Gerneral Purpose
Sparse Linear Systems
-
Templates for the Solution of Linear Systems:
Building Blocks for Iterative Methods
- HSL_MI20
Unsymmetric system: algebraic multigrid preconditioner
- libflame
-- High-performance object-based library for Dense Linear Algebra computations
- Lis
-- Library of Iterative Solvers for Linear Systems
- MUMPS
-- a parallel sparse direct solver
- PARALUTION
-- sparse iterative solvers and preconditioners on multi-core CPU and GPU
- PARDISO
-- solving large sparse linear systems of equations
- SPARSKIT
-- A basic tool-kit for sparse matrix computations by Y. Saad
- SuiteSparse
-- a suite of sparse matrix software
(including UMFPACK, CHOLMOD)
- SuperLU
-- direct solution of large, sparse, nonsymmetric systems of linear equations
Eigenvalues
Optimization
- CUTEst
-- a Constrained and Unconstrained Testing Environment on steroids
- PSwarm
-- a global optimization solver for bound and linear constrained problems
Others
- FreeFem++
-- a partial differential equation solver
- FFTW
-- C subroutine library for computing DFT in one or more dimensions
- Nick Higham's Matlab Matrix Computation
Toolbox
Testing Matrix
|
|