LAPACK Users' Guide

DOI/10.1137/1.9780898719604MaRDI QIDQ6825173FDO

Authors E. Anderson, Z. Bai, C. Bischof, L. S. Blackford, J. Demmel, J. Dongarra, J. du Croz, A. Greenbaum, S. Hammarling, A. McKenney, D. Sorensen

Publication date January 1999

Cited in

(6)

• Cholesky (LL^T) factorization for SPD matrices
• LAPACK - Linear Algebra PACKage
• Gaussian/LU factorization specialized to band-diagonal matrices
• LU decomposition with (partial) pivoting for solving Ax=b and computing determinants
• Thomas algorithm (tridiagonal matrix algorithm) for O(n) solution of tridiagonal systems
• Iterative refinement (iterative improvement) to enhance solutions of direct factorizations

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