LINPACK : users' guide

The authors of this carefully structured guide are the principal developers of LINPACK, a unique package of Fortran subroutines for analyzing and solving various systems of simultaneous linear algebraic equations and linear least squares problems. This guide supports both the casual user of LINPACK who simply requires a library subroutine, and the specialist who wishes to modify or extend the code to handle special problems. It is also recommended for classroom work. Cover......Page 1 Table of Routines......Page 2 Front Matter......Page 3 Table of Contents......Page 5 Preface......Page 7 Introduction......Page 11 1: General Matrices......Page 23 2: Band Matrices......Page 59 3: Positive Definite Matrices......Page 71 4: Positive Definite Band Matrices......Page 87 5: Symmetric Indefinite Matrices......Page 95 6: Triangular Matrices......Page 117 7: Tridiagonal Matrices......Page 121 8: The Cholesky Decomposition......Page 127 9: The QR Decomposition......Page 143 10: Updating QR & Cholesky Decompositions......Page 171 11: The Singular Value Decomposition......Page 195 References......Page 218 A: Basic Linear Algebra Subprograms......Page 221 B: Timing Data......Page 226 C: Program Listings......Page 231 D: BLA Listings......Page 360 Routine Index......Page 371