F11 Chapter Contents (PDF version)
F11 Chapter Introduction
NAG Library Manual

NAG Library Chapter Contents

F11 – Large Scale Linear Systems

F11 Chapter Introduction

Routine
Name
Mark of
Introduction

Purpose
F11BDF
Example Text
Example Data
19 nagf_sparse_real_gen_basic_setup
Real sparse nonsymmetric linear systems, setup for F11BEF
F11BEF 19 nagf_sparse_real_gen_basic_solver
Real sparse nonsymmetric linear systems, preconditioned RGMRES, CGS, Bi-CGSTAB or TFQMR method
F11BFF 19 nagf_sparse_real_gen_basic_diag
Real sparse nonsymmetric linear systems, diagnostic for F11BEF
F11BRF
Example Text
Example Data
19 nagf_sparse_complex_gen_basic_setup
Complex sparse non-Hermitian linear systems, setup for F11BSF
F11BSF 19 nagf_sparse_complex_gen_basic_solver
Complex sparse non-Hermitian linear systems, preconditioned RGMRES, CGS, Bi-CGSTAB or TFQMR method
F11BTF 19 nagf_sparse_complex_gen_basic_diag
Complex sparse non-Hermitian linear systems, diagnostic for F11BSF
F11DAF
Example Text
Example Data
18 nagf_sparse_real_gen_precon_ilu
Real sparse nonsymmetric linear systems, incomplete LU factorization
F11DBF
Example Text
Example Data
18 nagf_sparse_real_gen_precon_ilu_solve
Solution of linear system involving incomplete LU preconditioning matrix generated by F11DAF
F11DCF
Example Text
Example Data
18 nagf_sparse_real_gen_solve_ilu
Solution of real sparse nonsymmetric linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, preconditioner computed by F11DAF
F11DDF
Example Text
Example Data
18 nagf_sparse_real_gen_precon_ssor_solve
Solution of linear system involving preconditioning matrix generated by applying SSOR to real sparse nonsymmetric matrix
F11DEF
Example Text
Example Data
18 nagf_sparse_real_gen_solve_jacssor
Solution of real sparse nonsymmetric linear system, RGMRES, CGS, Bi-CGSTAB, or TFQMR method, Jacobi or SSOR preconditioner (Black Box)
F11DFF
Example Text
Example Data
24 nagf_sparse_real_gen_precon_bdilu
Real sparse nonsymmetric linear system, incomplete LU factorization of local or overlapping diagonal blocks
F11DGF
Example Text
Example Data
24 nagf_sparse_real_gen_solve_bdilu
Solution of real sparse nonsymmetric linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, incomplete LU block diagonal preconditioner computed by F11DFF
F11DKF
Example Text
Example Data
20 nagf_sparse_real_gen_precon_jacobi
Real sparse nonsymmetric linear systems, line Jacobi preconditioner
F11DNF
Example Text
Example Data
19 nagf_sparse_complex_gen_precon_ilu
Complex sparse non-Hermitian linear systems, incomplete LU factorization
F11DPF
Example Text
Example Data
19 nagf_sparse_complex_gen_precon_ilu_solve
Solution of complex linear system involving incomplete LU preconditioning matrix generated by F11DNF
F11DQF
Example Text
Example Data
19 nagf_sparse_complex_gen_solve_ilu
Solution of complex sparse non-Hermitian linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, preconditioner computed by F11DNF (Black Box)
F11DRF
Example Text
Example Data
19 nagf_sparse_complex_gen_precon_ssor_solve
Solution of linear system involving preconditioning matrix generated by applying SSOR to complex sparse non-Hermitian matrix
F11DSF
Example Text
Example Data
19 nagf_sparse_complex_gen_solve_jacssor
Solution of complex sparse non-Hermitian linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, Jacobi or SSOR preconditioner Black Box
F11DTF
Example Text
Example Data
24 nagf_sparse_complex_gen_precon_bdilu
Complex sparse nonsymmetric linear system, incomplete LU factorization of local or overlapping diagonal blocks
F11DUF
Example Text
Example Data
24 nagf_sparse_complex_gen_solve_bdilu
Solution of complex sparse nonsymmetric linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, incomplete LU block diagonal preconditioner computed by F11DTF
F11DXF
Example Text
Example Data
20 nagf_sparse_complex_gen_precon_jacobi
Complex sparse nonsymmetric linear systems, line Jacobi preconditioner
F11GDF
Example Text
Example Data
20 nagf_sparse_real_symm_basic_setup
Real sparse symmetric linear systems, setup for F11GEF
F11GEF 20 nagf_sparse_real_symm_basic_solver
Real sparse symmetric linear systems, preconditioned conjugate gradient or Lanczos method or the MINRES algorithm
F11GFF 20 nagf_sparse_real_symm_basic_diag
Real sparse symmetric linear systems, diagnostic for F11GEF
F11GRF
