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Subroutines for Manipulating Large Systems of Equations
Fortran 90 codes by Matt Newman for Gaussian elimination and forward reduction to solve linear
equations, diagonal preconditioned gradient to solve linear equations, and subspace iteration to
determine the first p eigenvalues of the generalized eigenvalue problem for a system of size q
where q>>p.
http://quattro.me.uiuc.edu/~newman/498CM/498CM.html
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RECSY
Library by Isak Jonsson and Bo Kågström for solving triangular Sylvester-type matrix equations.
http://www.cs.umu.se/research/parallel/recsy/
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Parallel Algorithms Project
Codes to solve linear systems with the GMRES and conjugate gradient methods, among other topics.
http://www.cerfacs.fr/algor/Setup/JSEnabledFrameset.html
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LUMOD
Updates a dense square factorization L*C = U, when rows and columns of C are added, deleted or
replaced.
http://www.stanford.edu/group/SOL/software/lumod.html
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Ming Gu
Codes available from author to quickly update singular value decompositions, solve banded plus
semiseparable systems of linear equations, and compute eigenvalues symmetric block-diagonal plus
semiseparable matrices.
http://math.berkeley.edu/~mgu/
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BPKIT Block Preconditioning Toolkit
Toolkit of block preconditioners for the iterative solution of linear systems.
http://www-users.cs.umn.edu/~chow/bpkit.html/
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Expokit
Software package for computing small dense and large sparse matrix exponentials in Fortran and
Matlab. Usable in C/C++.
http://www.maths.uq.edu.au/expokit/
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Matran
Fortran 95 wrapper that implements matrix operations and computes matrix decompositions using
Lapack and the Blas.
http://www.cs.umd.edu/~stewart/matran/Matran.html
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Linear Algebra
BLZPACK uses the block Lanczos algorithm to solve (generalized) eigenvalue problems, HLZPACK uses
the Lanczos algorithm to solve Hermitian eigenvalue problems, and SKYPACK implements algorithms for
matrices having a skyline structure. By Osni Marques.
http://crd.lbl.gov/~osni/#Software
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LAPACK
An alternative source of LAPACK = Linear Algebra package, for solving linear equations, SVD and
eigenvalues.
http://www.cs.colorado.edu/~lapack/
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Fast Hankel and Toeplitz solvers
In Fortran 90, by the MaSe (Matrices Having Structure) Team of the University of Leuven.
http://www.cs.kuleuven.ac.be/~marc/software/
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