6.25 F11 Sparse Linear Algebra

f11 - Sparse Linear Algebra

f11 Chapter Introduction

Routine Name Mark of Introduction Purpose
f11bdc 23 nag_sparse_nsym_basic_setup
Real sparse nonsymmetric linear systems, setup for nag_sparse_nsym_basic_solver (f11bec)
f11bec 23 nag_sparse_nsym_basic_solver
Real sparse nonsymmetric linear systems, preconditioned RGMRES, CGS, Bi-CGSTAB or TFQMR method
f11bfc 23 nag_sparse_nsym_basic_diagnostic
Real sparse nonsymmetric linear systems, diagnostic for nag_sparse_nsym_basic_solver (f11bec)
f11brc 23 nag_sparse_nherm_basic_setup
Complex sparse non-Hermitian linear systems, setup for nag_sparse_nherm_basic_solver (f11bsc)
f11bsc 23 nag_sparse_nherm_basic_solver
Complex sparse non-Hermitian linear systems, preconditioned RGMRES, CGS, Bi-CGSTAB or TFQMR method
f11btc 23 nag_sparse_nherm_basic_diagnostic
Complex sparse non-Hermitian linear systems, diagnostic for nag_sparse_nherm_basic_solver (f11bsc)
f11dac 5 nag_sparse_nsym_fac
Incomplete LU factorization (nonsymmetric)
f11dbc 23 nag_sparse_nsym_precon_ilu_solve
Solution of linear system involving incomplete LU preconditioning matrix generated by nag_sparse_nsym_fac (f11dac)
f11dcc 5 nag_sparse_nsym_fac_sol
Solver with incomplete LU preconditioning (nonsymmetric)
f11ddc 23 nag_sparse_nsym_precon_ssor_solve
Solution of linear system involving preconditioning matrix generated by applying SSOR to real sparse nonsymmetric matrix
f11dec 5 nag_sparse_nsym_sol
Solver with no Jacobi/SSOR preconditioning (nonsymmetric)
f11dfc 24 nag_sparse_nsym_precon_bdilu
Real sparse nonsymmetric linear system, incomplete LU factorization of local or overlapping diagonal blocks
f11dgc 24 nag_sparse_nsym_precon_bdilu_solve
Solution of real sparse nonsymmetric linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, incomplete LU block diagonal preconditioner computed by nag_sparse_nsym_precon_bdilu (f11dfc)
f11dkc 23 nag_sparse_nsym_jacobi
Real, sparse, symmetric or nonsymmetric, linear systems, line Jacobi preconditioner
f11dnc 23 nag_sparse_nherm_fac
Complex sparse non-Hermitian linear systems, incomplete LU factorization
f11dpc 23 nag_sparse_nherm_precon_ilu_solve
Solution of complex linear system involving incomplete LU preconditioning matrix generated by nag_sparse_nherm_fac (f11dnc)
f11dqc 23 nag_sparse_nherm_fac_sol
Solution of complex sparse non-Hermitian linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, preconditioner computed by nag_sparse_nherm_fac (f11dnc) (Black Box)
f11drc 23 nag_sparse_nherm_precon_ssor_solve
Solution of linear system involving preconditioning matrix generated by applying SSOR to complex sparse non-Hermitian matrix
f11dsc 23 nag_sparse_nherm_sol
Solution of complex sparse non-Hermitian linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, Jacobi or SSOR preconditioner Black Box
f11dtc 24 nag_sparse_nherm_precon_bdilu
Complex, sparse, non-Hermitian linear system, incomplete LU factorization of local or overlapping diagonal blocks
f11duc 24 nag_sparse_nherm_precon_bdilu_solve
Solution of complex, sparse, non-Hermitian linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, incomplete LU block diagonal preconditioner computed by nag_sparse_nherm_precon_bdilu (f11dtc)
f11dxc 23 nag_sparse_nherm_jacobi
Complex, sparse, Hermitian or non-Hermitian, linear systems, line Jacobi preconditioner
f11gdc 23 nag_sparse_sym_basic_setup
Real sparse symmetric linear systems, setup for nag_sparse_sym_basic_solver (f11gec)
f11gec 23 nag_sparse_sym_basic_solver
Real sparse symmetric linear systems, preconditioned conjugate gradient or Lanczos method or the MINRES algorithm
