NAG Toolbox

F11 – Large Scale Linear Systems

• F11 Introduction
• f11bd – Real sparse nonsymmetric linear systems, setup for f11be
• nag_sparse_real_gen_basic_setup – f11bd
• f11be – Real sparse nonsymmetric linear systems, preconditioned RGMRES, CGS, Bi-CGSTAB or TFQMR method
• nag_sparse_real_gen_basic_solver – f11be
• f11bf – Real sparse nonsymmetric linear systems, diagnostic for f11be
• nag_sparse_real_gen_basic_diag – f11bf
• f11br – Complex sparse non-Hermitian linear systems, setup for f11bs
• nag_sparse_complex_gen_basic_setup – f11br
• f11bs – Complex sparse non-Hermitian linear systems, preconditioned RGMRES, CGS, Bi-CGSTAB or TFQMR method
• nag_sparse_complex_gen_basic_solver – f11bs
• f11bt – Complex sparse non-Hermitian linear systems, diagnostic for f11bs
• nag_sparse_complex_gen_basic_diag – f11bt
• f11da – Real sparse nonsymmetric linear systems, incomplete LU factorization
• nag_sparse_real_gen_precon_ilu – f11da
• f11db – Solution of linear system involving incomplete LU preconditioning matrix generated by f11da
• nag_sparse_real_gen_precon_ilu_solve – f11db
• f11dc – Solution of real sparse nonsymmetric linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, preconditioner computed by f11da
• nag_sparse_real_gen_solve_ilu – f11dc
• f11dd – Solution of linear system involving preconditioning matrix generated by applying SSOR to real sparse nonsymmetric matrix
• nag_sparse_real_gen_precon_ssor_solve – f11dd
• f11de – Solution of real sparse nonsymmetric linear system, RGMRES, CGS, Bi-CGSTAB, or TFQMR method, Jacobi or SSOR preconditioner (Black Box)
• nag_sparse_real_gen_solve_jacssor – f11de
• f11dk – Real sparse nonsymmetric linear systems, line Jacobi preconditioner
• nag_sparse_real_gen_precon_jacobi – f11dk
• f11dn – Complex sparse non-Hermitian linear systems, incomplete LU factorization
• nag_sparse_complex_gen_precon_ilu – f11dn
• f11dp – Solution of complex linear system involving incomplete LU preconditioning matrix generated by f11dn
• nag_sparse_complex_gen_precon_ilu_solve – f11dp
• f11dq – Solution of complex sparse non-Hermitian linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, preconditioner computed by f11dn (Black Box)
• nag_sparse_complex_gen_solve_ilu – f11dq
• f11dr – Solution of linear system involving preconditioning matrix generated by applying SSOR to complex sparse non-Hermitian matrix
• nag_sparse_complex_gen_precon_ssor_solve – f11dr
• f11ds – Solution of complex sparse non-Hermitian linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, Jacobi or SSOR preconditioner Black Box
• nag_sparse_complex_gen_solve_jacssor – f11ds
• f11dx – Complex sparse nonsymmetric linear systems, line Jacobi preconditioner
• nag_sparse_complex_gen_precon_jacobi – f11dx
• f11gd – Real sparse symmetric linear systems, setup for f11ge
• nag_sparse_real_symm_basic_setup – f11gd
• f11ge – Real sparse symmetric linear systems, preconditioned conjugate gradient or Lanczos method or the MINRES algorithm
• nag_sparse_real_symm_basic_solver – f11ge
• f11gf – Real sparse symmetric linear systems, diagnostic for f11ge
• nag_sparse_real_symm_basic_diag – f11gf
• f11gr – Complex sparse Hermitian linear systems, setup for f11gs
• nag_sparse_complex_herm_basic_setup – f11gr
• f11gs – Complex sparse Hermitian linear systems, preconditioned conjugate gradient or Lanczos
• nag_sparse_complex_herm_basic_solver – f11gs
• f11gt – Complex sparse Hermitian linear systems, diagnostic for f11gs
