A Numerical Evaluation of HSL Packages for the Direct Solution of Large Sparse, Symmetric Linear Systems of Equations

摘要

In recent years, a number of new direct solvers for the solution of large sparse, symmetric linear systems of equations have been added to the mathematical software library HSL. These include solvers that are designed for the solution of positive-definite systems as well as solvers that are principally intended for solving indefinite problems. The available choice can make it difficult for users to know which solver is the most appropriate for their use. In this study, we use performance profiles as a tool for evaluating and comparing the performance of the HSL solvers on an extensive set of test problems taken from a range of practical applications.