In order to compare the performance of solvers generated using the OPTIMQR package, two benchmarks where developed. One using a solver generated by OPTIMQR, and another one using the SUPERLU library.
The SUPERLU library uses LU factorization and thus needs to re-order rows every time the system is solved. It can, however, pre-order the columns, when the sparsity pattern of the system we solve is fixed, as it is in our case.
The SUPERLU library is developed by James Demmel, (Univ. of California Berkeley), John R. Gilbert, (Xerox Palo Alto Research Center), and Xiaoye S. Li, (Lawrence Berkeley National Lab).