Linear Solvers
Solves a general system of linear equations Ax = b.......................................... LIN_SOL_GEN
Solves a system of linear equations Ax = b, where A is
a
self-adjoint
matrix.............................................................................
LIN_SOL_SELF
Solves a rectangular system of linear equations Ax
≅ b, in
a
least-squares
sense........................................................................ LIN_SOL_LSQ
Solves a rectangular least-squares system of linear
equations
Ax ≅ b
using singular value decomposition........................................... LIN_SOL_SVD
Solves multiple systems of linear equations........................................................ LIN_SOL_TRI
Computes the singular value decomposition (SVD)
of
a rectangular matrix,
A............................................................................ LIN_SVD
Large-Scale Parallel Solvers
Parallel Constrained Least-Squares Solvers
Solves a linear, non-negative constrained least-squares
system................................................................. PARALLEL_NONNEGATIVE_LSQ
Solves a linear least-squares system with bounds on
the unknowns...............................................................
PARALLEL_BOUNDED_LSQ
Solution of Linear Systems, Matrix Inversion, and Q Determinant Evaluation
Real General Matrices
High accuracy linear system solution ........................................................................ LSARG
Solves a linear system.............................................................................................. LSLRG
Factors and computes condition number.................................................................... LFCRG
Factors.................................................................................................................... LFTRG
Solves after factoring................................................................................................. LFSRG
High accuracy linear system solution after factoring...................................................... LFIRG
Computes determinant after factoring......................................................................... LFDRG
Inverts....................................................................................................................... LINRG
Complex General Matrices
High accuracy linear system solution......................................................................... LSACG
Solves a linear system.............................................................................................. LSLCG
Factors and computes condition number.................................................................... LFCCG
Factors.................................................................................................................... LFTCG
Solves a linear system after factoring......................................................................... LFSCG
High accuracy linear system solution after factoring...................................................... LFICG
Computes determinant after factoring......................................................................... LFDCG
Inverts....................................................................................................................... LINCG
Real Triangular Matrices
Solves a linear system............................................................................................... LSLRT
Computes condition number....................................................................................... LFCRT
Computes determinant after factoring.......................................................................... LFDRT
Inverts....................................................................................................................... LINRT
Complex Triangular Matrices
Solves a linear system............................................................................................... LSLCT
Computes condition number....................................................................................... LFCCT
Computes determinant after factoring.......................................................................... LFDCT
Inverts....................................................................................................................... LINCT
Real Positive Definite Matrices
High accuracy linear system solution......................................................................... LSADS
Solves a linear system.............................................................................................. LSLDS
Factors and computes condition number..................................................................... LFCDS
Factors.................................................................................................................... LFTDS
Solve a linear system after factoring........................................................................... LFSDS
High accuracy linear system solution after factoring...................................................... LFIDS
Computes determinant after factoring.......................................................................... LFDDS
Inverts....................................................................................................................... LINDS
Real Symmetric Matrices
High accuracy linear system solution......................................................................... LSASF
Solves a linear system............................................................................................... LSLSF
Factors and computes condition number..................................................................... LFCSF
Factors..................................................................................................................... LFTSF
Solves a linear system after factoring.......................................................................... LFSSF
High accuracy linear system solution after factoring....................................................... LFISF
Computes determinant after factoring.......................................................................... LFDSF
Complex Hermitian Positive Definite Matrices
High accuracy linear system solution......................................................................... LSADH
Solves a linear system.............................................................................................. LSLDH
Factors and computes condition number..................................................................... LFCDH
Factors.................................................................................................................... LFTDH
Solves a linear system after factoring.......................................................................... LFSDH
High accuracy linear system solution after factoring...................................................... LFIDH
Computes determinant after factoring.......................................................................... LFDDH
Complex Hermitian Matrices
High accuracy linear system solution......................................................................... LSAHF
Solves a linear system............................................................................................... LSLHF
Factors and computes condition number..................................................................... LFCHF
Factors..................................................................................................................... LFTHF
Solves a linear system after factoring.......................................................................... LFSHF
High accuracy linear system solution after factoring....................................................... LFIHF
Computes determinant after factoring.......................................................................... LFDHF
Real Band Matrices in Band Storage
Solves a tridiagonal system........................................................................................ LSLTR
Solves a tridiagonal system: Cyclic Reduction............................................................. LSLCR
High accuracy linear system solution......................................................................... LSARB
