| Function Name |
Mark of Introduction |
Purpose |
| a00aac | 1 | nag_implementation_details Library identification, details of implementation and mark |
| a00acc | 8 | nag_licence_query Check availability of a valid licence key |
| a00adc | 9 | nag_implementation_separated_details Library identification, details of implementation, major and minor marks |
| Function Name |
Mark of Introduction |
Purpose |
| a02bac | 2 | nag_complex Complex number from real and imaginary parts |
| a02bbc | 2 | nag_complex_real Real part of a complex number |
| a02bcc | 2 | nag_complex_imag Imaginary part of a complex number |
| a02cac | 2 | nag_complex_add Addition of two complex numbers |
| a02cbc | 2 | nag_complex_subtract Subtraction of two complex numbers |
| a02ccc | 2 | nag_complex_multiply Multiplication of two complex numbers |
| a02cdc | 2 | nag_complex_divide Quotient of two complex numbers |
| a02cec | 2 | nag_complex_negate Negation of a complex number |
| a02cfc | 2 | nag_complex_conjg Conjugate of a complex number |
| a02cgc | 2 | nag_complex_equal Equality of two complex numbers |
| a02chc | 2 | nag_complex_not_equal Inequality of two complex numbers |
| a02dac | 2 | nag_complex_arg Argument of a complex number |
| a02dbc | 2 | nag_complex_abs Modulus of a complex number |
| a02dcc | 2 | nag_complex_sqrt Square root of a complex number |
| a02ddc | 2 | nag_complex_i_power Complex number raised to integer power |
| a02dec | 2 | nag_complex_r_power Complex number raised to real power |
| a02dfc | 2 | nag_complex_c_power Complex number raised to complex power |
| a02dgc | 2 | nag_complex_log Complex logarithm |
| a02dhc | 2 | nag_complex_exp Complex exponential |
| a02djc | 2 | nag_complex_sin Complex sine |
| a02dkc | 2 | nag_complex_cos Complex cosine |
| a02dlc | 2 | nag_complex_tan Complex tangent |
| Function Name |
Mark of Introduction |
Purpose |
| c02afc | 2 | nag_zeros_complex_poly Zeros of a polynomial with complex coefficients |
| c02agc | 2 | nag_zeros_real_poly Zeros of a polynomial with real coefficients |
| c02akc | 6 | nag_cubic_roots Zeros of a cubic polynomial with real coefficients |
| c02alc | 6 | nag_quartic_roots Zeros of a real quartic polynomial with real coefficients |
| Function Name |
Mark of Introduction |
Purpose |
| c05adc | 2 | nag_zero_cont_func_bd Zero of a continuous function of one variable Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| c05agc | 9 | nag_zero_cont_func_brent_bsrch Zero of continuous function, Brent algorithm, from given starting value, binary search for interval |
| c05avc | 9 | nag_interval_zero_cont_func Binary search for interval containing zero of continuous function (reverse communication) |
| c05axc | 9 | nag_zero_cont_func_cntin_rcomm Zero of continuous function by continuation method, from given starting value (reverse communication) |
| c05azc | 9 | nag_zero_cont_func_brent_rcomm Zero in given interval of continuous function by Brent algorithm (reverse communication) |
| c05bac | 9 | nag_lambertW Real values of Lambert's W function, W(x) |
| c05nbc | 2 | nag_zero_nonlin_eqns Solution of a system of nonlinear equations (function values only) Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| c05pbc | 2 | nag_zero_nonlin_eqns_deriv Solution of a system of nonlinear equations (using first derivatives) Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| c05sdc | 5 | nag_zero_cont_func_bd_1 Zero of a continuous function of one variable, thread-safe |
| c05tbc | 5 | nag_zero_nonlin_eqns_1 Solution of a system of nonlinear equations (function values only), thread-safe |
| c05ubc | 5 | nag_zero_nonlin_eqns_deriv_1 Solution of a system of nonlinear equations (using first derivatives), thread-safe |
