LINPLUS
Linear Algebra Utilities


LINPLUS is a MATLAB library which carries out simple manipulations of matrices in a variety of formats, including matrices stored in banded, border-banded, circulant, lower triangular, pentadiagonal, sparse, sparse, toeplitz, tridiagonal, upper triangular and vandermonde formats.

The routines are primarily organized by the storage format of the matrix they operate on. Some of these formats were defined by LINPACK, while others are new; I just made them up when I had to solve problems involving such matrices. The formats include:

Licensing:

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

Languages:

LINPLUS is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

CSPARSE, a C library which contains routines for the direct solution of sparse linear systems.

DLAP, a FORTRAN90 library which contains iterative linear algebra routines for sparse systems.

GSL, C++ programs which illustrate the use of the Gnu Scientific Library;

LINPACK_D, a MATLAB library which is a linear algebra package to solve linear systems for a variety of matrix storage formats.

LINPACK_BENCH, a FORTRAN90 program which measures the time taken by LINPACK to solve a particular linear system.

MGMRES, a MATLAB library which applies the restarted GMRES algorithm to solve a sparse linear system.

SPARSE_CC, a data directory which contains a description and examples of the CC format, ("compressed column") for storing a sparse matrix, including a way to write the matrix as a set of three files.

SPARSE_CR, a data directory which contains a description and examples of the CR format, ("compressed row") for storing a sparse matrix, including a way to write the matrix as a set of three files.

SPARSEKIT, a FORTRAN90 library which carries out operations on sparse matrices, including conversion between various formats.

SUPER_LU, a C library which implements some very fast solvers for systems of sparse linear equations.

TEMPLATES, a MATLAB library which implements various iterative methods for solving a linear system.

TEST_MAT, a MATLAB library which defines test matrices, some of which have known determinants, eigenvalues and eigenvectors, inverses and so on.

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

Reference:

  1. Edward Anderson, Zhaojun Bai, Christian Bischof, Susan Blackford, James Demmel, Jack Dongarra, Jeremy Du Croz, Anne Greenbaum, Sven Hammarling, Alan McKenney, Danny Sorensen,
    LAPACK User's Guide,
    Third Edition,
    SIAM, 1999,
    ISBN: 0898714478,
    LC: QA76.73.F25L36.
  2. Frank Beckman,
    The Solution of Linear Equations by the Conjugate Gradient Method,
    in Mathematical Methods for Digital Computers,
    edited by John Ralston, Herbert Wilf,
    Wiley, 1967,
    ISBN: 0471706892.
  3. Paul Bratley, Bennett Fox, Linus Schrage,
    A Guide to Simulation,
    Second Edition,
    Springer, 1987,
    ISBN: 0387964673.
  4. Ward Cheney, David Kincaid,
    Numerical Mathematics and Computing,
    Brooks-Cole Publishing, 2004,
    ISBN: 0534201121.
  5. Philip Davis,
    Circulant Matrices,
    Second Edition,
    Chelsea, 1994,
    ISBN: 0828403384,
    LC: QA188.D37.
  6. Jack Dongarra, Jim Bunch, Cleve Moler, Pete Stewart,
    LINPACK User's Guide,
    SIAM, 1979,
    ISBN13: 978-0-898711-72-1,
    LC: QA214.L56.
  7. Iain Duff, Roger Grimes, John Lewis,
    User's Guide for the Harwell-Boeing Sparse Matrix Collection,
    October 1992.
  8. Bennett Fox,
    Algorithm 647: Implementation and Relative Efficiency of Quasirandom Sequence Generators,
    ACM Transactions on Mathematical Software,
    Volume 12, Number 4, December 1986, pages 362-376.
  9. Gene Golub, Charles VanLoan,
    Matrix Computations, Third Edition,
    Johns Hopkins, 1996,
    ISBN: 0-8018-4513-X,
    LC: QA188.G65.
  10. Roger Hockney,
    A fast direct solution of Poisson's equation using Fourier Analysis,
    Journal of the ACM,
    Volume 12, Number 1, pages 95-113, January 1965.
  11. David Kahaner, Cleve Moler, Steven Nash,
    Numerical Methods and Software,
    Prentice Hall, 1989,
    ISBN: 0-13-627258-4,
    LC: TA345.K34.
  12. 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.
  13. Albert Nijenhuis, Herbert Wilf,
    Combinatorial Algorithms for Computers and Calculators,
    Second Edition,
    Academic Press, 1978,
    ISBN: 0-12-519260-6,
    LC: QA164.N54.

Source Code:

Examples and Tests:

You can go up one level to the MATLAB source codes.


Last revised on 23 June 2009.