Seminar Details:

LANS Informal Seminar
"MINRES-QLP for Singular Symmetric and Hermitian Linear Equations and Least-Squares Problems"

DATE: December 14, 2011

TIME: 15:00:00 - 16:00:00
SPEAKER: Sou-Cheng Choi, Computation Institute, UofC / ANL
LOCATION: Building 240, 1404-1405, Argonne National Laboratory

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-de nite 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 scienti c 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.


Please send questions or suggestions to Debojyoti Ghosh: ghosh at mcs dot anl dot gov.