GVL4 M-Files: Chapter 4
Demos
| ShowGaxpyChol | gaxpy Cholesky |
| ShowBlockChol | block Cholesky (non-recursive implementation) |
| ShowBlockChol_Recur | block Cholesky (recursive implementation) |
| ShowLDLT | LDL transpose factorization |
| ShowLDLTpiv | LDL transpose factorization with diagonal pivoting |
| ShowBandChol | band Cholesky |
| ShowTridiagSol | sym pos def tridiagonal system solver |
| ShowBlockTridiagSol | block tridiagonal system solver |
| ShowBandLU | band LU |
| ShowHessLUpiv | Hessenberg LU with partial pivoting |
| ShowParlettReid | Parlett-Reid method for sym indefinite matrices |
| ShowAasen | Aasen's method for sym indefinite matrices |
| ShowBunchParlett | diagonal pivoting method for sym indefinite matrices |
| ShowCirculantSolver | fast circulant system solver |
| ShowFastPoisson | fast Poisson solver with different boundary conditions |
| ShowToeplitz | classical methods for sym pos def Toeplitz problems |
| ShowVandermonde | fast Vandermonde solvers |
Functions
| GaxpyChol | Cholesky factorization (gaxpy implementation) |
| BlockChol | block Cholesky (non-recursive implementation) |
| BlockChol_Recur | block Cholesky (recursive implementation) |
| LDLT | LDL-transpose factorization |
| LDLTpiv | LDL-transpose factorization with diagonal pivoting |
| BandChol | band Cholesky |
| BandLU | band LU factorization |
| BandBackSub | back substitution for banded upper tri matrices |
| BandForwardSub | forward elimination for banded lower tri matrices |
| TridiagSol | sym pos def tridiagonal system solver |
| ParlettReid | Parlett-Reid method for sym indef matrices |
| Aasen | Aasen factorization for sym indef matrices |
| BunchParlett | Bunch-Parlett method for sym indef matrices |
| HessLUpiv | LU with partial pivoting for upper Hessenberg matrices |
| SlowPoisson | slow Poisson solver on a rectangle |
| FastPoisson | fast Poisson solver on a rectangle |
| CirculantSolver | fast circulant system solver |
| Durbin | classical method for Yule-Walker problems |
| Levinson | classical sym pos def Toeplitz system solver |
| Trench | classical method for inverse of sym pos def Toeplitz |