Linear Systems

Release: 1.0

Date: Jun 19, 2024

Author: Jaroslav Fowkes and Nick Gould

GALAHAD [1] is a suite of open-source routines for large-scale continuous optimization. Currently there are seven packages designed to provide preconditioners and solve linear systems of equations.

Contents

• SLS - solve symmetric systems of linear equations (übersolver)
• ULS - solve unsymmetric systems of linear equations (übersolver)
• SBLS - precondition and solve block symmetric systems of linear equations
• PSLS - precondition symmetric, positive-definite systems of linear equations (übersolver)
• SILS - solve symmetric systems of linear equations
• GLS - solve unsymmetric systems of linear equations
• FDC - find an equivalent linearly independent subset of a system of linear equations

References

[1]

Gould, N. I. M., Orban, D., & Toint, Ph. L. (2003). GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization. ACM Transactions on Mathematical Software (TOMS), 29(4), 353-372.