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SCSL User's Guide
(document number: 007-4325-001 / published: 2003-12-30)
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This publication describes the SGI Scientific Computing Software
Library (SCSL) which runs on SGI IRIX and Linux systems. The information
in this manual supplements the man pages provided with the SCSL release.
This document is a user's guide for programmers. Readers should
have a working knowledge of the IRIX and Linux operating systems, have
an understanding of the Fortran and C programming languages,
and have a working familiarity with scientific and mathematical theories.
The following publications provide information that can supplement
the information in this document.
Release notes for Linux systems are stored in /usr/share/doc/sgi-scsl-
versionnumber/README.relnotes.
Related Operating System Documentation
The following documents provide information about IRIX and Linux
implementations on SGI systems:
Linux Installation
and Getting Started
Linux Resource Administration
Guide
IRIX Admin: Resource
Administration
SGI ProPack for
Linux Start Here
Message Passing
Toolkit: MPI Programmer's Manual
Tuning and Application Guides
The following documents provide information about the applications
used on IRIX and Linux systems and about tuning issues on those systems:
Origin 2000 and
Onyx2 Performance Tuning and Optimization Guide
Linux Application
Tuning Guide
MIPSpro Fortran
77 Programmer's Guide
MIPSpro Fortran
90 Commands and Directives Reference Manual
C++ Programmer's
Guide
Guide to SGI Compilers
and Compiling Tools
ProDev WorkShop:
Overview
The following documentation is provided for the compilers and performance
tools which run on SGI Linux systems:
Third Party Documentation
The following publications provide detailed information about the
topics discussed in this manual. In many cases, these documents are referenced
specifically in this manual.
Anderson, E., Z. Bai, et al. LAPACK User's
Guide. Philadelphia SIAM, 1999. This manual is available online
at http://www.netlib.org/lapack/lug/index.html
.
Anderson, Edward, Jack Dongarra, and Susan Blackford.
Installation guide for LAPACK. LAPACK Working Note 41, Technical Report
CS-91-138. University of Tennessee (Feb. 1992).
Argham, Nicolas J. Accuracy and Stability of
Numeric Algorithms. Philadelphia SIAM, 1996.
Arioli, M., J. W. Demmel, and I. S. Duff. Solving sparse
linear systems with sparse backward error. SIAM J. Matrix Anal.
Appl. 10 (1989).
Ashcraft, Cleve. A vector implementation of the multifrontal
method for large sparse, symmetric positive definite linear systems. Technical
Report ETA-TR-51. Boeing Computer Services, 1987.
Duff, I. S., A. M. Erisman, and J. K. Reid.
Direct Methods for Sparse Matrices. Monographs on Numerical
Analysis. New York: Oxford University Press, 1986.
George, Alan and Joseph W-H Liu. Computer Solution
of Large Sparse Positive Definite Systems. Prentice-Hall
Series in Computational Mathematics. Englewood Cliffs, NJ: Prentice-Hall,
Inc., 1981.
Golub, Gene and James M. Ortega. Scientific
Computing: An Introduction with Parallel Computing. Boston:
Academic Press, 1993.
Golub, Gene H. and Charles F. Van Loan. Matrix
Computations. 2nd edition. Baltimore, Maryland: Johns Hopkins
University Press, 1989.
Hageman, Louis A. and David M. Young. Applied
Iterative Methods. Computer Science and Applied Mathematics.
New York and London: Academic Press, 1981.
Heroux, Michael A. A reverse communication interface for
``matrix-free'' preconditioned iterative solvers. Edited by C.A. Brebbia,
D. Howard, and A. Peters In Applications of Supercomputers
in Engineering II, 207-213. Boston: Computational Mechanics
Publications, 1991.
Heroux, Michael A., Phuong Vu, and Chao Wu Yang. A parallel
preconditioned conjugate gradient package for solving sparse linear systems
on a Cray Y-MP. Applied Numerical Mathematics,
8 (1991).
Hestenes, M. R. and E. Stiefel. Methods of conjugate gradients
for solving linear systems. J. Res. National Bureau of Standards
49 (1952): 409-436.
Kincaid, David R., Thomas C. Oppe, John R. Respess, and
David M. Young. ITPACKV 2C User's Guide. Technical
Report CNA-191. The University of Texas at Austin: Center for Numerical
Analysis, (Nov. 1984).
Manteuffel, T. A. An incomplete factorization technique
for positive definite linear systems. Math. Comp.
