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Sparse matrix linear solver added to GSL


Hello all,

The sparse matrix routines are in pretty good shape now and they are all located in a branch called 'sparse' on the gsl git. Furthermore I've added a sparse linear solver (for A x = b) based on the Generalized Residual Minimum Method (GMRES) iterative solver. GMRES is considered a very good/robust solver for a wide class of matrices, though it does have convergence issues on some matrices. In these cases it helps to precondition the system but I have not currently implemented any preconditioners. Maybe one day I'll get around to that.

Everything is documented, with an example of solving the 1D Poisson equation sparse system, and I've added lots of automated tests so things are working well. Anyone who uses sparse matrices in their work I'd be interested in any feedback. I plan to merge the sparse branch into the master branch in the next week or so.

Patrick


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