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Linear Algebra Software

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Encyclopedia of Parallel Computing

Definition

Linear algebra software is software that performs numerical calculations aimed at solving a system of linear equations or related problems such as eigenvalue, singular value, or condition number computations. Linear algebra software operates within the confines of finite precision floating-point arithmetic and is characterized by its computational complexity with respect to the sizes of matrix and vectors involved. Equally important metric is that of numerical robustness: The linear algebra methods aim to deliver a solution that is as close as possible (in a numerical sense by taking into account the accuracy of the input data) to the true solution (obtained in sufficiently extended floating-point precision) if such a solution exists.

Discussion

The increasing availability of high-performance computers has a significant effect on all spheres of scientific computation, including algorithm research and software development in numerical linear algebra. Linear algebra â€“ in...

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Dongarra, J., Luszczek, P. (2011). Linear Algebra Software. In: Padua, D. (eds) Encyclopedia of Parallel Computing. Springer, Boston, MA. https://doi.org/10.1007/978-0-387-09766-4_150

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