M-M.E.S.S. - The Matrix Equation Sparse Solver Library

The M-M.E.S.S. toolbox provides solvers for  large-scale, sparse, symmetric linear and quadratic matrix equations. These can be algebraic and differential equations and the solvers are in their core all based on the low-rank ADI method.  M-M.E.S.S. can be seen as the successor to the LyaPack toolbox with an improved formulation of the ADI, that now properly supports generalized state space systems, but also special structured DAEs. It features additional solvers for differential equations, improved shift parameter computation and a guarantee to compute real low-rank factorizations, but follows the same general philosophy of user supplied functions that the LyaPack toolbox used.