Linear Systems

Functions

Linear Equations with Full Matrices

Factor, Solve, and Inverse for General Matrices

Real matrices lin_sol_gen

Complex matrices lin_sol_gen (complex)

Factor, Solve, and Inverse for Positive Definite Matrices

Real matrices lin_sol_posdef

Complex matrices lin_sol_posdef (complex)

Linear Equations with Band Matrices

Factor and Solve for Band Matrices

Real matrices lin_sol_gen_band

Complex matrices lin_sol_gen_band (complex)

Factor and Solve for Positive Definite Matrices Symmetric

Real matrices lin_sol_posdef_band

Complex matrices lin_sol_posdef_band (complex)

Linear Equations with General Sparse Matrices

Factor and Solve for Sparse Matrices I

Real matrices lin_sol_gen_coordinate

Complex matrices lin_sol_gen_coordinate (complex)

Factor and Solve for Sparse Matrices II

Real matrices superlu

Complex matrices superlu (complex)

OpenMP-based parallel Factor and Solve for Sparse Matrices

Real Matrices superlu_smp

Complex Matrices superlu_smp (complex)

Factor and Solve for Positive Definite Matrices

Real matrices lin_sol_posdef_coordinate

Complex matrices lin_sol_posdef_coordinate (complex)

OpenMP-based parallel Factor and Solve for Positive Definite Matrices

Real Matrices sparse_cholesky_smp

Complex Matrices sparse_cholesky_smp (complex)

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

Linear constraints lin_lsq_lin_constraints

Non-Negative Matrix Factorization (NNMF)

Non-negative matrix factorization solution nonneg_matrix_factorization

Singular Value Decompositions (SVD) and Generalized Inverse

Real matrix lin_svd_gen

Complex matrix lin_svd_gen (complex)

Factor, Solve, and Generalized Inverse for Positive Semidefinite Matrices

Real matrices lin_sol_nonnegdef