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Class D2b1b ... Solution of systems of linear equations, including matrix inverses, and LU and related factorizations (real symmetric positive definite matrices)

Modules for class D2b1b

Package CLAPACK at NETLIB

DPOCON.C (SPOCON.C) Estimates the reciprocal of the condition number of a real symmetric positive de ...
DPOEQU.C (SPOEQU.C) Computes row and column scalings to equilibrate a real symmetric positive defini ...
DPORFS.C (SPORFS.C) Improves the computed solution to a real symmetric positive definite system of l ...
DPOSV.C (SPOSV.C) Solves a real symmetric positive definite system of linear equations AX=B. (Simp ...
DPOSVX.C (SPOSVX.C) Solves a real symmetric positive definite system of linear equations AX=B, and p ...
DPOTRF.C (SPOTRF.C) Computes the Cholesky factorization of a real symmetric positive definite matrix ...
DPOTRI.C (SPOTRI.C) Computes the inverse of a real symmetric positive definite matrix, using the Cho ...
DPOTRS.C (SPOTRS.C) Solves a real symmetric positive definite system of linear equations AX=B, using ...
DPPCON.C (SPPCON.C) Estimates the reciprocal of the condition number of a real symmetric positive de ...
DPPEQU.C (SPPEQU.C) Computes row and column scalings to equilibrate a real symmetric positive defini ...
DPPRFS.C (SPPRFS.C) Improves the computed solution to a real symmetric positive definite system of l ...
DPPSV.C (SPPSV.C) Solves a real symmetric positive definite system of linear equations AX=B, where ...
DPPSVX.C (SPPSVX.C) Solves a real symmetric positive definite system of linear equations AX=B, where ...
DPPTRF.C (SPPTRF.C) Computes the Cholesky factorization of a real symmetric positive definite matrix ...
DPPTRI.C (SPPTRI.C) Computes the inverse of a real symmetric positive definite matrix in packed stor ...
DPPTRS.C (SPPTRS.C) Solves a real symmetric positive definite system of linear equations AX=B, where ...
SPOCON.C (DPOCON.C) Estimates the reciprocal of the condition number of a real symmetric positive de ...
SPOEQU.C (DPOEQU.C) Computes row and column scalings to equilibrate a real symmetric positive defini ...
SPORFS.C (DPORFS.C) Improves the computed solution to a real symmetric positive definite system of l ...
SPOSV.C (DPOSV.C) Solves a real symmetric positive definite system of linear equations AX=B. (Simp ...
SPOSVX.C (DPOSVX.C) Solves a real symmetric positive definite system of linear equations AX=B, and p ...
SPOTRF.C (DPOTRF.C) Computes the Cholesky factorization of a real symmetric positive definite matrix ...
SPOTRI.C (DPOTRI.C) Computes the inverse of a real symmetric positive definite matrix, using the Cho ...
SPOTRS.C (DPOTRS.C) Solves a real symmetric positive definite system of linear equations AX=B, using ...
SPPCON.C (DPPCON.C) Estimates the reciprocal of the condition number of a real symmetric positive de ...
SPPEQU.C (DPPEQU.C) Computes row and column scalings to equilibrate a real symmetric positive defini ...
SPPRFS.C (DPPRFS.C) Improves the computed solution to a real symmetric positive definite system of l ...
SPPSV.C (DPPSV.C) Solves a real symmetric positive definite system of linear equations AX=B, where ...
SPPSVX.C (DPPSVX.C) Solves a real symmetric positive definite system of linear equations AX=B, where ...
SPPTRF.C (DPPTRF.C) Computes the Cholesky factorization of a real symmetric positive definite matrix ...
SPPTRI.C (DPPTRI.C) Computes the inverse of a real symmetric positive definite matrix in packed stor ...
SPPTRS.C (DPPTRS.C) Solves a real symmetric positive definite system of linear equations AX=B, where ...

