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Math - Linear Systems

CHOLDC Constructs Cholesky decomposition of a matrix.
CHOLSOL Solves set of linear equations (use with CHOLDC).
COND Computes the condition number of a square matrix.
CRAMER Solves system of linear equations using Cramer's rule.
DETERM Computes the determinant of a square matrix.
GS_ITER Solves linear system using Gauss-Seidel iteration.
LINBCG Solves a set of sparse linear equations using the iterative biconjugate gradient method.
LU_COMPLEX Solves complex linear system using LU decomposition.
LUDC Replaces array with the LU decomposition.
LUMPROVE Uses LU decomposition to iteratively improve an approximate solution.
LUSOL Solves a set of linear equations. Use with LUDC.
NORM Computes Euclidean norm of vector or Infinity norm of array.
SVDC Computes Singular Value Decomposition of an array.
SVSOL Solves set of linear equations using back-substitution.
TRACE Computes the trace of an array.
TRISOL Solves tridiagonal systems of linear equations.

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