jl (#447)
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Looks like this was just omitted for some reason

See UMFPACK manual:

Control [UMFPACK_PIVOT_TOLERANCE]: relative pivot tolerance for threshold partial pivoting with row interchanges. In any given
column, an entry is numerically acceptable if its absolute value is
greater than or equal to Control [UMFPACK_PIVOT_TOLERANCE] times the largest absolute value in the column. A value of 1.0 gives true partial pivoting. If less than or equal to zero, then any nonzero entry is numerically acceptable as a pivot. Default: 0.1.

Smaller values tend to lead to sparser LU factors, but the solution
48 to the linear system can become inaccurate. Larger values can lead to a more accurate solution (but not always), and usually an
increase in the total work.
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sjdaines authored Oct 2, 2023
1 parent 5dac134 commit 605237e
Showing 1 changed file with 2 additions and 0 deletions.
2 changes: 2 additions & 0 deletions src/solvers/umfpack.jl
Original file line number Diff line number Diff line change
Expand Up @@ -47,6 +47,7 @@ import ..LibSuiteSparse:
UMFPACK_PRL,
UMFPACK_DENSE_ROW,
UMFPACK_DENSE_COL,
UMFPACK_PIVOT_TOLERANCE,
UMFPACK_BLOCK_SIZE,
UMFPACK_ORDERING,
UMFPACK_FIXQ,
Expand Down Expand Up @@ -81,6 +82,7 @@ import ..LibSuiteSparse:
const JL_UMFPACK_PRL = UMFPACK_PRL + 1
const JL_UMFPACK_DENSE_ROW = UMFPACK_DENSE_ROW + 1
const JL_UMFPACK_DENSE_COL = UMFPACK_DENSE_COL + 1
const JL_UMFPACK_PIVOT_TOLERANCE = UMFPACK_PIVOT_TOLERANCE + 1
const JL_UMFPACK_BLOCK_SIZE = UMFPACK_BLOCK_SIZE + 1
const JL_UMFPACK_ORDERING = UMFPACK_ORDERING + 1
const JL_UMFPACK_FIXQ = UMFPACK_FIXQ + 1
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