Numerical linear algebra algorithms and software

摘要

The increasing availability of advanced-architecture computers has a significant effect on all spheres of scientific computation, including algorithm research and software development in numerical linear algebra. Linear algebra – in particular, the solution of linear systems of equations – lies at the heart of most calculations in scientific computing. This paper discusses some of the recent developments in linear algebra designed to exploit these advanced-architecture computers. We discuss two broad classes of algorithms: those for dense, and those for sparse matrices.