F04 (Linsys)

Simultaneous Linear Equations

F04 (Linsys) Chapter Introduction – A description of the Chapter and an overview of the algorithms available.

Routine |
Mark of Introduction |
Purpose |
---|---|---|

f04amf | 2 | nagf_linsys_real_gen_lsqsol Least squares solution of $m$ real equations in $n$ unknowns, rank $\text{}=n$, $m\ge n$ using iterative refinement (Black Box) |

f04axf | 7 | nagf_linsys_real_sparse_fac_solve Solution of real sparse simultaneous linear equations (coefficient matrix already factorized) |

f04baf | 21 | nagf_linsys_real_square_solve Computes the solution, estimated condition number and error-bound to a real system of linear equations |

f04bbf | 21 | nagf_linsys_real_band_solve Computes the solution, estimated condition number and error-bound to a real banded system of linear equations |

f04bcf | 21 | nagf_linsys_real_tridiag_solve Computes the solution, estimated condition number and error-bound to a real tridiagonal system of linear equations |

f04bdf | 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 | 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 | 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 | 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 | 21 | nagf_linsys_real_symm_solve Computes the solution, estimated condition number and error-bound to a real symmetric system of linear equations |

f04bjf | 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 | 21 | nagf_linsys_complex_square_solve Computes the solution, estimated condition number and error-bound to a complex system of linear equations |

f04cbf | 21 | nagf_linsys_complex_band_solve Computes the solution, estimated condition number and error-bound to a complex banded system of linear equations |

f04ccf | 21 | nagf_linsys_complex_tridiag_solve Computes the solution, estimated condition number and error-bound to a complex tridiagonal system of linear equations |

f04cdf | 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 | 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 | 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 | 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 | 21 | nagf_linsys_complex_herm_solve Computes the solution and error-bound to a complex Hermitian system of linear equations |

f04cjf | 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 | 21 | nagf_linsys_complex_symm_solve Computes the solution, estimated condition number and error-bound to a complex symmetric system of linear equations |

f04djf | 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 | 15 | nagf_linsys_real_toeplitz_yule Solution of the Yule–Walker equations for real symmetric positive definite Toeplitz matrix, one right-hand side |

f04fff | 15 | nagf_linsys_real_toeplitz_solve Solution of real symmetric positive definite Toeplitz system, one right-hand side |

f04jgf | 8 | nagf_linsys_real_gen_solve Least squares (if rank $\text{}=n$) or minimal least squares (if rank $\text{}<n$) solution of $m$ real equations in $n$ unknowns, $m\ge n$ |

f04lef | 11 | nagf_linsys_real_tridiag_fac_solve Solution of real tridiagonal simultaneous linear equations (coefficient matrix already factorized by f01lef) |

f04lhf | 13 | nagf_linsys_real_blkdiag_fac_solve Solution of real almost block diagonal simultaneous linear equations (coefficient matrix already factorized by f01lhf) |

f04mcf | 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 | 15 | nagf_linsys_real_toeplitz_yule_update Update solution of the Yule–Walker equations for real symmetric positive definite Toeplitz matrix |

f04mff | 15 | nagf_linsys_real_toeplitz_update Update solution of real symmetric positive definite Toeplitz system |

f04qaf | 11 | nagf_linsys_real_gen_sparse_lsqsol Sparse linear least squares problem, $m$ real equations in $n$ unknowns |

f04yaf | 11 | nagf_linsys_real_gen_lsq_covmat Covariance matrix for linear least squares problems, $m$ real equations in $n$ unknowns |

f04ydf | 24 | nagf_linsys_real_gen_norm_rcomm Norm estimation (for use in condition estimation), real rectangular matrix |

f04zdf | 24 | nagf_linsys_complex_gen_norm_rcomm Norm estimation (for use in condition estimation), complex rectangular matrix |