Operations with sparse matrices in fortran
in [Fortran]
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From: mariospapa on 8 Jun 2010 10:20 Dear all, I'am a phd researcher on the field of computational mechanics. I want to solve a linear system of equations [A] {x} = {b} with PCG method. With the help of a very illuminating book "Iterative Methods for Sparse Linear Systems" by Yousef Saad, I manage to write an algorithm in Fortran90 language. But i have one problem... I store A matrix in symmetric skyline format (upper triangular). I searched into BLASSM folder of his SPARKIT2 software, but I found only amux surboutine to perform a matrix-vector multiplication in case of A is stored in CSR format. Is there any subroutine in fortran90 for this multiplication [A] {x}, where [A] matrix is stored in symmetric skyline format (upper triangular)? Thank you in advance!
From: rudra on 8 Jun 2010 10:37 Though I have not checked carefully, you can search lapack routines...and if you don't find(I am sure this will not be the case), look at NR(there is also a version in f90)
From: Jovan Cormac on 8 Jun 2010 10:54 You might want to check out the Wikipedia article for "Skyline matrix". Quote: "In addition, the effort of coding skyline Cholesky[3] is about same as for Cholesky for banded matrices (available for banded matrices, e.g. in LAPACK; for a prototype skyline code, see [3])." Where [3] is "George, Alan and Liu, Joseph W. H., Computer solution of large sparse positive definite systems, Prentice-Hall Inc., 1981. ISBN 0-13-165274-5" That should take care of Cholesky decomposition at least. It's quite possible that this "prototype code" contains multiplication routines as well, though. -- -- jovan
From: mariospapa on 8 Jun 2010 17:43 I have checked Wikipedia leema "Skyline Matrix" but i haven't the book mentioned there... Also I have searched LAPACK routines, but i couldn't find something about this multiplication...It has all the other multiplications except this one... Is it so difficult? On Jun 8, 5:54 pm, Jovan Cormac <limu...(a)gmx.net> wrote: > You might want to check out the Wikipedia article for "Skyline matrix". > > Quote: "In addition, the effort of coding skyline Cholesky[3] is about > same as for Cholesky for banded matrices (available for banded matrices, > e.g. in LAPACK; for a prototype skyline code, see [3])." > > Where [3] is > > "George, Alan and Liu, Joseph W. H., Computer solution of large sparse > positive definite systems, Prentice-Hall Inc., 1981. ISBN 0-13-165274-5" > > That should take care of Cholesky decomposition at least. It's quite > possible that this "prototype code" contains multiplication routines as > well, though. > > -- > -- jovan
From: Gib Bogle on 8 Jun 2010 18:18
mariospapa wrote: > Dear all, > > I'am a phd researcher on the field of computational mechanics. I want > to solve a linear system of equations [A] > {x} = {b} with PCG method. With the help of a very illuminating book > "Iterative Methods for Sparse Linear Systems" by Yousef Saad, I manage > to write an algorithm in Fortran90 language. But i have one problem... > I store A matrix in symmetric skyline format (upper triangular). I > searched into BLASSM folder of his SPARKIT2 software, but > I found only amux surboutine to perform a matrix-vector multiplication > in case of A is stored in CSR format. Is there any subroutine in > fortran90 for this multiplication [A] {x}, where [A] matrix is stored > in symmetric skyline format (upper triangular)? > > Thank you in advance! For topics like this, the newsgroup sci.math.num-analysis is very useful. |