gsl_linalg.h

This library is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY without ev

int gsl_linalg_QRPT_decomp2 (const gsl_matrix * A, 
                             gsl_matrix * q, gsl_matrix * r, 
                             gsl_vector * tau, 
                             gsl_permutation * p, 
                             int *signum,
                             gsl_vector * norm);

int gsl_linalg_QRPT_solve (const gsl_matrix * QR,
                           const gsl_vector * tau,
                           const gsl_permutation * p,
                           const gsl_vector * b,
                           gsl_vector * x);


int gsl_linalg_QRPT_svx (const gsl_matrix * QR,
                         const gsl_vector * tau,
                         const gsl_permutation * p,
                         gsl_vector * x);

int gsl_linalg_QRPT_QRsolve (const gsl_matrix * Q,
                             const gsl_matrix * R,
                             const gsl_permutation * p,
                             const gsl_vector * b,
                             gsl_vector * x);

int gsl_linalg_QRPT_Rsolve (const gsl_matrix * QR,
                             const gsl_permutation * p,
                             const gsl_vector * b,
                             gsl_vector * x);

int gsl_linalg_QRPT_Rsvx (const gsl_matrix * QR,
                           const gsl_permutation * p,
                           gsl_vector * x);

int gsl_linalg_QRPT_update (gsl_matrix * Q,
                            gsl_matrix * R,
                            const gsl_permutation * p,
                            gsl_vector * u,
                            const gsl_vector * v);

/* LQ decomposition */

int gsl_linalg_LQ_decomp (gsl_matrix * A, gsl_vector * tau);

int gsl_linalg_LQ_solve_T (const gsl_matrix * LQ, const gsl_vector * tau, 
			 const gsl_vector * b, gsl_vector * x);

int gsl_linalg_LQ_svx_T (const gsl_matrix * LQ, const gsl_vector * tau, 
                         gsl_vector * x);

int gsl_linalg_LQ_lssolve_T (const gsl_matrix * LQ, const gsl_vector * tau, 
			   const gsl_vector * b, gsl_vector * x, 
			   gsl_vector * residual);

int gsl_linalg_LQ_Lsolve_T (const gsl_matrix * LQ, const gsl_vector * b, 
			  gsl_vector * x);

int gsl_linalg_LQ_Lsvx_T (const gsl_matrix * LQ, gsl_vector * x);

int gsl_linalg_L_solve_T (const gsl_matrix * L, const gsl_vector * b, 
			gsl_vector * x);

int gsl_linalg_LQ_vecQ (const gsl_matrix * LQ, const gsl_vector * tau, 
			gsl_vector * v);

int gsl_linalg_LQ_vecQT (const gsl_matrix * LQ, const gsl_vector * tau, 
			 gsl_vector * v);

int gsl_linalg_LQ_unpack (const gsl_matrix * LQ, const gsl_vector * tau, 
			  gsl_matrix * Q, gsl_matrix * L);

int gsl_linalg_LQ_update (gsl_matrix * Q, gsl_matrix * R,
			  const gsl_vector * v, gsl_vector * w);
int gsl_linalg_LQ_LQsolve (gsl_matrix * Q, gsl_matrix * L, 
			   const gsl_vector * b, gsl_vector * x);

/* P^T L Q decomposition */

int gsl_linalg_PTLQ_decomp (gsl_matrix * A, gsl_vector * tau, 
			    gsl_permutation * p, int *signum, 
			    gsl_vector * norm);

int gsl_linalg_PTLQ_decomp2 (const gsl_matrix * A, gsl_matrix * q, 
			     gsl_matrix * r, gsl_vector * tau, 
			     gsl_permutation * p, int *signum, 
			     gsl_vector * norm);

int gsl_linalg_PTLQ_solve_T (const gsl_matrix * QR,
			   const gsl_vector * tau,
			   const gsl_permutation * p,
			   const gsl_vector * b,
			   gsl_vector * x);

int gsl_linalg_PTLQ_svx_T (const gsl_matrix * LQ,
                           const gsl_vector * tau,
                           const gsl_permutation * p,
                           gsl_vector * x);

int gsl_linalg_PTLQ_LQsolve_T (const gsl_matrix * Q, const gsl_matrix * L,
			     const gsl_permutation * p,
			     const gsl_vector * b,
			     gsl_vector * x);

int gsl_linalg_PTLQ_Lsolve_T (const gsl_matrix * LQ,
			    const gsl_permutation * p,
			    const gsl_vector * b,
			    gsl_vector * x);

int gsl_linalg_PTLQ_Lsvx_T (const gsl_matrix * LQ,
			  const gsl_permutation * p,
			  gsl_vector * x);

int gsl_linalg_PTLQ_update (gsl_matrix * Q, gsl_matrix * L,
			    const gsl_permutation * p,
			    const gsl_vector * v, gsl_vector * w);

/* Cholesky Decomposition */

int gsl_linalg_cholesky_decomp (gsl_matrix * A);

int gsl_linalg_cholesky_solve (const gsl_matrix * cholesky,
                               const gsl_vector * b,
                               gsl_vector * x);

int gsl_linalg_cholesky_svx (const gsl_matrix * cholesky,
                             gsl_vector * x);


