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Library Contents
Mark 8 Library Contents – NAG C Library
a00 – Library Identification
a02 – Complex Arithmetic
c02 – Zeros of Polynomials
c05 – Roots of One or More Transcendental Equations
c06 – Fourier Transforms
d01 – Quadrature
Routine Name
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Mark of Introduction
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Purpose
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d01ajc
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2 |
nag_1d_quad_gen
One-dimensional adaptive quadrature, allowing for badly behaved integrands
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d01akc
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2 |
nag_1d_quad_osc
One-dimensional adaptive quadrature, suitable for oscillating functions
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d01alc
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2 |
nag_1d_quad_brkpts
One-dimensional adaptive quadrature, allowing for singularities at specified points
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d01amc
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2 |
nag_1d_quad_inf
One-dimensional adaptive quadrature over infinite or semi-infinite interval
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d01anc
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2 |
nag_1d_quad_wt_trig
One-dimensional adaptive quadrature, finite interval, sine or cosine weight functions
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d01apc
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2 |
nag_1d_quad_wt_alglog
One-dimensional adaptive quadrature, weight function with end-point singularities of algebraic-logarithmic type
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d01aqc
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2 |
nag_1d_quad_wt_cauchy
One-dimensional adaptive quadrature, weight function
1
/
(x-c)
, Cauchy principal value
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d01asc
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2 |
nag_1d_quad_inf_wt_trig
One-dimensional adaptive quadrature, semi-infinite interval, sine or cosine weight function
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d01bac
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2 |
nag_1d_quad_gauss
One-dimensional Gaussian quadrature rule evaluation
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d01fcc
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2 |
nag_multid_quad_adapt
Multi-dimensional adaptive quadrature
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d01gac
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2 |
nag_1d_quad_vals
One-dimensional integration of a function defined by data values only
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d01gbc
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2 |
nag_multid_quad_monte_carlo
Multi-dimensional quadrature, using Monte Carlo method
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d01sjc
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5 |
nag_1d_quad_gen_1
One-dimensional adaptive quadrature, allowing for badly behaved integrands, thread-safe
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d01skc
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5 |
nag_1d_quad_osc_1
One-dimensional adaptive quadrature, suitable for oscillating functions, thread-safe
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d01slc
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5 |
nag_1d_quad_brkpts_1
One-dimensional adaptive quadrature, allowing for singularities at specified points, thread-safe
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d01smc
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5 |
nag_1d_quad_inf_1
One-dimensional adaptive quadrature over infinite or semi-infinite interval, thread-safe
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d01snc
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5 |
nag_1d_quad_wt_trig_1
One-dimensional adaptive quadrature, finite interval, sine or cosine weight functions, thread-safe
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d01spc
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5 |
nag_1d_quad_wt_alglog_1
One-dimensional adaptive quadrature, weight function with end-point singularities of algebraic-logarithmic type, thread-safe
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d01sqc
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5 |
nag_1d_quad_wt_cauchy_1
One-dimensional adaptive quadrature, weight function
1
/
(x-c)
, Cauchy principal value, thread-safe
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d01ssc
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5 |
nag_1d_quad_inf_wt_trig_1
One-dimensional adaptive quadrature, semi-infinite interval, sine or cosine weight function, thread-safe
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d01tac
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5 |
nag_1d_quad_gauss_1
One-dimensional Gaussian quadrature rule evaluation, thread-safe
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d01wcc
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5 |
nag_multid_quad_adapt_1
Multi-dimensional adaptive quadrature, thread-safe
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d01xbc
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5 |
nag_multid_quad_monte_carlo_1
Multi-dimensional quadrature, using Monte Carlo method, thread-safe
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d02 – Ordinary Differential Equations
Routine Name
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Mark of Introduction
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Purpose
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d02cjc
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2 |
nag_ode_ivp_adams_gen
Ordinary differential equation solver using a variable-order variable-step Adams method (Black Box)
