[comp.newprod] Package for Solving Sparse Linear Equations

sherman-andy@YALE.EDU (andy sherman) (02/14/90)

SCIENTIFIC Computing Associates, Inc. is pleased to announce the
availability of PCGPAK2, its new package of subroutines for the
iterative solution of large, sparse systems of linear equations. 
PCGPAK2 offers a choice of solution
methods based on a collection of preprocessing, preconditioning, and iterative
techniques that includes some of the most robust and efficient methods known.
The entire package is written in portable Fortran 77, so it can be
easily merged with the large amount of existing scientific and
engineering software that depends on solving sparse linear systems.

Four basic iterative methods are available in PCGPAK2:

--- the conjugate gradient method (CG);
--- the generalized minimal residual method (GMRES(k));
--- ORTHOMIN(k);
--- the restarted generalized conjugate residual method (GCR(k)).

CG is applicable only to symmetric, positive definite systems; the
others are general methods designed mainly for systems having
nonsymmetric or non-positive-definite symmetric coefficient matrices.

PCGPAK2 includes several options that can enhance the performance of the
basic iterative methods.  Among these are:

1.  Incomplete factorization preconditioning
2.  Reduced system preprocessing
3.  Block iteration

PCGPAK2 is applicable to a wide range of engineering and scientific
problems that depend on the solution of large sparse systems of linear
equations.  Examplesof application areas include structural engineering
analysis, aerodynamic and hydrodynamic modeling, oil reservoir
simulation, ocean acoustics, simulation of VLSI circuit designs and
combustion physics.  For many problems, PCGPAK2 is substantially faster
and uses far less storage than alternative banded or sparse Gaussian
elimination methods.  For example, on one relatively-small nonsymmetric
system of order 3969 arising from a nine-point discretization of an
elliptic partial differential equation on the unit square,
PCGPAK2 required less than one-fourth of the time and less than
one-fifth of the storage required by the band Gaussian elimination
routines from LINPACK.  For larger two-dimensional and three-dimensional
partial differential equations, the savings are far greater.

The standard Fortran version of PCGPAK2 will run on essentially any
computer. Optimized versions of PCGPAK2 are available for a number of
vector machines, including the Cray 1, Cray XMP, Cray YMP, Cray 2, IBM
3090, Convex C-1, Convex C-2, and DEC VAX 9000.

More details are available in a posting on sci.math.num-analysis.  For
further information, contact SCIENTIFIC at

SCIENTIFIC Computing Associates, Inc.
246 Church Street, Suite 307
New Haven, CT 06510


Tel.: (203) 777-7442
FAX:  (203) 776-4074
Email: sca@yale.edu or yale!sca

PCGPAK2 is a registered trademark of SCIENTIFIC Computing Associates, Inc.
Computers mentioned may be trademarks of their respective manufacturers.