/* Cholesky decomposition with unit-diagonal triangular parts.
 *   A = L D L^T, where diag(L) = (1,1,...,1).
 *   Upon exit, A contains L and L^T as for Cholesky, and
 *   the diagonal of A is (1,1,...,1). The vector Dis set
 *   to the diagonal elements of the diagonal matrix D.
 */
int gsl_linalg_cholesky_decomp_unit(gsl_matrix * A, gsl_vector * D);


/* Symmetric to symmetric tridiagonal decomposition */

int gsl_linalg_symmtd_decomp (gsl_matrix * A, 
                              gsl_vector * tau);

int gsl_linalg_symmtd_unpack (const gsl_matrix * A, 
                              const gsl_vector * tau,
                              gsl_matrix * Q, 
                              gsl_vector * diag, 
                              gsl_vector * subdiag);

int gsl_linalg_symmtd_unpack_T (const gsl_matrix * A,
                                gsl_vector * diag, 
                                gsl_vector * subdiag);

/* Hermitian to symmetric tridiagonal decomposition */

int gsl_linalg_hermtd_decomp (gsl_matrix_complex * A, 
                              gsl_vector_complex * tau);

int gsl_linalg_hermtd_unpack (const gsl_matrix_complex * A, 
                              const gsl_vector_complex * tau,
                              gsl_matrix_complex * Q, 
                              gsl_vector * diag, 
                              gsl_vector * sudiag);

int gsl_linalg_hermtd_unpack_T (const gsl_matrix_complex * A, 
                                gsl_vector * diag, 
                                gsl_vector * subdiag);

/* Linear Solve Using Householder Transformations

 * exceptions: 
 */

int gsl_linalg_HH_solve (gsl_matrix * A, const gsl_vector * b, gsl_vector * x);
int gsl_linalg_HH_svx (gsl_matrix * A, gsl_vector * x);

/* Linear solve for a symmetric tridiagonal system.

 * The input vectors represent the NxN matrix as follows:
 *
 *     diag[0]  offdiag[0]             0    ...
 *  offdiag[0]     diag[1]    offdiag[1]    ...
 *           0  offdiag[1]       diag[2]    ...
 *           0           0    offdiag[2]    ...
 *         ...         ...           ...    ...
 */
int gsl_linalg_solve_symm_tridiag (const gsl_vector * diag,
                                   const gsl_vector * offdiag,
                                   const gsl_vector * b,
                                   gsl_vector * x);

/* Linear solve for a nonsymmetric tridiagonal system.

 * The input vectors represent the NxN matrix as follows:
 *
 *       diag[0]  abovediag[0]              0    ...
 *  belowdiag[0]       diag[1]   abovediag[1]    ...
 *             0  belowdiag[1]        diag[2]    ...
 *             0             0   belowdiag[2]    ...
 *           ...           ...            ...    ...
 */
int gsl_linalg_solve_tridiag (const gsl_vector * diag,
                                   const gsl_vector * abovediag,
                                   const gsl_vector * belowdiag,
                                   const gsl_vector * b,
                                   gsl_vector * x);


/* Linear solve for a symmetric cyclic tridiagonal system.

 * The input vectors represent the NxN matrix as follows:
 *
 *      diag[0]  offdiag[0]             0   .....  offdiag[N-1]
 *   offdiag[0]     diag[1]    offdiag[1]   .....
 *            0  offdiag[1]       diag[2]   .....
 *            0           0    offdiag[2]   .....
 *          ...         ...
 * offdiag[N-1]         ...
 */
int gsl_linalg_solve_symm_cyc_tridiag (const gsl_vector * diag,
                                       const gsl_vector * offdiag,
                                       const gsl_vector * b,
                                       gsl_vector * x);

/* Linear solve for a nonsymmetric cyclic tridiagonal system.

 * The input vectors represent the NxN matrix as follows:
 *
 *        diag[0]  abovediag[0]             0   .....  belowdiag[N-1]
 *   belowdiag[0]       diag[1]  abovediag[1]   .....
 *              0  belowdiag[1]       diag[2]
 *              0             0  belowdiag[2]   .....
 *            ...           ...
 * abovediag[N-1]           ...
 */
int gsl_linalg_solve_cyc_tridiag (const gsl_vector * diag,
                                  const gsl_vector * abovediag,
                                  const gsl_vector * belowdiag,
                                  const gsl_vector * b,
                                  gsl_vector * x);


/* Bidiagonal decomposition */

int gsl_linalg_bidiag_decomp (gsl_matrix * A, 
                              gsl_vector * tau_U, 
                              gsl_vector * tau_V);

int gsl_linalg_bidiag_unpack (const gsl_matrix * A, 
                              const gsl_vector * tau_U, 
                              gsl_matrix * U, 
                              const gsl_vector * tau_V,
                              gsl_matrix * V,
                              gsl_vector * diag, 
                              gsl_vector * superdiag);

int gsl_linalg_bidiag_unpack2 (gsl_matrix * A, 
                               gsl_vector * tau_U, 
                               gsl_vector * tau_V,
                               gsl_matrix * V);

int gsl_linalg_bidiag_unpack_B (const gsl_matrix * A, 
                                gsl_vector * diag, 
                                gsl_vector * superdiag);

/* Balancing */

int
gsl_linalg_balance_columns (gsl_matrix * A, gsl_vector * D);


__END_DECLS

#endif /* __GSL_LINALG_H__ */