Package CMLIB at ITL|ARNO

DCHDC (SCHDC) Compute Cholesky decomposition of positive definite double precision matrix with ...
DPOCO (SPOCO) Use Cholesky algorithm to factor double precision positive definite matrix and e ...
DPODI (SPODI) Use factorization of double precision positive definite matrix to compute determ ...
DPOFA (SPOFA) Use Cholesky algorithm to factor double precision positive definite matrix.
DPOFS (SPOFS) Factors and solves a positive definite symmetric double precision system of equa ...
DPOSL (SPOSL) Use factorization of double precision positive definite matrix to solve systems.
DPPCO (SPPCO) Use Cholesky algorithm to factor double precision positive definite matrix store ...
DPPDI (SPPDI) Use factorization of double precision positive definite matrix stored in packed ...
DPPFA (SPPFA) Use Cholesky algorithm to factor double precision positive definite matrix store ...
DPPSL (SPPSL) Use factorization of double precision positive definite matrix stored in packed ...
SCHDC (DCHDC) Compute Cholesky decomposition of real positive definite matrix with optional pi ...
SPOCO (DPOCO) Uses Cholesky algorithm to factor real positive definite matrix and estimate its ...
SPODI (DPODI) Uses factorization of real positive definite matrix to compute its determinant a ...
SPOFA (DPOFA) Uses Cholesky algorithm to factor real positive definite matrix.
SPOFS (DPOFS) Factors and solves a symmetric positive definite single precision system of line ...
SPOIR Factors and solves a symmetric positive definite single precision system of equa ...
SPOSL (DPOSL) Uses factorization of real positive definite matrix to solve systems.
SPPCO (DPPCO) Uses Cholesky algorithm to factor real positive definite matrix stored in packed ...
SPPDI (DPPDI) Uses factorization of real positive definite matrix stored in packed form to com ...
SPPFA (DPPFA) Uses Cholesky algorithm to factor real positive definite matrix stored in packed ...
SPPSL (DPPSL) Uses factorization of real positive definite matrix stored in packed form to sol ...

Package IMSLM at ITL

DLCHRG (LCHRG) Compute the Cholesky decomposition of a symmetric positive semidefinite matrix w ...
DLFCDS (LFCDS) Compute the transpose(R)*R Cholesky factorization of a real symmetric positive d ...
DLFIDS (LFIDS) Use iterative refinement to improve the solution of a real symmetric positive de ...
DLFSDS (LFSDS) Solve a real symmetric positive definite system of linear equations given the tr ...
DLFTDS (LFTDS) Compute the transpose(R)*R Cholesky factorization of a real symmetric positive d ...
DLINDS (LINDS) Compute the inverse of a real symmetric positive definite matrix.
DLSADS (LSADS) Solve a real symmetric positive definite system of linear equations with iterati ...
DLSLDS (LSLDS) Solve a real symmetric positive definite system of linear equations without iter ...
LCHRG (DLCHRG) Compute the Cholesky decomposition of a symmetric positive semidefinite matrix w ...
LFCDS (DLFCDS) Compute the transpose(R)*R Cholesky factorization of a real symmetric positive d ...
LFIDS (DLFIDS) Use iterative refinement to improve the solution of a real symmetric positive de ...
LFSDS (DLFSDS) Solve a real symmetric positive definite system of linear equations given the tr ...
LFTDS (DLFTDS) Compute the transpose(R)*R Cholesky factorization of a real symmetric positive d ...
LINDS (DLINDS) Compute the inverse of a real symmetric positive definite matrix.
LSADS (DLSADS) Solve a real symmetric positive definite system of linear equations with iterati ...
LSLDS (DLSLDS) Solve a real symmetric positive definite system of linear equations without iter ...

Package IMSLS at ITL

CHFAC (DCHFAC) Compute an upper triangular factorization of a real symmetric nonnegative defini ...
DCHFAC (CHFAC) Compute an upper triangular factorization of a real symmetric nonnegative defini ...

