Click here to see the number of accesses to this library.
# The templates files that were here are now in the
# templates lib ( ../templates )
file readme
for overview of linalg
file acre.tgz
for parallel covariance component
, estimation code available
website http://csm.pnl.gov/statistics/dll/pml.html
contact acre-developers@emsl.pnl.gov
size 54347k
file amli.tgz
for Algebraic Multilevel Iteration (AMLI) method
This is a Matlab code and test examples to illustrate
the AMLI technique to construct and use preconditioners
for linear systems of equations which are of optimal
order. The test examples include numerical solution of
2-D second order elliptic problems with continuous and
discontinuous coefficients.
lang Matlab
by Maya Neytcheva, University of Nijmegen
contact neytchev@sci.kun.nl
file arpack96.tgz
, ARPACK is an implementation of the Implicitly Restarted Arnoldi
, Method for computing a few selected eigenvalues and corresponding
, eigenvectors of a large (sparse) matrix. It may be used to solve
, symmetric, nonsymmetric, standard or generalized eigenvalue problems
, and to compute a partial singular value decomposition. A parallel
, version is also available (refer to the scalapack index on
, netlib for further details).
by Dan Sorensen <sorensen@rice.edu>, Rich Lehoucq <lehoucq@mcs.anl.gov>
, and Chao Yang <chao@rice.edu>.
size 651178 bytes
lang Fortran 77
file axxbc.f
for solution of A*X + X*B = C
lang fortran
by Stephen Nash <snash@mason1.gmu.edu>
file binary-lu
for lu decomposition on a binary matrix in binary arithmetic.
by Burt Garbow, ANL, 11/86
file bemw.tgz
for 4 implementations of the mixed block elimination method
by W. Govaerts <Willy.Govaerts@rug.ac.be> and J. D. Pryce
lang fortran
prec single real, double real, single complex, double complex
gams d2a4, d2b4, d2c4
file bmr.tgz
for An MPI implementation of the Broadcast-Multiply-Roll algorithm for
, parallel matrix multiplication
by Anna Tsao, Supercomputing Research Center, tsao@super.org
gams d1b6
encoding compress
file bsmp.f
by Bank and Smith
for sparse LU made simple
gams d2a4, d2b4
file cg.tgz
for A collection of conjugate gradient type iterative methods
, for distributed memory architectures, using PVM as the
, message passing protocol. Includes demo and X window interface.
, (371886 bytes)
by Victor Eijkhout <eijkhout@cs.utk.edu>
file conest
for estimates the 1-norm of a square, complex matrix A.
, reverse communication is used for evaluating matrix-vector product.
by N.J. Higham, 1987.
file dcgc
for a preconditioned conjugate gradient code written in 'c' using
, double precision.
by Mark Seager, LLNL, 10/26/86
lang c
gams d2b1b, d2b4
file eiginv
for numerical solution of the inverse eigenvalue problem
by Burt Garbow, ANL, 11/86
file gemmw.tgz
for a highly portable Level 3 BLAS implementation of Winograd's variant
, Strassen's matrix multiplication algorithm
by douglas-craig@CS.YALE.EDU ("Craig C. Douglas") Nov 27 1995
encoding tar, gzip
gams d1b6
file goliath.f
for Fortran with driver for exact analysis of sparse rectangular rational
, linear systems
by Peter Alfeld and David Eyre, 1989.
file goliath.tex
for user manual for the exact analysis of sparse rectangular rational
, linear systems
by Peter Alfeld and David Eyre, 1989.
file guptri
for This package of routines contains robust software with error
, bounds for computing the generalized Schur decomposition of an
, arbitrary pencil A - zB (regular or singular). The decomposition
, (guptri - generalized upper triangular form) is a generalization
, of the Schur canonical form of A -zI to matrix pencils and reveals
, the Kronecker structure of a singular pencil.
, More information of the package is placed in README,
, where you also can find references to papers describing software,
, algorithms and error bounds used in the package. The package is
, developed by Jim Demmel and Bo Kagstrom (adresses in README).
gams d4b4
lang fortran
file hssxev
for - An out-of-core symmetric eigensolve r for large
, dense problems. It uses block householder reductions to reduce the full
, dense matrix to banded form. The banded form is then reduced to
, tridiagonal form and all eigenvalues are computed. Specified
, eigenvectors are computed using inverse iteration with the band
, matrix and then back transformed to orginal form.
