| 1 | = Linear Algebra Package (LAPACK) = |
| 2 | [http://www.netlib.org/lapack/ LAPACK website] [http://www.netlib.org/lapack/lapackqref.ps List of subroutine] |
| 3 | |
| 4 | Many routines for linear algebra. Typical name: XYYZZZ |
| 5 | |
| 6 | * X is precision |
| 7 | * YY is type of matrix, |
| 8 | * e.g. GE (general), GB (general banded), GT (general tridiagonal) |
| 9 | |
| 10 | * ZZZ is type of operation, |
| 11 | * e.g. SV (solve system), SVX (solve system expert), EV (eigenvalues, vectors), SVD (singularvalues, vectors) |
| 12 | |
| 13 | ==== General Dense Matrix System Solver ==== |
| 14 | Ex: DGESV( N, NRHS, A, LDA, IPIV, B, LDB, INFO ) |
| 15 | |
| 16 | [[Image(Lapack_DGESV.png)]] |
| 17 | |
| 18 | DGESV computes the solution to a real system of linear equations A * X = B, where A is an N-by-N matrix and X and B are N-by-NRHS matrices. The LU decomposition with partial pivoting and row interchanges is used to factor A as A = P * L * U, where P is a permutation matrix, L is unit lower triangular, and U is upper triangular. The factored form of A is then used to solve the system of equations A * X = B. |
| 19 | |
| 20 | [[Example Codes]] |
| 21 | |
| 22 | ==== Tri-diagonal Matrix System Solver ==== |
| 23 | Ex:DGTSV( N, NRHS, DL, D, DU, B, LDB, INFO ) |
| 24 | |
| 25 | [[Image(Lapack_DGTSV.png)]] |
| 26 | |
| 27 | DGTSV solves the equation A*X = B, where A is an n by n tridiagonal matrix, by Gaussian elimination with partial pivoting. Note that the equation A'*X = B may be solved by interchanging the order of the arguments DU and DL. |
| 28 | |
| 29 | [[Example Codes]] |
| 30 | |
| 31 | ==== Band Matrix System Solver ==== |
| 32 | Ex: DGBSV( N, KL, KU, NRHS, AB, LDAB, IPIV, B, LDB, INFO ) |
| 33 | |
| 34 | [[Image(Lapack_DGBSV.png)]] |
| 35 | |
| 36 | DGBSV computes the solution to a real system of linear equations A * X = B, where A is a band matrix of order N with KL subdiagonals and KU superdiagonals, and X and B are N-by-NRHS matrices. The LU decomposition with partial pivoting and row interchanges is used to factor A as A = L * U, where L is a product of permutation and unit lower triangular matrices with KL subdiagonals, and U is upper triangular with KL+KU superdiagonals. The factored form of A is then used to solve the system of equations A * X = B. |
| 37 | |
| 38 | [[Band Storage Scheme]] |
| 39 | |
| 40 | [[Example Codes]] |