Open AccessA numerical evaluation of sparse direct solvers for the solution of large sparse symmetric linear systems of equations
Author(s) -
Nicholas I. M. Gould,
J. A. Scott,
Yifan Hu
Publication year - 2007
Publication title -
acm transactions on mathematical software
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.767
H-Index - 87
eISSN - 1557-7295
pISSN - 0098-3500
DOI - 10.1145/1236463.1236465
Subject(s) - system of linear equations , linear system , computer science , range (aeronautics) , sparse approximation , set (abstract data type) , linear equation , sparse matrix , mathematics , direct methods , algorithm , mathematical optimization , mathematical analysis , materials science , physics , quantum mechanics , nuclear magnetic resonance , composite material , gaussian , programming language
In recent years, a number of new direct solvers for the solution of large sparse, symmetric linear systems of equations have been added to the mathematical software library HSL. These include solvers that are designed for the solution of positive-definite systems as well as solvers that are principally intended for solving indefinite problems. The available choice can make it difficult for users to know which solver is the most appropriate for their use. In this study, we use performance profiles as a tool for evaluating and comparing the performance of the HSL solvers on an extensive set of test problems taken from a range of practical applications.
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