RegularizedCholesky is a project mainly written in ..., it's free.
Solution of linear systems Ax=b, where A is square and positive semidefinite
Regularized Choleski AlgorithmThis program calculates the regularized solutions for a given linear - possibly singular - system Ax=b where the matrix A is positive semidefinite.
Developed by: Sopasakis Pantelis & Patrinos Panos in Fortran 90
National Technical University of Athens School of Chemical Engineering Automatic Control Laboratory version 1.1.2 (pre-alpha)