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Sparse Direct Methods: An Introduction

  • J. A. Scott
Conference paper
Part of the Lecture Notes in Physics book series (LNP, volume 535)

Abstract

The solution of large-scale linear systems lies at the heart of many computations in science, engineering, industry, and (more recently) finance. In this paper, we give a brief introduction to direct methods based on Gaussian elimination for the solution of such systems. We discuss the methods with reference to the sparse direct solvers that are available in the Harwell Subroutine Library. We briefly consider large sparse eigenvalue problems and show how the efficient solution of such problems depends upon the efficient solution of sparse linear systems.

Keywords

Gaussian Elimination Sparsity Pattern Sparse Linear System Rutherford Appleton Laboratory Innermost Loop 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 1999

Authors and Affiliations

  • J. A. Scott
    • 1
  1. 1.Department for Computation and InformationRutherford Appleton LaboratoryOxonEngland

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