| c05zbc | 2 | nag_check_deriv Derivative checker for nag_zero_nonlin_eqns_deriv (c05pbc) Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| c05zcc | 5 | nag_check_deriv_1 Derivative checker for nag_zero_nonlin_eqns_deriv_1 (c05ubc), thread-safe |
| Function Name |
Mark of Introduction |
Purpose |
| c06eac | 1 | nag_fft_real Single one-dimensional real discrete Fourier transform |
| c06ebc | 1 | nag_fft_hermitian Single one-dimensional Hermitian discrete Fourier transform |
| c06ecc | 1 | nag_fft_complex Single one-dimensional complex discrete Fourier transform |
| c06ekc | 1 | nag_convolution_real Circular convolution or correlation of two real vectors |
| c06fpc | 1 | nag_fft_multiple_real Multiple one-dimensional real discrete Fourier transforms |
| c06fqc | 1 | nag_fft_multiple_hermitian Multiple one-dimensional Hermitian discrete Fourier transforms |
| c06frc | 1 | nag_fft_multiple_complex Multiple one-dimensional complex discrete Fourier transforms |
| c06fuc | 1 | nag_fft_2d_complex Two-dimensional complex discrete Fourier transform |
| c06gbc | 1 | nag_conjugate_hermitian Complex conjugate of Hermitian sequence |
| c06gcc | 1 | nag_conjugate_complex Complex conjugate of complex sequence |
| c06gqc | 1 | nag_multiple_conjugate_hermitian Complex conjugate of multiple Hermitian sequences |
| c06gsc | 1 | nag_multiple_hermitian_to_complex Convert Hermitian sequences to general complex sequences |
| c06gzc | 1 | nag_fft_init_trig Initialization function for other c06 functions |
| c06hac | 2 | nag_fft_multiple_sine Discrete sine transform |
| c06hbc | 2 | nag_fft_multiple_cosine Discrete cosine transform |
| c06hcc | 2 | nag_fft_multiple_qtr_sine Discrete quarter-wave sine transform |
| c06hdc | 2 | nag_fft_multiple_qtr_cosine Discrete quarter-wave cosine transform |
| c06pfc | 7 | nag_fft_multid_single One-dimensional complex discrete Fourier transform of multi-dimensional data (using Complex data type) |
| c06pjc | 7 | nag_fft_multid_full Multi-dimensional complex discrete Fourier transform of multi-dimensional data (using Complex data type) |
| c06pxc | 7 | nag_fft_3d Three-dimensional complex discrete Fourier transform, Complex data type |
| Function Name |
Mark of Introduction |
Purpose |
| c09aac | 9 | nag_wfilt Wavelet filter initialization |
| c09cac | 9 | nag_dwt one-dimensional discrete wavelet transform |
| c09cbc | 9 | nag_idwt one-dimensional inverse discrete wavelet transform |
| c09ccc | 9 | nag_mldwt one-dimensional multi-level discrete wavelet transform |
| c09cdc | 9 | nag_imldwt one-dimensional inverse multi-level discrete wavelet transform |
| Function Name |
Mark of Introduction |
Purpose |
| d01ajc | 2 | nag_1d_quad_gen One-dimensional adaptive quadrature, allowing for badly behaved integrands Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| d01akc | 2 | nag_1d_quad_osc One-dimensional adaptive quadrature, suitable for oscillating functions Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| d01alc | 2 | nag_1d_quad_brkpts One-dimensional adaptive quadrature, allowing for singularities at specified points Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| d01amc | 2 | nag_1d_quad_inf One-dimensional adaptive quadrature over infinite or semi-infinite interval Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| d01anc | 2 | nag_1d_quad_wt_trig One-dimensional adaptive quadrature, finite interval, sine or cosine weight functions |
| d01apc | 2 | nag_1d_quad_wt_alglog One-dimensional adaptive quadrature, weight function with end-point singularities of algebraic-logarithmic type Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| d01aqc | 2 | nag_1d_quad_wt_cauchy One-dimensional adaptive quadrature, weight function 1 / (x - c), Cauchy principal value Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| d01asc | 2 | nag_1d_quad_inf_wt_trig One-dimensional adaptive quadrature, semi-infinite interval, sine or cosine weight function Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| d01bac | 2 | nag_1d_quad_gauss One-dimensional Gaussian quadrature rule evaluation Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| d01fcc | 2 | nag_multid_quad_adapt Multi-dimensional adaptive quadrature Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| d01gac | 2 | nag_1d_quad_vals One-dimensional integration of a function defined by data values only |
