Common sparse iterative resolver libraries

Question

What are some of the best libraries for solving large sparse iterative (conjugate gradients, MINRES, GMRES, etc.) linear algebra solutions? I have often coded my own routines, but I am interested in knowing what “pre-made" packages people prefer. I heard about PETSc, TAUCS, IML ++ and some others. I wonder how they add up, and what else is there. My preference is ease of use and freely available software.

Answer 1

Victor Eijkhout Review Iterative Linear System Solver Packages is likely to be a good place to start.

Answer 2

You can also watch Trilinos http://trilinos.sandia.gov/

It is developed by an excellent software wizard using modern design techniques.

You can also call PetsC from within Trilinos if you want.

Answer 3

NIST has a rare linear algebra software that you can download here: http://math.nist.gov/sparselib++/ and here: http://math.nist.gov/spblas/

I myself have not used these packages, but I heard good things about them.

Answer 4

http://www.cise.ufl.edu/research/sparse/umfpack/

UMFPACK is a set of procedures for solving asymmetric sparse linear systems Ax = b using the Unsymmetric MultiFrontal method. It is written in ANSI / ISO C with MATLAB interface (version 6.0 and higher). Appears as a built-in subroutine (for lu, backslash, and forward slash) in MATLAB. Includes the MATLAB interface, the interface invoked in C, and the interface invoked in Fortran. Note that “UMFPACK” is pronounced in two syllables, “Umph Pack”. This is not a "You Em Ef Pack".

I use this for FEM code.

Answer 5

I would take a look at the Microsoft Solver Foundation. It is free for cheap even for fairly large problems. The unlimited version is an industrial force and is based on Gurobi and, of course, not cheap.

http://code.msdn.microsoft.com/solverfoundation