Sparse Matrices: Iterative Methods

Two routines employ iterative methods (as opposed to direct methods) for solving problems involving sparse matrices.

The IMSL_SP_GMRES function, based on the FORTRAN subroutine GMRESD by H. F. Walker, solves the linear system Ax = b using the GMRES method. This method is described in detail by Saad and Schultz (1986) and Walker (1988).

The IMSL_SP_CG function solves the symmetric definite linear system Ax = b using the conjugate gradient method with optional preconditioning. This method is described in detail by Golub and Van Loan (1983, chapter 10), and in Hageman and Young (1981, chapter 7).

IMSL_SP_GMRES—Restarted generalized minimum residual (GMRES) method.
IMSL_SP_CG—Conjugate gradient method.

© 2015 Exelis Visual Information Solutions, Inc., a subsidiary of Harris Corporation. All Rights Reserved. This information is not subject to the controls of the International Traffic in Arms Regulations (ITAR) or the Export Administration Regulations (EAR). However, this information may be restricted from transfer to various embargoed countries under U.S. laws and regulations.