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Top / Computers / Programming / Languages / Fortran / Source_Code / Linear_Algebra /

Fast Hankel and Toeplitz solvers
In Fortran 90, by the MaSe (Matrices Having Structure) Team of the University of Leuven.
http://www.cs.kuleuven.ac.be/~marc/software/
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Linear Algebra
BLZPACK uses the block Lanczos algorithm to solve (generalized) eigenvalue problems, HLZPACK uses the Lanczos algorithm to solve Hermitian eigenvalue problems, and SKYPACK implements algorithms for matrices having a skyline structure. By Osni Marques.
http://crd.lbl.gov/~osni/#Software
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Matran
Fortran 95 wrapper that implements matrix operations and computes matrix decompositions using Lapack and the Blas.
http://www.cs.umd.edu/~stewart/matran/Matran.html
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Expokit
Software package for computing small dense and large sparse matrix exponentials in Fortran and Matlab. Usable in C/C++.
http://www.maths.uq.edu.au/expokit/
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LUMOD
Updates a dense square factorization L*C = U, when rows and columns of C are added, deleted or replaced.
http://www.stanford.edu/group/SOL/software/lumod.html
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Parallel Algorithms Project
Codes to solve linear systems with the GMRES and conjugate gradient methods, among other topics.
http://www.cerfacs.fr/algor/Setup/JSEnabledFrameset.html
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RECSY
Library by Isak Jonsson and Bo Kågström for solving triangular Sylvester-type matrix equations.
http://www.cs.umu.se/research/parallel/recsy/
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LAPACK
Fortran 77 routines for solving systems of simultaneous linear equations, least-squares solutions of linear systems of equations, eigenvalue problems, and singular value problems.
http://www.netlib.org/lapack/index.html
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Software Iterative Methods: GMRESR and BiCGstab(ell)
Fortran 77 subroutines by Henk A. van der Vorst for the iterative methods GMRESR and BiCGstab(ell). These are methods for the iterative solution of large and typically sparse systems of linear equations with a nonsymmetric matrix.
http://www.math.uu.nl/people/vorst/software.html
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LINPACK
A collection of Fortran subroutines that analyze and solve linear equations and linear least-squares problems. The package solves linear systems whose matrices are general, banded, symmetric indefinite, symmetric positive definite, triangular, and tridia
http://www.netlib.org/linpack/
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