NAG C Library

f - Linear Algebra


Chapter Introduction
f01bnc nag_complex_cholesky
UUH factorization of complex Hermitian positive-definite matrix
f01mcc nag_real_cholesky_skyline
LDLT factorization of real symmetric positive-definite variable-bandwidth (skyline) matrix
f01qcc nag_real_qr
QR factorization of real m by n matrix (m >= n)
f01qdc nag_real_apply_q
Compute QB or QT B after factorization by nag_real_qr (f01qcc)
f01qec nag_real_form_q
Form columns of Q after factorization by nag_real_qr (f01qcc)
f01rcc nag_complex_qr
QR factorization of complex m by n matrix (m >= n)
f01rdc nag_complex_apply_q
Compute QB or QH B after factorization by nag_complex_qr (f01rcc)
f01rec nag_complex_form_q
Form columns of Q after factorization bynag_complex_qr (f01rcc)
f02aac nag_real_symm_eigenvalues
All eigenvalues of real symmetric matrix
f02abc nag_real_symm_eigensystem
All eigenvalues and eigenvectors of real symmetric matrix
f02adc nag_real_symm_general_eigenvalues
All eigenvalues of generalized real symmetric-definite eigenproblem
f02aec nag_real_symm_general_eigensystem
All eigenvalues and eigenvectors of generalized real symmetric-definite eigenproblem
f02afc nag_real_eigenvalues
All eigenvalues of real matrix
f02agc nag_real_eigensystem
All eigenvalues and eigenvectors of real matrix
f02awc nag_hermitian_eigenvalues
All eigenvalues of complex Hermitian matrix
f02axc nag_hermitian_eigensystem
All eigenvalues and eigenvectors of complex Hermitian matrix
f02bjc nag_real_general_eigensystem
All eigenvalues and optionally eigenvectors of real generalized eigenproblem, by QZ algorithm
f02ecc nag_real_eigensystem_sel
Computes selected eigenvalues and eigenvectors of a real general matrix
f02gcc nag_complex_eigensystem_sel
Computes selected eigenvalues and eigenvectors of a complex general matrix
f02wec nag_real_svd
SVD of real matrix
f02xec nag_complex_svd
SVD of complex matrix
f03aec nag_real_cholesky
LLT factorization and determinant of real symmetric positive-definite matrix
f03afc nag_real_lu
LU factorization and determinant of real matrix
f03ahc nag_complex_lu
LU factorization and determinant of complex matrix
f04adc nag_complex_lin_eqn_mult_rhs
Approximate solution of complex simultaneous linear equations with multiple right-hand sides
f04agc nag_real_cholesky_solve_mult_rhs
Approximate solution of real symmetric positive-definite simultaneous linear equations (coefficient matrix already factorized by nag_real_cholesky (f03aec))
f04ajc nag_real_lu_solve_mult_rhs
Approximate solution of real simultaneous linear equations (coefficient matrix already factorized by nag_real_lu (f03afc))
f04akc nag_complex_lu_solve_mult_rhs
Approximate solution of complex simultaneous linear equations (coefficient matrix already factorized by nag_complex_lu (f03ahc))
f04arc nag_real_lin_eqn
Approximate solution of real simultaneous linear equations, one right-hand side
f04awc nag_hermitian_lin_eqn_mult_rhs
Approximate solution of complex Hermitian positive-definite simultaneous linear equations (coefficient matrix already factorized by nag_complex_cholesky (f01bnc))
f04mcc nag_real_cholesky_skyline_solve
Approximate solution of real symmetric positive-definite variable-bandwidth simultaneous linear equations (coefficient matrix already factorized by nag_real_cholesky_skyline (f01mcc))


Last modified: new doc September 1999
© The Numerical Algorithms Group Ltd, Oxford UK. 1999