Package LAPACK at NETLIB|ITL|ARNO

DPOCON (SPOCON) Estimates the reciprocal of the condition number of a real symmetric positive de ...
DPOEQU (SPOEQU) Computes row and column scalings to equilibrate a real symmetric positive defini ...
DPORFS (SPORFS) Improves the computed solution to a real symmetric positive definite system of l ...
DPOSV (SPOSV) Solves a real symmetric positive definite system of linear equations AX=B. (Simp ...
DPOSVX (SPOSVX) Solves a real symmetric positive definite system of linear equations AX=B, and p ...
DPOTRF (SPOTRF) Computes the Cholesky factorization of a real symmetric positive definite matrix ...
DPOTRI (SPOTRI) Computes the inverse of a real symmetric positive definite matrix, using the Cho ...
DPOTRS (SPOTRS) Solves a real symmetric positive definite system of linear equations AX=B, using ...
DPPCON (SPPCON) Estimates the reciprocal of the condition number of a real symmetric positive de ...
DPPEQU (SPPEQU) Computes row and column scalings to equilibrate a real symmetric positive defini ...
DPPRFS (SPPRFS) Improves the computed solution to a real symmetric positive definite system of l ...
DPPSV (SPPSV) Solves a real symmetric positive definite system of linear equations AX=B, where ...
DPPSVX (SPPSVX) Solves a real symmetric positive definite system of linear equations AX=B, where ...
DPPTRF (SPPTRF) Computes the Cholesky factorization of a real symmetric positive definite matrix ...
DPPTRI (SPPTRI) Computes the inverse of a real symmetric positive definite matrix in packed stor ...
DPPTRS (SPPTRS) Solves a real symmetric positive definite system of linear equations AX=B, where ...
SPOCON (DPOCON) Estimates the reciprocal of the condition number of a real symmetric positive de ...
SPOEQU (DPOEQU) Computes row and column scalings to equilibrate a real symmetric positive defini ...
SPORFS (DPORFS) Improves the computed solution to a real symmetric positive definite system of l ...
SPOSV (DPOSV) Solves a real symmetric positive definite system of linear equations AX=B. (Simp ...
SPOSVX (DPOSVX) Solves a real symmetric positive definite system of linear equations AX=B, and p ...
SPOTRF (DPOTRF) Computes the Cholesky factorization of a real symmetric positive definite matrix ...
SPOTRI (DPOTRI) Computes the inverse of a real symmetric positive definite matrix, using the Cho ...
SPOTRS (DPOTRS) Solves a real symmetric positive definite system of linear equations AX=B, using ...
SPPCON (DPPCON) Estimates the reciprocal of the condition number of a real symmetric positive de ...
SPPEQU (DPPEQU) Computes row and column scalings to equilibrate a real symmetric positive defini ...
SPPRFS (DPPRFS) Improves the computed solution to a real symmetric positive definite system of l ...
SPPSV (DPPSV) Solves a real symmetric positive definite system of linear equations AX=B, where ...
SPPSVX (DPPSVX) Solves a real symmetric positive definite system of linear equations AX=B, where ...
SPPTRF (DPPTRF) Computes the Cholesky factorization of a real symmetric positive definite matrix ...
SPPTRI (DPPTRI) Computes the inverse of a real symmetric positive definite matrix in packed stor ...
SPPTRS (DPPTRS) Solves a real symmetric positive definite system of linear equations AX=B, where ...

Package LINALG at NETLIB

DCGC Solves a symmetric positive definite linear system of equations using a precondi ...

Package LINPACK at NETLIB|ARNO

DCHDC (SCHDC) Compute Cholesky decomposition of positive definite double precision matrix with ...
DPOCO (SPOCO) Use Cholesky algorithm to factor double precision positive definite matrix and e ...
DPODI (SPODI) Use factorization of double precision positive definite matrix to compute determ ...
DPOFA (SPOFA) Use Cholesky algorithm to factor double precision positive definite matrix.
DPOSL (SPOSL) Use factorization of double precision positive definite matrix to solve systems.
DPPCO (SPPCO) Use Cholesky algorithm to factor double precision positive definite matrix store ...
DPPDI (SPPDI) Use factorization of double precision positive definite matrix stored in packed ...
DPPFA (SPPFA) Use Cholesky algorithm to factor double precision positive definite matrix store ...
DPPSL (SPPSL) Use factorization of double precision positive definite matrix stored in packed ...
SCHDC (DCHDC) Compute Cholesky decomposition of real positive definite matrix with optional pi ...
SPOCO (DPOCO) Uses Cholesky algorithm to factor real positive definite matrix and estimate its ...
SPODI (DPODI) Uses factorization of real positive definite matrix to compute its determinant a ...
SPOFA (DPOFA) Uses Cholesky algorithm to factor real positive definite matrix.
SPOSL (DPOSL) Uses factorization of real positive definite matrix to solve systems.
SPPCO (DPPCO) Uses Cholesky algorithm to factor real positive definite matrix stored in packed ...
SPPDI (DPPDI) Uses factorization of real positive definite matrix stored in packed form to com ...
SPPFA (DPPFA) Uses Cholesky algorithm to factor real positive definite matrix stored in packed ...
SPPSL (DPPSL) Uses factorization of real positive definite matrix stored in packed form to sol ...

