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Python code for iterative linear solvers (used in Math 5344, Fall 2020)

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PySolvers

A package with linear solvers, preconditioners, and nonlinear solvers. These were developed during my course sequence on iterative solvers offered at Texas Tech in 2020-21.

  • Linear solvers
    • Preconditioned GMRES
    • Preconditioned conjugate gradients (PCG)
    • Algebraic multigrid (AMG)
      • The initial version of the AMG code was written by Nick Moore as part of his course project.
    • Unified user interface to iterative and direct solvers
  • Preconditioners
    • Incomplete ILU with drop tolerance (based on the numpy interface to SuperLU)
    • Incomplete Cholesky with drop tolerance (based on the numpy interface to SuperLU)
    • Algebraic multigrid (AMG)
  • Nonlinear solvers
    • Newton's method
      • Inexact solves of linear subproblems with adaptive tolerance
      • Optional reuse of preconditioner for multiple linear subproblems
      • Line search to find sufficient decrease

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Python code for iterative linear solvers (used in Math 5344, Fall 2020)

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