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F04 (Linsys)
Simultaneous Linear Equations

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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 =n, mn 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 =n) or minimal least squares (if rank <n) solution of m real equations in n unknowns, mn
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