Mark 8 News (pdf version)
NAG C Library Manual

Mark 8 News

+ Contents

1  Introduction

At Mark 8 of the NAG C Library new functionality has been introduced in addition to improvements in existing areas. The Library now contains 1006 user-callable routines of which 990 are documented and 146 are new at this mark.
A new chapter on large scale eigenproblems has been introduced, and new algorithms have been included in the areas of optimization, dense and banded linear algebra, direct solution of large scale linear systems, regression, random numbers, time series and the NAG interface to BLAS.
The new chapter on Large Scale Eigenproblems (f12) has functions for the solution of symmetric and nonsymmetric standard and generalized large scale eigenvalue problems. Chapter f11 has been renamed as Large Scale Linear Systems, and new functions for the direct solution of sparse problems have been added.
Chapter e04 (Minimizing or Maximizing a Function) has been updated with new functions for the solution of LP, QP and nonlinear programming problems with sparse linear constraints.
A comprehensive suite of driver functions for the solution of dense and banded linear equations has also been added to Chapter f04 (Simultaneous Linear Equations).
New functions for stepwise regression and mixed effects regression have been included in Chapter g02 (Correlation and Regression Analysis), and a number of new random number generators, including Copulas and improved quasi-random number generators have been added to Chapter g05 (Random Number Generators) and Chapter g13 (Time Series Analysis).
Chapter f16 (NAG Interface to BLAS) now covers the full BLAS specification.
The NAG Boolean type has been withdrawn and replaced by Nag_Boolean (see Section 2.2.1.1 of the Essential Introduction). The change had to be made in order to avoid a clash of types with those compiler vendors who also use Boolean.
Individual function documents have been provided at this Mark for Chapter a00 (Library Identification), Chapter a02 (Complex Arithmetic) and Chapter f06 (Linear Algebra Support Functions).

