NAG Fortran Library

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


© The Numerical Algorithms Group Ltd, Oxford UK. 1999