Catalog of Functionality > IMSL Mathematics Toolkit > Linear Systems
  

Linear Systems
Matrix Inversion
INV
General matrix inversion
Linear Equations with Full Matrices
LUSOL
Systems involving general matrices
LUFAC
LU factorization of general matrices
CHSOL
Systems involving symmetric positive definite matrices
CHFAC
Factorization of symmetric positive definite matrices
Linear Least Squares with Full Matrices
QRSOL
Least-squares solution
QRFAC
Least-squares factorization
SVDCOMP
Singular Value Decomposition (SVD) and generalized inverse
CHNNDSOL
Solve and generalized inverse for positive semidefinite matrices
CHNNDFAC
Factor and generalized inverse for positive semidefinite matrices
LINLSQ
Solves a linear least-squares problem with linear constraints.
Sparse Matrices
SP_LUSOL
Solve a sparse system of linear equations Ax = b.
SP_LUFAC
Compute an LU factorization of a sparse matrix stored in either coordinate format or CSC format.
SP_BDSOL
Solve a general band system of linear equations Ax = b.
SP_BDFAC
Compute the LU factorization of a matrix stored in band storage mode.
SP_PDSOL
Solve a sparse symmetric positive definite system of linear equations Ax = b.
SP_PDFAC
Solve a sparse symmetric positive definite system of linear equations Ax = b.
SP_BDPDSOL
Solve a symmetric positive definite system of linear equations Ax = b in band symmetric storage mode.
SP_BDPDFAC
Compute the RTR Cholesky factorization of symmetric positive definite matrix, A, in band symmetric storage mode.
SP_GMRES
Solve a linear system Ax = b using the restarted generalized minimum residual (GMRES) method.
SP_CG
Solve a real symmetric definite linear system using a conjugate gradient method. Using keywords, a preconditioner can be supplied.
SP_MVMUL
Compute a matrix-vector product involving sparse matrix and a dense vector.

Version 2017.0
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