MGMRES
Restarted GMRES solver for sparse linear systems

MGMRES, a MATLAB library which applies the restarted Generalized Minimum Residual (GMRES) algorithm to solve a sparse linear system, using compressed row (CR) or sparse triplet (ST) format, by Lili Ju.

One matrix format used is the ST or "sparse triplet" format, which simply stores NZ_NUM, the number of nonzeros, and stores the K-th nonzero matrix entry as

• A(K), the value of the entry;
• IA(K), the row of the entry;
• JA(K), the column of the entry;

Another matrix format used is the CR or "sparse compressed row" format, which is similar to the sparse triplet format except that it the vector of row indices is compressed to a vector of length N+1 which points to the beginning of the set of entries for each row.

• A(1:NZ_NUM), the value of the entry;
• IA(1:N+1), row I values occur in entries IA(I) to IA(I+1)-1;
• JA(1:NZ_NUM), the column of the entry;

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages:

MGMRES is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

CC, a data directory which contains examples of the Compressed Column (CC) sparse matrix file format;

CG_RC, a MATLAB library which implements the conjugate gradient method for solving a positive definite sparse linear system A*x=b, using reverse communication.

CR, a data directory which contains examples of the Compressed Row (CR) sparse matrix file format;

HBSMC, a dataset directory which contains a collection of large sparse matrices stored in the Harwell-Boeing format.

KELLEY, a MATLAB library which implements iterative methods for linear and nonlinear equations, by Tim Kelley;

mgmres_test

MM, a data directory which contains a description and examples of the Matrix Market format for storing matrices.

ST, a data directory which contains a description and examples of the ST format for storing sparse matrices, which used by the C and C++ versions of MGMRES.

TEMPLATES, a MATLAB library which carries out simple versions of various iterative solvers.

TEST_MAT, a MATLAB library which defines test matrices.

Author:

Original C version by Lili Ju, Mathematics Department, University of South Carolina; Matlab version by John Burkardt.

Reference:

1. Richard Barrett, Michael Berry, Tony Chan, James Demmel, June Donato, Jack Dongarra, Victor Eijkhout, Roidan Pozo, Charles Romine, Henk van der Vorst,
   Templates for the Solution of Linear Systems:
   Building Blocks for Iterative Methods,
   SIAM, 1994,
   ISBN: 0898714710,
   LC: QA297.8.T45.
2. Tim Kelley,
   Iterative Methods for Linear and Nonlinear Equations,
   SIAM, 2004,
   ISBN: 0898713528,
   LC: QA297.8.K45.
3. Yousef Saad,
   Iterative Methods for Sparse Linear Systems,
   Second Edition,
   SIAM, 20003,
   ISBN: 0898715342,
   LC: QA188.S17.

Source Code:

• atx_cr.m computes A'*x for a matrix stored in sparse compressed row form.
• atx_st.m, computes A'*x for a matrix stored in sparse triplet form..
• ax_cr.m computes A*x for a matrix stored in sparse compressed row form.
• ax_st.m, computes A*x for a matrix stored in sparse triplet form..
• diagonal_pointer_cr.m, finds diagonal entries in a sparse compressed row matrix.
• ilu_cr.m, computes the incomplete LU preconditioner.
• lus_cr.m, applies the incomplete LU preconditioner.
• mgmres_st.m, carries out the restarted GMRES algorithm for a matrix in sparse triplet form.
• mult_givens.m, applies a Givens rotation.
• r8vec_uniform_01.m, returns a unit pseudorandom R8VEC.
• rearrange_cr.m, sorts a sparse compressed row matrix.
• timestamp.m, prints the YMDHMS date as a timestamp.