NAG Fortran Library

F01 – Matrix Factorizations

F01 Chapter Introduction

Routine
Name
Mark of
Introduction

Purpose
F01ABF Example Text Example Data 1 Inverse of real symmetric positive-definite matrix using iterative refinement
F01ADF Example Text Example Data 2 Inverse of real symmetric positive-definite matrix
F01BLF Example Text Example Data 5 Pseudo-inverse and rank of real m by n matrix (m ≥ n)
F01BRF Example Text Example Data 7 LU factorization of real sparse matrix
F01BSF Example Text Example Data 7 LU factorization of real sparse matrix with known sparsity pattern
F01BUF Example Text Example Data 7 ULD LT UT factorization of real symmetric positive-definite band matrix
F01BVF Example Text Example Data 7 Reduction to standard form, generalized real symmetric-definite banded eigenproblem
F01CKF Example Text 2 Matrix multiplication
F01CRF Example Text 7 Matrix transposition
F01CTF Example Text Example Data 14 Sum or difference of two real matrices, optional scaling and transposition
F01CWF Example Text Example Data 14 Sum or difference of two complex matrices, optional scaling and transposition
F01LEF Example Text Example Data 11 LU factorization of real tridiagonal matrix
F01LHF Example Text Example Data 13 LU factorization of real almost block diagonal matrix
F01MCF Example Text Example Data 8 LDLT factorization of real symmetric positive-definite variable-bandwidth matrix
F01QGF Example Text Example Data 14 RQ factorization of real m by n upper trapezoidal matrix (m ≤ n)
F01QJF Example Text Example Data 14 RQ factorization of real m by n matrix (m ≤ n)
F01QKF Example Text Example Data 14 Operations with orthogonal matrices, form rows of Q, after RQ factorization by F01QJF
F01RGF Example Text Example Data 14 RQ factorization of complex m by n upper trapezoidal matrix (m ≤ n)
F01RJF Example Text Example Data 14 RQ factorization of complex m by n matrix (m ≤ n)
F01RKF Example Text Example Data 14 Operations with unitary matrices, form rows of Q, after RQ factorization by F01RJF
F01ZAF Example Text Example Data 14 Convert real matrix between packed triangular and square storage schemes
F01ZBF Example Text Example Data 14 Convert complex matrix between packed triangular and square storage schemes
F01ZCF Example Text Example Data 14 Convert real matrix between packed banded and rectangular storage schemes
F01ZDF Example Text Example Data 14 Convert complex matrix between packed banded and rectangular storage schemes

Table of Contents
© The Numerical Algorithms Group Ltd, Oxford UK. 2002