General sparse iterative solver libraries

Question

What are some of the better libraries for large sparse iterative (conjugate gradient, MINRES, GMRES, etc.) linear algebra system solving? I've often coded my own routines, but I'm interested to know which "off-the-shelf" packages people prefer. I've heard of PETSc, TAUCS, IML++, and a few others. I'm wondering how these stack up, and what else is out there. My preference is for ease of use, and freely available software.

Answer 1

http://www.cise.ufl.edu/research/sparse/umfpack/

UMFPACK is a set of routines for solving unsymmetric sparse linear systems, Ax=b, using the Unsymmetric MultiFrontal method. Written in ANSI/ISO C, with a MATLAB (Version 6.0 and later) interface. Appears as a built-in routine (for lu, backslash, and forward slash) in MATLAB. Includes a MATLAB interface, a C-callable interface, and a Fortran-callable interface. Note that "UMFPACK" is pronounced in two syllables, "Umph Pack". It is not "You Em Ef Pack".

I'm using it for FEM code.

Answer 2

NIST has some sparse Linear Algebra software you can download here: http://math.nist.gov/sparselib++/ and here: http://math.nist.gov/spblas/

I haven't used those packages myself, but I've heard good things about them.

Answer 3

You may also wish to look at Trilinos http://trilinos.sandia.gov/

It is designed by some great software craftsman, using modern design techniques.

Moreover, from within Trilinos, you can call PetsC if you desire.

Answer 4

Victor Eijkhout's Overview of Iterative Linear System Solver Packages would probably be a good place to start.

Answer 5

I would check out Microsoft's Solver Foundation. It's free to cheap for even pretty big problems. The unlimited version is industrial strength and is based on Gurobi and of course isn't cheap.

http://code.msdn.microsoft.com/solverfoundation