• nag_sparse_complex_herm_basic_diag – f11gt
• f11ja – Real sparse symmetric matrix, incomplete Cholesky factorization
• nag_sparse_real_symm_precon_ichol – f11ja
• f11jb – Solution of linear system involving incomplete Cholesky preconditioning matrix generated by f11ja
• nag_sparse_real_symm_precon_ichol_solve – f11jb
• f11jc – Solution of real sparse symmetric linear system, conjugate gradient/Lanczos method, preconditioner computed by f11ja (Black Box)
• nag_sparse_real_symm_solve_ichol – f11jc
• f11jd – Solution of linear system involving preconditioning matrix generated by applying SSOR to real sparse symmetric matrix
• nag_sparse_real_symm_precon_ssor_solve – f11jd
• f11je – Solution of real sparse symmetric linear system, conjugate gradient/Lanczos method, Jacobi or SSOR preconditioner (Black Box)
• nag_sparse_real_symm_solve_jacssor – f11je
• f11jn – Complex sparse Hermitian matrix, incomplete Cholesky factorization
• nag_sparse_complex_herm_precon_ilu – f11jn
• f11jp – Solution of complex linear system involving incomplete Cholesky preconditioning matrix generated by f11jn
• nag_sparse_complex_herm_precon_ilu_solve – f11jp
• f11jq – Solution of complex sparse Hermitian linear system, conjugate gradient/Lanczos method, preconditioner computed by f11jn (Black Box)
• nag_sparse_complex_herm_solve_ilu – f11jq
• f11jr – Solution of linear system involving preconditioning matrix generated by applying SSOR to complex sparse Hermitian matrix
• nag_sparse_complex_herm_precon_ssor_solve – f11jr
• f11js – Solution of complex sparse Hermitian linear system, conjugate gradient/Lanczos method, Jacobi or SSOR preconditioner (Black Box)
• nag_sparse_complex_herm_solve_jacssor – f11js
• f11md – Real sparse nonsymmetric linear systems, setup for f11me
• nag_sparse_direct_real_gen_setup – f11md
• f11me – LU factorization of real sparse matrix
• nag_sparse_direct_real_gen_lu – f11me
• f11mf – Solution of real sparse simultaneous linear equations (coefficient matrix already factorized)
• nag_sparse_direct_real_gen_solve – f11mf
• f11mg – Estimate condition number of real matrix, matrix already factorized by f11me
• nag_sparse_direct_real_gen_cond – f11mg
• f11mh – Refined solution with error bounds of real system of linear equations, multiple right-hand sides
• nag_sparse_direct_real_gen_refine – f11mh
• f11mk – Real sparse nonsymmetric matrix-matrix multiply, compressed column storage
• nag_sparse_direct_real_gen_matmul – f11mk
• f11ml – 1-norm, infinity -norm, largest absolute element, real general matrix
• nag_sparse_direct_real_gen_norm – f11ml
• f11mm – Real sparse nonsymmetric linear systems, diagnostic for f11me
• nag_sparse_direct_real_gen_diag – f11mm
• f11xa – Real sparse nonsymmetric matrix vector multiply
• nag_sparse_real_gen_matvec – f11xa
• f11xe – Real sparse symmetric matrix vector multiply
• nag_sparse_real_symm_matvec – f11xe
• f11xn – Complex sparse non-Hermitian matrix vector multiply
• nag_sparse_complex_gen_matvec – f11xn
• f11xs – Complex sparse Hermitian matrix vector multiply
• nag_sparse_complex_herm_matvec – f11xs
• f11za – Real sparse nonsymmetric matrix reorder function
• nag_sparse_real_gen_sort – f11za
• f11zb – Real sparse symmetric matrix reorder function
• nag_sparse_real_symm_sort – f11zb
• f11zn – Complex sparse non-Hermitian matrix reorder function
• nag_sparse_complex_gen_sort – f11zn
• f11zp – Complex sparse Hermitian matrix reorder function
• nag_sparse_complex_herm_sort – f11zp

F08

F12