Linear Systems
This section contains the following topics:
Matrix Inversion
Linear Equations with Full Matrices
CHSOL Function—Systems involving symmetric positive definite matrices.
Linear Least Squares with Full Matrices
Sparse Matrices
SP_LUFAC Function—Compute an LU factorization of a sparse matrix stored in either coordinate format or CSC format.
SP_PDSOL Function—Solve a sparse symmetric positive definite system of linear equations
Ax = b.
SP_PDFAC Function—Compute a factorization of a sparse symmetric positive definite system of linear equations
Ax =
b.
SP_BDPDSOL Function—Solve a symmetric positive definite system of linear equations
Ax =
b in band symmetric storage mode.
SP_BDPDFAC Function—Compute the
RTR Cholesky factorization of symmetric positive definite matrix,
A, in band symmetric storage mode.
SP_GMRES Function—Solve a linear system
Ax =
b using the restarted generalized minimum residual (GMRES) method.
SP_CG Function—Solve a real symmetric definite linear system using a conjugate gradient method.
SP_MVMUL Function—Compute a matrix-vector product involving a sparse matrix and a dense vector.