Page 272 - Compact Numerical Methods For Computers

Files on the software diskette 259
ALG23.PAS
ALG24.PAS
ALG25.PAS
ALG26.PAS
ALG27.PAS

The following files are driver programs to run examples of use of the algorithms.

DR102.PAS -algorithms 1 and 2, svd and least-squares solution
DR03.PAS -algorithm 3, columnwise Givens’ reduction
DR03A.PAS -algorithm 3a, row-wise Givens’ reduction
DR04.PAS -algorithm 4, Givens’ reduction, svd and least-squares solution
DR0506.PAS -algorithms 4 and 5, Gauss elimination and back-substitution
to solve linear equations
DR0708.PAS -algorithms 7 and 8, Choleski decomposition and back-substi-
tution to solve linear equations of a special form
DR09.PAS -algorithm 9, to invert a symmetric, positive-definite matrix
DR10.PAS -algorithm 10, to find eigensolutions of matrices via inverse
iteration using Gauss elimination
DR13.PAS -algorithm 13, eigensolutions of a symmetric matrix via the svd
DR14.PAS -algorithm 14, eigensolutions of a symmetric matrix via a cyclic
Jacobi method
DR15.PAS --algorithm 15, solution of a generalised matrix eigenproblem
via two applications of the Jacobi method
DR1617.PAS -algorithms 16 and 17, grid search and one-dimensional mini-
misation
DR1618.PAS --algorithms 16 and 18, grid search and one-dimensional root-
finding
DR1920.PAS -algorithms 19 and 20, Nelder-Mead function minimiser and
axial search for lower points in the multivariate space
DR21.PAS -algorithm 21, variable metric function minimiser
DR22.PAS -algorithm 22, conjugate gradients function minimiser
DR23.PAS -algorithm 23, modified Marquardt nonlinear least-squares
method
DR24II.PAS -algorithm 24, applied to finding eigensolutions of a symmetric
matrix by inverse iteration
DR24LE.PAS -algorithm 24, applied to finding solutions of linear equations
DR24LS.PAS --algorithm 24, applied to solving least-squares problems
DR25.PAS -algorithm 25, solutions of a generalised symmetric eigenprob-
lem by conjugate gradients minimisation of the Rayleigh
quotient
DR26.PAS -algorithms 26, 11, and 12, to find eigensolutions of a general
complex matrix. standardise the eigenvectors and compute
residuals
DR27.PAS -algorithm 27, Hooke and Jeeves function minimiser