IMSL C Math Library
L
Function
Purpose Statement
Solves a linear least-squares problem Ax = b.
Solves a linear least squares problem with linear constraints.
Solves a linear programming problem using the revised simplex algorithm.
Solves a real symmetric definite linear system using a conjugate gradient method.
Solves a real general system of linear equations Ax = b.
Solves a complex general system of linear equations Ax = b.
Solves a real general band system of linear equations Ax = b.
Solves a complex general system of linear equations Ax = b.
Solves a sparse system of linear equations Ax = b.
Solves a system of linear equations Ax = b, with sparse complex coefficient matrix A.
Solves a linear system Ax = b using the restarted generalized minimum residual (GMRES) method.
Solves a real symmetric nonnegative definite system of linear equations Ax = b.
Solves a real symmetric positive definite system of linear equations Ax = b.
Solves a complex Hermitian positive definite system of linear equations Ax = b.
Solves a real symmetric positive definite system of linear equations Ax = b in band symmetric storage mode.
Solves a complex Hermitian positive definite system of linear equations Ax = b in band symmetric storage mode.
Solves a sparse real symmetric positive definite system of linear equations Ax = b.
Solves a sparse Hermitian positive definite system of linear equations Ax = b.
Computes the SVD, A = USVT, of a real rectangular matrix A.
Computes the SVD, A = USVH, of a complex rectangular matrix A.
Solves a linear programming problem.
Evaluates the logarithm of the real beta function ln β (xy).
Evaluates the logarithm of the absolute value of the gamma function log |Γ(x)|.