2  New Routines

The 146 new user-callable routines included in the C Library at Mark 8 are as follows.
a00acc nag_check_licensing
Check availability of a valid licence key
e01sgc nag_2d_shep_interp
Interpolating functions, modified Shepard's method, two variables
e01shc nag_2d_shep_eval
Interpolated values, evaluate interpolant computed by nag_2d_shep_interp (e01sgc), function and first derivatives, two variables
e01sjc 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
e01skc 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)
e02dac nag_2d_spline_fit_panel
Least-squares surface fit, bicubic splines
e02zac nag_2d_panel_sort
Sort two-dimensional data into panels for fitting bicubic splines
e04npc nag_opt_sparse_convex_qp_init
Initialization function for nag_opt_sparse_convex_qp_solve (e04nqc)
e04nqc nag_opt_sparse_convex_qp_solve
LP or QP problem (suitable for sparse problems)
e04nrc nag_opt_sparse_convex_qp_option_set_file
Supply optional parameter values for nag_opt_sparse_convex_qp_solve (e04nqc) from external file
e04nsc nag_opt_sparse_convex_qp_option_set_string
Set a single option for nag_opt_sparse_convex_qp_solve (e04nqc) from a character string
e04ntc nag_opt_sparse_convex_qp_option_set_integer
Set a single option for nag_opt_sparse_convex_qp_solve (e04nqc) from an Integer argument
e04nuc nag_opt_sparse_convex_qp_option_set_double
Set a single option for nag_opt_sparse_convex_qp_solve (e04nqc) from a double argument
e04nxc nag_opt_sparse_convex_qp_option_get_integer
Get the setting of an Integer valued option of nag_opt_sparse_convex_qp_solve (e04nqc)
e04nyc nag_opt_sparse_convex_qp_option_get_double
Get the setting of a double valued option of nag_opt_sparse_convex_qp_solve (e04nqc)
e04vgc nag_opt_sparse_nlp_init
Initialization function for nag_opt_sparse_nlp_solve (e04vhc)
e04vhc nag_opt_sparse_nlp_solve
General sparse nonlinear optimizer
e04vjc nag_opt_sparse_nlp_jacobian
Determine the pattern of nonzeros in the Jacobian matrix for nag_opt_sparse_nlp_solve (e04vhc)
e04vkc nag_opt_sparse_nlp_option_set_file
Supply optional parameter values for nag_opt_sparse_nlp_solve (e04vhc) from external file
e04vlc nag_opt_sparse_nlp_option_set_string
Set a single option for nag_opt_sparse_nlp_solve (e04vhc) from a character string
e04vmc nag_opt_sparse_nlp_option_set_integer
Set a single option for nag_opt_sparse_nlp_solve (e04vhc) from an Integer argument
e04vnc nag_opt_sparse_nlp_option_set_double
Set a single option for nag_opt_sparse_nlp_solve (e04vhc) from a double argument
e04vrc nag_opt_sparse_nlp_option_get_integer
Get the setting of an Integer valued option of nag_opt_sparse_nlp_solve (e04vhc)
e04vsc nag_opt_sparse_nlp_option_get_double
Get the setting of a double valued option of nag_opt_sparse_nlp_solve (e04vhc)
e04wcc nag_opt_nlp_init
Initialization function for nag_opt_nlp_solve (e04wdc)
e04wdc nag_opt_nlp_solve
Solves the nonlinear programming (NP) problem
e04wec nag_opt_nlp_option_set_file
Supply optional parameter values for nag_opt_nlp_solve (e04wdc) from external file
e04wfc nag_opt_nlp_option_set_string
Set a single option for nag_opt_nlp_solve (e04wdc) from a character string
e04wgc nag_opt_nlp_option_set_integer
Set a single option for nag_opt_nlp_solve (e04wdc) from an Integer argument
e04whc nag_opt_nlp_option_set_double
Set a single option for nag_opt_nlp_solve (e04wdc) from a double argument
e04wkc nag_opt_nlp_option_get_integer
Get the setting of an Integer valued option of nag_opt_nlp_solve (e04wdc)
e04wlc nag_opt_nlp_option_get_double
Get the setting of a double valued option of nag_opt_nlp_solve (e04wdc)
f04bac nag_real_gen_lin_solve
Computes the solution and error-bound to a real system of linear equations
f04bbc nag_real_band_lin_solve
Computes the solution and error-bound to a real banded system of linear equations
f04bcc nag_real_tridiag_lin_solve
Computes the solution and error-bound to a real tridiagonal system of linear equations
f04bdc nag_real_sym_posdef_lin_solve
Computes the solution and error-bound to a real symmetric positive-definite system of linear equations
f04bec nag_real_sym_posdef_packed_lin_solve
Computes the solution and error-bound to a real symmetric positive-definite system of linear equations, packed storage
f04bfc nag_real_sym_posdef_band_lin_solve
Computes the solution and error-bound to a real symmetric positive-definite banded system of linear equations
f04bgc nag_real_sym_posdef_tridiag_lin_solve
Computes the solution and error-bound to a real symmetric positive-definite tridiagonal system of linear equations
f04bhc nag_real_sym_lin_solve
Computes the solution and error-bound to a real symmetric system of linear equations
f04bjc nag_real_sym_packed_lin_solve
Computes the solution and error-bound to a real symmetric system of linear equations, packed storage
f04cac nag_complex_gen_lin_solve
Computes the solution and error-bound to a complex system of linear equations
f04cbc nag_complex_band_lin_solve
Computes the solution and error-bound to a complex banded system of linear equations
f04ccc nag_complex_tridiag_lin_solve
Computes the solution and error-bound to a complex tridiagonal system of linear equations
f04cdc nag_herm_posdef_lin_solve
Computes the solution and error-bound to a complex Hermitian positive-definite system of linear equations
f04cec nag_herm_posdef_packed_lin_solve
Computes the solution and error-bound to a complex Hermitian positive-definite system of linear equations, packed storage
f04cfc nag_herm_posdef_band_lin_solve
Computes the solution and error-bound to a complex Hermitian positive-definite banded system of linear equations
f04cgc nag_herm_posdef_tridiag_lin_solve