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d02ejc
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3 |
nag_ode_ivp_bdf_gen
Ordinary differential equations solver, stiff, initial value problems using the Backward Differentiation Formulae
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d02gac
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3 |
nag_ode_bvp_fd_nonlin_fixedbc
Ordinary differential equations solver, for simple nonlinear two-point boundary value problems, using a finite difference
technique with deferred correction
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d02gbc
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3 |
nag_ode_bvp_fd_lin_gen
Ordinary differential equations solver, for general linear two-point boundary value problems, using a finite difference technique
with deferred correction
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d02pcc
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3 |
nag_ode_ivp_rk_range
Ordinary differential equations solver, initial value problems over a range using Runge–Kutta methods
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d02pdc
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3 |
nag_ode_ivp_rk_onestep
Ordinary differential equations solver, initial value problems, one time step using Runge–Kutta methods
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d02ppc
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3 |
nag_ode_ivp_rk_free
Freeing function for use with the Runge–Kutta suite (d02p functions)
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d02pvc
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3 |
nag_ode_ivp_rk_setup
Setup function for use with nag_ode_ivp_rk_range (d02pcc) and/or nag_ode_ivp_rk_onestep (d02pdc)
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d02pwc
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3 |
nag_ode_ivp_rk_reset_tend
A function to re-set the end point following a call to nag_ode_ivp_rk_onestep (d02pdc)
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d02pxc
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3 |
nag_ode_ivp_rk_interp
Ordinary differential equations solver, computes the solution by interpolation anywhere on an integration step taken by nag_ode_ivp_rk_onestep (d02pdc)
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d02pzc
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3 |
nag_ode_ivp_rk_errass
A function to provide global error assessment during an integration with either nag_ode_ivp_rk_range (d02pcc) or nag_ode_ivp_rk_onestep (d02pdc)
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d02qfc
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2 |
nag_ode_ivp_adams_roots
Ordinary differential equation solver using Adams method (sophisticated use)
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d02qwc
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2 |
nag_ode_ivp_adams_setup
Setup function for nag_ode_ivp_adams_roots (d02qfc)
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d02qyc
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2 |
nag_ode_ivp_adams_free
Freeing function for use with nag_ode_ivp_adams_roots (d02qfc)
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d02qzc
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2 |
nag_ode_ivp_adams_interp
Interpolation function for use with nag_ode_ivp_adams_roots (d02qfc)
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d02rac
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3 |
nag_ode_bvp_fd_nonlin_gen
Ordinary differential equations solver, for general nonlinear two-point boundary value problems, using a finite difference
technique with deferred correction
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d03 – Partial Differential Equations
Routine Name
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Mark of Introduction
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Purpose
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d03ncc
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7 |
nag_pde_bs_1d
Finite difference solution of the Black–Scholes equations
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d03ndc
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7 |
nag_pde_bs_1d_analytic
Analytic solution of the Black–Scholes equations
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d03nec
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7 |
nag_pde_bs_1d_means
Compute average values for nag_pde_bs_1d_analytic (d03ndc)
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d03pcc
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7 |
nag_pde_parab_1d_fd
General system of parabolic PDEs, method of lines, finite differences, one space variable
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d03pdc
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7 |
nag_pde_parab_1d_coll
General system of parabolic PDEs, method of lines, Chebyshev
C0
collocation, one space variable
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d03pec
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7 |
nag_pde_parab_1d_keller
General system of first-order PDEs, method of lines, Keller box discretisation, one space variable
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d03pfc
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7 |
nag_pde_parab_1d_cd
General system of convection-diffusion PDEs with source terms in conservative form, method of lines, upwind scheme using numerical
flux function based on Riemann solver, one space variable
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d03phc
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7 |
nag_pde_parab_1d_fd_ode
General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable
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d03pjc
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7 |
nag_pde_parab_1d_coll_ode
