solve, a FORTRAN90 code which solves a linear system of equations A*x=b using Gauss elimination.
There are many automatic ways to solve linear systems, as in MATLAB, and sophisticated packages such as LAPACK. However, this simpler set of routines may have some uses for students, beginners and those who need a quick and simple solver that can be replaced later if it turns out to be inadequate.
This library is useful because:
The computer code and data files made available on this web page are distributed under the GNU LGPL license.
solve is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.
QR_SOLVE, a FORTRAN90 code which computes the linear least squares (LLS) solution of a rectangular linear system A*x=b.
R8LIB, a FORTRAN90 code which contains many utility routines using double precision real (R8) arithmetic.