by Roger Grimes, Boeing Computer Services, Nov 1987
gams d4a1
file ibmblas3
for A Fortran implementation of the Level 3 BLAS optimized for the
, IBM 3090. Bo Kagstrom bokg@cs.umu.se Tue Oct 30 10:37:01 1990
gams d1b
file iccg
for nonsymmetric sparse solver using implicite normal equations
by Dongarra, Leaf, and Minkoff.
lang fortran
gams d2a4
file iccg-doc
by Dongarra, Leaf, and Minkoff.
file iccg-paper
lang troff
by Dongarra, Leaf, and Minkoff.
file ilu.tgz
lang C and Fortran 77
by John R. Gilbert <gilbert@parc.xerox.com>
, Sivan Toledo <sivan@cs.tau.ac.il>
for Pivoting incomplete LU factorization. Designed to be used as a
, preconditioner for nonsymmetric sparse iterative solvers and
, provided with an interface to PETSc. The code supports
, drop tolerances, threashold pivoting, and fill ratios.
, The code is based on the Gilbert-Peierls factorization code.
file l3abdsol
for almost block diagonal linear systems
by Cyphers and Paprzycki
ref SMU Software Report 92-3
prec single or double
lang Fortran 77
gams d2a2
file lalqmr
for A package implementing the Freund, Gutknecht, and Nachtigal version of
, the look-ahead Lanczos algorithm. Includes driver code to compute
, eigenvalues of matrices, as well as a linear systems solver using the
, quasi-minimal residual method.
, Roland Freund and Noel Nachtigal, RIACS
by Noel M. Nachtigal <santa@riacs.edu> Tue Jan 14 16:20:35 1992
gams d2a1, d4a2
file laspack.tgz
for LASPack is a package for solving large sparse systems of linear
' equations like those which arise from discretization of partial
' differential equations.
, It contains classical as well as selected state-of-the-art algorithms
, which are commonly used for large sparse systems such as CG-like methods
, for non-symmetric systems (CGN, GMRES, BiCG, QMR, CGS, and BiCGStab) and
, multilevel methods such as multigrid and conjugate gradient method
, preconditioned by multigrid and BPX preconditioners.
, LASPack is written in ANSI C and is thus largely portable.
, Postscript and HTML version of the reference manual are included.
by Tomas Skalicky
lang c
gams d2a4
file linpackc++
for partial interface to LINPACK routines for C++
, single values are passed by reference, arrays by pointer
gams d2a1, d3a1
file linpack.b
for limbo version of LINPACK
by Nick Zhang <zhang@xeti.com>
date 11/13/98
lang limbo
gams d2a1, d3a1
file lis
for Lis, a Library of Iterative Solvers for linear systems,
, is a parallel library for solving linear equations and
, eigenvalue problems that arise in the numerical solution
, of partial differential equations using iterative methods.
file lsqr
for finds a solution x to the following problems:
, 1. Unsymmetric equations -- solve A*x = b
, 2. Linear least squares -- solve A*x = b
, in the least-squares sense
, 3. Damped least squares -- solve ( A )*x = ( b )
, damp*I ) ( 0
, in the least-squares sense
, where A is a matrix with m rows and n columns, b is an
, m-vector, and damp is a scalar. (All quantities are real.)
, The matrix A is intended to be large and sparse. It is accessed
, by means of subroutine calls of the form
, CALL APROD ( mode,m,n,x,y,LENIW,LENRW,IW,RW )
lang fortran
gams d2a4, d9a1
file metis-4.0.tar.gz
for METIS is a set of programs for partitioning graphs, partitioning finite
, element meshes, and for producing fill reducing orderings for sparse
, matrices.
size 508,601K
file optimqr-1.0.tgz
for OptimQR is a software package that generates (Fortran) QR solvers
, for sparse systems. OptimQR is given the structure of the
, system, and will then apply a heuristic B&B search to the
, row/column ordering problem, in order to create a near optimal
, QR solver. OptimQR is good for solving a large number of
, systems with a fixed sparsity pattern. Typical system dimensions
, are below 100x100, as the optimization problem becomes very time
, consuming as the dimension increases.
size 73k
date 5/6/1999
by Jakob Østergaard <jakob@ostenfeld.dtu.dk>
contact Jakob Østergaard <jakob@ostenfeld.dtu.dk>
url http://ostenfeld.dk/~jakob/OptimQR/
gams d
file pcg.tgz
by Graham F. Carey, carey@cfdlab.ae.utexas.edu (512) 471-4207
contact pcg-support@c3.lanl.gov
for The PCG package is a software system for solving systems
, of linear equations by means of preconditioned conjugate
, gradient-type iterative methods on a variety of computer
, architectures. The software is designed to give high
, performance with nearly identical user interface across different
, scalar, vector and parallel platforms as well as across different
, programming models such as shared memory, data parallel, and
, message passing programming interfaces.
