Module DGMRES in IMSLMSolves large, sparse systems of linear equations, using the GMRES (generalized minimum residual) iterative method with reverse communication. The coefficient matrix need have no special structure and can be stored using any scheme. The user must provide an initial guess for the solution. (Based on GMRESD by Homer Walker.).
CALL DGMRES (IDO, N, X, P, R, Z, TOL)| D2a4 | Solution of systems of linear equations, including matrix inverses, and LU and related factorizations (real nonsymmetric sparse matrices) |