Matrix Inversion

INV Function—General matrix inversion.

Linear Equations with Full Matrices

LUSOL Function—Systems involving general matrices.

LUFAC Procedure—LU 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.