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F11 (Sparse)
Large Scale Linear Systems

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F11 (Sparse) Chapter Introduction – A description of the Chapter and an overview of the algorithms available.

Function
Mark of
Introduction

Purpose
f11bdc 23 nag_sparse_real_gen_basic_setup
Real sparse nonsymmetric linear systems, setup for f11bec
f11bec 23 nag_sparse_real_gen_basic_solver
Real sparse nonsymmetric linear systems, preconditioned RGMRES, CGS, Bi-CGSTAB or TFQMR method
f11bfc 23 nag_sparse_real_gen_basic_diag
Real sparse nonsymmetric linear systems, diagnostic for f11bec
f11brc 23 nag_sparse_complex_gen_basic_setup
Complex sparse non-Hermitian linear systems, setup for f11bsc
f11bsc 23 nag_sparse_complex_gen_basic_solver
Complex sparse non-Hermitian linear systems, preconditioned RGMRES, CGS, Bi-CGSTAB or TFQMR method
f11btc 23 nag_sparse_complex_gen_basic_diag
Complex sparse non-Hermitian linear systems, diagnostic for f11bsc
f11dac 5 nag_sparse_real_gen_precon_ilu
Incomplete LU factorization (nonsymmetric)
f11dbc 23 nag_sparse_real_gen_precon_ilu_solve
Solution of linear system involving incomplete LU preconditioning matrix generated by f11dac
f11dcc 5 nag_sparse_real_gen_solve_ilu
Solver with incomplete LU preconditioning (nonsymmetric)
f11ddc 23 nag_sparse_real_gen_precon_ssor_solve
Solution of linear system involving preconditioning matrix generated by applying SSOR to real sparse nonsymmetric matrix
f11dec 5 nag_sparse_real_gen_solve_jacssor
Solver with no Jacobi/SSOR preconditioning (nonsymmetric)
f11dfc 24 nag_sparse_real_gen_precon_bdilu
Real sparse nonsymmetric linear system, incomplete LU factorization of local or overlapping diagonal blocks
f11dgc 24 nag_sparse_real_gen_solve_bdilu
Solution of real sparse nonsymmetric linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, incomplete LU block diagonal preconditioner computed by f11dfc
f11dkc 23 nag_sparse_real_gen_precon_jacobi
Real, sparse, symmetric or nonsymmetric, linear systems, line Jacobi preconditioner
f11dnc 23 nag_sparse_complex_gen_precon_ilu
Complex sparse non-Hermitian linear systems, incomplete LU factorization
f11dpc 23 nag_sparse_complex_gen_precon_ilu_solve
Solution of complex linear system involving incomplete LU preconditioning matrix generated by f11dnc
f11dqc 23 nag_sparse_complex_gen_solve_ilu
Solution of complex sparse non-Hermitian linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, preconditioner computed by f11dnc (Black Box)
f11drc 23 nag_sparse_complex_gen_precon_ssor_solve
Solution of linear system involving preconditioning matrix generated by applying SSOR to complex sparse non-Hermitian matrix
f11dsc 23 nag_sparse_complex_gen_solve_jacssor
Solution of complex sparse non-Hermitian linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, Jacobi or SSOR preconditioner Black Box
f11dtc 24 nag_sparse_complex_gen_precon_bdilu
Complex, sparse, non-Hermitian linear system, incomplete LU factorization of local or overlapping diagonal blocks
f11duc 24 nag_sparse_complex_gen_solve_bdilu
Solution of complex, sparse, non-Hermitian linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, incomplete LU block diagonal preconditioner computed by f11dtc
f11dxc 23 nag_sparse_complex_gen_precon_jacobi
Complex, sparse, Hermitian or non-Hermitian, linear systems, line Jacobi preconditioner
f11gdc 23 nag_sparse_real_symm_basic_setup
Real sparse symmetric linear systems, setup for f11gec
f11gec 23 nag_sparse_real_symm_basic_solver
Real sparse symmetric linear systems, preconditioned conjugate gradient or Lanczos method or the MINRES algorithm
f11gfc 23 nag_sparse_real_symm_basic_diag
