SIAM book on Direct Methods for Sparse Linear Systems.
Tim Davis <davis-YG/EQmCUvor2fBVCVOL8/[email protected]> Fri, 15 Sep 2006 08:16:31 -0400
| Newsgroups | gmane.comp.mathematics.csc |
|---|---|
| Message-ID | <[email protected]> |
I'd like to announce a new book in the SIAM Series on the Fundamental of Algorithms (http://www.siam.org/books/series/fundalgo.php), entitled "Direct Methods for Sparse Linear Systems." The goal of the book is to illustrate the theory and practice of direct methods for solving sparse linear systems. Towards that end, a new package was written for the book: CSparse, a Concise Sparse matrix package. Its 2200 lines of C are printed in their entirety in the book, and available for download at http://www.cise.ufl.edu/research/sparse/CSparse. A MATLAB interface is provided. Topics in the book (and methods in CSparse) include basic algorithms and data structures (triplet form, compressed column form, add, multiply, transpose, permute, norms), solving triangular systems with both dense and sparse right-hand sides, Cholesky, LU and QR factorizations, Cholesky update/downdate, ordering methods (minimum degree and dmperm; profile orderings and nested dissection are done as short m-files), and finally culminating in x=A\b. The book also describes how MATLAB performs its sparse matrix computations. Today (Sept 15) is the target date for publication, so it should either be available now, or in just a few days.