NAG Library Chapter Contents

F11 (sparse)
Large Scale Linear Systems


F11 (sparse) Chapter Introduction – a description of the Chapter and an overview of the algorithms available

Routine
Name
Mark of
Introduction

Purpose
f11bdf
Example Text
Example Data
19 nagf_sparse_real_gen_basic_setup
Real sparse nonsymmetric linear systems, setup for f11bef
f11bef 19 nagf_sparse_real_gen_basic_solver
Real sparse nonsymmetric linear systems, preconditioned RGMRES, CGS, Bi-CGSTAB or TFQMR method
f11bff 19 nagf_sparse_real_gen_basic_diag
Real sparse nonsymmetric linear systems, diagnostic for f11bef
f11brf
Example Text
Example Data
19 nagf_sparse_complex_gen_basic_setup
Complex sparse non-Hermitian linear systems, setup for f11bsf
f11bsf 19 nagf_sparse_complex_gen_basic_solver
Complex sparse non-Hermitian linear systems, preconditioned RGMRES, CGS, Bi-CGSTAB or TFQMR method
f11btf 19 nagf_sparse_complex_gen_basic_diag
Complex sparse non-Hermitian linear systems, diagnostic for f11bsf
f11daf
Example Text
Example Data
18 nagf_sparse_real_gen_precon_ilu
Real sparse nonsymmetric linear systems, incomplete LU factorization
f11dbf
Example Text
Example Data
18 nagf_sparse_real_gen_precon_ilu_solve
Solution of linear system involving incomplete LU preconditioning matrix generated by f11daf
f11dcf
Example Text
Example Data
18 nagf_sparse_real_gen_solve_ilu
Solution of real sparse nonsymmetric linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, preconditioner computed by f11daf
f11ddf
Example Text
Example Data
18 nagf_sparse_real_gen_precon_ssor_solve
Solution of linear system involving preconditioning matrix generated by applying SSOR to real sparse nonsymmetric matrix
f11def
Example Text
Example Data
18 nagf_sparse_real_gen_solve_jacssor
Solution of real sparse nonsymmetric linear system, RGMRES, CGS, Bi-CGSTAB, or TFQMR method, Jacobi or SSOR preconditioner (Black Box)
f11dff
Example Text
Example Data
24 nagf_sparse_real_gen_precon_bdilu
Real sparse nonsymmetric linear system, incomplete LU factorization of local or overlapping diagonal blocks
f11dgf
Example Text
Example Data
24 nagf_sparse_real_gen_solve_bdilu
Solution of real sparse nonsymmetric linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, incomplete LU block diagonal preconditioner computed by f11dff
f11dkf
Example Text
Example Data
20 nagf_sparse_real_gen_precon_jacobi
Real, sparse, symmetric or nonsymmetric, linear systems, line Jacobi preconditioner
f11dnf
Example Text
Example Data
19 nagf_sparse_complex_gen_precon_ilu
Complex sparse non-Hermitian linear systems, incomplete LU factorization
f11dpf
Example Text
Example Data
19 nagf_sparse_complex_gen_precon_ilu_solve
Solution of complex linear system involving incomplete LU preconditioning matrix generated by f11dnf
f11dqf
Example Text
Example Data
19 nagf_sparse_complex_gen_solve_ilu
Solution of complex sparse non-Hermitian linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, preconditioner computed by f11dnf (Black Box)
f11drf
Example Text
Example Data
19 nagf_sparse_complex_gen_precon_ssor_solve
Solution of linear system involving preconditioning matrix generated by applying SSOR to complex sparse non-Hermitian matrix
f11dsf
Example Text
Example Data
19 nagf_sparse_complex_gen_solve_jacssor
Solution of complex sparse non-Hermitian linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, Jacobi or SSOR preconditioner Black Box
f11dtf
Example Text
Example Data
24 nagf_sparse_complex_gen_precon_bdilu
Complex, sparse, non-Hermitian linear system, incomplete LU factorization of local or overlapping diagonal blocks
f11duf
Example Text
Example Data
24 nagf_sparse_complex_gen_solve_bdilu
Solution of complex, sparse, non-Hermitian linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, incomplete LU block diagonal preconditioner computed by f11dtf
f11dxf
Example Text
Example Data
20 nagf_sparse_complex_gen_precon_jacobi
Complex, sparse, Hermitian or non-Hermitian, linear systems, line Jacobi preconditioner
f11gdf
Example Text
Example Data
20 nagf_sparse_real_symm_basic_setup
Real sparse symmetric linear systems, setup for f11gef
f11gef 20 nagf_sparse_real_symm_basic_solver
Real sparse symmetric linear systems, preconditioned conjugate gradient or Lanczos method or the MINRES algorithm
f11gff 20 nagf_sparse_real_symm_basic_diag
Real sparse symmetric linear systems, diagnostic for f11gef
f11grf
Example Text
Example Data