Computes the solution and error-bound to a complex Hermitian positive-definite tridiagonal system of linear equations
f04chc nag_herm_lin_solve
Computes the solution and error-bound to a complex Hermitian system of linear equations
f04cjc nag_herm_packed_lin_solve
Computes the solution and error-bound to a complex Hermitian system of linear equations, packed storage
f04dhc nag_complex_sym_lin_solve
Computes the solution and error-bound to a complex symmetric system of linear equations
f04djc nag_complex_sym_packed_lin_solve
Computes the solution and error-bound to a complex symmetric system of linear equations, packed storage.
f06fec nag_drscl
Multiply real vector by reciprocal of scalar
f06kec nag_zrscl
Multiply complex vector by reciprocal of real scalar
f11mdc nag_superlu_column_permutation
Real sparse nonsymmetric linear systems, setup for nag_superlu_lu_factorize (f11mec)
f11mec nag_superlu_lu_factorize
LU factorization of real sparse matrix
f11mfc nag_superlu_solve_lu
Solution of real sparse simultaneous linear equations (coefficient matrix already factorized)
f11mgc nag_superlu_condition_number_lu
Estimate condition number of real matrix, matrix already factorized by nag_superlu_lu_factorize (f11mec)
f11mhc nag_superlu_refine_lu
Refined solution with error bounds of real system of linear equations, multiple right-hand sides
f11mkc nag_superlu_matrix_product
Real sparse nonsymmetric matrix matrix multiply, compressed column storage
f11mlc nag_superlu_matrix_norm
1-norm, -norm, largest absolute element, real general matrix
f11mmc nag_superlu_diagnostic_lu
Real sparse nonsymmetric linear systems, diagnostic for nag_superlu_lu_factorize (f11mec)
f12aac nag_real_sparse_eigensystem_init
Initialization routine for (nag_real_sparse_eigensystem_iter (f12abc)) computing selected eigenvalues and, optionally, eigenvectors of a real nonsymmetric sparse (standard or generalized) eigenproblem
f12abc nag_real_sparse_eigensystem_iter
Implements a reverse communication interface for the Implicitly Restarted Arnoldi iteration for computing selected eigenvalues and, optionally, eigenvectors of a real nonsymmetric sparse (standard or generalized) eigenproblem
f12acc nag_real_sparse_eigensystem_sol
Returns the converged approximations (as determined by nag_real_sparse_eigensystem_iter (f12abc)) to eigenvalues of a real nonsymmetric sparse (standard or generalized) eigenproblem and, optionally, the corresponding approximate eigenvectors and/or an orthonormal basis for the associated approximate invariant subspace
f12adc nag_real_sparse_eigensystem_option
Set a single option from a string (nag_real_sparse_eigensystem_iter (f12abc)/nag_real_sparse_eigensystem_sol (f12acc)/nag_real_banded_sparse_eigensystem_sol (f12agc))
f12aec nag_real_sparse_eigensystem_monit
Provides monitoring information for nag_real_sparse_eigensystem_iter (f12abc)
f12afc nag_real_banded_sparse_eigensystem_init
Initialization routine for (nag_real_banded_sparse_eigensystem_sol (f12agc)) computing selected eigenvalues and, optionally, eigenvectors of a real nonsymmetric banded (standard or generalized) eigenproblem
f12agc nag_real_banded_sparse_eigensystem_sol
Computes approximations to selected eigenvalues of a real nonsymmetric banded (standard or generalized) eigenproblem and, optionally, the corresponding approximate eigenvectors and/or an orthonormal basis for the associated approximate invariant subspace
f12anc nag_complex_sparse_eigensystem_init
Initialization routine for (nag_complex_sparse_eigensystem_iter (f12apc)) computing selected eigenvalues and, optionally, eigenvectors of a complex sparse (standard or generalized) eigenproblem
f12apc nag_complex_sparse_eigensystem_iter
Implements a reverse communication interface for the Implicitly Restarted Arnoldi iteration for computing selected eigenvalues and, optionally, eigenvectors of a complex sparse (standard or generalized) eigenproblem
f12aqc nag_complex_sparse_eigensystem_sol
Returns the converged approximations (as determined by nag_real_sparse_eigensystem_iter (f12abc)) to eigenvalues of a complex sparse (standard or generalized) eigenproblem and, optionally, the corresponding approximate eigenvectors and/or an orthonormal basis for the associated approximate invariant subspace
f12arc nag_complex_sparse_eigensystem_option
Set a single option from a string (nag_complex_sparse_eigensystem_iter (f12apc)/nag_complex_sparse_eigensystem_sol (f12aqc))
f12asc nag_complex_sparse_eigensystem_monit
Provides monitoring information for nag_complex_sparse_eigensystem_iter (f12apc)
f12fac nag_real_symm_sparse_eigensystem_init
Initialization routine for (nag_real_symm_sparse_eigensystem_iter (f12fbc)) computing selected eigenvalues and, optionally, eigenvectors of a real symmetric sparse (standard or generalized) eigenproblem
f12fbc nag_real_symm_sparse_eigensystem_iter
Implements a reverse communication interface for the Implicitly Restarted Arnoldi iteration for computing selected eigenvalues and, optionally, eigenvectors of a real symmetric sparse (standard or generalized) eigenproblem
f12fcc nag_real_symm_sparse_eigensystem_sol
Returns the converged approximations (as determined by nag_real_sparse_eigensystem_iter (f12abc)) to eigenvalues of a real symmetric sparse (standard or generalized) eigenproblem and, optionally, the corresponding approximate eigenvectors and/or an orthonormal basis for the associated approximate invariant subspace
f12fdc nag_real_symm_sparse_eigensystem_option
Set a single option from a string (nag_real_symm_sparse_eigensystem_iter (f12fbc)/nag_real_symm_sparse_eigensystem_sol (f12fcc)/nag_real_symm_banded_sparse_eigensystem_sol (f12fgc))
f12fec nag_real_symm_sparse_eigensystem_monit
