 | |
| Original author(s) | Michele Martone |
|---|---|
| Stable release | 1.2.0 / September 2016 |
| Operating system | Cross-platform |
| Available in | C, C++, Fortran |
| Type | Software library |
| License | GPL License |
| Website | librsb |
librsb is an open-source parallel library for sparse matrix computations using the Recursive Sparse Blocks (RSB) matrix format.
librsb provides cache efficient multi-threaded Sparse BLAS operations via OpenMP, and is best suited to large sparse matrices.
librsb provides:
librsb can be used from:
In linear algebra, the Cholesky decomposition or Cholesky factorization is a decomposition of a Hermitian, positive-definite matrix into the product of a lower triangular matrix and its conjugate transpose, which is useful for efficient numerical solutions, e.g., Monte Carlo simulations. It was discovered by André-Louis Cholesky for real matrices, and posthumously published in 1924. When it is applicable, the Cholesky decomposition is roughly twice as efficient as the LU decomposition for solving systems of linear equations.
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.
In computer science, array programming refers to solutions which allow the application of operations to an entire set of values at once. Such solutions are commonly used in scientific and engineering settings.
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.
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In mathematics, particularly matrix theory, a band matrix or banded matrix is a sparse matrix whose non-zero entries are confined to a diagonal band, comprising the main diagonal and zero or more diagonals on either side.
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Numerical linear algebra, sometimes called applied linear algebra, is the study of how matrix operations can be used to create computer algorithms which efficiently and accurately provide approximate answers to questions in continuous mathematics. It is a subfield of numerical analysis, and a type of linear algebra. Computers use floating-point arithmetic and cannot exactly represent irrational data, so when a computer algorithm is applied to a matrix of data, it can sometimes increase the difference between a number stored in the computer and the true number that it is an approximation of. Numerical linear algebra uses properties of vectors and matrices to develop computer algorithms that minimize the error introduced by the computer, and is also concerned with ensuring that the algorithm is as efficient as possible.
Trilinos is a collection of open-source software libraries, called packages, intended to be used as building blocks for the development of scientific applications. The word "Trilinos" is Greek and conveys the idea of "a string of pearls", suggesting a number of software packages linked together by a common infrastructure. Trilinos was developed at Sandia National Laboratories from a core group of existing algorithms and utilizes the functionality of software interfaces such as the BLAS, LAPACK, and MPI . In 2004, Trilinos received an R&D100 Award.
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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.
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.
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Matrix Toolkit Java (MTJ) is an open-source Java software library for performing numerical linear algebra. The library contains a full set of standard linear algebra operations for dense matrices based on BLAS and LAPACK code. Partial set of sparse operations is provided through the Templates project. The library can be configured to run as a pure Java library or use BLAS machine-optimized code through the Java Native Interface.
Efficient Java Matrix Library (EJML) is a linear algebra library for manipulating real/complex/dense/sparse matrices. Its design goals are; 1) to be as computationally and memory efficient as possible for both small and large matrices, and 2) to be accessible to both novices and experts. These goals are accomplished by dynamically selecting the best algorithms to use at runtime, clean API, and multiple interfaces. EJML is free, written in 100% Java and has been released under an Apache v2.0 license.
GetFEM++ is a generic finite element C++ library with interfaces for Python, Matlab and Scilab. It aims at providing finite element methods and elementary matrix computations for solving linear and non-linear problems numerically. Its flexibility in choosing among different finite element approximations and numerical integration methods is one of its distinguishing characteristics.