,
, This distribution includes FORTRAN source code for
, uni-processor (serial) workstations and Intel iPSC860
, parallel computers only. Contact Graham F. Carey for
, other supported architectures.
file psblas1.0.tgz
by PSBLAS Team - University of Roma "Tor Vergata"
for A Fortran 90 toolkit to implement parallel iterative solvers for sparse
; linear systems. This library is intended for the development of
; iterative solvers based on Krylov subspace methods on distributed memory
; computers. It is implemented in mixed Fortran 90/Fortran 77 and C, and
; requires the BLACS message passing interface. See README for info on
; current development.
lib qmr
for iterative solution of linear systems
by Roland Freund and Noel Nachtigal
alg QMR (with lookahead, no-lookahead, transpose-free, and other variants)
gams d2a1, d2b1, d2c1, d4a1, d4a2, d4a4
file qmrpack.tgz
for iterative solution of linear systems
by Roland Freund and Noel Nachtigal
alg QMR (with lookahead, no-lookahead, transpose-free, and other variants)
size 277 kilobytes
# Since this is a large, binary file you cannot use email to get it.
gams d2a1, d2b1, d2c1, d4a1, d4a2, d4a4
file sgefac
for a 'c' implementation of the LINPACK routines sgefa and sgesl
, which do LU decomposition with partial pivoting (single precision).
by Mark Seager, LLNL, 10/26/86
gams d2a1
lang c
lib spooles
lang c
contact Cleve Ashcraft <cleve.ashcraft@boeing.com>
for SPOOLES is a library for solving sparse linear systems of equations.
file sonest
for estimates the 1-norm of a square, real matrix A.
, reverse communication is used for evaluating matrix-vector product.
by N.J. Higham, 1987.
file SuiteSparse-README.txt
for overview of SuiteSparse
file SuiteSparse.tar.gz
title SuiteSparse version 2.1.1
for UF suite of sparse matrix algorithms
, AMD approximate minimum degree ordering
, CAMD constrained column approximate minimum degree ordering
, COLAMD column approximate minimum degree ordering
, CCOLAMD constrained column approximate minimum degree ordering
, BTF permutation to block triangular form (beta)
, KLU sparse LU factorization, primarily for circuit simulation
, UMFPACK sparse LU factorization
, CHOLMOD sparse Cholesky factorization
, CSparse a concise sparse matrix package
, CXSparse CSparse Extended. Includes support for complex matrices
by Refer to each package for license, copyright, and author information.
, All codes are authored or co-authored by Timothy A. Davis, CISE Dept.,
, Univ. of Florida. email: my last name @ cise dot ufl dot edu.
size 7,839,523
file symmlq
for is designed to solve the system of linear equations
, A*x = b
, where A is an n*n symmetric matrix and b is a given vector.
, The matrix A is not required to be positive definite.
, (If A is known to be definite, the method of conjugate gradients
, may be used -- it will require about the same number of iterations
, as SYMMLQ but slightly less work per iteration.)
, The matrix A is intended to be large and sparse. It is accessed
, by means of a subroutine call of the form
, CALL APROD( n,x,y )
, which must return the product y = A*x for any given vector x.
gams d2b4
lib ../templates
for "one-liner" drivers of common numerical algorithms
, Also, codes from Templates book.
file testmats
# A collection of 44 parametrized test matrices, in the form of MATLAB
# M-files. The matrices are mostly square, dense, nonrandom, and of
# arbitrary dimension. The collection includes matrices with known
# inverses or known eigenvalues; ill-conditioned or rank deficient
# matrices; and symmetric, positive definite, orthogonal, defective,
# involutary, and totally positive matrices. In addition, there are
# some further M-files of interest for viewing and modifying the test
# matrices.
# The M-files are provided in the form of a Unix shar file.
# By Nick Higham, July 4 1989.
file tricyclic.f
title tricyc
for vectorized in-place tridiagonal solution
by Dodson and Levin
ref SIMAX 13:4 1246-1254 (1992)
size 11 kilobytes
prec real
age stable
gams D2a2a
rel ok
# No pivoting
file underwood
for A version of block lanczos based on Richard Underwood's work.
file oblio.tgz
for sparse symmetric linear systems
lang C++
by Florin Dobrian and Alex Pothen <pothen@cs.odu.edu>
alg mininum degree, multifrontal
# intended as a good example of object oriented design
file acre.tgz
for restricted maximum likelihood estimation
by Joel Malard