NAG fl90 Library

Chapter 5: Linear Equations

Chapter Introduction
Module 5.1: nag_gen_lin_sys - General Systems of Linear Equations
nag_gen_lin_sol Solves a general real or complex system of linear equations with one or many right-hand sides
nag_gen_lin_fac Performs an LU factorization of a general real or complex matrix
nag_gen_lin_sol_fac Solves a general real or complex system of linear equations, with coefficient matrix previously factorized by nag_gen_lin_fac
Examples
Module 5.2: nag_sym_lin_sys - Symmetric Systems of Linear Equations
nag_sym_lin_sol Solves a real or complex, symmetric or Hermitian system of linear equations with one or many right-hand sides
nag_sym_lin_fac Performs a Cholesky or Bunch-Kaufman factorization of a real or complex, symmetric or Hermitian matrix
nag_sym_lin_sol_fac Solves a real or complex, symmetric or Hermitian system of linear equations, with coefficient matrix previously factorized by nag_sym_lin_fac
Examples
Module 5.3: nag_tri_lin_sys - Triangular Systems of Linear Equations
nag_tri_lin_sol Solves a real or complex triangular system of linear equations
nag_tri_lin_cond Estimates the condition number of a real or complex triangular matrix
nag_tri_mat_det Evaluates the determinant of a real or complex triangular matrix
Examples
Module 5.4: nag_gen_bnd_lin_sys - General Banded Systems of Linear Equations
nag_gen_bnd_lin_sol Solves a general real or complex banded system of linear equations, with one or many right-hand sides
nag_gen_bnd_lin_fac Performs an LU factorization of a general real or complex band matrix
nag_gen_bnd_lin_sol_fac Solves a general real or complex banded system of linear equations, with coefficient matrix previously factorized by nag_gen_bnd_lin_fac
Examples
Module 5.5: nag_sym_bnd_lin_sys - Symmetric Banded Systems of Linear Equations
nag_sym_bnd_lin_sol Solves a real symmetric or complex Hermitian positive definite banded system of linear equations, with one or many right-hand sides
nag_sym_bnd_lin_fac Performs a Cholesky factorization of a real symmetric or complex Hermitian positive definite band matrix
nag_sym_bnd_lin_sol_fac Solves a real symmetric or complex Hermitian positive definite banded system of linear equations, with coefficient matrix previously factorized by nag_sym_bnd_lin_fac
Examples
Module 5.6: nag_sparse_prec - Sparse Matrix Preconditioner Set-up and Solve
nag_sparse_prec_init_jac Initializes sparse Jacobi preconditioner
nag_sparse_prec_init_ssor Initializes sparse SSOR preconditioner
nag_sparse_prec_init_ilu Initializes sparse ILU preconditioner for real non-symmetric or complex non-Hermitian matrices
nag_sparse_prec_sol Sparse matrix preconditioned system solver
Examples
Module 5.7: nag_sparse_lin_sys - Sparse Linear System Iterative Solvers
nag_sparse_gen_lin_sol General sparse linear system solver
Examples


Release 4 Table of Contents
© The Numerical Algorithms Group Ltd, Oxford UK. 2000