Algorithm 586: ITPACK 2C: A FORTRAN Package for Solving Large Sparse Linear Systems by Adaptive Accelerated Iterative Methods

Abstract

ITPACK 2C is a collection of seven FORTRAN subroutines for solving large sparse linear systems by adaptive accelerated iterative algorithms. Basic iterative procedures, such as the Jacobi method, the successive overrelaxation method, the symmetric successive overrelaxation method, and the RS method for the reduced system are combined, where possible, with acceleration procedures, such as Chebyshev (semi-iteration) and conjugate gradient, for rapid convergence. Automatic selection of the acceleration parameters and the use of accurate stopping criteria are major features of this software package. While the ITPACK routines can be called with any linear system containing positive diagonal elements, they are the most successful in solving systems with symmetric positive definite or mildly nonsymmetric coefficient matrices.