Linear Solvers
Solves a general system of linear equations Ax = b.......................................... LIN_SOL_GEN
Solves a system of linear
equations Ax = b, where A is a
self-adjoint
matrix.............................................................................
LIN_SOL_SELF
Solves a rectangular system
of linear equations Ax ≅ b, in
a
least-squares
sense........................................................................ LIN_SOL_LSQ
Solves a rectangular
least-squares system of linear equations
Ax ≅ b using
singular value decomposition........................................... LIN_SOL_SVD
Solves multiple systems of linear equations........................................................ LIN_SOL_TRI
Computes the singular value
decomposition (SVD)
of a rectangular matrix,
A............................................................................ LIN_SVD
Large-Scale Parallel Solvers
Solves a linear, non-negative
constrained least-squares
system................................................................. PARALLEL_NONNEGATIVE_LSQ
Solves a linear least-squares
system with bounds on
the
unknowns............................................................... PARALLEL_BOUNDED_LSQ
Solution of Linear Systems, Matrix Inversion, and Q Determinant Evaluation
Real General Matrices
High accuracy linear system solution .................................................................... LSARG
Solves a linear system.......................................................................................... LSLRG
Factors and computes condition number................................................................ LFCRG
Factors................................................................................................................ LFTRG
Solves after factoring............................................................................................ LFSRG
High accuracy linear system solution after factoring.................................................. LFIRG
Computes determinant after factoring..................................................................... LFDRG
Inverts.................................................................................................................. LINRG
Complex General Matrices
High accuracy linear system solution..................................................................... LSACG
Solves a linear system.......................................................................................... LSLCG
Factors and computes condition number................................................................ LFCCG
Factors................................................................................................................ LFTCG
Solves a linear system after factoring..................................................................... LFSCG
High accuracy linear system solution after factoring.................................................. LFICG
Computes determinant after factoring..................................................................... LFDCG
Inverts.................................................................................................................. LINCG
Real Triangular Matrices
Solves a linear system........................................................................................... LSLRT
Computes condition number................................................................................... LFCRT
Computes determinant after factoring...................................................................... LFDRT
Inverts................................................................................................................... LINRT
Complex Triangular Matrices
Solves a linear system........................................................................................... LSLCT
Computes condition number................................................................................... LFCCT
Computes determinant after factoring...................................................................... LFDCT
Inverts................................................................................................................... LINCT
Real Positive Definite Matrices
High accuracy linear system solution..................................................................... LSADS
Solves a linear system.......................................................................................... LSLDS
Factors and computes condition number................................................................ LFCDS
Factors................................................................................................................ LFTDS
Solve a linear system after factoring....................................................................... LFSDS
High accuracy linear system solution after factoring.................................................. LFIDS
Computes determinant after factoring..................................................................... LFDDS
Inverts................................................................................................................... LINDS
Real Symmetric Matrices
High accuracy linear system solution..................................................................... LSASF
Solves a linear system.......................................................................................... LSLSF
Factors and computes condition number................................................................. LFCSF
Factors................................................................................................................ LFTSF
Solves a linear system after factoring...................................................................... LFSSF
High accuracy linear system solution after factoring.................................................. LFISF
Computes determinant after factoring...................................................................... LFDSF
Complex Hermitian Positive Definite Matrices
High accuracy linear system solution..................................................................... LSADH
Solves a linear system.......................................................................................... LSLDH
Factors and computes condition number................................................................ LFCDH
Factors................................................................................................................ LFTDH
Solves a linear system after factoring..................................................................... LFSDH
High accuracy linear system solution after factoring.................................................. LFIDH
Computes determinant after factoring..................................................................... LFDDH
Complex Hermitian Matrices
High accuracy linear system solution..................................................................... LSAHF
Solves a linear system.......................................................................................... LSLHF
Factors and computes condition number................................................................. LFCHF
Factors................................................................................................................ LFTHF
Solves a linear system after factoring...................................................................... LFSHF
High accuracy linear system solution after factoring.................................................. LFIHF
Computes determinant after factoring...................................................................... LFDHF
Real Band Matrices in Band Storage
Solves a tridiagonal system.................................................................................... LSLTR
Solves a tridiagonal system: Cyclic Reduction......................................................... LSLCR
High accuracy linear system solution..................................................................... LSARB
Solves a linear system.......................................................................................... LSLRB
