In numerical analysis and scientific computing, a sparse matrix or sparse array is a matrix in which most of the elements are zero. There is no strict definition regarding the proportion of zero-value elements for a matrix to qualify as sparse but a common criterion is that the number of non-zero elements is roughly equal to the number of rows or columns. By contrast, if most of the elements are non-zero, the matrix is considered dense. The number of zero-valued elements divided by the total number of elements is sometimes referred to as the sparsity of the matrix.
David John Wheeler FRS was a computer scientist and professor of computer science at the University of Cambridge.
Cleve Barry Moler is an American mathematician and computer programmer specializing in numerical analysis. In the mid to late 1970s, he was one of the authors of LINPACK and EISPACK, Fortran libraries for numerical computing. He invented MATLAB, a numerical computing package, to give his students at the University of New Mexico easy access to these libraries without writing Fortran. In 1984, he co-founded MathWorks with Jack Little to commercialize this program.
LAPACK is a standard software library for numerical linear algebra. It provides routines for solving systems of linear equations and linear least squares, eigenvalue problems, and singular value decomposition. It also includes routines to implement the associated matrix factorizations such as LU, QR, Cholesky and Schur decomposition. LAPACK was originally written in FORTRAN 77, but moved to Fortran 90 in version 3.2 (2008). The routines handle both real and complex matrices in both single and double precision. LAPACK relies on an underlying BLAS implementation to provide efficient and portable computational building blocks for its routines.
Basic Linear Algebra Subprograms (BLAS) is a specification that prescribes a set of low-level routines for performing common linear algebra operations such as vector addition, scalar multiplication, dot products, linear combinations, and matrix multiplication. They are the de facto standard low-level routines for linear algebra libraries; the routines have bindings for both C and Fortran. Although the BLAS specification is general, BLAS implementations are often optimized for speed on a particular machine, so using them can bring substantial performance benefits. BLAS implementations will take advantage of special floating point hardware such as vector registers or SIMD instructions.
Euler is a free and open-source numerical software package. It contains a matrix language, a graphical notebook style interface, and a plot window. Euler is designed for higher level math such as calculus, optimization, and statistics.
The Portable, Extensible Toolkit for Scientific Computation, is a suite of data structures and routines developed by Argonne National Laboratory for the scalable (parallel) solution of scientific applications modeled by partial differential equations. It employs the Message Passing Interface (MPI) standard for all message-passing communication. PETSc is the world’s most widely used parallel numerical software library for partial differential equations and sparse matrix computations. PETSc received an R&D 100 Award in 2009. The PETSc Core Development Group won the SIAM/ACM Prize in Computational Science and Engineering for 2015.
MINPACK is a library of FORTRAN subroutines for the solving of systems of nonlinear equations, or the least-squares minimization of the residual of a set of linear or nonlinear equations.
Lloyd Nicholas Trefethen is an American mathematician, professor of numerical analysis and head of the Numerical Analysis Group at the Mathematical Institute, University of Oxford.
A frontal solver, conceived by Bruce Irons, is an approach to solving sparse linear systems which is used extensively in finite element analysis. It is a variant of Gauss elimination that automatically avoids a large number of operations involving zero terms.
In scientific computing, skyline matrix storage, or SKS, or a variable band matrix storage, or envelope storage scheme is a form of a sparse matrix storage format matrix that reduces the storage requirement of a matrix more than banded storage. In banded storage, all entries within a fixed distance from the diagonal are stored. In column-oriented skyline storage, only the entries from the first nonzero entry to the last nonzero entry in each column are stored. There is also row oriented skyline storage, and, for symmetric matrices, only one triangle is usually stored.
Leslie Fox was a British mathematician noted for his contribution to numerical analysis.
MUMPS is a software application for the solution of large sparse systems of linear algebraic equations on distributed memory parallel computers. It was developed in European project PARASOL (1996–1999) by CERFACS, IRIT-ENSEEIHT and RAL. The software implements the multifrontal method, which is a version of Gaussian elimination for large sparse systems of equations, especially those arising from the finite element method. It is written in Fortran 90 with parallelism by MPI and it uses BLAS and ScaLAPACK kernels for dense matrix computations. Since 1999, MUMPS has been supported by CERFACS, IRIT-ENSEEIHT, and INRIA.
Lis is a scalable parallel software library for solving discretized linear equations and eigenvalue problems that mainly arise in the numerical solution of partial differential equations by using iterative methods. Although it is designed for parallel computers, the library can be used without being conscious of parallel processing.
HSL, originally the Harwell Subroutine Library, is a collection of Fortran 77 and 95 codes that address core problems in numerical analysis. It is primarily developed by the Numerical Analysis Group at the Rutherford Appleton Laboratory with contributions from other experts in the field.
Andrew Knyazev is an American mathematician. He graduated from the Faculty of Computational Mathematics and Cybernetics of Moscow State University under the supervision of Evgenii Georgievich D'yakonov in 1981 and obtained his PhD in Numerical Mathematics at the Russian Academy of Sciences under the supervision of Vyacheslav Ivanovich Lebedev in 1985. He worked at the Kurchatov Institute between 1981–1983, and then to 1992 at the Marchuk Institute of Numerical Mathematics of the Russian Academy of Sciences, headed by Gury Marchuk.
UMFPACK is a set of routines for solving unsymmetric sparse linear systems of the form Ax=b, using the Unsymmetric MultiFrontal method. Written in ANSI/ISO C and interfaces with
Xiaoye Sherry Li is a researcher in numerical methods at the Lawrence Berkeley National Laboratory, where she works as a senior scientist. She is responsible there for the SuperLU package, a high-performance parallel system for solving sparse systems of linear equations by using their LU decomposition. At the Lawrence Berkeley National Laboratory, she heads the Scalable Solvers Group.
Jennifer Ann Scott is a British mathematician specialising in numerical analysis, sparse matrix computations, and parallel computing. She is a professor of applied mathematics at the University of Reading, where she directs the Centre for the Mathematics of Planet Earth, and a Group Leader and Individual Merit Research Fellow for the Science and Technology Facilities Council at the Rutherford Appleton Laboratory.
