Numerical Analysis

SuperLU

SuperLU is a library for the direct solution of large, sparse, nonsymmetric systems of linear equations on high performance machines.  It comes in two different flavors:  SuperLU_MT (multithreaded) for shared memory parallel machines and SuperLU_DIST for distributed memory parallel machines.

ScaLAPACK

ScaLAPACK is a library of high-performance linear algebra routines for clusters supporting MPI. It contains routines for solving systems of linear equations, least squares problems, and eigenvalue problems.

This page documents usage of the ScaLAPACK library installed by OSC from source. An optimized implementation of ScaLAPACK is included in MKL; see the software documentation page for Intel Math Kernel Library for usage information.

Octave

Octave is a high-level language, primarily intended for numerical computations. It provides a convenient command line interface for solving linear and nonlinear problems numerically, and for performing other numerical experiments using a language that is mostly compatible with Matlab. It may also be used as a batch-oriented language.

Octave has extensive tools for solving common numerical linear algebra problems, finding the roots of nonlinear equations, integrating ordinary functions, manipulating polynomials, and integrating ordinary differential and differential-algebraic equations. It is easily extensible and customizable via user-defined functions written in Octave's own language, or using dynamically loaded modules written in C++, C, Fortran, or other languages.

FFTW

FFTW is a C subroutine library for computing the discrete Fourier transform (DFT) in one or more dimensions, of arbitrary input size, and of both real and complex data. It is portable and performs well on a wide variety of platforms.

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