Optimized ScaLAPACK Functions

Function factorization

P?GETRF

s, d, c, z

LU factorization of a general matrix, allowing row interchanges

P?POTRF

s, d, c, z

Cholesky factorization of a real symmetric or conjugate symmetric positive definite matrix

P?GEQRF

s, d, c, z

QR factorization of a general matrix.

Solving a system of linear equations

P?GELS

s, d, c, z

Solving an overdetermined or underdetermined real linear system involving full-rank matrix A or its transpose by using QR factorization or LQ factorization of matrix A