NAG Fortran Library

F04 – Simultaneous Linear Equations

F04 Chapter Introduction

Routine
Name
Mark of
Introduction

Purpose
F04AAF Example Text Example Data 2 Solution of real simultaneous linear equations with multiple right-hand sides (Black Box)
F04ABF Example Text Example Data 2 Solution of real symmetric positive-definite simultaneous linear equations with multiple right-hand sides using iterative refinement (Black Box)
F04ACF Example Text Example Data 2 Solution of real symmetric positive-definite banded simultaneous linear equations with multiple right-hand sides (Black Box)
F04ADF Example Text Example Data 2 Solution of complex simultaneous linear equations with multiple right-hand sides (Black Box)
F04AEF Example Text Example Data 2 Solution of real simultaneous linear equations with multiple right-hand sides using iterative refinement (Black Box)
F04AFF Example Text Example Data 2 Solution of real symmetric positive-definite simultaneous linear equations using iterative refinement (coefficient matrix already factorized by F03AEF)
F04AGF Example Text Example Data 2 Solution of real symmetric positive-definite simultaneous linear equations (coefficient matrix already factorized by F03AEF)
F04AHF Example Text Example Data 2 Solution of real simultaneous linear equations using iterative refinement (coefficient matrix already factorized by F03AFF)
F04AJF Example Text Example Data 2 Solution of real simultaneous linear equations (coefficient matrix already factorized by F03AFF)
F04AMF Example Text Example Data 2 Least-squares solution of m real equations in n unknowns, rank = n, m ≥ n using iterative refinement (Black Box)
F04ARF Example Text Example Data 4 Solution of real simultaneous linear equations, one right-hand side (Black Box)
F04ASF Example Text Example Data 4 Solution of real symmetric positive-definite simultaneous linear equations, one right-hand side using iterative refinement (Black Box)
F04ATF Example Text Example Data 4 Solution of real simultaneous linear equations, one right-hand side using iterative refinement (Black Box)
F04AXF Example Text Example Data 7 Solution of real sparse simultaneous linear equations (coefficient matrix already factorized)
F04EAF Example Text Example Data 11 Solution of real tridiagonal simultaneous linear equations, one right-hand side (Black Box)
F04FAF Example Text Example Data 11 Solution of real symmetric positive-definite tridiagonal simultaneous linear equations, one right-hand side (Black Box)
F04FEF Example Text Example Data 15 Solution of the Yule–Walker equations for real symmetric positive-definite Toeplitz matrix, one right-hand side
F04FFF Example Text Example Data 15 Solution of real symmetric positive-definite Toeplitz system, one right-hand side
F04JAF Example Text Example Data 8 Minimal least-squares solution of m real equations in n unknowns, rank ≤ n, m ≥ n
F04JDF Example Text Example Data 8 Minimal least-squares solution of m real equations in n unknowns, rank ≤ n, m ≥ n
F04JGF Example Text Example Data 8 Least-squares (if rank = n) or minimal least-squares (if rank < n) solution of m real equations in n unknowns, rank ≤ n, m ≥ n
F04JLF Example Text Example Data 17 Real general Gauss–Markov linear model (including weighted least-squares)
F04JMF Example Text Example Data 17 Equality-constrained real linear least-squares problem
F04KLF Example Text Example Data 17 Complex general Gauss–Markov linear model (including weighted least-squares)
F04KMF Example Text Example Data 17 Equality-constrained complex linear least-squares problem
F04LEF Example Text Example Data 11 Solution of real tridiagonal simultaneous linear equations (coefficient matrix already factorized by F01LEF)
F04LHF Example Text Example Data 13 Solution of real almost block diagonal simultaneous linear equations (coefficient matrix already factorized by F01LHF)
F04MCF Example Text Example Data 8 Solution of real symmetric positive-definite variable-bandwidth simultaneous linear equations (coefficient matrix already factorized by F01MCF)
F04MEF Example Text Example Data 15 Update solution of the Yule–Walker equations for real symmetric positive-definite Toeplitz matrix
F04MFF Example Text Example Data 15 Update solution of real symmetric positive-definite Toeplitz system
F04QAF Example Text 11 Sparse linear least-squares problem, m real equations in n unknowns
F04YAF Example Text Example Data 11 Covariance matrix for linear least-squares problems, m real equations in n unknowns
F04YCF Example Text Example Data 13 Norm estimation (for use in condition estimation), real matrix
F04ZCF Example Text Example Data 13 Norm estimation (for use in condition estimation), complex matrix

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