UMFPACK, C++ programs which illustrate how to solve sparse linear systems by calling the C library UMFPACK, by Timothy Davis.
The UMFPACK library, written by Timothy Davis, is part of the SuiteSparse package, which is available from http://www.cise.ufl.edu/research/sparse/ .
Calling UMFPACK requires linking additional libraries from the SuiteSparse collection. The executable shell scripts given here suggest how this might be done.
UMFPACK requires that the sparse matrix be stored in a common format known as compressed column (CC) storage.
UMFPACK uses the C indexing convention, in which the first element of a vector has index 0.
As an example, the matrix whose full representation is:
11 12 0 0 0 21 0 23 0 25 0 32 33 34 0 0 0 43 0 0 0 52 53 0 55would be stored in compressed column storage as:
# R CC X -- - -- -- 0 0 0 11 1 1 21 2 0 2 12 3 2 32 4 4 52 5 1 5 23 6 2 33 7 3 43 8 4 53 9 2 9 34 10 1 10 25 11 4 55 12 - 12and this is the matrix used in the simple example code.
UMFPACK is available in a C version and a C++ version and a FORTRAN90 version and a FORTRAN77 version and a MATLAB version.
CC, a data directory which contains examples of the compressed column (CC) sparse matrix format;
CG_RC, a C++ library which implements the conjugate gradient method for solving a positive definite sparse linear system A*x=b, using reverse communication.
HB_IO, a C++ library which reads and writes sparse linear systems stored in the Harwell Boeing (HB) format for sparse matrices.
MGMRES, a C++ library which applies the restarted Generalized Minimum Residual (GMRES) algorithm to solve a sparse linear system, by Lili Ju.
ST_IO, a C++ library which reads and writes sparse linear systems stored in the Sparse Triplet (ST) format.
SUPERLU, C++ programs which illustrate the usage of the SUPERLU library, which applies a fast direct solution method to solve sparse linear systems, by James Demmel, John Gilbert, and Xiaoye Li.
The SIMPLE example demonstrates the use of UMFPACK on a 5x5 "sparse" matrix.
The WATHEN example demonstrates the use of UMFPACK on a sparse matrix that is an instance of the Wathen finite element mass matrix. The matrix is created using the sparse triplet (ST) format, and must be converted to the compressed column (CC) format before calling UMFPACK. This demonstrates why the 5x5 SIMPLE example is not representative of the typical use of UMFPACK.
The WEST example demonstrates the use of UMFPACK on a sparse matrix in the compressed column (CC) format, stored in three files. The matrix is read from the files, and then UMFPACK is called to handle an associated linear system.
You can go up one level to the C++ source codes.