I'm working on some c++ code to solve (conjugate gradient, least squares conjugate gradient, LSQR,..) large sparse overdetermined systems of linear equations. There is a twist to my matrices and the system they're running on, that's why I code the solver myself.
For testing, debugging and benchmarking purposes I'm looking for some test matrix-vector-problems with well known solutions. I would like to be able to generate such systems for varying matrix size
N x M. (Typically I deal with matrices of the size
10^7 x 10^5 with
10^9 non-zero elements.)
Do you know any such matrix-vector-systems what can easily be generated?