Version 5.3.2
13th July 2022 User documentation
 Recent Changes

Code Download
 Single
 Double
HSL_MA57: Sparse symmetric system: multifrontal method
To solve a sparse symmetric system of linear equations. Given a sparse symmetric matrix \(\mathbf{A} = {\{a _{ij}\}} _{n \times n}\) and an \(n\)vector \(\mathbf{b}\) or a matrix \(\mathbf{B} = {\{b _{ij}\}} _{n \times r}\), this subroutine solves the system \(\mathbf{Ax} = \mathbf{b}\) or the system \(\mathbf{AX} = \mathbf{B}\) . The matrix \(\mathbf{A}\) need not be definite. There is an option for iterative refinement.
The method used is a direct method based on a sparse variant of Gaussian elimination.
The matrix is optionally prescaled by using a symmetrization of the MC64
scaling. Other ordering options are provided including hooks to MeTiS. The user can avoid additional fillin to that predicted by the analysis by using static pivoting.
There are facilities for returning a Fredholm vector, multiplying a vector by the factors, exploiting sparse righthand sides, and returning factors in standard format.