IMSL Fortran Math Library
 
Chapter 10 Linear Algebra Operators and Generic Functions
Routines
Operators
Computes matrix-matrix or matrix-vector product, .x.
Computes transpose matrix-matrix product, .tx.
Computes matrix- transpose matrix product, .xt.
Computes conjugate transpose matrix-matrix product, .hx.
Computes matrix-conjugate transpose matrix product, .xh.
Computes the transpose of a matrix, .t.
Computes conjugate transpose of a matrix, .h.
Computes the inverse matrix., .i.
Computes inverse matrix-matrix product, .ix.
Computes matrix-inverse matrix product, .xi.
Functions
Computes the Cholesky factorization of a positive-definite,
symmetric or self-adjoint matrix , CHOL
Computes the condition number of a matrix, COND
Computes the determinant of a rectangular matrix, DET
Constructs a square diagonal matrix, DIAG
Extracts the diagonal terms of a matrix, DIAGONALS
Computes the eigenvalue-eigenvector decomposition of
an ordinary or generalized eigenvalue problem, EIG
Creates the identity matrix, EYE
Computes the Discrete Fourier Transform of one complex sequence., FFT
Discrete Fourier Transform of several complex or real sequences, FFT_BOX
Computes the inverse of the Discrete Fourier Transform of
one complex sequence, IFFT
Computes the inverse Discrete Fourier Transform of several complex
or real sequences, IFFT_BOX
Tests for NaN, isNaN
Returns the value for NaN, NaN
Computes the norm of an array, NORM
Orthogonalizes the columns of a matrix, ORTH
Generates random numbers, RAND
Computes the mathematical rank of a matrix, RANK
Computes the singular value decomposition of a matrix, SVD
Normalizes the columns of a matrix., UNIT