Is there any free ITERATIVE linear system solver in c++ that allows me to feed in an arbitrary initial guess?

Question

I am looking for an iterative linear system solver to calculate a continuously changing field. For the simulation to work properly, I need to re-calculate the field (maybe several times) for every time step. Fortunately, I have a good initial guess for each time step, so it is better I can feed it into an iterative solver. And the coefficient matrix is very dense.

The problem is I checked several iterative solvers online like Gmm++, IML++, ITL, DUNE/ISTL and so on. They are either for sparse systems or don't provide interfaces for inputting initial guesses (I might be wrong since I didn't have time to go through all the documents).

So I have two questions: 1 Is there any such c++ solver available online? 2 Since the coefficient matrix can be as large as thousands * thousands, could a direct solver be quicker than an iterative solver with a really good initial guess?

Great Thanks!

He

Answer 1

If you check the header for Conjugate Gradient in IML++ (http://math.nist.gov/iml++/cg.h.txt), you'll see that you can very easily provide the initial guess for the solution in the very variable where you'd expect to get the solution.