| Function |
Description |
| BiDiagMt |
d, e -> M |
| BiDiagSLE |
Bi-diagonal SLE |
| ChBandSolve |
Solution of the equation L*LT*S = G by the Cholesky method |
| CholBandDec |
Cholesky decomposition of the band matrix H[1..p+1,1..N]. |
| CholDecomp |
Perturbated Cholesky Decomposition - |
| Cholesky |
Cholesky Decomposition A = L*LT |
| ChSolve |
Solution of L*LT*X = B by the Cholesky method |
| CJacobi |
Jacoby diagonalization of Hermitian matrix |
| DecompSolve |
Solution of linear system a*x = b |
| diag |
Diagonalization of the real symmetric matrix a[Lo..Hi,Lo..Hi] . |
| diagc |
Diagonalization of Hermitian matrix a = ar + i*ai. |
| FastInverse |
Fast Inversion of the matrix A by the Gauss-Jordan elimination algorithm |
| FastSolve |
solution of a set of linear equations a*x = b |
| FMMDecomp |
PURPOSE: Decomposes a matrix by Gaussian elimination and estimates the condition |
| FMMSolve |
PURPOSE: Solution of linear system, a*x = b - translation from FORTRAN |
| GaussJordan |
solution of a set of linear equations by the Gauss Jordan elimination with partial pivoting |
| GJSolve |
Direct use of GaussJordan for solving m*x =b |
| GramSchmidt |
Gram-Schmidt Orthonormalization of vectors |
| householder |
Householder reduction (m >= n) extracted from xsvd |
| htribk |
This subroutine forms the eigenvectors of a complex Hermitian matrix |
| htridi |
This subroutine reduces a complex hermitian matrix to a real symmetric |
| Jacobi |
Diagonalization of real symmetric matrix by JACOBI method |
| JacobiC |
1-Based variant of Jacobi diagonalization of Hermitian matrix |
| LBandSolve |
Cholesky L - Solution of L*Y = B (for given B) |
| LSolve |
Solution of L*Y = B; |
| LTBandSolve |
Cholesky LT - Solution of LT*X = Y (for given Y) |
| LTSolve |
Solution of LT*X = Y L[j,i], j >= i |
| MaskSolve |
solution of a set of linear equations by the Gauss Jordan elimination with partial pivoting |
| OrderSVD |
Singular Value Decomposition - translation from FORTRAN |
| QRDecomp |
QR-decomposition of the n x n matrix M: M = Q*R |
| QRSolve |
solution of the equation Q*R*X = B |
| SortSVD |
Descending singular value sorting with sorting of U and V |
| SortVal |
Quick sort, Functionally the same as SortVal0 |
| SortVal0 |
Simple sort algorithm of the vector d[Lo..Hi] and corresponding columns |
| SortValC |
Simple sort algorithm of the first m components of vector d[Lo..Hi] |
| SVD |
A is a rectangular D1xD2 matrix: A[L1..H1,L2..H2] |
| SVD_ |
used in SVD, based om FMMSVD |
| tqli |
QL algorithm with implicit shifts for a real tridiaginal symmetric matrix. |
| tred2 |
Householder (tridiagonal) reduction of a real, symmetric matrix a. |
| TriDiagMt |
a, b, c -> M |
| TriDiagSLE |
Tri-diagonal SLE |
| xsvd |
Singular Value Decomposition (m >= n) |