1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120
|
<!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd">
<html>
<!-- Copyright (C) 1996, 1997, 1998, 1999, 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008, 2009, 2010, 2011, 2012, 2013 The GSL Team.
Permission is granted to copy, distribute and/or modify this document
under the terms of the GNU Free Documentation License, Version 1.3 or
any later version published by the Free Software Foundation; with no
Invariant Sections and no cover texts. A copy of the license is
included in the section entitled "GNU Free Documentation License". -->
<!-- Created by GNU Texinfo 5.1, http://www.gnu.org/software/texinfo/ -->
<head>
<title>GNU Scientific Library – Reference Manual: Linear Algebra</title>
<meta name="description" content="GNU Scientific Library – Reference Manual: Linear Algebra">
<meta name="keywords" content="GNU Scientific Library – Reference Manual: Linear Algebra">
<meta name="resource-type" content="document">
<meta name="distribution" content="global">
<meta name="Generator" content="makeinfo">
<meta http-equiv="Content-Type" content="text/html; charset=utf-8">
<link href="index.html#Top" rel="start" title="Top">
<link href="Function-Index.html#Function-Index" rel="index" title="Function Index">
<link href="index.html#Top" rel="up" title="Top">
<link href="LU-Decomposition.html#LU-Decomposition" rel="next" title="LU Decomposition">
<link href="BLAS-References-and-Further-Reading.html#BLAS-References-and-Further-Reading" rel="previous" title="BLAS References and Further Reading">
<style type="text/css">
<!--
a.summary-letter {text-decoration: none}
blockquote.smallquotation {font-size: smaller}
div.display {margin-left: 3.2em}
div.example {margin-left: 3.2em}
div.indentedblock {margin-left: 3.2em}
div.lisp {margin-left: 3.2em}
div.smalldisplay {margin-left: 3.2em}
div.smallexample {margin-left: 3.2em}
div.smallindentedblock {margin-left: 3.2em; font-size: smaller}
div.smalllisp {margin-left: 3.2em}
kbd {font-style:oblique}
pre.display {font-family: inherit}
pre.format {font-family: inherit}
pre.menu-comment {font-family: serif}
pre.menu-preformatted {font-family: serif}
pre.smalldisplay {font-family: inherit; font-size: smaller}
pre.smallexample {font-size: smaller}
pre.smallformat {font-family: inherit; font-size: smaller}
pre.smalllisp {font-size: smaller}
span.nocodebreak {white-space:nowrap}
span.nolinebreak {white-space:nowrap}
span.roman {font-family:serif; font-weight:normal}
span.sansserif {font-family:sans-serif; font-weight:normal}
ul.no-bullet {list-style: none}
-->
</style>
</head>
<body lang="en" bgcolor="#FFFFFF" text="#000000" link="#0000FF" vlink="#800080" alink="#FF0000">
<a name="Linear-Algebra"></a>
<div class="header">
<p>
Next: <a href="Eigensystems.html#Eigensystems" accesskey="n" rel="next">Eigensystems</a>, Previous: <a href="BLAS-Support.html#BLAS-Support" accesskey="p" rel="previous">BLAS Support</a>, Up: <a href="index.html#Top" accesskey="u" rel="up">Top</a> [<a href="Function-Index.html#Function-Index" title="Index" rel="index">Index</a>]</p>
</div>
<hr>
<a name="Linear-Algebra-1"></a>
<h2 class="chapter">14 Linear Algebra</h2>
<a name="index-linear-algebra"></a>
<a name="index-solution-of-linear-systems_002c-Ax_003db"></a>
<a name="index-matrix-factorization"></a>
<a name="index-factorization-of-matrices"></a>
<p>This chapter describes functions for solving linear systems. The
library provides linear algebra operations which operate directly on
the <code>gsl_vector</code> and <code>gsl_matrix</code> objects. These routines
use the standard algorithms from Golub & Van Loan’s <cite>Matrix
Computations</cite> with Level-1 and Level-2 BLAS calls for efficiency.
</p>
<p>The functions described in this chapter are declared in the header file
<samp>gsl_linalg.h</samp>.
