netlib/linalg/index

The templates files that were here are now in the
      templates lib  ( ../templates )

• file: linalg/readme
  for: overview of linalg
• file: linalg/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
• lib: linalg/amd (index) (tar)
  for: Minimum degree ordering algorithms for sparse symmetric matrices. , For details on the methods used, see "An approximate minimum degree , ordering algorithm," SIAM J. Matrix Analysis and Applications (to , appear), by Amestoy, Davis, and Duff. Also see TR-94-039, CISE Dept, , Univ. of Florida (available via anonymous ftp to ftp.cis.ufl.edu, or , via the WWW at http://www.cise.ufl.edu/~davis). (Some licensing , restrictions apply).
  by: Timothy A. Davis (University of Florida, email: davis@cise.ufl.edu), , Patrick Amestoy, Iain S. Duff, and John K. Reid
  alg: approximate minimum degree ordering
• file: linalg/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: linalg/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 , Rich Lehoucq , and Chao Yang .
  size: 651178 bytes
  lang: Fortran 77
• file: linalg/axxbc.f
  for: solution of A*X + X*B = C
  lang: fortran
  by: Stephen Nash
• file: linalg/binary-lu
  for: lu decomposition on a binary matrix in binary arithmetic.
  by: Burt Garbow, ANL, 11/86
• file: linalg/bemw.tgz
  for: 4 implementations of the mixed block elimination method
  by: W. Govaerts and J. D. Pryce
  lang: fortran
  prec: single real, double real, single complex, double complex
  gams: d2a4, d2b4, d2c4
• file: linalg/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: linalg/bsmp.f
  by: Bank and Smith
  for: sparse LU made simple
  gams: d2a4, d2b4
• file: linalg/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
• lib: linalg/colamd (index) (tar)
  for: approximate minimum degree column ordering
  by: Stefan I. Larimore, Timothy A. Davis (University of Florida, email: , davis@cise.ufl.edu), John Gilbert, Esmond Ng
  alg: approximate minimum degree column ordering
• 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.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: 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/ilu.tgz
  lang: C and Fortran 77
  by: John R. Gilbert , Sivan Toledo
  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: 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 Tue Jan 14 16:20:35 1992
  gams: d2a1, d4a2
• file: linalg/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: linalg/linpackc++
  for: partial interface to LINPACK routines for C++ , single values are passed by reference, arrays by pointer
  gams: d2a1, d3a1
• file: linalg/linpack.b
  for: limbo version of LINPACK
  by: Nick Zhang
  date: 11/13/98
  lang: limbo
  gams: d2a1, d3a1
• 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/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: linalg/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
  contact: Jakob Østergaard
  url: http://ostenfeld.dk/~jakob/OptimQR/
  gams: d
• file: linalg/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: linalg/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: linalg/qmr (index) (tar)
  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: linalg/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: 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
• lib: linalg/spooles (index) (tar)
  lang: c
  contact: Cleve Ashcraft
  for: SPOOLES is a library for solving sparse linear systems of equations.
• 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
• lib: templates (index) (tar)
  for: "one-liner" drivers of common numerical algorithms , Also, codes from Templates book.
• 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/umfpack3.2.tar.gz
  title: Unsymmetric-pattern Multifrontal Package (UMFPACK Version 3.2)
  lang: ANSI C, MATLAB m-file
  by: Tim Davis, University of Florida (davis@cise.ufl.edu)
  gams: d2a4, d1b3, d1b9
  prec: double (with "int" integers), double (with "long" integers)
  for: An ANSI C code for sparse LU factorization is presented that combines , a left-looking column pre-ordering strategy with a right-looking , unsymmetric-pattern multifrontal numerical factorization. , The pre-ordering and symbolic analysis phase computes an upper bound on , fill-in, work, and memory usage during the subsequent numerical , factorization. , User-callable routines are provided for ordering and analyzing a sparse , matrix, computing the numerical factorization, solving a system with , the LU factors, transposing and permuting a sparse matrix, and , converting between sparse matrix representations. The simple user , interface shields the user from the details of the complex sparse , factorization data structures by returning simple handles to opaque , objects. Additional user-callable routines are provided for printing , and extracting the contents of these opaque objects. An even simpler , way to use the package is through its MATLAB interface. , See also http://www.cise.ufl.edu/research/sparse/umfpack .
• file: linalg/umfpack2.2.tgz
  title: Unsymmetric-pattern Multifrontal Package (UMFPACK Version 2.2)
  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, complex, complex double
  for: UMFPACK Version 2.2 is a package for solving systems of sparse , linear systems, Ax=b, where A is sparse and can be unsymmetric. , It is written in ANSI Fortran 77. There are options for , choosing a good pivot order, factorizing a subsequent matrix , with the same pivot order and nonzero pattern as a previously , factorized matrix, and solving systems of linear equations with , the factors (with A, L, or U; or with their transposes in the , single/double precision versions). Iterative refinement, with , sparse backward error estimates, can be performed. Single and , double precision, complex, and complex double precision , (complex*16) routines are available. (Note that complex*16 is , not ANSI Fortran-77, but is a common extension to it).
• file: linalg/oblio.tgz
  for: sparse symmetric linear systems
  lang: C++
  by: Florin Dobrian and Alex Pothen
  alg: mininum degree, multifrontal

  intended as a good example of object oriented design
  

• file: linalg/acre.tgz
  for: restricted maximum likelihood estimation
  by: Joel Malard

• index help

Eric and Jack