Linear Algebra functions

APPCORT call

computes a complete orthogonal decomposition

COMPORT call

computes a complete orthogonal decomposition by Householder transformations

CVEXHULL function

finds a convex hull of a set of planar points

DET function

computes the determinant of a square matrix

ECHELON function

reduces a matrix to row-echelon normal form

EIGEN call

computes eigenvalues and eigenvectors

EIGVAL function

computes eigenvalues

EIGVEC function

computes eigenvectors

GENEIG call

computes eigenvalues and eigenvectors of a generalized eigenproblem

GINV function

computes a generalized inverse

GSORTH call

computes the Gram-Schmidt orthonormalization

HALF function

computes the Cholesky decomposition

HANKEL function

generates a Hankel matrix

HDIR function

performs a horizontal direct product

HERMITE function

reduces a matrix to Hermite normal form

HOMOGEN function

solves homogeneous linear systems

INV function

computes the inverse

INVUPDT function

updates a matrix inverse

ITSOLVER call

solves a sparse general linear system by iteration

LUPDT call

provides updating and downdating for rank-deficient linear least squares solutions, complete orthogonal factorization, and Moore-Penrose inverses

QR call

computes the QR decomposition of a matrix by Householder transformations

RDODT call

downdates and updates QR and Cholesky decompositions

ROOT function

performs the Cholesky decomposition of a matrix

RUPDT call

updates QR and Cholesky decompositions

RZLIND call

updates QR and Cholesky decompositions

SOLVE function

solves a system of linear equations

SOLVELIN call

solves a sparse symmetric system of linear equations by direct decomposition

SVD call

computes the singular value decomposition

TOEPLITZ function

generates a Toeplitz or block-Toeplitz matrix

TRACE function

sums diagonal elements

TRISOLV function

solves linear systems with triangular matrices

XMULT function

performs extended-precision matrix multiplication