ELMRES embedded in SPARSKIT
The package sparski.tar.gz is a preliminary version of SPARSKIT with the
minimal revisions necessary to use ELMRES (have to include an extra
argument for pivoting, see paper on elmres above). Update on May 15,
2001 to remove extra object files which prevent successful builds.
Observe that some makefile will have to be changed to get the correct
blas library on your machine. Also the -O2 flag may be helpful in
getting faster code. Please send comments when this doesn't install well.
By the way, the run programs are in ITSOL but to change them you need
to .. a directory and do a global make, then go back to ITSOL and do
a make. Else you do not change the matrix you are using.
ALSO THE ACTUAL SOLVERS ARE IN ITSOL/iters.f
which also has some documentation on the ipar and fpar
parameters which control preconditioning and convergence
criteria and are set in riters.f (for riters.ex executable).
This will create a directory called svdblast.
May also include FELMRES (ELMRES with flexible preconditioning)
Tar file of Fortran 77 codes for BR iteration.
BR iteration finds eigenvalues of small-band Hessenberg matrices.
These include br*.f files which actually perform br iterations, I'm not
currently clear which ones are best. There are also some qmr things in
this directory (qmr is a look-ahead Lanczos method, which can be used
to return some extremal eigenvalues). The qmr is due to
Freund and Nachtigal.
Fortran 77 codes for Householder bidiagonalization
This package contains a bidiagonalization routine which performs
Householder bidiagonalization rather faster than the current
LAPACK dgebrd, and which is designed to be LAPACK compatible
(for inclusion in LAPACK).
This work was supported by National Science Foundation Grant EIA-0103642.
The following are HPC courses and short courses presented by Gary
Howell at NC State in 2004 and 2005.
Rick Weed's MPI tutorial
These powerpoint files are a short course presented by Rick Weed
MSPA-MCS Bidiagonalization and PCA: Algorithms and
Final Report: EIA-0103642: Cache Efficient and Parallel Householder