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For UmfPack under Windows, you can compile SuiteSparse from here: https://github.com/jlblancoc/suitespars ... or-windows If you are using Linux, just download the original SuiteSparse from its website and follow the guide attached in the package. |
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The best performance I was able to get under Windows was using Umfpack, which now gives me a similar performance to what ggael reported as the LU solver performance. Based on ggael and tienhung (who has similar times as I do) comments, apparently the poorer performance might be related to the OS.
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