Linear Systems
 
This section contains the following topics:
*Matrix Inversion
*INV Function—General matrix inversion.
*Linear Equations with Full Matrices
*LUSOL Function—Systems involving general matrices.
*LUFAC ProcedureLU factorization of general matrices.
*CHSOL Function—Systems involving symmetric positive definite matrices.
*CHFAC Procedure—Factorization of symmetric positive definite matrices.
*Linear Least Squares with Full Matrices
*QRSOL Function—Least-squares solution.
*QRFAC Procedure—Least-squares factorization.
*SVDCOMP Function—Singular Value Decomposition (SVD) and generalized inverse.
*CHNNDSOL Function—Solve and generalized inverse for positive semidefinite matrices.
*CHNNDFAC Procedure—Factor and generalized inverse for positive semidefinite matrices.
*LINLSQ Function—Linear constraints.
*Sparse Matrices
*SP_LUSOL Function—Solve a sparse system of linear equations Ax = b.
*SP_LUFAC Function—Compute an LU factorization of a sparse matrix stored in either coordinate format or CSC format.
*SP_BDSOL Function—Solve a general band system of linear equations Ax = b.
*SP_BDFAC Procedure—Compute the LU factorization of a matrix stored in band storage mode.
*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.