F04 Chapter Contents (PDF version)
F04 Chapter Introduction
NAG Library Manual

NAG Library Chapter Contents

F04 – Simultaneous Linear Equations


F04 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Note: this routine is scheduled for withdrawal at Mark 28, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information.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Note: this routine is scheduled for withdrawal at Mark 28, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information.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Note: this routine is scheduled for withdrawal at Mark 28, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information.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Note: this routine is scheduled for withdrawal at Mark 28, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information.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

F04 Chapter Contents (PDF version)
F04 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2016