Provides monitoring information for nag_real_symm_sparse_eigensystem_iter (f12fbc)
f12ffc nag_real_symm_banded_sparse_eigensystem_init
Initialization routine for (nag_real_symm_banded_sparse_eigensystem_sol (f12fgc)) computing selected eigenvalues and, optionally, eigenvectors of a real symmetric banded (standard or generalized) eigenproblem
f12fgc nag_real_symm_banded_sparse_eigensystem_sol
Computes approximations to selected eigenvalues of a real symmetric banded (standard or generalized) eigenproblem and, optionally, the corresponding approximate eigenvectors and/or an orthonormal basis for the associated approximate invariant subspace
f16pac nag_dgemv
Matrix-vector product, real rectangular matrix
f16pbc nag_dgbmv
Matrix-vector product, real rectangular band matrix
f16pcc nag_dsymv
Matrix-vector product, real symmetric matrix
f16pdc nag_dsbmv
Matrix-vector product, real symmetric band matrix
f16pec nag_dspmv
Matrix-vector product, real symmetric packed matrix
f16pfc nag_dtrmv
Matrix-vector product, real triangular matrix
f16pgc nag_dtbmv
Matrix-vector product, real triangular band matrix
f16phc nag_dtpmv
Matrix-vector product, real triangular packed matrix
f16pkc nag_dtbsv
System of equations, real triangular band matrix
f16plc nag_dtpsv
System of equations, real triangular packed matrix
f16pmc nag_dger
Rank-1 update, real rectangular matrix
f16ppc nag_dsyr
Rank-1 update, real symmetric matrix
f16pqc nag_dspr
Rank-1 update, real symmetric packed matrix
f16prc nag_dsyr2
Rank-2 update, real symmetric matrix
f16psc nag_dspr2
Rank-2 update, real symmetric packed matrix
f16sac nag_zgemv
Matrix-vector product, complex rectangular matrix
f16sbc nag_zgbmv
Matrix-vector product, complex rectangular band matrix
f16scc nag_zhemv
Matrix-vector product, complex Hermitian matrix
f16sdc nag_zhbmv
Matrix-vector product, complex Hermitian band matrix
f16sec nag_zhpmv
Matrix-vector product, complex Hermitian packed matrix
f16sfc nag_ztrmv
Matrix-vector product, complex triangular matrix
f16sgc nag_ztbmv
Matrix-vector product, complex triangular band matrix
f16shc nag_ztpmv
Matrix-vector product, complex triangular packed matrix
f16skc nag_ztbsv
System of equations, complex triangular band matrix
f16slc nag_ztpsv
System of equations, complex triangular packed matrix
f16smc nag_zger
Rank-1 update, complex rectangular matrix, unconjugated vector
f16spc nag_zher
Rank-1 update, complex Hermitian matrix
f16sqc nag_zhpr
Rank-1 update, complex Hermitian packed matrix
f16src nag_zher2
Rank-2 update, complex Hermitian matrix
f16ssc nag_zhpr2
Rank-2 update, complex Hermitian packed matrix
f16tac nag_zsymv
Matrix-vector product, complex symmetric matrix
f16tcc nag_zspmv
Matrix-vector product, complex symmetric packed matrix
f16yac nag_dgemm
Matrix-matrix product, two real rectangular matrices
f16ycc nag_dsymm
Matrix-matrix product, one real symmetric matrix, one real rectangular matrix
f16yfc nag_dtrmm
Matrix-matrix product, one real triangular matrix, one real rectangular matrix
f16ypc nag_dsyrk
Rank-k update of a real symmetric matrix
f16yrc nag_dsyr2k
Rank-2k update of a real symmetric matrix
f16zac nag_zgemm
Matrix-matrix product, two complex rectangular matrices
f16zcc nag_zhemm
Matrix-matrix product, one complex Hermitian matrix, one complex rectangular matrix
f16zfc nag_ztrmm
Matrix-matrix product, one complex triangular matrix, one complex rectangular matrix
f16zpc nag_zherk
Rank-k update of a complex Hermitian matrix
f16zrc nag_zher2k
Rank-2k update of a complex Hermitian matrix
f16ztc nag_zsymm
Matrix-matrix product, one complex symmetric matrix, one complex rectangular matrix
f16zuc nag_zsyrk
Rank-k update of a complex symmetric matrix
f16zwc nag_zsyr2k
Rank-2k update of a complex symmetric matrix
g02efc nag_full_step_regsn
Stepwise linear regression
g02ewc nag_full_step_regsn_monit
Monitor function for full stepwise regression
g02jac nag_reml_mixed_regsn
Linear mixed effects regression using Restricted Maximum Likelihood (REML)
g02jbc nag_ml_mixed_regsn
Linear mixed effects regression using Maximum Likelihood (ML)
g05lxc nag_rngs_matrix_multi_students_t
Generates a matrix of random numbers from a multivariate Student's t-distribution, seeds and generator passed explicitly
g05lyc nag_rgsn_matrix_multi_normal
Generates a matrix of random numbers from a multivariate Normal distribution, seeds and generator passed explicitly
g05rac nag_rngs_copula_normal
Generates a matrix of random numbers from a Gaussian Copula, seeds and generator passed explicitly
g05rbc nag_rngs_copula_students_t
Generates a matrix of random numbers from a Student's t-Copula, seeds and generator passed explicitly
g13bgc nag_tsa_multi_inp_update
Multivariate time series, update state set for forecasting from multi-input model
g13ddc nag_tsa_varma_estimate
Multivariate time series, estimation of VARMA model
g13djc nag_tsa_varma_forecast
Multivariate time series, forecasts and their standard errors
g13dkc nag_tsa_varma_update
Multivariate time series, updates forecasts and their standard errors
g13dsc nag_tsa_varma_diagnostic
Multivariate time series, diagnostic checking of residuals, following nag_tsa_varma_estimate (g13ddc)
x04acc nag_open_file
Open unit number for reading, writing or appending, and associate unit with named file
x04adc nag_close_file
Close file associated with given unit number
x04bac nag_write_line
Write formatted record to external file
x04bbc nag_read_line
Read formatted record from external file
x04nac nag_enum_name_to_value
Converts NAG enum member name to value
x04nbc nag_enum_value_to_name
Converts NAG enum member value to its name
x04ncc nag_error_name_to_code
Converts NAG error name to its code value

