NAG Library Chapter Contents

F04 (linsys)
Simultaneous Linear Equations


F04 (linsys) Chapter Introduction – a description of the Chapter and an overview of the algorithms available

Routine
Name
Mark of
Introduction

Purpose
f04abf
Example Text
Example Data
2 nagf_linsys_withdraw_real_posdef_solve_ref
Solution of real symmetric positive definite simultaneous linear equations with multiple right-hand sides using iterative refinement (Black Box)
Note: this routine is scheduled for withdrawal at Mark 28, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information.
f04aef
Example Text
Example Data
2 nagf_linsys_withdraw_real_square_solve_ref
Solution of real simultaneous linear equations with multiple right-hand sides using iterative refinement (Black Box)
Note: this routine is scheduled for withdrawal at Mark 28, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information.
f04amf
Example Text
Example Data
2 nagf_linsys_real_gen_lsqsol
Least squares solution of m real equations in n unknowns, rank =n, mn using iterative refinement (Black Box)
f04asf
Example Text
Example Data
4 nagf_linsys_withdraw_real_posdef_solve_1rhs
Solution of real symmetric positive definite simultaneous linear equations, one right-hand side using iterative refinement (Black Box)
Note: this routine is scheduled for withdrawal at Mark 28, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information.
f04atf
Example Text
Example Data
4 nagf_linsys_withdraw_real_square_solve_1rhs
Solution of real simultaneous linear equations, one right-hand side using iterative refinement (Black Box)
Note: this routine is scheduled for withdrawal at Mark 28, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information.
f04axf
Example Text
Example Data
7 nagf_linsys_real_sparse_fac_solve
Solution of real sparse simultaneous linear equations (coefficient matrix already factorized)
f04baf
Example Text
Example Data
21 nagf_linsys_real_square_solve
Computes the solution, estimated condition number and error-bound to a real system of linear equations
f04bbf
Example Text
Example Data
21 nagf_linsys_real_band_solve
Computes the solution, estimated condition number and error-bound to a real banded system of linear equations
f04bcf
Example Text
Example Data
21 nagf_linsys_real_tridiag_solve
Computes the solution, estimated condition number and error-bound to a real tridiagonal system of linear equations
f04bdf
Example Text
Example Data
21 nagf_linsys_real_posdef_solve
Computes the solution, estimated condition number and error-bound to a real symmetric positive definite system of linear equations
f04bef
Example Text
Example Data
21 nagf_linsys_real_posdef_packed_solve
Computes the solution, estimated condition number and error-bound to a real symmetric positive definite system of linear equations, packed storage
f04bff
Example Text
Example Data
21 nagf_linsys_real_posdef_band_solve
Computes the solution, estimated condition number and error-bound to a real symmetric positive definite banded system of linear equations
f04bgf
Example Text
Example Data
21 nagf_linsys_real_posdef_tridiag_solve
Computes the solution, estimated condition number and error-bound to a real symmetric positive definite tridiagonal system of linear equations
f04bhf
Example Text
Example Data
21 nagf_linsys_real_symm_solve
Computes the solution, estimated condition number and error-bound to a real symmetric system of linear equations
f04bjf
Example Text
Example Data
21 nagf_linsys_real_symm_packed_solve
Computes the solution, estimated condition number and error-bound to a real symmetric system of linear equations, packed storage
f04caf
Example Text
Example Data
21 nagf_linsys_complex_square_solve
Computes the solution, estimated condition number and error-bound to a complex system of linear equations
f04cbf
Example Text
Example Data
21 nagf_linsys_complex_band_solve
Computes the solution, estimated condition number and error-bound to a complex banded system of linear equations
f04ccf
Example Text
Example Data
21 nagf_linsys_complex_tridiag_solve
Computes the solution, estimated condition number and error-bound to a complex tridiagonal system of linear equations
f04cdf
Example Text
Example Data
21 nagf_linsys_complex_posdef_solve
Computes the solution, estimated condition number and error-bound to a complex Hermitian positive definite system of linear equations
f04cef
Example Text
Example Data
21 nagf_linsys_complex_posdef_packed_solve
Computes the solution, estimated condition number and error-bound to a complex Hermitian positive definite system of linear equations, packed storage
f04cff
Example Text
Example Data
21 nagf_linsys_complex_posdef_band_solve
Computes the solution, estimated condition number and error-bound to a complex Hermitian positive definite banded system of linear equations
f04cgf
Example Text
Example Data
21 nagf_linsys_complex_posdef_tridiag_solve
Computes the solution, estimated condition number and error-bound to a complex Hermitian positive definite tridiagonal system of linear equations
f04chf
Example Text
Example Data
21 nagf_linsys_complex_herm_solve
Computes the solution and error-bound to a complex Hermitian system of linear equations
f04cjf
Example Text
Example Data
21 nagf_linsys_complex_herm_packed_solve
Computes the solution, estimated condition number and error-bound to a complex Hermitian system of linear equations, packed storage
f04dhf
Example Text
Example Data
21 nagf_linsys_complex_symm_solve
Computes the solution, estimated condition number and error-bound to a complex symmetric system of linear equations
f04djf
Example Text
Example Data
21 nagf_linsys_complex_symm_packed_solve
Computes the solution, estimated condition number and error-bound to a complex symmetric system of linear equations, packed storage
f04fef
Example Text
Example Data
15 nagf_linsys_real_toeplitz_yule
Solution of the Yule–Walker equations for real symmetric positive definite Toeplitz matrix, one right-hand side
f04fff
Example Text
Example Data
15 nagf_linsys_real_toeplitz_solve
Solution of real symmetric positive definite Toeplitz system, one right-hand side
f04jgf
Example Text
Example Data
8 nagf_linsys_real_gen_solve
Least squares (if rank =n) or minimal least squares (if rank <n) solution of m real equations in n unknowns, mn
f04lef
Example Text
Example Data
11 nagf_linsys_real_tridiag_fac_solve
Solution of real tridiagonal simultaneous linear equations (coefficient matrix already factorized by f01lef)
f04lhf
Example Text
Example Data
13 nagf_linsys_real_blkdiag_fac_solve
Solution of real almost block diagonal simultaneous linear equations (coefficient matrix already factorized by f01lhf)
f04mcf
Example Text
Example Data
8 nagf_linsys_real_posdef_vband_solve
Solution of real symmetric positive definite variable-bandwidth simultaneous linear equations (coefficient matrix already factorized by f01mcf)
f04mef
Example Text
Example Data
15 nagf_linsys_real_toeplitz_yule_update
Update solution of the Yule–Walker equations for real symmetric positive definite Toeplitz matrix
f04mff
Example Text
Example Data
15 nagf_linsys_real_toeplitz_update
Update solution of real symmetric positive definite Toeplitz system
f04qaf
Example Text
Example Data
11 nagf_linsys_real_gen_sparse_lsqsol
Sparse linear least squares problem, m real equations in n unknowns
f04yaf
Example Text
Example Data
11 nagf_linsys_real_gen_lsq_covmat
Covariance matrix for linear least squares problems, m real equations in n unknowns
f04ydf
Example Text
Example Data
24 nagf_linsys_real_gen_norm_rcomm
Norm estimation (for use in condition estimation), real rectangular matrix
f04zdf
Example Text
Example Data
24 nagf_linsys_complex_gen_norm_rcomm
Norm estimation (for use in condition estimation), complex rectangular matrix