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Sparse matrix linear solver added to GSL
- From: Patrick Alken <patrick dot alken at Colorado dot EDU>
- To: "gsl-discuss at sourceware dot org" <gsl-discuss at sourceware dot org>
- Date: Thu, 30 Jan 2014 16:40:31 -0700
- Subject: Sparse matrix linear solver added to GSL
- Authentication-results: sourceware.org; auth=none
Hello all,
The sparse matrix routines are in pretty good shape now and they are
all located in a branch called 'sparse' on the gsl git. Furthermore I've
added a sparse linear solver (for A x = b) based on the Generalized
Residual Minimum Method (GMRES) iterative solver. GMRES is considered a
very good/robust solver for a wide class of matrices, though it does
have convergence issues on some matrices. In these cases it helps to
precondition the system but I have not currently implemented any
preconditioners. Maybe one day I'll get around to that.
Everything is documented, with an example of solving the 1D Poisson
equation sparse system, and I've added lots of automated tests so things
are working well. Anyone who uses sparse matrices in their work I'd be
interested in any feedback. I plan to merge the sparse branch into the
master branch in the next week or so.
Patrick