Real sparse symmetric linear systems, diagnostic for f11gec
f11grc 23 nag_sparse_complex_herm_basic_setup
Complex sparse Hermitian linear systems, setup for f11gsc
f11gsc 23 nag_sparse_complex_herm_basic_solver
Complex sparse Hermitian linear systems, preconditioned conjugate gradient or Lanczos
f11gtc 23 nag_sparse_complex_herm_basic_diag
Complex sparse Hermitian linear systems, diagnostic for f11gsc
f11jac 5 nag_sparse_real_symm_precon_ichol
Incomplete Cholesky factorization (symmetric)
f11jbc 23 nag_sparse_real_symm_precon_ichol_solve
Solution of linear system involving incomplete Cholesky preconditioning matrix generated by f11jac
f11jcc 5 nag_sparse_real_symm_solve_ichol
Solver with incomplete Cholesky preconditioning (symmetric)
f11jdc 23 nag_sparse_real_symm_precon_ssor_solve
Solution of linear system involving preconditioning matrix generated by applying SSOR to real sparse symmetric matrix
f11jec 5 nag_sparse_real_symm_solve_jacssor
Solver with Jacobi, SSOR, or no preconditioning (symmetric)
f11jnc 23 nag_sparse_complex_herm_precon_ichol
Complex sparse Hermitian matrix, incomplete Cholesky factorization
f11jpc 23 nag_sparse_complex_herm_precon_ilu_solve
Solution of complex linear system involving incomplete Cholesky preconditioning matrix generated by f11jnc
f11jqc 23 nag_sparse_complex_herm_solve_ilu
Solution of complex sparse Hermitian linear system, conjugate gradient/Lanczos method, preconditioner computed by f11jnc (Black Box)
f11jrc 23 nag_sparse_complex_herm_precon_ssor_solve
Solution of linear system involving preconditioning matrix generated by applying SSOR to complex sparse Hermitian matrix
f11jsc 23 nag_sparse_complex_herm_solve_jacssor
Solution of complex sparse Hermitian linear system, conjugate gradient/Lanczos method, Jacobi or SSOR preconditioner (Black Box)
f11mdc 8 nag_sparse_direct_real_gen_setup
Real sparse nonsymmetric linear systems, setup for f11mec
f11mec 8 nag_sparse_direct_real_gen_lu
LU factorization of real sparse matrix
f11mfc 8 nag_sparse_direct_real_gen_solve
Solution of real sparse simultaneous linear equations (coefficient matrix already factorized)
f11mgc 8 nag_sparse_direct_real_gen_cond
Estimate condition number of real matrix, matrix already factorized by f11mec
f11mhc 8 nag_sparse_direct_real_gen_refine
Refined solution with error bounds of real system of linear equations, multiple right-hand sides
f11mkc 8 nag_sparse_direct_real_gen_matmul
Real sparse nonsymmetric matrix-matrix multiply, compressed column storage
f11mlc 8 nag_sparse_direct_real_gen_norm
1-norm, -norm, largest absolute element, real, square, sparse matrix
f11mmc 8 nag_sparse_direct_real_gen_diag
Real sparse nonsymmetric linear systems, diagnostic for f11mec
f11xac 23 nag_sparse_real_gen_matvec
Real, sparse, nonsymmetric matrix-vector multiply
f11xec 23 nag_sparse_real_symm_matvec
Real sparse symmetric matrix-vector multiply
f11xnc 23 nag_sparse_complex_gen_matvec
Complex sparse non-Hermitian matrix-vector multiply
f11xsc 23 nag_sparse_complex_herm_matvec
Complex sparse Hermitian matrix-vector multiply
f11yec 25 nag_sparse_sym_rcm
Reverse Cuthill–McKee reordering of a sparse symmetric matrix in CCS format
f11zac 5 nag_sparse_real_gen_sort
Sparse sort (nonsymmetric)
f11zbc 5 nag_sparse_real_symm_sort
Sparse sort (symmetric)
f11zcc 27 nag_sparse_real_rect_sort
Sorts and merges elements of a real sparse rectangular matrix, represented in coordinate storage format, and provides the compressed column storage format of the result
f11znc 23 nag_sparse_complex_gen_sort
Complex sparse non-Hermitian matrix reorder function
f11zpc 23 nag_sparse_complex_herm_sort
Complex sparse Hermitian matrix reorder function