## Version 1.1.0

18th July 2013

Recent Changes

HSL_EA20 is a suite of Fortran 95 procedures for computing the product of the s-root of a sparse self-adjoint positive-definite matrix by a vector using a scalar product derived by a second symmetric positive-definite matrix. Given two $$n\times n$$ symmetric positive-definite matrices $$\mathbf{A}$$ and $$\mathbf{M}$$, and a vector $$\mathbf{u}$$, the package uses the Lanczos method, applied to the matrix pencil $$(\mathbf{M} , \mathbf{A})$$, to approximate $\left( \mathbf{M}^{-1}\mathbf{A}\right)^s \mathbf{u} , \quad s\in (-1,1).$
Reverse communication is used. Control is returned to the user for the products of $$\mathbf{A}$$ with a vector $$\mathbf{z}$$, of $$\mathbf{M}$$ with a vector $$\mathbf{x}$$, or of $$\mathbf{M}^{-1}$$ with a vector $$\mathbf{w}$$.