(help on downloading multiple files)
- file linalg/readme
-
- for overview of linalg
- file linalg/axxbc.f
-
- for solution of A*X + X*B = C
- lang fortran
- by Stephen Nash <snash@mason1.gmu.edu>
- file linalg/binary-lu
-
- for lu decomposition on a binary matrix in binary arithmetic.
- by Burt Garbow, ANL, 11/86
- file linalg/bemw.shar
-
- 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 linalg/bmr.shar
-
- for an implementation of broadcast-multiply-roll algorithm for
- , matrix multiply on the Intel Delta
- by Anna Tsao, Supercomputing Research Center, tsao@super.org
- gams d1b6
- file linalg/bsmp.f
-
- by Bank and Smith
- for sparse LU made simple
- gams d2a4, d2b4
- file linalg/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 linalg/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 linalg/eiginv
-
- for numerical solution of the inverse eigenvalue problem
- by Burt Garbow, ANL, 11/86
- file linalg/gemmw
-
- 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") May 22 1992
- gams d1b6
- file linalg/goliath.f
-
- for Fortran with driver for exact analysis of sparse rectangular rational
- , linear systems
- by Peter Alfeld and David Eyre, 1989.
- file linalg/goliath.tex
-
- for user manual for the exact analysis of sparse rectangular rational
- , linear systems
- by Peter Alfeld and David Eyre, 1989.
- file linalg/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 linalg/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 linalg/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 linalg/iccg
-
- for nonsymmetric sparse solver using implicite normal equations
- by Dongarra, Leaf, and Minkoff.
- lang fortran
- gams d2a4
- file linalg/iccg-doc
-
- by Dongarra, Leaf, and Minkoff.
- file linalg/iccg-paper
-
- lang troff
- by Dongarra, Leaf, and Minkoff.
- file linalg/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 linalg/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 linalg/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 linalg/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
- file linalg/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 linalg/sparsdyn
-
- for SparseDynamics is a sparse matrix algorithm development tool that
- , runs on a Sun workstation under suntools. It allows the developer to
- , observe the dynamic changes in a sparse matrix as it is operated on by
- , a sparse matrix algorithm. In its current state, it only demonstrates
- , an early sequential version of the D2 algorithm. SparseDynamics is a
- , prototype package, so no documentation is provided on how to connect
- , it to a different sparse matrix algorithm. It has been tested on a Sun
- , 3/60 with 4 megabytes, a SPARCsystem 330, and a SPARCstation 1. For
- , more information, refer to "A nondeterministic parallel algorithm for
- , unsymmetric sparse LU factorization," T. A. Davis, and P.-C. Yew,
- , SIAM Journal on Matrix Analysis and Applications (July 1990).
- gams d2a4, s3
- file linalg/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
- file linalg/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 linalg/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 linalg/underwood
-
- for A version of block lanczos based on Richard Underwood's work.
- file linalg/linpackc++
-
- for partial interface to LINPACK routines for C++
- single values are passed by reference, arrays by pointer
- gams d2a1, d3a1
- file linalg/qmrpack.tar.Z
-
- for iterative solution of linear systems
- by Roland Freund and Noel Nachtigal
- alg QMR (with lookahead, no-lookahead, transpose-free, and other variants)
- size 500 kilobytes
- Since this is a large, binary file you must use ftp, not email, to get
- it.
- gams d2a1, d2b1, d2c1, d4a1, d4a2, d4a4
- lib linalg/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
- SOLUTION OF SPARSE LINEAR LEAST SQUARES PROBLEMS
- The FORTRAN-77 code QR27, for solution of sparse linear least squares
- problems (min ||Ax-b||_2), is now available for research purposes. The
- QR factorization of A is computed by a multifrontal method and the
- least squares solution is then computed from the semi-normal equations
- with a few steps of iterative refinement. For a minimum degree ordering
- of A and computation of an elimination tree subroutines from the Harwell
- package MA27 are used. A specification sheet for the code is available
- via anonymous ftp to math.liu.se (130.236.1.7).
- For further details and requests of the code, contact
- Pontus Matstoms
- Department of Mathematics
- University of Linkoping
- S-581 83 Linkoping
- Sweden
- e-mail: pomat@math.liu.se
- file linalg/templates.ps
-
- for iterative solution of linear systems
- by Richard Barrett, Michael Berry, Tony F. Chan, James Demmel,
- , June Donato, Jack Dongarra, Victor Eijkhout, Roldan Pozo,
- , Charles Romine, and Henk Van der Vorst
- size 852410 bytes
- Book on iterative method for large sparse nonsymmetric
- systems of linear equations.
- SIAM has published Templates for the Solution of
- Linear Systems: Building Blocks for Iterative Methods in
- hardcopy. List Price: $18.00 SIAM Member Price: $14.40. To
- order, contact service@siam.org or call 800-447-SIAM.
- Prepayment is required.
- file linalg/mltemplates.shar
-
- for iterative solution of linear systems
- by Richard Barrett, Michael Berry, Tony F. Chan, James Demmel,
- , June Donato, Jack Dongarra, Victor Eijkhout, Roldan Pozo,
- , Charles Romine, and Henk Van der Vorst
- size 49653 bytes
- Matlab scripts for the algorithms in the Templates book.
- file linalg/sftemplates.shar
-
- for iterative solution of linear systems
- by Richard Barrett, Michael Berry, Tony F. Chan, James Demmel,
- , June Donato, Jack Dongarra, Victor Eijkhout, Roldan Pozo,
- , Charles Romine, and Henk Van der Vorst
- size 452049 bytes
- Single precision Fortran programs for the algorithms in the
- Templates book.
- file linalg/dftemplates.shar
-
- for iterative solution of linear systems
- by Richard Barrett, Michael Berry, Tony F. Chan, James Demmel,
- , June Donato, Jack Dongarra, Victor Eijkhout, Roldan Pozo,
- , Charles Romine, and Henk Van der Vorst
- size 451496 bytes
- Single precision Fortran programs for the algorithms in the
- Templates book.
- file misc/umfpack.shar
-
- title Unsymmetric-pattern MultiFrontal Package (UMFPACK)
- for Solves Ax=b
- , using LU factorization, where A is a general unsymmetric sparse matrix.
- , The method relies on dense matrix kernels (the BLAS) to factorize
- , rectangular frontal matrices, which are dense submatrices of the sparse
- , matrix being factorized.
- Includes a Users' Guide (in LaTeX) and both
- double and single precision versions.
- Requires the BLAS, and two
- subroutines from the Harwell MA28 code (available from netlib).
- UMFPACK is freely available for research purposes. For commercial use,
- please contact Tim Davis (see the Users' Guide or the "notice" file).
- lang ANSI Fortran 77
- by Tim Davis, University of Florida (davis@cis.ufl.edu or
- , na.tdavis@na-net.ornl.gov). Joint work with Iain Duff.
- gams d2a4
- prec single, double