Updating cholesky

(This company distributes Lahey, Salford, Edinburgh Portable Compilers, Digital Visual Fortran and other compilers in Australia.) To download Lahey's cheap Fortran 90 compiler click on ELF90.

There is an interpreter for a subset of Fortran 90 available from: Georg Petrich's interpreter.

[ Subset Selection | Random Number Generation | Quad Precision | Applied Statistics Algorithms | Logistic Regression | TOMS Algorithms | Naval Surface Warfare Center Code | Miscellaneous | 10-Byte Reals for NAS Fortran Plus | F code | Linear Least Squares | Links ] This is an archived copy of the Fortran source code repository of Alan Miller previously located at . The site has been slightly reformatted, but the source code and descriptions below have not been modified.

All code written by Alan Miller is released into the public domain.

I have not tried it myself, so comments would be welcome.

It can be downloaded freely, but I understand it is a shareware product.

If you are interested in object-oriented programming in Fortran, you should see oof90It covers a very similar are to this web site, and is at: Monahan's web site.operations can be found at Jean-Pierre Moreau's web site.Code written by other authors or from other sources (e.g., academic journals) may be subject to other restrictions.The 2nd edition of my book on this subject was published by CRC Press (Chapman & Hall) in April 2002 (ISBN 1-58488-171-2). David Smith from the Medical College of Georgia, USA, has notified me of certain missing references. As I can no longer access my ozemail web site, I shall make the latest versions of my subsets software available here.

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For subset selection using the L1-norm, that is minimizing the sum of absolute residuals, here is toms615.f90 which is a translation of TOMS algorithm 615 to make it ELF90 compatible.

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