IMSL C Math Library
Chapter 1: 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