Example Text
Example Data
20 nagf_sparse_complex_herm_basic_setup
Complex sparse Hermitian linear systems, setup for F11GSF
F11GSF 20 nagf_sparse_complex_herm_basic_solver
Complex sparse Hermitian linear systems, preconditioned conjugate gradient or Lanczos
F11GTF 20 nagf_sparse_complex_herm_basic_diag
Complex sparse Hermitian linear systems, diagnostic for F11GSF
F11JAF
Example Text
Example Data
17 nagf_sparse_real_symm_precon_ichol
Real sparse symmetric matrix, incomplete Cholesky factorization
F11JBF
Example Text
Example Data
17 nagf_sparse_real_symm_precon_ichol_solve
Solution of linear system involving incomplete Cholesky preconditioning matrix generated by F11JAF
F11JCF
Example Text
Example Data
17 nagf_sparse_real_symm_solve_ichol
Solution of real sparse symmetric linear system, conjugate gradient/Lanczos method, preconditioner computed by F11JAF (Black Box)
F11JDF
Example Text
Example Data
17 nagf_sparse_real_symm_precon_ssor_solve
Solution of linear system involving preconditioning matrix generated by applying SSOR to real sparse symmetric matrix
F11JEF
Example Text
Example Data
17 nagf_sparse_real_symm_solve_jacssor
Solution of real sparse symmetric linear system, conjugate gradient/Lanczos method, Jacobi or SSOR preconditioner (Black Box)
F11JNF
Example Text
Example Data
19 nagf_sparse_complex_herm_precon_ilu
Complex sparse Hermitian matrix, incomplete Cholesky factorization
F11JPF
Example Text
Example Data
19 nagf_sparse_complex_herm_precon_ilu_solve
Solution of complex linear system involving incomplete Cholesky preconditioning matrix generated by F11JNF
F11JQF
Example Text
Example Data
19 nagf_sparse_complex_herm_solve_ilu
Solution of complex sparse Hermitian linear system, conjugate gradient/Lanczos method, preconditioner computed by F11JNF (Black Box)
F11JRF
Example Text
Example Data
19 nagf_sparse_complex_herm_precon_ssor_solve
Solution of linear system involving preconditioning matrix generated by applying SSOR to complex sparse Hermitian matrix
F11JSF
Example Text
Example Data
19 nagf_sparse_complex_herm_solve_jacssor
Solution of complex sparse Hermitian linear system, conjugate gradient/Lanczos method, Jacobi or SSOR preconditioner (Black Box)
F11MDF
Example Text
Example Data
21 nagf_sparse_direct_real_gen_setup
Real sparse nonsymmetric linear systems, setup for F11MEF
F11MEF
Example Text
Example Data
21 nagf_sparse_direct_real_gen_lu
LU factorization of real sparse matrix
F11MFF
Example Text
Example Data
21 nagf_sparse_direct_real_gen_solve
Solution of real sparse simultaneous linear equations (coefficient matrix already factorized)
F11MGF
Example Text
Example Data
21 nagf_sparse_direct_real_gen_cond
Estimate condition number of real matrix, matrix already factorized by F11MEF
F11MHF
Example Text
Example Data
21 nagf_sparse_direct_real_gen_refine
Refined solution with error bounds of real system of linear equations, multiple right-hand sides
F11MKF
Example Text
Example Data
21 nagf_sparse_direct_real_gen_matmul
Real sparse nonsymmetric matrix-matrix multiply, compressed column storage
F11MLF
Example Text
Example Data
21 nagf_sparse_direct_real_gen_norm
1-norm, -norm, largest absolute element, real general matrix
F11MMF
Example Text
Example Data
21 nagf_sparse_direct_real_gen_diag
Real sparse nonsymmetric linear systems, diagnostic for F11MEF
F11XAF
Example Text
Example Data
18 nagf_sparse_real_gen_matvec
Real sparse nonsymmetric matrix vector multiply
F11XEF
Example Text
Example Data
17 nagf_sparse_real_symm_matvec
Real sparse symmetric matrix vector multiply
F11XNF
Example Text
Example Data
19 nagf_sparse_complex_gen_matvec
Complex sparse non-Hermitian matrix vector multiply
F11XSF
Example Text
Example Data
19 nagf_sparse_complex_herm_matvec
Complex sparse Hermitian matrix vector multiply
F11ZAF
Example Text
Example Data
18 nagf_sparse_real_gen_sort
Real sparse nonsymmetric matrix reorder routine
F11ZBF
Example Text
Example Data
17 nagf_sparse_real_symm_sort
Real sparse symmetric matrix reorder routine
F11ZNF
Example Text
Example Data
19 nagf_sparse_complex_gen_sort
Complex sparse non-Hermitian matrix reorder routine
F11ZPF
Example Text
Example Data
19 nagf_sparse_complex_herm_sort
Complex sparse Hermitian matrix reorder routine

F11 Chapter Contents (PDF version)
F11 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2012