My Dense and Sparse Scalable Parallel implementation of Conjugate Gradient Linear System Solver library for Delphi and FreePascal and for Windows and Linux and for 32 bit and 64 bit is here :
Sparse linear system solvers are ubiquitous in high performance computing (HPC) and often are the most computational intensive parts in scientific computing codes. A few of the many applications relying on sparse linear solvers include fusion energy simulation, space weather simulation, climate modeling, and environmental modeling, and finite element method, and large-scale reservoir simulations to enhance oil recovery by the oil and gas industry. .
Conjugate Gradient is known to converge to the exact solution in n steps for a matrix of size n, and was historically first seen as a direct method because of this. However, after a while people figured out that it works really well if you just stop the iteration much earlier – often you will get a very good approximation after much fewer than n steps. In fact, we can analyze how fast Conjugate gradient converges. The end result is that Conjugate gradient is used as an iterative method for large linear systems today.
Scalable Parallel implementation of Conjugate Gradient Dense Linear System Solver library that is NUMA-aware and cache-aware, version 1.71
French
Librairie de résolution de système linéaire gradué en parallèle pour Delphi et Lazarus