</p>
<table class="menu" border="0" cellspacing="0">
<tr><td align="left" valign="top">• <a href="LU-Decomposition.html#LU-Decomposition" accesskey="1">LU Decomposition</a>:</td><td> </td><td align="left" valign="top">
</td></tr>
<tr><td align="left" valign="top">• <a href="QR-Decomposition.html#QR-Decomposition" accesskey="2">QR Decomposition</a>:</td><td> </td><td align="left" valign="top">
</td></tr>
<tr><td align="left" valign="top">• <a href="QR-Decomposition-with-Column-Pivoting.html#QR-Decomposition-with-Column-Pivoting" accesskey="3">QR Decomposition with Column Pivoting</a>:</td><td> </td><td align="left" valign="top">
</td></tr>
<tr><td align="left" valign="top">• <a href="Singular-Value-Decomposition.html#Singular-Value-Decomposition" accesskey="4">Singular Value Decomposition</a>:</td><td> </td><td align="left" valign="top">
</td></tr>
<tr><td align="left" valign="top">• <a href="Cholesky-Decomposition.html#Cholesky-Decomposition" accesskey="5">Cholesky Decomposition</a>:</td><td> </td><td align="left" valign="top">
</td></tr>
<tr><td align="left" valign="top">• <a href="Tridiagonal-Decomposition-of-Real-Symmetric-Matrices.html#Tridiagonal-Decomposition-of-Real-Symmetric-Matrices" accesskey="6">Tridiagonal Decomposition of Real Symmetric Matrices</a>:</td><td> </td><td align="left" valign="top">
</td></tr>
<tr><td align="left" valign="top">• <a href="Tridiagonal-Decomposition-of-Hermitian-Matrices.html#Tridiagonal-Decomposition-of-Hermitian-Matrices" accesskey="7">Tridiagonal Decomposition of Hermitian Matrices</a>:</td><td> </td><td align="left" valign="top">
</td></tr>
<tr><td align="left" valign="top">• <a href="Hessenberg-Decomposition-of-Real-Matrices.html#Hessenberg-Decomposition-of-Real-Matrices" accesskey="8">Hessenberg Decomposition of Real Matrices</a>:</td><td> </td><td align="left" valign="top">
</td></tr>
<tr><td align="left" valign="top">• <a href="Hessenberg_002dTriangular-Decomposition-of-Real-Matrices.html#Hessenberg_002dTriangular-Decomposition-of-Real-Matrices" accesskey="9">Hessenberg-Triangular Decomposition of Real Matrices</a>:</td><td> </td><td align="left" valign="top">
</td></tr>
<tr><td align="left" valign="top">• <a href="Bidiagonalization.html#Bidiagonalization">Bidiagonalization</a>:</td><td> </td><td align="left" valign="top">
</td></tr>
<tr><td align="left" valign="top">• <a href="Householder-Transformations.html#Householder-Transformations">Householder Transformations</a>:</td><td> </td><td align="left" valign="top">
</td></tr>
<tr><td align="left" valign="top">• <a href="Householder-solver-for-linear-systems.html#Householder-solver-for-linear-systems">Householder solver for linear systems</a>:</td><td> </td><td align="left" valign="top">
</td></tr>
<tr><td align="left" valign="top">• <a href="Tridiagonal-Systems.html#Tridiagonal-Systems">Tridiagonal Systems</a>:</td><td> </td><td align="left" valign="top">
</td></tr>
<tr><td align="left" valign="top">• <a href="Balancing.html#Balancing">Balancing</a>:</td><td> </td><td align="left" valign="top">
</td></tr>
<tr><td align="left" valign="top">• <a href="Linear-Algebra-Examples.html#Linear-Algebra-Examples">Linear Algebra Examples</a>:</td><td> </td><td align="left" valign="top">
</td></tr>
<tr><td align="left" valign="top">• <a href="Linear-Algebra-References-and-Further-Reading.html#Linear-Algebra-References-and-Further-Reading">Linear Algebra References and Further Reading</a>:</td><td> </td><td align="left" valign="top">
</td></tr>
</table>
</body>
</html>
|