Chapter 1: Linear Systems

Routines

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

Real matrices................................................................................ lin_sol_gen_coordinate

Complex matrices........................................................... lin_sol_gen_coordinate (complex)

Factor and Solve for Positive Definite Matrices

Real matrices............................................................................ lin_sol_posdef_coordinate

Complex matrices...................................................... lin_sol_posdef_coordinate (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

Linear constraints........................................................................... lin_lsq_lin_constraints

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


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