LINPACK_D
Linear Algebra Library
Double Precision Real

LINPACK_D is a C++ library which can solve systems of linear equations for a variety of matrix types and storage modes, using double precision real arithmetic, by Jack Dongarra, Cleve Moler, Jim Bunch, Pete Stewart.

LINPACK has officially been superseded by the LAPACK library. The LAPACK library uses more modern algorithms and code structure. However, the LAPACK library can be extraordinarily complex; what is done in a single LINPACK routine may correspond to 10 or 20 utility routines in LAPACK. This is fine if you treat LAPACK as a black box. But if you wish to learn how the algorithm works, or to adapt it, or to convert the code to another language, this is a real drawback. This is one reason I still keep a copy of LINPACK around.

Versions of LINPACK in various arithmetic precisions are available through the NETLIB web site.

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages:

LINPACK_D is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.

Related Data and Programs:

BLAS1_D, a C++ library which contains basic linear algebra routines for vector-vector operations, using double precision real arithmetic.

CONDITION, a C++ library which implements methods of computing or estimating the condition number of a matrix.

LAPACK_EXAMPLES, a FORTRAN77 program which demonstrates the use of the LAPACK linear algebra library.

LINPACK_BENCH, a C++ program which measures the time taken by LINPACK to solve a particular linear system.

LINPACK_C, a C++ library which solves linear systems using single precision complex arithmetic;

LINPACK_S, a C++ library which solves linear systems using single precision real arithmetic;

LINPACK_Z, a C++ library which solves linear systems using double precision complex arithmetic;

QR_SOLVE, a C++ library which computes the least squares solution of a linear system A*x=b.

TEST_MAT, a C++ library which defines test matrices.

TOEPLITZ_CHOLESKY, a C++ library which computes the Cholesky factorization of a nonnegative definite symmetric Toeplitz matrix.

Author:

Original FORTRAN77 version by Jack Dongarra, Cleve Moler, Jim Bunch, Pete Stewart. C++ version by John Burkardt.

Reference:

1. Jack Dongarra, Jim Bunch, Cleve Moler, Pete Stewart,
   LINPACK User's Guide,
   SIAM, 1979,
   ISBN13: 978-0-898711-72-1,
   LC: QA214.L56.
2. Charles Lawson, Richard Hanson, David Kincaid, Fred Krogh,
   Algorithm 539, Basic Linear Algebra Subprograms for Fortran Usage,
   ACM Transactions on Mathematical Software,
   Volume 5, Number 3, September 1979, pages 308-323.

Source Code:

• linpack_d.cpp, the source code for the double precision real library;
• linpack_d.hpp, the include file for the double precision real library;

Examples and Tests:

• linpack_d_test.cpp, the calling program for the double precision real library;
• linpack_d_test.txt, the output file.

List of Routines:

• DCHDC computes the Cholesky decomposition of a positive definite matrix.
• DCHDD downdates an augmented Cholesky decomposition.
• DCHEX updates the Cholesky factorization of a positive definite matrix.
• DCHUD updates an augmented Cholesky decomposition.
• DGBCO factors a real band matrix and estimates its condition.
• DGBDI computes the determinant of a band matrix factored by DGBCO or DGBFA.
• DGBFA factors a real band matrix by elimination.
• DGBSL solves a real banded system factored by DGBCO or DGBFA.
• DGECO factors a real matrix and estimates its condition number.
• DGEDI computes the determinant and inverse of a matrix factored by DGECO or DGEFA.
• DGEFA factors a real general matrix.
• DGESL solves a real general linear system A * X = B.
• DGTSL solves a general tridiagonal linear system.
• DPBCO factors a real symmetric positive definite banded matrix.
• DPBDI computes the determinant of a matrix factored by DPBCO or DPBFA.
• DPBFA factors a symmetric positive definite matrix stored in band form.
• DPBSL solves a real SPD band system factored by DPBCO or DPBFA.
• DPOCO factors a real symmetric positive definite matrix and estimates its condition.
• DPODI computes the determinant and inverse of a certain matrix.
• DPOFA factors a real symmetric positive definite matrix.
• DPOSL solves a linear system factored by DPOCO or DPOFA.
• DPPDI computes the determinant and inverse of a matrix factored by DPPCO or DPPFA.
• DPPFA factors a real symmetric positive definite matrix in packed form.
• DPPSL solves a real symmetric positive definite system factored by DPPCO or DPPFA.
• DPTSL solves a positive definite tridiagonal linear system.
• DQRDC computes the QR factorization of a real rectangular matrix.
• DQRSL computes transformations, projections, and least squares solutions.
• DSICO factors a real symmetric matrix and estimates its condition.
• DSIDI computes the determinant, inertia and inverse of a real symmetric matrix.
• DSIFA factors a real symmetric matrix.
• DSISL solves a real symmetric system factored by DSIFA.
• DSPCO factors a real symmetric matrix stored in packed form.
• DSPDI computes the determinant, inertia and inverse of a real symmetric matrix.
• DSPFA factors a real symmetric matrix stored in packed form.
• DSPSL solves the real symmetric system factored by DSPFA.
• DSVDC computes the singular value decomposition of a real rectangular matrix.
• DTRCO estimates the condition of a real triangular matrix.
• DTRDI computes the determinant and inverse of a real triangular matrix.
• DTRSL solves triangular linear systems.

You can go up one level to the C++ source codes.