Log Message:
Import spai-3.2 as wip/spai.

Given a sparse matrix A the SPAI Algorithm computes a sparse approximate inverse
M by minimizing || AM - I || in the Frobenius norm. The approximate inverse is
computed explicitly and can then be applied as a preconditioner to an iterative
method.The sparsity pattern of the approximate inverse is either fixed a priori
or captured automatically:

 * Fixed sparsity: The sparsity pattern of M is either banded or a subset
   of the sparsity pattern of A.
 * Adaptive sparsity: The algorithm proceeds until the 2-norm of each column
   of AM-I is less than eps. By varying eps the user controls the quality and
    the cost of computing the preconditioner. Usually the optimal eps lies \ 
between 0.5 and 0.7.

A very sparse preconditioner is very cheap to compute but may not lead to much
improvement, while if M becomes rather dense it  becomes too expensive to
compute. The optimal preconditioner lies between these two extremes and is
problem and computer architecture dependent. The approximate inverse M can also
be used as a robust (parallel) smoother for (algebraic) multi-grid methods