Abstract
The solution of large-scale linear systems lies at the heart of many computations in science, engineering, industry, and (more recently) finance. In this paper, we give a brief introduction to direct methods based on Gaussian elimination for the solution of such systems. We discuss the methods with reference to the sparse direct solvers that are available in the Harwell Subroutine Library. We briefly consider large sparse eigenvalue problems and show how the efficient solution of such problems depends upon the efficient solution of sparse linear systems.
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