Package NAG at ITL|AIX

F01ABF Calculates the accurate inverse of a real symmetric positive definite matrix by ...
F01ADF Calculates the approximate inverse of a real symmetric positive definite matrix ...
F01BUF Decomposes a symmetric positive definite band matrix into the form U*L*D*L(trans ...
F03AEF Decomposes a real symmetric positive definite matrix A into triangular matrices ...
F04ABF Calculates the accurate solution of a set of real symmetric positive definite li ...
F04AFF Calculates the accurate solution of a set of real symmetric positive definite li ...
F04AGF Calculates the approximate solution of a set of real symmetric positive definite ...
F04ASF Calculates the accurate solution of a set of real symmetric positive definite li ...
F04FEF Solves the Yule-Walker equations for a real symmetric positive-definite Toeplitz ...
F04FFF Solves the equations T*x = b, where T is a real symmetric positive-definite Toep ...
F04MEF Updates the solution to the Yule-Walker equations for a real symmetric positive- ...
F04MFF Updates the solution of the equations T*x = b, where T is a real symmetric posit ...
F07FDF (SPOTRF/DPOTRF) computes the Cholesky factorization of a real symmetric positive ...
F07FEF (SPOTRS/DPOTRS) solves a real symmetric positive-definite system of linear equat ...
F07FGF (SPOCON/DPOCON) estimates the condition number of a real symmetric positive-defi ...
F07FHF (SPORFS/DPORFS) returns error bounds for the solution of a real symmetric positi ...
F07FJF (SPOTRI/DPOTRI) computes the inverse of a real symmetric positive-definite matri ...
F07GDF (SPPTRF/DPPTRF) computes the Cholesky factorization of a real symmetric positive ...
F07GEF (SPPTRS/DPPTRS) solves a real symmetric positive-definite system of linear equat ...
F07GGF (SPPCON/DPPCON) estimates the condition number of a real symmetric positive-defi ...
F07GHF (SPPRFS/DPPRFS) returns error bounds for the solution of a real symmetric positi ...
F07GJF (SPPTRI/DPPTRI) computes the inverse of a real symmetric positive-definite matri ...

Package NAGC at ITL

NAG_REAL_CHOLESKY Computes a Cholesky factorization of a real symmetric positive-definite matrix, ...
NAG_REAL_CHOLESKY_SOLVE_MULT_RHS Calculates the approximate solution of a set of real symmetric positive-definite ...

Package NASHLIB at ITL

A24 Use conjugate gradient algorithm to find the solution of a set of linear equatio ...
A7A8 Use Cholesky algorithm to solve a symmetric system of linear equations. Illustra ...

Package SLATEC at ITL|ARNO

DCHDC (SCHDC) Compute the Cholesky decomposition of a positive definite matrix. A pivoting opt ...
DPOCO (SPOCO) Factor a real symmetric positive definite matrix and estimate the condition of t ...
DPODI (SPODI) Compute the determinant and inverse of a certain real symmetric positive definit ...
DPOFA (SPOFA) Factor a real symmetric positive definite matrix.
DPOFS (SPOFS) Solve a positive definite symmetric system of linear equations.
DPOSL (SPOSL) Solve the real symmetric positive definite linear system using the factors compu ...
DPPCO (SPPCO) Factor a symmetric positive definite matrix stored in packed form and estimate t ...
DPPDI (SPPDI) Compute the determinant and inverse of a real symmetric positive definite matrix ...
DPPFA (SPPFA) Factor a real symmetric positive definite matrix stored in packed form.
DPPSL (SPPSL) Solve the real symmetric positive definite system using the factors computed by ...
SCHDC (DCHDC) Compute the Cholesky decomposition of a positive definite matrix. A pivoting opt ...
SPOCO (DPOCO) Factor a real symmetric positive definite matrix and estimate the condition numb ...
SPODI (DPODI) Compute the determinant and inverse of a certain real symmetric positive definit ...
SPOFA (DPOFA) Factor a real symmetric positive definite matrix.
SPOFS (DPOFS) Solve a positive definite symmetric system of linear equations.
SPOIR Solve a positive definite symmetric system of linear equations. Iterative refine ...
SPOSL (DPOSL) Solve the real symmetric positive definite linear system using the factors compu ...
SPPCO (DPPCO) Factor a symmetric positive definite matrix stored in packed form and estimate t ...
SPPDI (DPPDI) Compute the determinant and inverse of a real symmetric positive definite matrix ...
SPPFA (DPPFA) Factor a real symmetric positive definite matrix stored in packed form.
SPPSL (DPPSL) Solve the real symmetric positive definite system using the factors computed by ...

Package TOMS at NETLIB

695 Performs a modified Cholesky factorization, given a symmetric but not necessaril ...
740 Routines to compute incomplete Cholesky factorizations of large sparse symmetric ...

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