3  Routines Scheduled for Withdrawal

The routines listed below are scheduled for withdrawal from the C Library, because improved routines have now been included in the Library. Users are advised to stop using routines which are scheduled for withdrawal immediately and to use recommended replacement routines instead. See the document ‘Advice on Replacement Calls for Withdrawn/Superseded Functions’ for more detailed guidance, including advice on how to change a call to the old routine into a call to its recommended replacement.
The following routines have been superseded, but will not be withdrawn from the Library until Mark 10 at the earliest.
Superseded
Routine

Replacement Routine(s)
nag_2d_scat_interpolant (e01sac) nag_2d_shep_interp (e01sgc) or nag_2d_triang_interp (e01sjc)
nag_2d_scat_eval (e01sbc) nag_2d_shep_eval (e01shc) or nag_2d_triang_eval (e01skc)
nag_2d_scat_free (e01szc) No replacement document required
nag_opt_bounds_no_deriv (e04jbc) nag_opt_nlp_solve (e04wdc)
nag_opt_bounds_deriv (e04kbc) nag_opt_nlp_solve (e04wdc)
nag_opt_sparse_convex_qp (e04nkc) nag_opt_sparse_convex_qp_solve (e04nqc)
nag_opt_nlp (e04ucc) nag_opt_nlp_solve (e04wdc)

Mark 8 News (pdf version)
NAG C Library Manual

The Numerical Algorithms Group Ltd, Oxford, UK. 2005