mgmres


mgmres, a C code which applies the restarted Generalized Minimum Residual (GMRES) algorithm to solve a sparse linear system, using compressed row (CR) or sparse triplet (ST) format, by Lili Ju.

One matrix format used is the sparse triplet (ST) format, which simply stores NZ_NUM, the number of nonzeros, and stores the K-th nonzero matrix entry as

Another matrix format used is the compressed row (CR) format, which is similar to the sparse triplet format except that the vector of row indices is compressed to a vector of length N+1 which points to the beginning of the set of entries for each row.

Licensing:

The computer code and data files described and made available on this web page are distributed under the MIT license.

Languages:

mgmres is available in a C version and a C++ version and a Fortran90 version and a MATLAB version and an Octave version.

Related Data and Programs:

mgmres_test

ccs, a data directory which contains examples of the Compressed Column Storage (CCS) sparse matrix file format;

cg_rc, a C code which implements the conjugate gradient method for solving a positive definite sparse linear system A*x=b, using reverse communication (RC).

crs, a data directory which contains examples of the Compressed Row Storage (CRS) sparse matrix file format;

csparse, a C code which carries out the direct solution of sparse linear systems, by Timothy Davis.

linpack_d, a C code which carries out direct methods for solving linear systems.

mm, a data directory which contains a description and examples of the Matrix Market format for storing matrices.

st, a data directory which contains a description and examples of the sparse triplet (ST) format for storing sparse matrices, which used by the C and C++ versions of mgmres.

superlu, C codes which illustrate how to use the SUPERLU library, which applies a fast direct solution method to solve sparse linear systems, by James Demmel, John Gilbert, and Xiaoye Li.

test_matrix, a C code which defines test matrices.

Author:

Original C version by Lili Ju, Mathematics Department, University of South Carolina; this version by John Burkardt.

Reference:

  1. Richard Barrett, Michael Berry, Tony Chan, James Demmel, June Donato, Jack Dongarra, Victor Eijkhout, Roidan Pozo, Charles Romine, Henk van der Vorst,
    Templates for the Solution of Linear Systems:
    Building Blocks for Iterative Methods,
    SIAM, 1994,
    ISBN: 0898714710,
    LC: QA297.8.T45.
  2. Tim Kelley,
    Iterative Methods for Linear and Nonlinear Equations,
    SIAM, 2004,
    ISBN: 0898713528,
    LC: QA297.8.K45.
  3. Yousef Saad,
    Iterative Methods for Sparse Linear Systems,
    Second Edition,
    SIAM, 20003,
    ISBN: 0898715342,
    LC: QA188.S17.

Source Code:


Last revised on 14 July 2019.