General system of parabolic PDEs, coupled DAEs, method of lines, Chebyshev
C0
collocation, one space variable
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d03pkc
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7 |
nag_pde_parab_1d_keller_ode
General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretisation, one space variable
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d03plc
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7 |
nag_pde_parab_1d_cd_ode
General system of convection-diffusion PDEs with source terms in conservative form, coupled DAEs, method of lines, upwind
scheme using numerical flux function based on Riemann solver, one space variable
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d03ppc
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7 |
nag_pde_parab_1d_fd_ode_remesh
General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, remeshing, one space variable
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d03prc
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7 |
nag_pde_parab_1d_keller_ode_remesh
General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretisation, remeshing, one space variable
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d03psc
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7 |
nag_pde_parab_1d_cd_ode_remesh
General system of convection-diffusion PDEs with source terms in conservative form, coupled DAEs, method of lines, upwind
scheme using numerical flux function based on Riemann solver, remeshing, one space variable
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d03puc
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7 |
nag_pde_parab_1d_euler_roe
Roe's approximate Riemann solver for Euler equations in conservative form, for use with nag_pde_parab_1d_cd (d03pfc), nag_pde_parab_1d_cd_ode (d03plc) and nag_pde_parab_1d_cd_ode_remesh (d03psc)
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d03pvc
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7 |
nag_pde_parab_1d_euler_osher
Osher's approximate Riemann solver for Euler equations in conservative form, for use with nag_pde_parab_1d_cd (d03pfc), nag_pde_parab_1d_cd_ode (d03plc) and nag_pde_parab_1d_cd_ode_remesh (d03psc)
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d03pwc
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7 |
nag_pde_parab_1d_euler_hll
Modified HLL Riemann solver for Euler equations in conservative form, for use with nag_pde_parab_1d_cd (d03pfc), nag_pde_parab_1d_cd_ode (d03plc) and nag_pde_parab_1d_cd_ode_remesh (d03psc)
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d03pxc
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7 |
nag_pde_parab_1d_euler_exact
Exact Riemann Solver for Euler equations in conservative form, for use with nag_pde_parab_1d_cd (d03pfc), nag_pde_parab_1d_cd_ode (d03plc) and nag_pde_parab_1d_cd_ode_remesh (d03psc)
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d03pyc
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7 |
nag_pde_interp_1d_coll
PDEs, spatial interpolation with nag_pde_parab_1d_coll (d03pdc) or nag_pde_parab_1d_coll_ode (d03pjc)
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d03pzc
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7 |
nag_pde_interp_1d_fd
PDEs, spatial interpolation with nag_pde_parab_1d_fd (d03pcc), nag_pde_parab_1d_keller (d03pec), nag_pde_parab_1d_cd (d03pfc), nag_pde_parab_1d_fd_ode (d03phc), nag_pde_parab_1d_keller_ode (d03pkc), nag_pde_parab_1d_cd_ode (d03plc), nag_pde_parab_1d_fd_ode_remesh (d03ppc), nag_pde_parab_1d_keller_ode_remesh (d03prc) or nag_pde_parab_1d_cd_ode_remesh (d03psc)
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d06 – Mesh Generation
e01 – Interpolation
Routine Name
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Mark of Introduction
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Purpose
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e01aec
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7 |
nag_1d_cheb_interp
Interpolating functions, polynomial interpolant, data may include derivative values, one variable
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e01bac
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2 |
nag_1d_spline_interpolant
Interpolating function, cubic spline interpolant, one variable
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e01bec
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1 |
nag_monotonic_interpolant
Interpolating function, monotonicity-preserving, piecewise cubic Hermite, one variable
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e01bfc
|
1 |
nag_monotonic_evaluate
Evaluation of interpolant computed by nag_monotonic_interpolant (e01bec), function only
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e01bgc
|
2 |
nag_monotonic_deriv
Evaluation of interpolant computed by nag_monotonic_interpolant (e01bec), function and first derivative
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e01bhc
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2 |
nag_monotonic_intg
Evaluation of interpolant computed by nag_monotonic_interpolant (e01bec), definite integral
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e01dac
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2 |
nag_2d_spline_interpolant
Interpolating function, bicubic spline interpolant, two variables
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e01rac
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7 |
nag_1d_ratnl_interp
Interpolating functions, rational interpolant, one variable
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e01rbc
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7 |
nag_1d_ratnl_eval
Interpolated values, evaluate rational interpolant computed by nag_1d_ratnl_interp (e01rac), one variable
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e01sgc
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8 |
nag_2d_shep_interp
