DEC/SOL: Solution of Dense Systems of Linear Algebraic Equations

摘要

This report supersedes the original version, dated June 1976. It describes four versions of a pair of subroutines for solving N x N systems of linear algebraic equations. In each case, the first routine, DEC, performs an LU decomposition of the matrix with partial pivoting, and the second, SOL, computes the solution vector by back-substitution. The first version is in Fortran IV, and is derived from routines DECOMP and SOLVE written by C.B. Moler. The second is a version for the CDC 7600 computer using STACKLIB. The third is a hand-coded (Compass) version for the 7600. The fourth is a vectorized version for the CDC STAR, renamed DECST and SOLST. Comparative tests on these routines are also described. The Compass version is faster than the others on the 7600 by factors of up to 5. The major revisions to the original report, and to the subroutines described, are an updated description of the availability of each version of DEC/SOL; correction of some errors in the Compass version, as altered so as to be compatible with FTN; and a new STAR version, which runs much faster than the earlier one. The standard Fortran version, the Fortran/STACKLIB version, and the object code generated from the Compass version and available in STACKLIB have not been changed. (ERA citation 04:028623)