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General-Purpose equation Solver, GPS

This fast equation solver, written by people at NASA, is available free of charge (to US citizens and residents only). This algorithm is faster than any other used on the test cases that NASA has provided. The solver was designed to solve sparse and dense, positive definite and indefinite systems of linear equations, and to handle cases when the problem exceeds memory capacity ("out-of-core" solutions). Some information about the solver is available on the web site at Contact Olaf O. Storaasli for details.

Roger Young and Ian MacPhedran