NAG FL Interface
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
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2 (Deprecated) 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)
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2 (Deprecated) nagf_linsys_withdraw_real_square_solve_ref
Solution of real simultaneous linear equations with multiple right-hand sides using iterative refinement (Black Box)
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2 nagf_linsys_real_gen_lsqsol
Least squares solution of m real equations in n unknowns, rank =n, mn using iterative refinement (Black Box)
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4 (Deprecated) 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)
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4 (Deprecated) nagf_linsys_withdraw_real_square_solve_1rhs
Solution of real simultaneous linear equations, one right-hand side using iterative refinement (Black Box)
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7 nagf_linsys_real_sparse_fac_solve
Solution of real sparse simultaneous linear equations (coefficient matrix already factorized)
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21 nagf_linsys_real_square_solve
Computes the solution, estimated condition number and error-bound to a real system of linear equations
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21 nagf_linsys_real_band_solve
Computes the solution, estimated condition number and error-bound to a real banded system of linear equations
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21 nagf_linsys_real_tridiag_solve
Computes the solution, estimated condition number and error-bound to a real tridiagonal system of linear equations
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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
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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
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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
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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
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21 nagf_linsys_real_symm_solve
Computes the solution, estimated condition number and error-bound to a real symmetric system of linear equations
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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
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21 nagf_linsys_complex_square_solve
Computes the solution, estimated condition number and error-bound to a complex system of linear equations
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21 nagf_linsys_complex_band_solve
Computes the solution, estimated condition number and error-bound to a complex banded system of linear equations
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21 nagf_linsys_complex_tridiag_solve
Computes the solution, estimated condition number and error-bound to a complex tridiagonal system of linear equations
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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
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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
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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
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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
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21 nagf_linsys_complex_herm_solve
Computes the solution and error-bound to a complex Hermitian system of linear equations
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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
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21 nagf_linsys_complex_symm_solve
Computes the solution, estimated condition number and error-bound to a complex symmetric system of linear equations
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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
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15 nagf_linsys_real_toeplitz_yule
Solution of the Yule–Walker equations for real symmetric positive definite Toeplitz matrix, one right-hand side
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15 nagf_linsys_real_toeplitz_solve
Solution of real symmetric positive definite Toeplitz system, one right-hand side
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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
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11 nagf_linsys_real_tridiag_fac_solve
Solution of real tridiagonal simultaneous linear equations (coefficient matrix already factorized by f01lef)
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13 nagf_linsys_real_blkdiag_fac_solve
Solution of real almost block diagonal simultaneous linear equations (coefficient matrix already factorized by f01lhf)
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8 nagf_linsys_real_posdef_vband_solve
Solution of real symmetric positive definite variable-bandwidth simultaneous linear equations (coefficient matrix already factorized by f01mcf)
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15 nagf_linsys_real_toeplitz_yule_update
Update solution of the Yule–Walker equations for real symmetric positive definite Toeplitz matrix
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15 nagf_linsys_real_toeplitz_update
Update solution of real symmetric positive definite Toeplitz system
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11 nagf_linsys_real_gen_sparse_lsqsol
Sparse linear least squares problem, m real equations in n unknowns
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11 nagf_linsys_real_gen_lsq_covmat
Covariance matrix for linear least squares problems, m real equations in n unknowns
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24 nagf_linsys_real_gen_norm_rcomm
Norm estimation (for use in condition estimation), real rectangular matrix
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24 nagf_linsys_complex_gen_norm_rcomm
Norm estimation (for use in condition estimation), complex rectangular matrix