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GAMS Module LFCQS in IMSLM


LFCQS

 
Compute the Cholesky factorization of a real symmetric positive definite matrix
in band symmetric storage mode and estimate its L1 condition number.
 
Classes  :  D2b2 . Solution of systems of linear equations, including matrix
                 inverses, and LU and related factorizations (real symmetric
                 positive definite banded matrices)
 
Type     : Fortran subroutine in IMSLM library.
Access   : Proprietary. Many implementations available.
Precision: Single.
 
Usage    : CALL LFCQS (N, A, LDA, NCODA, FAC, LDFAC, RCOND)
 
Details  : Documentation Example
Sites    : (1) ITL
 

Implementation of LFCQS from IMSLM on ITL

 
ITL:       Unix Workstation Network, National Institute of Standards and
           Technology (NIST), Gaithersburg, MD. Available to NIST staff.
 
Precision: Single. (Double: DLFCQS)
 
Access available only to NIST staff on internal Unix systems. They may access this
package provided the /itl tree is cross-mounted.
 
   Link         : Login to spruce.nist.gov and see ITL How-To for
                  information on how to setup your environment and link.
   Documentation: cat
                  /home/fetch/Subjects/Math-Stat-Software/imsl/Documentation/lfcqs
   Example      : cat
                  /home/fetch/Subjects/Math-Stat-Software/imsl/Examples/lfcqs


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This page was generated on Sat Sep 20, 2008 at 08:48:55 UTC