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lib meschach by David E. Stewart email@example.com for numerical linear algebra, dense and sparse, with permutations, , error handling, input/output, , dynamic allocation, de-allocation, re-sizing and copying of objects, , dense complex matrices and vectors as well as real matrices , and vectors, , input and output routines for these objects, and MATLAB , save/load format, , error/exception handling, , basic numerical linear algebra -- linear combinations, inner , products, matrix-vector and matrix-matrix products, , including transposed and adjoint forms, , vector min, max, sorting, componentwise products, quotients, , dense matrix factorise and solve -- LU, Cholesky, LDL^T, QR, , QR with column pivoting, symmetric indefinite (BKP), , dense matrix factorisation update routines -- LDL^T, QR , (real matrix updates only), , eigenvector/eigenvalue routines -- symmetric, real Schur , decomposition, SVD, extract eigenvector, , sparse matrix "utility" routines, , sparse matrix factorise and solve -- Cholesky, LU and BKP , (Bunch-Kaufman-Parlett symmetric indefinite factorisation), , sparse incomplete factorisations -- Cholesky and LU, , iterative techniques -- pre-conditioned conjugate gradients, , CGNE, LSQR, CGS, GMRES, MGCR, Lanczos, Arnoldi, , allowance for "procedurally defined" matrices in the iterative , techniques, , various "torture" routines for checking aspects of Meschach, , memory tracking for locating memory leaks lang C prec double # true master copy: ftp thrain.anu.edu.au:pub/meschach/ file dcg.shar for Preconditioned Conjugate Gradient by Mark Seager, LLNL. file sge.shar for LINPACK functions SGECO/SGEFA/SGESL , (dense matrix conditon number estimate, factorization and solution , routines) and some of the BLAS in C. There is a driver which shows , how to set up column oriented matrices in C for these routines. by Mark K. Seager (firstname.lastname@example.org) 4/8/88. gams d2a1 file frac for finds rational approximation to floating point value by Robert Craig, AT&T Bell Labs - Naperville ref Jerome Spanier and Keith B. Oldham, "An Atlas of Functions," Springer-Verlag, 1987, pp. 665-7. gams a2, a6c file brent.shar for Brent's univariate minimizer and zero finder. by Oleg Keselyov <email@example.com, firstname.lastname@example.org> May 23, 1991 ref G.Forsythe, M.Malcolm, C.Moler, Computer methods for mathematical computations. # Contains the source code for the program fminbr.c and # zeroin.c, test drivers for both, and verifivation protocols. see serv.shar gams f1b, g1a2 file serv.shar for numerical programming in C # These files are needed to compile the programs in packages # brent.shar *vector.shar shar.shar task_env.shar # Verification programs and data are included as well. by Oleg Keselyov <email@example.com, firstname.lastname@example.org> May 23, 1991 gams l6a14, n1, r1 file vector.shar for Low and Intermediate Level functions to manage vectors in C. # In fact, the vector declaration as a special structure and # a wide set of procedures to handle it define a class (in # the sence of C++ or SMALLTALK). It is still a common C, # however. # Features: high reliability and fool-proof checking, the # user can operate on single elements of the vector in the # customary C manner, or he may wish to handle the vector as # a whole (as an atomary object) with high-effective functions # (that can clear the vector, assign vectors or obtain their # scalar product, find the vector norm(s), etc.). by Oleg Keselyov <email@example.com, firstname.lastname@example.org> May 23, 1991 gams d1a file hl_vector.shar for high level vector operations. Involves the , Aitken-Lagrange interpolation over the table of uniform or , arbitrary mesh, Hook-Jeevse local multidimensional minimizer. by Oleg Keselyov <email@example.com, firstname.lastname@example.org> May 23, 1991 gams e2a, g1b2 file task_env.shar for Resource facility, or managing global "private" parameters , that specify various program "options". It help keep , reasonable number of arguments in function calls. by Oleg Keselyov <email@example.com, firstname.lastname@example.org> May 23, 1991 gams z file numcomp-free-c for index of free source code for numerical computation written in C or C++ by Ajay Shah gams z file sgefa.shar # see also ode/cvode.tar.Z file bcc.tar.gz for bounds checking patches for gcc by Richard W.M. Jones <email@example.com> alg tracks heap, stack, and static objects and checks all references size 692 kB ref ftp://dse.doc.ic.ac.uk/pub/misc/bcc/bounds-checking-*-*.tgz # requires source for gcc