Solves a linear system.............................................................................................. LSLRB
Factors and compute condition number...................................................................... LFCRB
Factors.................................................................................................................... LFTRB
Solves a linear system after factoring.......................................................................... LFSRB
High accuracy linear system solution after factoring...................................................... LFIRB
Computes determinant after factoring.......................................................................... LFDRB
Real Band Symmetric Positive Definite Matrices in Band Storage
High accuracy linear system solution......................................................................... LSAQS
Solves a linear system.............................................................................................. LSLQS
Solves a linear system.............................................................................................. LSLPB
Factors and computes condition number.................................................................... LFCQS
Factors.................................................................................................................... LFTQS
Solves a linear system after factoring......................................................................... LFSQS
High accuracy linear system solution after factoring...................................................... LFIQS
Computes determinant after factoring......................................................................... LFDQS
Complex Band Matrices in Band Storage
Solves a tridiagonal system........................................................................................ LSLTQ
Solves a tridiagonal system: Cyclic Reduction............................................................. LSLCQ
High accuracy linear system solution......................................................................... LSACB
Solves a linear system.............................................................................................. LSLCB
Factors and computes condition number..................................................................... LFCCB
Factors.................................................................................................................... LFTCB
Solves a linear system after factoring.......................................................................... LFSCB
High accuracy linear system solution after factoring...................................................... LFICB
Computes determinant after factoring.......................................................................... LFDCB
Complex Band Positive Definite Matrices in Band Storage
High accuracy linear system solution......................................................................... LSAQH
Solves a linear system.............................................................................................. LSLQH
Solves a linear system.............................................................................................. LSLQB
Factors and compute condition number...................................................................... LFCQH
Factors.................................................................................................................... LFTQH
Solves a linear system after factoring......................................................................... LFSQH
High accuracy linear system solution after factoring...................................................... LFIQH
Computes determinant after factoring......................................................................... LFDQH
Real Sparse Linear Equation Solvers
Solves a sparse linear system.................................................................................... LSLXG
Factors..................................................................................................................... LFTXG
Solves a linear system after factoring.......................................................................... LFSXG
Complex Sparse Linear Equation Solvers
Solves a sparse linear system.................................................................................... LSLZG
Factors..................................................................................................................... LFTZG
Solves a linear system after factoring.......................................................................... LFSZG
Real Sparse Symmetric Positive Definite Linear Equation Solvers
Solves a sparse linear system.................................................................................... LSLXD
Symbolic Factor....................................................................................................... LSCXD
Computes Factor...................................................................................................... LNFXD
Solves a linear system after factoring.......................................................................... LFSXD
Complex Sparse Hermitian Positive Definite Linear Equation Solvers
Solves a sparse linear system.................................................................................... LSLZD
Computes Factor...................................................................................................... LNFZD
Solves a linear system after factoring.......................................................................... LFSZD
Real Toeplitz Matrices in Toeplitz Storage
Solves a linear system............................................................................................... LSLTO
Complex Toeplitz Matrices in Toeplitz Storage
Solves a linear system............................................................................................... LSLTC
Complex Circulant Matrices in Circulant Storage
Solves a linear system.............................................................................................. LSLCC
Iterative Methods
Preconditioned conjugate gradient............................................................................. PCGRC
Jacobi conjugate gradient.......................................................................................... JCGRC
Generalized minimum residual.................................................................................. GMRES
Linear Least Squares and Matrix Factorization
Least Squares, QR Decomposition and Generalized Inverse
Solves a Least-squares system................................................................................. LSQRR
Solves a Least-squares system................................................................................. LQRRV
High accuracy Least squares.................................................................................... LSBRR
Linearly constrained Least squares............................................................................ LCLSQ
QR decomposition.................................................................................................... LQRRR
Accumulation of QR decomposition........................................................................... LQERR
QR decomposition Utilities........................................................................................ LQRSL
QR factor update...................................................................................................... LUPQR
Cholesky Factorization
Cholesky factoring for rank deficient matrices............................................................. LCHRG
Cholesky factor update............................................................................................. LUPCH
Cholesky factor down-date........................................................................................ LDNCH
Singular Value Decomposition (SVD)
Real singular value decomposition.............................................................................. LSVRR
Complex singular value decomposition....................................................................... LSVCR
Generalized inverse.................................................................................................. LSGRR
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