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GAMS Classification for the NAG Library
NAG Library Manual

D2d1b : Positive-definite

F04CDF    Computes the solution and error-bound to a complex Hermitian positive definite system of linear equations
F04CEF    Computes the solution and error-bound to a complex Hermitian positive definite system of linear equations, packed storage
F07FNF    Computes the solution to a complex Hermitian positive definite system of linear equations
F07FPF    Uses the Cholesky factorization to compute the solution, error-bound and condition estimate for a complex Hermitian positive definite system of linear equations
F07FQF    Uses the Cholesky factorization to compute the solution for a complex Hermitian positive definite system of linear equations
F07FRF    Cholesky factorization of complex Hermitian positive definite matrix
F07FSF    Solution of complex Hermitian positive definite system of linear equations, multiple right-hand sides, matrix already factorized by F07FRF
F07FTF    Computes row and column scalings intended to equilibrate a complex Hermitian positive definite matrix and reduce its condition number
F07FUF    Estimate condition number of complex Hermitian positive definite matrix, matrix already factorized by F07FRF
F07FVF    Refined solution with error bounds of complex Hermitian positive definite system of linear equations, multiple right-hand sides
F07FWF    Inverse of complex Hermitian positive definite matrix, matrix already factorized by F07FRF
F07GNF    Computes the solution to a complex Hermitian positive definite system of linear equations, packed storage
F07GPF    Uses the Cholesky factorization to compute the solution, error-bound and condition estimate for a complex Hermitian positive definite system of linear equations, packed storage
F07GRF    Cholesky factorization of complex Hermitian positive definite matrix, packed storage
F07GSF    Solution of complex Hermitian positive definite system of linear equations, multiple right-hand sides, matrix already factorized by F07GRF, packed storage
F07GTF    Computes row and column scalings intended to equilibrate a complex Hermitian positive definite matrix and reduce its condition number, packed storage
F07GUF    Estimate condition number of complex Hermitian positive definite matrix, matrix already factorized by F07GRF, packed storage
F07GVF    Refined solution with error bounds of complex Hermitian positive definite system of linear equations, multiple right-hand sides, packed storage
F07GWF    Inverse of complex Hermitian positive definite matrix, matrix already factorized by F07GRF, packed storage
F07KRF    Cholesky factorization of complex Hermitian positive semidefinite matrix
F07WRF    Cholesky factorization of complex Hermitian positive definite matrix, Rectangular Full Packed format
F07WSF    Solution of complex Hermitian positive definite system of linear equations, multiple right-hand sides, coefficient matrix already factorized by F07WRF, Rectangular Full Packed format
F07WWF    Inverse of complex Hermitian positive definite matrix, matrix already factorized by F07WRF, Rectangular Full Packed format

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© The Numerical Algorithms Group Ltd, Oxford UK. 2013