linear-algebra - 进行高斯消除的 BLAS/LAPACK 例程

Question

我是 BLAS/Lapack 的新用户，我只是想知道是否有一个例程可以进行高斯消除甚至 Gaussian-Jordan 消除？我用谷歌搜索并查看了他们的文档，但仍然找不到它们。

非常感谢您帮助我！

Answer 1

Gaussian elimination is basically the same as LU factorization. The routine xGETRF computes the LU factorization (e.g., DGETRF for real double precision matrices). The U factor corresponds to the matrix after Gaussian elimination. The U factor is stored in the upper triangular part (including the diagonal) of the matrix A on exit.

LU factorization / Gaussian elimination is commonly used to solve linear systems of equations. You can use the xGETRS routine to solve a linear system once you have computed the LU factorization.