6

I am looking for a C library to solve linear and, if possible, nonlinear matrix equation of the form Ax = b. It is important to me, that the packages are not too big and free of charge. Speed does not matter as much as simplicity and the sparse feature of the matrix storage. Also, it should be able to parallelize the calculations. Since I am fairly new in the blas/lapack/... field of numerical linear algebra, it would be great if it contained a nice documentation, possibly with examples. Are there any packages you can recommend? I am a bit overwhelmed by the google results and also don't know the names of the routines I would have to look for.

I just found SuperLu which seems to have a very nice documentation, even with code snippets. It is written in C and requires CBLAS.

janoliver
  • 7,744
  • 14
  • 60
  • 103
  • 5
    How is Ax=b a *nonlinear* matrix equation? – talonmies Feb 29 '12 at 20:41
  • It's non-linear if A is a function of x. It's better expressed as A(x)*dx = db, and x(i+1) = x(i) + dx to capture the non-linear incremental loading. Solve for dx and update. – duffymo Feb 29 '12 at 20:43
  • SuperLU and Umfpack are direct solvers for linear problems. If, as you say, you have a nonlinear problem, you will need something else. – talonmies Feb 29 '12 at 21:02
  • perhaps this question would get a better response on [scicomp](http://scicomp.stackexchange.com)? The focus of scicomp is on technical computing issues such as this. – Aron Ahmadia Mar 02 '12 at 09:53
  • I didn't know there was a site for this. Thanks for pointing that out! – janoliver Mar 02 '12 at 17:33

4 Answers4

5

You have a lot of different options. Before you start, you should consider some guidelines for choosing a sparse linear solver. I personally recommend PETSc, but see this curated list over on scicomp for a more comprehensive list of options.

Community
  • 1
  • 1
Aron Ahmadia
  • 2,267
  • 2
  • 19
  • 22
0

I'd recommend looking at CUDA if you have a NVIDIA graphics card. It has nice linear algebra libraries using C-like syntax for BLAS and sparse matricies.

duffymo
  • 305,152
  • 44
  • 369
  • 561
  • Hi, thank you for the suggestion. However, I do not have nvidia graphics and since at some point I will run the program on a (non-GPU) cluster, this is not an option. – janoliver Feb 29 '12 at 20:44
0

You might want to try PETSc. There's a bit of a learning curve, but this is a high-perf, highly capable library. Look at the Documentation section and especially the examples (big link at the top of each doc page).

tlesinsk
  • 1
0

I found this little program here, consisting only of a source file and one header, that can not only iteratively solve sparse matrix linear equations but also comes with a preconditioner that makes everything very efficient. There are two examples and the sparse structures are well documented. It depends on no external library and is very easy to integrate into existing code. It does not handle distributed memory, parallelization and so on.

janoliver
  • 7,744
  • 14
  • 60
  • 103