f11gfc 23 nag_sparse_sym_basic_diagnostic
Real sparse symmetric linear systems, diagnostic for nag_sparse_sym_basic_solver (f11gec)
f11grc 23 nag_sparse_herm_basic_setup
Complex sparse Hermitian linear systems, setup for nag_sparse_herm_basic_solver (f11gsc)
f11gsc 23 nag_sparse_herm_basic_solver
Complex sparse Hermitian linear systems, preconditioned conjugate gradient or Lanczos
f11gtc 23 nag_sparse_herm_basic_diagnostic
Complex sparse Hermitian linear systems, diagnostic for nag_sparse_herm_basic_solver (f11gsc)
f11jac 5 nag_sparse_sym_chol_fac
Incomplete Cholesky factorization (symmetric)
f11jbc 23 nag_sparse_sym_precon_ichol_solve
Solution of linear system involving incomplete Cholesky preconditioning matrix generated by nag_sparse_sym_chol_fac (f11jac)
f11jcc 5 nag_sparse_sym_chol_sol
Solver with incomplete Cholesky preconditioning (symmetric)
f11jdc 23 nag_sparse_sym_precon_ssor_solve
Solution of linear system involving preconditioning matrix generated by applying SSOR to real sparse symmetric matrix
f11jec 5 nag_sparse_sym_sol
Solver with Jacobi, SSOR, or no preconditioning (symmetric)
f11jnc 23 nag_sparse_herm_chol_fac
Complex sparse Hermitian matrix, incomplete Cholesky factorization
f11jpc 23 nag_sparse_herm_precon_ichol_solve
Solution of complex linear system involving incomplete Cholesky preconditioning matrix generated by nag_sparse_herm_chol_fac (f11jnc)
f11jqc 23 nag_sparse_herm_chol_sol
Solution of complex sparse Hermitian linear system, conjugate gradient/Lanczos method, preconditioner computed by nag_sparse_herm_chol_fac (f11jnc) (Black Box)
f11jrc 23 nag_sparse_herm_precon_ssor_solve
Solution of linear system involving preconditioning matrix generated by applying SSOR to complex sparse Hermitian matrix
f11jsc 23 nag_sparse_herm_sol
Solution of complex sparse Hermitian linear system, conjugate gradient/Lanczos method, Jacobi or SSOR preconditioner (Black Box)
f11mdc 8 nag_superlu_column_permutation
Real sparse nonsymmetric linear systems, setup for nag_superlu_lu_factorize (f11mec)
f11mec 8 nag_superlu_lu_factorize
LU factorization of real sparse matrix
f11mfc 8 nag_superlu_solve_lu
Solution of real sparse simultaneous linear equations (coefficient matrix already factorized)
f11mgc 8 nag_superlu_condition_number_lu
Estimate condition number of real matrix, matrix already factorized by nag_superlu_lu_factorize (f11mec)
f11mhc 8 nag_superlu_refine_lu
Refined solution with error bounds of real system of linear equations, multiple right-hand sides
f11mkc 8 nag_superlu_matrix_product
Real sparse nonsymmetric matrix-matrix multiply, compressed column storage
f11mlc 8 nag_superlu_matrix_norm
1-norm, ∞-norm, largest absolute element, real, square, sparse matrix
f11mmc 8 nag_superlu_diagnostic_lu
Real sparse nonsymmetric linear systems, diagnostic for nag_superlu_lu_factorize (f11mec)
f11xac 23 nag_sparse_nsym_matvec
Real, sparse, nonsymmetric matrix-vector multiply
f11xec 23 nag_sparse_sym_matvec
Real sparse symmetric matrix-vector multiply
f11xnc 23 nag_sparse_nherm_matvec
Complex sparse non-Hermitian matrix-vector multiply
f11xsc 23 nag_sparse_herm_matvec
Complex sparse Hermitian matrix-vector multiply
f11yec 25 nag_sparse_sym_rcm
Reverse Cuthill–McKee reordering of a sparse symmetric matrix in CCS format
f11zac 5 nag_sparse_nsym_sort
Sparse sort (nonsymmetric)
f11zbc 5 nag_sparse_sym_sort
Sparse sort (symmetric)
f11znc 23 nag_sparse_nherm_sort
Complex sparse non-Hermitian matrix reorder function
f11zpc 23 nag_sparse_herm_sort
Complex sparse Hermitian matrix reorder function