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I have had very good experience of Metis (http://www-users.cs.umn.edu/~karypis/metis/metis/) for ordering and of YSMP (ftp://ftp.ucar.edu/dsl/lib/oldsrc/) for direct solution of sparse equations. If you have an Intel or Microsoft C/C++ compiler you can compile the downloadable source of Metis; alternatively, a ready-compiled library for MS-Windows is available at the same site. You will need to rename the downloaded library from libmetis.a to libmetis.lib and include "Your_Lib_Pathlibmetis.lib" as a linker directive.Then, e.g.
NUMFLAG = 1
OPTIONS(0) = 0
CALL METIS_NodeND(N, NODE, LINK, NUMFLAG, OPTIONS, PERM, IPERM)
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Naturally, Steve will provide far more in-depth and better response but asCXML is replaced in IVFby MKL (optimized for the latest Intel platforms)in the meantime you can evaluate it- you can get free evaluation copy from here
http://www.intel.com/software/products/mkl/eval.htm.
What about Netlib and sources there?
A.
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Other possibilities are IMSL and NAG. These two and MKL are not free like CXML was, though.
Mike D.
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