This paper presents an overview of the multifrontal method for the solution of large sparse symmetric positive definite linear systems. The method is formulated in terms of frontal matrices, update ...

I'm getting ready to start working on a C/C++ project that will be building and solving large tri-diagonal, block tri-diagonal and triangular matrices. I know there are a lot of libraries available ...

SIAM Journal on Numerical Analysis, Vol. 12, No. 4 (Sep., 1975), pp. 617-629 (13 pages) The method of conjugate gradients for solving systems of linear equations with a symmetric positive definite ...