Linear Systems

CNLMath : Linear Systems

Linear Systems

Functions

Linear Equations with Full Matrices

Factor, Solve, and Inverse for General Matrices

Real matrices, lin_sol_gen

Factor, Solve, and Inverse for Positive Definite Matrices

Linear Equations with Band Matrices

Factor and Solve for Band Matrices

Factor and Solve for Positive Definite Matrices Symmetric

Linear Equations with General Sparse Matrices

Factor and Solve for Sparse Matrices I

Factor and Solve for Sparse Matrices II

Real matrices, superlu

OpenMP-based parallel Factor and Solve for Sparse Matrices

Factor and Solve for Positive Definite Matrices

OpenMP-based parallel Factor and Solve for Positive Definite Matrices

Iterative Methods

Restarted generalized minimum residual
(GMRES) method, lin_sol_gen_min_residual

Conjugate gradient method, lin_sol_def_cg

Linear Least-squares with Full Matrices

Least-squares and QR decomposition

Least-squares solve, QR decomposition, lin_least_squares_gen

Non-negative least squares solution, nonneg_least_squares

Non-Negative Matrix Factorization (NNMF)

Non-negative matrix factorization solution, nonneg_matrix_factorization

Singular Value Decompositions (SVD) and Generalized Inverse

Factor, Solve, and Generalized Inverse for Positive Semidefinite Matrices