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Science: Math: Numerical Analysis: Linear Algebra
Example Programs for the LAPACK Drivers
- The example programs illustrate the use of the double precision versions of the LAPACK drivers.
- Software package for computing small dense and large sparse matrix exponentials in Fortran and Matlab. Usable in C/C++.
F95 BLAS Proposal
- Fortran 95 code for the Basic Linear Algebra Subroutines proposal as presented at the BLAST Forum, by Zohair Maany and Sven Hammarling.
Fast Hankel and Toeplitz solvers
- In Fortran 90, by the MaSe (Matrices Having Structure) Team of the University of Leuven.
- Fortran 77 routines for solving systems of simultaneous linear equations, least-squares solutions of linear systems of equations, eigenvalue problems, and singular value problems.
- Alternative source of LAPACK.
Lapack BLAS Fortran Windows Win32 download
- Binaries compiled with Intel Fortran 9.0, links to LAPACK source code, and make file to create binaries. By David Svoboda.
- Modification of known Gauss method for pivot element elimination that uses internal rows-transposition-vector and works with matrix strictly "col-by-col". The algorithm factorizes the source matrix so that created factor-matrix may be used several times for quick solution of linear systems with many right hand sides.
- BLZPACK uses the block Lanczos algorithm to solve (generalized) eigenvalue problems, HLZPACK uses the Lanczos algorithm to solve Hermitian eigenvalue problems, and SKYPACK implements algorithms for matrices having a skyline structure. By Osni Marques.
- A collection of Fortran subroutines that analyze and solve linear equations and linear least-squares problems. The package solves linear systems whose matrices are general, banded, symmetric indefinite, symmetric positive definite, triangular, and tridiagonal square. In addition, the package computes the QR and singular value decompositions of rectangular matrices and applies them to least-squares problems.
- Fortran 95 wrapper that implements matrix operations and computes matrix decompositions using Lapack and the Blas.
Parallel Algorithms Project
- Codes to solve linear systems with the GMRES and conjugate gradient methods, among other topics.
Parallel Sparse Symmetric Direct Solver (PSPASES)
- High performance, scalable, parallel, MPI-based library, intended for solving linear systems of equations involving sparse symmetric positive definite matrices. The library provides various interfaces to solve the system using four phases of direct method of solution: compute fill-reducing ordering, perform symbolic factorization, compute numerical factorization, and solve triangular systems of equations.
- Computes the periodic real Schur decomposition of a matrix product. By Kurt Lust.
- Fortran 95 interface to the BLAS (Basic Linear Algebra Subprograms). The interface is a subset of the BLAS technical forum standard, covering the functionality of level 2 and 3 legacy BLAS routines (available on most machines).
Software Iterative Methods: GMRESR and BiCGstab(ell)
- Fortran 77 subroutines by Henk A. van der Vorst for the iterative methods GMRESR and BiCGstab(ell). These are methods for the iterative solution of large and typically sparse systems of linear equations with a nonsymmetric matrix.
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