Interpolating functions, modified Shepard's method, two variables
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e01shc
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8 |
nag_2d_shep_eval
Interpolated values, evaluate interpolant computed by nag_2d_shep_interp (e01sgc), function and first derivatives, two variables
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e01sjc
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8 |
nag_2d_triang_interp
A function to generate a two-dimensional surface interpolating a set of data points, using either the method of Renka and
Cline or the modified Shepard's method
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e01skc
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8 |
nag_2d_triang_eval
A function to evaluate, at a set of points, the two-dimensional interpolant function generated by nag_2d_shep_interp (e01sgc) or nag_2d_triang_interp (e01sjc)
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e01tgc
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7 |
nag_3d_shep_interp
Interpolating functions, modified Shepard's method, three variables
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e01thc
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7 |
nag_3d_shep_eval
Interpolated values, evaluate interpolant computed by nag_3d_shep_interp (e01tgc), function and first derivatives, three variables
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e02 – Curve and Surface Fitting
Routine Name
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Mark of Introduction
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Purpose
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e02adc
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5 |
nag_1d_cheb_fit
Computes the coefficients of a Chebyshev series polynomial for arbitrary data
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e02aec
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5 |
nag_1d_cheb_eval
Evaluates the coefficients of a Chebyshev series polynomial
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e02afc
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5 |
nag_1d_cheb_interp_fit
Computes the coefficients of a Chebyshev series polynomial for interpolated data
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e02agc
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7 |
nag_1d_cheb_fit_constr
Least-squares polynomial fit, values and derivatives may be constrained, arbitrary data points
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e02ahc
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7 |
nag_1d_cheb_deriv
Derivative of fitted polynomial in Chebyshev series form
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e02ajc
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7 |
nag_1d_cheb_intg
Integral of fitted polynomial in Chebyshev series form
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e02akc
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7 |
nag_1d_cheb_eval2
Evaluation of fitted polynomial in one variable from Chebyshev series form
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e02bac
|
2 |
nag_1d_spline_fit_knots
Least-squares curve cubic spline fit (including interpolation), one variable
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e02bbc
|
2 |
nag_1d_spline_evaluate
Evaluation of fitted cubic spline, function only
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e02bcc
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2 |
nag_1d_spline_deriv
Evaluation of fitted cubic spline, function and derivatives
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e02bdc
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2 |
nag_1d_spline_intg
Evaluation of fitted cubic spline, definite integral
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e02bec
|
2 |
nag_1d_spline_fit
Least-squares cubic spline curve fit, automatic knot placement, one variable
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e02cac
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7 |
nag_2d_cheb_fit_lines
Least-squares surface fit by polynomials, data on lines
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e02cbc
|
7 |
nag_2d_cheb_eval
Evaluation of fitted polynomial in two variables
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e02dac
|
8 |
nag_2d_spline_fit_panel
Least-squares surface fit, bicubic splines
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e02dcc
|
2 |
nag_2d_spline_fit_grid
Least-squares bicubic spline fit with automatic knot placement, two variables (rectangular grid)
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e02ddc
|
2 |
nag_2d_spline_fit_scat
Least-squares bicubic spline fit with automatic knot placement, two variables (scattered data)
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e02dec
|
2 |
nag_2d_spline_eval
Evaluation of bicubic spline, at a set of points
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e02dfc
|
2 |
nag_2d_spline_eval_rect
Evaluation of bicubic spline, at a mesh of points
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e02gac
|
7 |
nag_lone_fit
L1
-approximation by general linear function
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e02gcc
|
7 |
nag_linf_fit
L∞
-approximation by general linear function
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e02rac
|
7 |
nag_1d_pade
Padé-approximants
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e02rbc
|
7 |
nag_1d_pade_eval
Evaluation of fitted rational function as computed by nag_1d_pade (e02rac)
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e02zac
|
8 |
nag_2d_panel_sort
Sort two-dimensional data into panels for fitting bicubic splines
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e04 – Minimizing or Maximizing a Function
f01 – Matrix Factorizations
f02 – Eigenvalues and Eigenvectors
f03 – Determinants
f04 – Simultaneous Linear Equations
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