Unsymmetric sparse systems of linear equations
- Sparse numerical linear algebra: direct
methods and preconditioning
Iain. S. Duff. 1997. [PDF], [webpage]
Comments: Good overview of direct methods up to 1997. Survey
level without technical details.
- Recent advances in direct methods for solving
unsymmetric sparse systems of linear equations
Anshul Gupta. [webpage]
Comments: Survey that analyses the impact of various techniques
via numerical experiments. Focuses on the WSMP solver. References to
papers with technical details on techniques employed.
- A combined unifrontal/multifrontal method
for unsymmetric sparse matrices
Timothy Davis and Iain S. Duff. 1999. [webpage]
Comments: Good algorithm, but you may need to read some earlier
papers to understand it. Maybe start with the Davis and Duff paper from 1997.
- PARDISO software
Comments: Currently the best package for direct solution of
sparse systems (?). Here is a
- WSMP software
Comments: Currently one of the best packages.
Templates for the solution of linear systems: building blocks for iterative methods
R. Barrett, M. Berry, T. F. Chan, J. Demmel, J. Donato , J. Dongarra, V. Eijkhout, R. Pozo, C. Romine, H. Van der Vorst. 1994. [webpage]
Comments: This book is a comprehensive reference on iterative solutions. Full text is available online in [ps].
- Matrix Toolkits for Java (MTJ)
Comments: Thanks to Matt Rosencrantz for pointing me to this package. It looks
to be a full-featured Java matrix package that uses calls to native
BLAS and LAPACK libraries. If you like writing in Java (like I do)
and need fast matrix routines this might be a good place to