20 nagf_sparse_complex_herm_basic_setup
Complex sparse Hermitian linear systems, setup for f11gsf
f11gsf 20 nagf_sparse_complex_herm_basic_solver
Complex sparse Hermitian linear systems, preconditioned conjugate gradient or Lanczos
f11gtf 20 nagf_sparse_complex_herm_basic_diag
Complex sparse Hermitian linear systems, diagnostic for f11gsf
f11jaf
Example Text
Example Data
17 nagf_sparse_real_symm_precon_ichol
Real sparse symmetric matrix, incomplete Cholesky factorization
f11jbf
Example Text
Example Data
17 nagf_sparse_real_symm_precon_ichol_solve
Solution of linear system involving incomplete Cholesky preconditioning matrix generated by f11jaf
f11jcf
Example Text
Example Data
17 nagf_sparse_real_symm_solve_ichol
Solution of real sparse symmetric linear system, conjugate gradient/Lanczos method, preconditioner computed by f11jaf (Black Box)
f11jdf
Example Text
Example Data
17 nagf_sparse_real_symm_precon_ssor_solve
Solution of linear system involving preconditioning matrix generated by applying SSOR to real sparse symmetric matrix
f11jef
Example Text
Example Data
17 nagf_sparse_real_symm_solve_jacssor
Solution of real sparse symmetric linear system, conjugate gradient/Lanczos method, Jacobi or SSOR preconditioner (Black Box)
f11jnf
Example Text
Example Data
19 nagf_sparse_complex_herm_precon_ilu
Complex sparse Hermitian matrix, incomplete Cholesky factorization
f11jpf
Example Text
Example Data
19 nagf_sparse_complex_herm_precon_ilu_solve
Solution of complex linear system involving incomplete Cholesky preconditioning matrix generated by f11jnf
f11jqf
Example Text
Example Data
19 nagf_sparse_complex_herm_solve_ilu
Solution of complex sparse Hermitian linear system, conjugate gradient/Lanczos method, preconditioner computed by f11jnf (Black Box)
f11jrf
Example Text
Example Data
19 nagf_sparse_complex_herm_precon_ssor_solve
Solution of linear system involving preconditioning matrix generated by applying SSOR to complex sparse Hermitian matrix
f11jsf
Example Text
Example Data
19 nagf_sparse_complex_herm_solve_jacssor
Solution of complex sparse Hermitian linear system, conjugate gradient/Lanczos method, Jacobi or SSOR preconditioner (Black Box)
f11mdf
Example Text
Example Data
21 nagf_sparse_direct_real_gen_setup
Real sparse nonsymmetric linear systems, setup for f11mef
f11mef
Example Text
Example Data
21 nagf_sparse_direct_real_gen_lu
LU factorization of real sparse matrix
f11mff
Example Text
Example Data
21 nagf_sparse_direct_real_gen_solve
Solution of real sparse simultaneous linear equations (coefficient matrix already factorized)
f11mgf
Example Text
Example Data
21 nagf_sparse_direct_real_gen_cond
Estimate condition number of real matrix, matrix already factorized by f11mef
f11mhf
Example Text
Example Data
21 nagf_sparse_direct_real_gen_refine
Refined solution with error bounds of real system of linear equations, multiple right-hand sides
f11mkf
Example Text
Example Data
21 nagf_sparse_direct_real_gen_matmul
Real sparse nonsymmetric matrix-matrix multiply, compressed column storage
f11mlf
Example Text
Example Data
21 nagf_sparse_direct_real_gen_norm
1-norm, -norm, largest absolute element, real, square, sparse matrix
f11mmf
Example Text
Example Data
21 nagf_sparse_direct_real_gen_diag
Real sparse nonsymmetric linear systems, diagnostic for f11mef
f11xaf
Example Text
Example Data
18 nagf_sparse_real_gen_matvec
Real, sparse, nonsymmetric matrix-vector multiply
f11xef
Example Text
Example Data
17 nagf_sparse_real_symm_matvec
Real sparse symmetric matrix-vector multiply
f11xnf
Example Text
Example Data
19 nagf_sparse_complex_gen_matvec
Complex sparse non-Hermitian matrix-vector multiply
f11xsf
Example Text
Example Data
19 nagf_sparse_complex_herm_matvec
Complex sparse Hermitian matrix-vector multiply
f11yef
Example Text
Example Data
Example Plot
25 nagf_sparse_sym_rcm
Reverse Cuthill–McKee reordering of a sparse symmetric matrix in CCS format
f11zaf
Example Text
Example Data
18 nagf_sparse_real_gen_sort
Real sparse nonsymmetric matrix reorder routine
f11zbf
Example Text
Example Data
17 nagf_sparse_real_symm_sort
Real sparse symmetric matrix reorder routine
f11znf
Example Text
Example Data
19 nagf_sparse_complex_gen_sort
Complex sparse non-Hermitian matrix reorder routine
f11zpf
Example Text
Example Data
19 nagf_sparse_complex_herm_sort
Complex sparse Hermitian matrix reorder routine
© The Numerical Algorithms Group Ltd, Oxford, UK. 2017