MINRES:
Fortran and MATLAB software for sparse symmetric
(definite or indefinite or singular) linear equations Ax = b.
(Iterative method. The F77 version allows a positive-definite
preconditioner.)
SYMMLQ:
Fortran and MATLAB software for sparse symmetric
(definite or indefinite) linear equations.
(Iterative method allowing a positive-definite preconditioner.)
cgLanczos:
MATLAB software for sparse symmetric positive-definite linear equations Ax = b.
(Iterative method; Lanczos-based implementation of CG, the conjugate-gradient method.
<\em Special feature: Returns an estimate of the diagonals of inv(A).)
LSQR:
Fortran, C, and MATLAB software for sparse linear equations
and sparse least squares. (Iterative method; more stable
than symmetric conjugate-gradient method on normal equations.)
Allows positive "damping".
CGLS:
MATLAB software for sparse linear equations
and sparse least squares. (Iterative method; more stable
than symmetric conjugate-gradient method on normal equations.)
Allows positive or negative "damping" (although negative
is potentially unstable).
LUSOL:
Fortran software for maintaining a sparse square or rectangular
factorization A = LU. (Suitable as a basis factorization package
for sparse simplex method.)
LUMOD:
Fortran software for updating a dense square factorization L C = U
when rows and columns of C are added, deleted or replaced.
(Suitable as basis factorization package for dense simplex method,
or for updating sparse factorizations via the Schur-complement
(Block-LU) method.)
PDCO:
MATLAB software for sparse linear programming, least squares,
or convex optimization subject to linear constraints Ax = b, l <= x <= u.
(Primal-dual interior method, where A may be a sparse matrix
or a function for computing Ax and A'y.)
In general this supersedes PDSCO (except perhaps for simple bounds x >= 0).
PDSCO:
MATLAB software for sparse linear programming, non-negative least squares,
or separable convex optimization subject to constraints Ax = b, x >= 0.
(Primal-dual interior method, where A may be a sparse matrix
or defined by a function for computing Ax and A'y.
Superseded by PDCO.)
