Iterative methods — templates for!
September 8, 2007
Everybody needs an iterative solver at some point or other. Recently, I sent a few links to a friend of mine. I thought I will also maintain the list in this page for future use.
- Templates for the solution of Linear systems: Building blocks for iterative methods. Richard Barrett, Michael Berry, Tony F. Chan, James Demmel, June Donato, Jack Dongarra, Victor Eijkhout, Roldan Pozo, Charles Romine, and Henk van der Vorst. SIAM
- Iterative methods for sparse linear systems. Yousef Saad. SIAM. (via the Wiki page on iterative methods).
- The iterative template library (with non-commerical use license);
- John Burkardt’s page is a very good place too, among many other things, for some of the template source codes (check out the FORTRAN codes);
- Netlib templates page with Matlab, C++, and Fortran codes; and,
- Templates for the solution of algebraic eigenvalue problems: a practical guide. Edited by Zhaojun Bai, James Demmel, Jack Dongarra, Axel Ruhe, and Henk van der Vorst. SIAM.
In case you know of any good resources that I have missed here, leave a note!