KELLEY
Iterative Methods for Linear and Nonlinear Equations
KELLEY,
a MATLAB library which
implements iterative methods for linear and nonlinear equations,
by Tim Kelley.
These codes can be downloaded directly from
http://www.siam.org/books/kelley/kellcode.htm
Languages:
KELLEY is available in
a MATLAB version.
Related Data and Programs:
DSP,
a data directory which
contains a description and
examples of the DSP format for storing sparse matrices,
which is used by the FORTRAN90 version of MGMRES.
HBSMC,
a dataset directory which
contains files defining large sparse matrices stored in the
HarwellBoeing format.
kelley_test
MGMRES,
a MATLAB library which
applies the restarted GMRES algorithm to solve a sparse linear system.
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 ST format for storing sparse matrices,
which used by the C++ version of MGMRES.
TEST_MAT,
a MATLAB library which
defines test matrices.
Reference:

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.

Subramanyan Chandrasekhar,
Radiative Transfer,
Dover, 1960,
ISBN13: 9780486605906,
LC: QB461.C46.

Tim Kelley,
Iterative Methods for Linear and Nonlinear Equations,
SIAM, 2004,
ISBN: 0898713528,
LC: QA297.8.K45.

Yousef Saad,
Iterative Methods for Sparse Linear Systems,
Second Edition,
SIAM, 20003,
ISBN: 0898715342,
LC: QA188.S17.
Source Code:
For linear equations:

gmresb.m,
"brute force" GMRES method.

gmres.m,
GMRES method, requires "givapp.m" as well.

bicgstab.m,
biconjugate gradient stabilized method.

tfqmr.m,
TF quotient minimum residual method.

fdkrylov.m,
finite difference solver for use in Newton iterative method.

fdgmres.m,
solver called by fdkrylov.

fdcgstab.m,
solver called by fdkrylov.

fdtfqmr.m,
solver called by fdkrylov.

pcgsol.m,
preconditioned conjugate gradient method.
For nonlinear equations:

brsol.m,
locally convergent Broyden solver.

brsola.m,
BroydenArmijo solver.

nsol.m,
basis NewtonShamanskii solver.

nsola.m,
NewtonKrylovArmijo solver.

nsolgm.m,
NewtonGMRES solver.
Utilities:

diffjac.m,
estimates a jacobian matrix using finite differences.

dirder.m,
computes a finite difference directional derivative.

fish2d.m,
fast Poisson solver for the unit square.

givapp.m,
applies a sequence of Givens rotations.

isintv.m,
inverse sine transform.

parab3p.m,
applies a three point parabolic model for a line search.

sintv.m,
computes sine transform

timestamp.m,
returns the YMDHMS date as a timestamp.
Last modified on 06 February 2019.