LINPACK_D\
Linear Algebra Library\
Double Precision Real {#linpack_d-linear-algebra-library-double-precision-real align=”center”}
=======================
LINPACK_D is a C++ library which can solve systems of linear
equations for a variety of matrix types and storage modes, using double
precision real arithmetic, by Jack Dongarra, Cleve Moler, Jim Bunch,
Pete Stewart.
LINPACK has officially been superseded by the LAPACK library. The LAPACK
library uses more modern algorithms and code structure. However, the
LAPACK library can be extraordinarily complex; what is done in a single
LINPACK routine may correspond to 10 or 20 utility routines in LAPACK.
This is fine if you treat LAPACK as a black box. But if you wish to
learn how the algorithm works, or to adapt it, or to convert the code to
another language, this is a real drawback. This is one reason I still
keep a copy of LINPACK around.
Versions of LINPACK in various arithmetic precisions are available
through the NETLIB web site.
Licensing: {#licensing align=”center”}
The computer code and data files described and made available on this
web page are distributed under the GNU LGPL
license.
Languages: {#languages align=”center”}
LINPACK_D is available in a C
version and a C++
version and a FORTRAN77
version and a FORTRAN90
version and a MATLAB
version and a Python
version.
BLAS1_D, a C++ library which
contains basic linear algebra routines for vector-vector operations,
using double precision real arithmetic.
CONDITION, a C++ library which
implements methods of computing or estimating the condition number of a
matrix.
LAPACK_EXAMPLES,
a FORTRAN77 program which demonstrates the use of the LAPACK linear
algebra library.
LINPACK_BENCH, a C++
program which measures the time taken by LINPACK to solve a
particular linear system.
LINPACK_C, a C++ library
which solves linear systems using single precision complex arithmetic;
LINPACK_S, a C++ library
which solves linear systems using single precision real arithmetic;
LINPACK_Z, a C++ library
which solves linear systems using double precision complex arithmetic;
QR_SOLVE, a C++ library which
computes the least squares solution of a linear system A*x=b.
TEST_MAT, a C++ library which
defines test matrices.
TOEPLITZ_CHOLESKY,
a C++ library which computes the Cholesky factorization of a nonnegative
definite symmetric Toeplitz matrix.
Author: {#author align=”center”}
Original FORTRAN77 version by Jack Dongarra, Cleve Moler, Jim Bunch,
Pete Stewart. C++ version by John Burkardt.
Reference: {#reference align=”center”}
- Jack Dongarra, Jim Bunch, Cleve Moler, Pete Stewart,\
LINPACK User’s Guide,\
SIAM, 1979,\
ISBN13: 978-0-898711-72-1,\
LC: QA214.L56.
- Charles Lawson, Richard Hanson, David Kincaid, Fred Krogh,\
Algorithm 539, Basic Linear Algebra Subprograms for Fortran Usage,\
ACM Transactions on Mathematical Software,\
Volume 5, Number 3, September 1979, pages 308-323.
Source Code: {#source-code align=”center”}
- linpack_d.cpp, the source code for the double
precision real library;
- linpack_d.hpp, the include file for the double
precision real library;
Examples and Tests: {#examples-and-tests align=”center”}
List of Routines: {#list-of-routines align=”center”}
- DCHDC computes the Cholesky decomposition of a positive definite
matrix.
- DCHDD downdates an augmented Cholesky decomposition.
- DCHEX updates the Cholesky factorization of a positive definite
matrix.
- DCHUD updates an augmented Cholesky decomposition.
- DGBCO factors a real band matrix and estimates its condition.
- DGBDI computes the determinant of a band matrix factored by
DGBCO or DGBFA.
- DGBFA factors a real band matrix by elimination.
- DGBSL solves a real banded system factored by DGBCO or DGBFA.
- DGECO factors a real matrix and estimates its condition number.
- DGEDI computes the determinant and inverse of a matrix factored
by DGECO or DGEFA.
- DGEFA factors a real general matrix.
- DGESL solves a real general linear system A * X = B.
- DGTSL solves a general tridiagonal linear system.
- DPBCO factors a real symmetric positive definite banded matrix.
- DPBDI computes the determinant of a matrix factored by DPBCO or
DPBFA.
- DPBFA factors a symmetric positive definite matrix stored in
band form.
- DPBSL solves a real SPD band system factored by DPBCO or DPBFA.
- DPOCO factors a real symmetric positive definite matrix and
estimates its condition.
- DPODI computes the determinant and inverse of a certain matrix.
- DPOFA factors a real symmetric positive definite matrix.
- DPOSL solves a linear system factored by DPOCO or DPOFA.
- DPPDI computes the determinant and inverse of a matrix factored
by DPPCO or DPPFA.
- DPPFA factors a real symmetric positive definite matrix in
packed form.
- DPPSL solves a real symmetric positive definite system factored
by DPPCO or DPPFA.
- DPTSL solves a positive definite tridiagonal linear system.
- DQRDC computes the QR factorization of a real rectangular
matrix.
- DQRSL computes transformations, projections, and least squares
solutions.
- DSICO factors a real symmetric matrix and estimates its
condition.
- DSIDI computes the determinant, inertia and inverse of a real
symmetric matrix.
- DSIFA factors a real symmetric matrix.
- DSISL solves a real symmetric system factored by DSIFA.
- DSPCO factors a real symmetric matrix stored in packed form.
- DSPDI computes the determinant, inertia and inverse of a real
symmetric matrix.
- DSPFA factors a real symmetric matrix stored in packed form.
- DSPSL solves the real symmetric system factored by DSPFA.
- DSVDC computes the singular value decomposition of a real
rectangular matrix.
- DTRCO estimates the condition of a real triangular matrix.
- DTRDI computes the determinant and inverse of a real triangular
matrix.
- DTRSL solves triangular linear systems.
You can go up one level to the C++ source codes.
Last revised on 23 June 2009.