c++ - Looking for testing matrices/systems for iterative linear solver -


i working on c++-based library large, sparse linear algebra problems (yes, know many such libraries exist, i'm rolling own learn iterative solvers, sparse storage containers, etc..).

i point using solvers within other programming projects of mine, , test solvers against problems not own. primarily, looking test against symmetric sparse systems positive definite. have found several sources such system matrices such as:

matrix market uf sparse matrix collection

that being said, have not yet found sources of test matrices include entire system- system matrix , rhs. great have in order check results. tips on can find such full systems, or alternatively, might generate "good" rhs system matrices can online? filling matrix random values, or ones, suspect not best way.

i suggest using right-hand-side vector obtained predefined 'goal' solution x:

b = a*x 

then have goal solution, x, , resulting solution, x, solver. means can compare error (difference of goal , resulting solutions) residuals (a*x - b).

note careful evaluation of iterative solver you'll need consider use initial x.

the online collections of matrices contain left-hand-side matrix, include right-hand-sides , have solution vectors too.:

http://www.cise.ufl.edu/research/sparse/matrices/rhs.txt

by way, uf sparse matrix collection i'd suggest link instead:

http://www.cise.ufl.edu/research/sparse/matrices/


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