LAPACK - Linear Algebra PACKage
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Cited in
(19)- QR Decomposition
- Bisection on Sturm counts with inverse iteration on symmetric tridiagonals
- Cholesky (LL^T) factorization for SPD matrices
- Cholesky Decomposition
- Gaussian/LU factorization specialized to band-diagonal matrices
- Divide-and-conquer eigensolver for symmetric tridiagonal matrices
- LU decomposition
- LU decomposition with (partial) pivoting for solving Ax=b and computing determinants
- QR decomposition (Householder/Givens) for least-squares and rank-revealing factorizations
- MRRR (Multiple Relatively Robust Representations) for symmetric tridiagonals
- Thomas algorithm (tridiagonal matrix algorithm) for O(n) solution of tridiagonal systems
- Implicitly shifted QR (including multishift variants) with Wilkinson/Francis shifts
- Classical Gaussian elimination with pivoting plus back-substitution for dense linear systems
- Iterative refinement (iterative improvement) to enhance solutions of direct factorizations
- QZ (generalized Schur) algorithm for Ax = λBx
- QR algorithm (implicit) for dense eigenvalue decomposition
- Inverse Power Method
- Jacobi eigenvalue algorithm (cyclic and block variants) for symmetric matrices
- Singular Value Decomposition (SVD) for least-squares, pseudoinverses, and low-rank analysis
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