Matrix Inversion

INV Function (PV-WAVE Advantage)—General matrix inversion.

Linear Equations with Full Matrices

LUSOL Function (PV-WAVE Advantage)—Systems involving general matrices.

LUFAC Procedure (PV-WAVE Advantage)—LU factorization of general matrices.

CHSOL Function (PV-WAVE Advantage)—Systems involving symmetric positive definite matrices.

CHFAC Procedure (PV-WAVE Advantage)—Factorization of symmetric positive definite matrices.

Linear Least Squares with Full Matrices

QRSOL Function (PV-WAVE Advantage)—Least-squares solution.

QRFAC Procedure (PV-WAVE Advantage)—Least-squares factorization.

SVDCOMP Function (PV-WAVE Advantage)—Singular Value Decomposition (SVD) and generalized inverse.

CHNNDSOL Function (PV-WAVE Advantage)—Solve and generalized inverse for positive semidefinite matrices.

CHNNDFAC Procedure (PV-WAVE Advantage)—Factor and generalized inverse for positive semidefinite matrices.

LINLSQ Function (PV-WAVE Advantage)—Linear constraints.

Sparse Matrices

SP_LUSOL Function (PV-WAVE Advantage)—Solve a sparse system of linear equations Ax = b.

SP_LUFAC Function (PV-WAVE Advantage)—Compute an LU factorization of a sparse matrix stored in either coordinate format or CSC format.

SP_BDSOL Function (PV-WAVE Advantage)—Solve a general band system of linear equations Ax = b.

SP_BDFAC Procedure (PV-WAVE Advantage)—Compute the LU factorization of a matrix stored in band storage mode.

SP_PDSOL Function (PV-WAVE Advantage)—Solve a sparse symmetric positive definite system of linear equations Ax = b.

SP_PDFAC Function (PV-WAVE Advantage)—Compute a factorization of a sparse symmetric positive definite system of linear equations Ax = b.

SP_BDPDSOL Function (PV-WAVE Advantage)—Solve a symmetric positive definite system of linear equations Ax = b in band symmetric storage mode.

SP_BDPDFAC Function (PV-WAVE Advantage)—Compute the RTR Cholesky factorization of symmetric positive definite matrix, A, in band symmetric storage mode.

SP_GMRES Function (PV-WAVE Advantage)—Solve a linear system Ax = b using the restarted generalized minimum residual (GMRES) method.

SP_CG Function (PV-WAVE Advantage)—Solve a real symmetric definite linear system using a conjugate gradient method.

SP_MVMUL Function (PV-WAVE Advantage)—Compute a matrix-vector product involving a sparse matrix and a dense vector.