Factors and compute condition number.................................................................. LFCRB
Factors................................................................................................................ LFTRB
Solves a linear system after factoring..................................................................... LFSRB
High accuracy linear system solution after factoring.................................................. LFIRB
Computes determinant after factoring..................................................................... LFDRB
Real Band Symmetric Positive Definite Matrices in Band Storage
High accuracy linear system solution..................................................................... LSAQS
Solves a linear system.......................................................................................... LSLQS
Solves a linear system.......................................................................................... LSLPB
Factors and computes condition number................................................................ LFCQS
Factors................................................................................................................ LFTQS
Solves a linear system after factoring..................................................................... LFSQS
High accuracy linear system solution after factoring.................................................. LFIQS
Computes determinant after factoring..................................................................... LFDQS
Complex Band Matrices in Band Storage
Solves a tridiagonal system................................................................................... LSLTQ
Solves a tridiagonal system: Cyclic Reduction........................................................ LSLCQ
High accuracy linear system solution..................................................................... LSACB
Solves a linear system.......................................................................................... LSLCB
Factors and computes condition number................................................................ LFCCB
Factors................................................................................................................ LFTCB
Solves a linear system after factoring..................................................................... LFSCB
High accuracy linear system solution after factoring.................................................. LFICB
Computes determinant after factoring..................................................................... LFDCB
Complex Band Positive Definite Matrices in Band Storage
High accuracy linear system solution..................................................................... LSAQH
Solves a linear system.......................................................................................... LSLQH
Solves a linear system.......................................................................................... LSLQB
Factors and compute condition number.................................................................. LFCQH
Factors................................................................................................................ LFTQH
Solves a linear system after factoring..................................................................... LFSQH
High accuracy linear system solution after factoring.................................................. LFIQH
Computes determinant after factoring..................................................................... LFDQH
Real Sparse Linear Equation Solvers
Solves a sparse linear system................................................................................ LSLXG
Factors................................................................................................................ LFTXG
Solves a linear system after factoring...................................................................... LFSXG
Complex Sparse Linear Equation Solvers
Solves a sparse linear system................................................................................ LSLZG
Factors................................................................................................................ LFTZG
Solves a linear system after factoring...................................................................... LFSZG
Real Sparse Symmetric Positive Definite Linear Equation Solvers
Solves a sparse linear system................................................................................ LSLXD
Symbolic Factor................................................................................................... LSCXD
Computes Factor.................................................................................................. LNFXD
Solves a linear system after factoring...................................................................... LFSXD
Complex Sparse Hermitian Positive Definite Linear Equation Solvers
Solves a sparse linear system................................................................................ LSLZD
Computes Factor.................................................................................................. LNFZD
Solves a linear system after factoring...................................................................... LFSZD
Real Toeplitz Matrices in Toeplitz Storage
Solves a linear system.......................................................................................... LSLTO
Complex Toeplitz Matrices in Toeplitz Storage
Solves a linear system........................................................................................... LSLTC
Complex Circulant Matrices in Circulant Storage
Solves a linear system.......................................................................................... LSLCC
Iterative Methods
Preconditioned conjugate gradient......................................................................... PCGRC
Jacobi conjugate gradient...................................................................................... JCGRC
Generalized minimum residual............................................................................. GMRES
Partial Singular Value Decomposition......................................................... ARPACK_SVD
Linear Least Squares and Matrix Factorization
Least Squares, QR Decomposition and Generalized Inverse
Solves a Least-squares system............................................................................. LSQRR
Solves a Least-squares system............................................................................. LQRRV
High accuracy Least squares................................................................................ LSBRR
Linearly constrained Least squares........................................................................ LCLSQ
QR decomposition............................................................................................... LQRRR
Accumulation of QR decomposition....................................................................... LQERR
QR decomposition Utilities.................................................................................... LQRSL
QR factor update.................................................................................................. LUPQR
Cholesky Factorization
Cholesky factoring for rank deficient matrices......................................................... LCHRG
Cholesky factor update......................................................................................... LUPCH
Cholesky factor down-date.................................................................................... LDNCH
Singular Value Decomposition (SVD)
Real singular value decomposition......................................................................... LSVRR
Complex singular value decomposition................................................................... LSVCR
Generalized inverse.............................................................................................. LSGRR
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