34 (1980): 473-497.
Oppe, Thomas C., Wayne D. Joubert, and David R. Kincaid.
NSPCG User's Guide. The University of Texas at Austin: Center
for Numerical Analysis, (Dec. 1988).
Reid, J. K., editor. On the Method of Conjugate Gradients
for the Solution of Large Sparse Systems of Linear Equations.
Large Sparse Sets of Linear Equations, Academic Press, 1971.
Saad, Youcef. Practical use of polynomial preconditionings
for the conjugate gradient method., 6(4) (Oct. 1985): 865-881.
Saad, Youcef and Martin H. Schultz. GMRES: A generalized
minimal residual algorithm for solving nonsymmetric linear systems.
SIAM Journal of Scientific and Statistical Computing, 7(3)
(Jul. 1986): 856-869.
Sonneveld, Peter. CGS, a fast lanczos-type solver for
nonsymmetric linear systems. SIAM Journal of Scientific and
Statistical Computing, 10(1) (Jan. 1989): 36-52.
Stewart, G. W. Introduction to Matrix Computations
. Orlando, Florida: Academic Press, 1973.
Wilkinson, J. H. The Algebraic Eigenvalue Problem
. Oxford, England: Oxford University Press, 1965.
Yang, Chao W. A parallel multifrontal method for sparse
symmetric definite linear systems on the Cray Y-MP. Proceedings
of the Fifth SIAM Conference on Parallel Processing for Scientific Computing
. Houston, Texas (Apr. 1992).
You can find a good general reference on the solution of sparse
linear systems in Golub and Van Loan. You can find a good introduction
to direct and iterative methods, as well as methods for special linear
systems, in these texts. See the special section of the November 1989
issue of the SIAM Journal of Scientific and Statistical Computing
, pages 1135-1232 for an updated general reference.
See George and Liu, Duff and Erisman, and Reid for classical references
that give a thorough and in-depth treatment of sparse direct solvers.
Another common reference is Ashcraft.
The original conjugate gradient algorithm was presented in Hestenes
and Stiefel; however, Reid presented the first practical application.
A classical text in iterative methods is that of Hageman and Young. You
can find good discussions of the biconjugate gradient and biconjugate
gradient squared methods in Sonneveld. GMRES is presented by Saad and
Schultz.
The following conventions are used throughout this documentation: | command | | This fixed-space font denotes literal items, such as pathnames,
man page names, commands, and programming language structures.
| | variable | | Italic typeface denotes variable entries and words or
concepts being defined.
| | [ ] | | Brackets enclose optional portions of a command line.
|
You can obtain SGI documentation as follows: See the SGI Technical Publications Library at http://docs.sgi.com. Various formats are available. This library contains the most recent and most comprehensive set of online books, release notes, man pages, and other information.
If it is installed on your SGI system, you can use InfoSearch, an online tool that provides a more limited set of online books, release notes, and man pages. With an IRIX system, enter infosearch at a command line or select Help -> InfoSearch from the Toolchest.
On IRIX systems, you can view release notes by entering either grelnotes or relnotes at a command line.
On Linux systems, you can view release notes on your system
by accessing the README.txt file for the product.
This is usually located in the /usr/share/doc/productname directory,
although file locations may vary.
You can view man pages by typing man title at a command line.
If you have comments about the technical accuracy, content, or organization of this publication, contact SGI. Be sure to include the title and document number of the publication with your comments. (Online, the document number is located in the front matter of the publication. In printed publications, the document number is located at the bottom of each page.)
You can contact SGI in any of the following ways: Send e-mail to the following address:
techpubs@sgi.com
Use the Feedback option on the Technical Publications Library Web page:
http://docs.sgi.com
Contact your customer service representative and ask that an incident be filed in the SGI incident tracking system.
Send mail to the following address: | Technical Publications | | SGI | | 1500 Crittenden Lane, M/S 535 | | Mountain View, California 94043-1351 |
SGI values your comments and will respond to them promptly.
SCSL User's Guide
(document number: 007-4325-001 / published: 2003-12-30)
table of contents | additional info | download
Front Matter
About This Guide
Chapter 1. Introduction
Chapter 2. Basic Linear Algebra Subprogram (BLAS) Routines
Chapter 3. LAPACK
Chapter 4. Using Sparse Linear Equation Solvers
Chapter 5. Signal Processing Routines
Appendix A. Supported SCSL Routines
Glossary
Index
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