Three Good Starting Places
“Templates for the Solution of Linear Systems”
- Book with short description of each method & advice
- Pseudocode + Matlab, Fortran, and C
- http://www.netlib.org/templates/Templates.html
- Survey
- http://www.netlib.org/utk/papers/iterative-survey/
PETSc
- Portable Extensible Toolkit for Scientific Computing
- Object oriented collection of solvers, aimed at PDEs
- http://www.mcs.anl.gov/petsc/
(P)ARPACK
- Methods for Ax = ?x, Ax = ?Bx
- Symmetric and nonsymmetric A
- Fortran + message passing
- http://www.netlib.org/scalapack/
“Templates for the Solution of Eigenvalue Problems”
Slide 40