NAG Fortran Library

Chapter F04

Simultaneous Linear Equations

Chapter Introduction
F04AAF    Solution of real simultaneous linear equations with multiple right-hand sides (Black Box)
F04ABF    Solution of real symmetric positive-definite simultaneous linear equations with multiple right-hand sides using iterative refinement (Black Box)
F04ACF    Solution of real symmetric positive-definite banded simultaneous linear equations with multiple right-hand sides (Black Box)
F04ADF    Solution of complex simultaneous linear equations with multiple right-hand sides (Black Box)
F04AEF    Solution of real simultaneous linear equations with multiple right-hand sides using iterative refinement (Black Box)
F04AFF    Solution of real symmetric positive-definite simultaneous linear equations using iterative refinement (coefficient matrix already factorized by F03AEF)
F04AGF    Solution of real symmetric positive-definite simultaneous linear equations (coefficient matrix already factorized by F03AEF)
F04AHF    Solution of real simultaneous linear equations using iterative refinement (coefficient matrix already factorized by F03AFF)
F04AJF    Solution of real simultaneous linear equations (coefficient matrix already factorized by F03AFF)
F04AMF    Least-squares solution of m real equations in n unknowns, rank = n, m ≥ n using iterative refinement (Black Box)
F04ARF    Solution of real simultaneous linear equations, one right-hand side (Black Box)
F04ASF    Solution of real symmetric positive-definite simultaneous linear equations, one right-hand side using iterative refinement (Black Box)
F04ATF    Solution of real simultaneous linear equations, one right-hand side using iterative refinement (Black Box)
F04AXF    Solution of real sparse simultaneous linear equations (coefficient matrix already factorized)
F04EAF    Solution of real tridiagonal simultaneous linear equations, one right-hand side (Black Box)
F04FAF    Solution of real symmetric positive-definite tridiagonal simultaneous linear equations, one right-hand side (Black Box)
F04FEF    Solution of the Yule–Walker equations for real symmetric positive-definite Toeplitz matrix, one right-hand side
F04FFF    Solution of real symmetric positive-definite Toeplitz system, one right-hand side
F04JAF    Minimal least-squares solution of m real equations in n unknowns, rank ≤ n, m ≥ n
F04JDF    Minimal least-squares solution of m real equations in n unknowns, rank ≤ n, m ≥ n
F04JGF    Least-squares (if rank = n) or minimal least-squares (if rank < n) solution of m real equations in n unknowns, rank ≤ n, m ≥ n
F04JLF    Real general Gauss–Markov linear model (including weighted least-squares)
F04JMF    Equality-constrained real linear least-squares problem
F04KLF    Complex general Gauss–Markov linear model (including weighted least-squares)
F04KMF    Equality-constrained complex linear least-squares problem
F04LEF    Solution of real tridiagonal simultaneous linear equations (coefficient matrix already factorized by F01LEF)
F04LHF    Solution of real almost block diagonal simultaneous linear equations (coefficient matrix already factorized by F01LHF)
F04MCF    Solution of real symmetric positive-definite variable-bandwidth simultaneous linear equations (coefficient matrix already factorized by F01MCF)
F04MEF    Update solution of the Yule–Walker equations for real symmetric positive-definite Toeplitz matrix
F04MFF    Update solution of real symmetric positive-definite Toeplitz system
F04QAF    Sparse linear least-squares problem, m real equations in n unknowns
F04YAF    Covariance matrix for linear least-squares problems, m real equations in n unknowns
F04YCF    Norm estimation (for use in condition estimation), real matrix
F04ZCF    Norm estimation (for use in condition estimation), complex matrix

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© The Numerical Algorithms Group Ltd, Oxford UK. 2001