[Haskell-cafe] [Announcement] Sparse matrix Conjugate Gradient Solver
Levent Erkok
erkokl at gmail.com
Mon Apr 15 03:59:09 CEST 2013
I'm happy to announce the first release of conjugateGradient, implementing
the Conjugate Gradient algorithm for solving linear systems of equations
over sparse matrices:
http://hackage.haskell.org/package/conjugateGradient
The conjugate gradient algorithm only applies to the cases when the input
matrix is symmetric and positive definite. See:
http://en.wikipedia.org/wiki/Conjugate_gradient_method
The advantage of this method is that it can handle really large sparse
systems quite well, when other direct methods (such as LU decomposition)
are just not practical due to algorithmic complexity. Such large and sparse
systems naturally arise in engineering applications, such as in ASIC
placement algorithms and when solving partial differential equations.
Bug reports, feedback, and improvements are always welcome.
-Levent.
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