Sparse system solution and the HSL Library

Abstract

We consider the solution of large sparse systems, sketch their ubiquity, and briefly describe some of the algorithms used to solve these systems. The HSL mathematical software library started life in 1963 as the Harwell Subroutine Library making it one of the oldest such libraries. The main strengths of the Library lie in packages for large scale system solution. It is particularly strong in direct methods for sparse matrices and optimization. The Library has been used worldwide by a wide range of industries. We briefly discuss the history of the library and its organization and contents. We discuss the evolution of some of our current packages and the efforts to ensure reliability, robustness, and efficiency. We describe in some detail the functionality of one of our most popular sparse direct codes.