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HSL_MI20 Unsymmetric system: algebraic multigrid preconditioner

Given an $n\times n$ sparse unsymmetric matrix $A$ and an $n$-vector $z$, HSL_MI20 computes the vector $x=Mz$, where $M$ is an algebraic multigrid (AMG) v-cycle preconditioner for $A$. A classical AMG method is used. The matrix $A$ must have positive diagonal entries and (most of) the off-diagonals 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.