Given an sparse matrix HSL_MI20 has two functions.
A classical AMG method is used, as described in  (see also Section 5 below for a brief description of the algorithm). The matrix must have positive diagonal entries and (most of) the oﬀ-diagonal entries must be negative (the diagonal should be large compared to the sum of the oﬀ-diagonals). During the multigrid coarsening process, positive oﬀ-diagonal entries are ignored and, when calculating the interpolation weights, positive oﬀ-diagonal entries are added to the diagonal.
Precision: At least 8-byte arithmetic is recommended.