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LANS Informal Seminar: Sou-Cheng Choi
December 14, 2011 @ 15:00 CST
Seminar Title: MINRES-QLP for Singular Symmetric and Hermitian Linear Equations and Least-Squares Problems
Speaker: Sou-Cheng Choi, Computation Institute, UofC / ANL
Date/Time: 2011-12-14 15:00
Location: Building 240, 1404-1405
Description:
We present the Krylov-subspace solver MINRES-QLP and its FORTRAN 90 implementation for solving symmetric or Hermitian linear systems or least-squares problems. If the system is singular, MINRES-QLP computes the minimum-length solution. In all cases, it circumvents a potential instability in the original MINRES algorithm.
A positive-denite preconditioner may be supplied. Our FORTRAN 90 implementation illustrates a design pattern that allows users to make problem data known to the solver, but hidden and secure from other program units. Moreover, users are spared to program subroutines for reverse communication, which is widely used in scientic computing with FORTRAN 77 but the resulting code usually appears formidable and sacrifices readability.
We also provide and maintain FORTRAN 77 and MATLAB 7.8 versions of MINRES and MINRES-QLP.
This is joint work with Christopher Paige and Michael Saunders.