| d01gbc | 2 | nag_multid_quad_monte_carlo Multi-dimensional quadrature, using Monte Carlo method Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| d01sjc | 5 | nag_1d_quad_gen_1 One-dimensional adaptive quadrature, allowing for badly behaved integrands, thread-safe |
| d01skc | 5 | nag_1d_quad_osc_1 One-dimensional adaptive quadrature, suitable for oscillating functions, thread-safe |
| d01slc | 5 | nag_1d_quad_brkpts_1 One-dimensional adaptive quadrature, allowing for singularities at specified points, thread-safe |
| d01smc | 5 | nag_1d_quad_inf_1 One-dimensional adaptive quadrature over infinite or semi-infinite interval, thread-safe |
| d01snc | 5 | nag_1d_quad_wt_trig_1 One-dimensional adaptive quadrature, finite interval, sine or cosine weight functions, thread-safe |
| d01spc | 5 | nag_1d_quad_wt_alglog_1 One-dimensional adaptive quadrature, weight function with end-point singularities of algebraic-logarithmic type, thread-safe |
| d01sqc | 5 | nag_1d_quad_wt_cauchy_1 One-dimensional adaptive quadrature, weight function 1 / (x - c), Cauchy principal value, thread-safe |
| d01ssc | 5 | nag_1d_quad_inf_wt_trig_1 One-dimensional adaptive quadrature, semi-infinite interval, sine or cosine weight function, thread-safe |
| d01tac | 5 | nag_1d_quad_gauss_1 One-dimensional Gaussian quadrature rule evaluation, thread-safe |
| d01wcc | 5 | nag_multid_quad_adapt_1 Multi-dimensional adaptive quadrature, thread-safe |
| d01xbc | 5 | nag_multid_quad_monte_carlo_1 Multi-dimensional quadrature, using Monte Carlo method, thread-safe |
| Function Name |
Mark of Introduction |
Purpose |
| d02cjc | 2 | nag_ode_ivp_adams_gen Ordinary differential equation solver using a variable-order variable-step Adams method (Black Box) |
| d02ejc | 3 | nag_ode_ivp_bdf_gen Ordinary differential equations solver, stiff, initial value problems using the Backward Differentiation Formulae |
| d02gac | 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 |
| d02gbc | 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 |
| d02mcc | 9 | nag_dae_ivp_dassl_cont DASSL method continuation resetting function |
| d02mwc | 9 | nag_dae_ivp_dassl_setup Implicit ordinary differential equations/DAEs, initial value problem, setup for nag_dae_ivp_dassl_gen (d02nec) |
| d02nec | 9 | nag_dae_ivp_dassl_gen Implicit ordinary differential equations/DAEs, initial value problem, DASSL method integrator |
| d02npc | 9 | nag_dae_ivp_dassl_linalg Implicit ordinary differential equations/DAEs, initial value problem linear algebra setup routine for nag_dae_ivp_dassl_gen (d02nec) |
| d02pcc | 3 | nag_ode_ivp_rk_range Ordinary differential equations solver, initial value problems over a range using Runge–Kutta methods |
| d02pdc | 3 | nag_ode_ivp_rk_onestep Ordinary differential equations solver, initial value problems, one time step using Runge–Kutta methods |
| d02ppc | 3 | nag_ode_ivp_rk_free Freeing function for use with the Runge–Kutta suite (d02p functions) |
| d02pvc | 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) |
| d02pwc | 3 | nag_ode_ivp_rk_reset_tend A function to reset the end point following a call to nag_ode_ivp_rk_onestep (d02pdc) |
| d02pxc | 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) |
| d02pzc | 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) |
| d02qfc | 2 | nag_ode_ivp_adams_roots Ordinary differential equation solver using Adams method (sophisticated use) |
| d02qwc | 2 | nag_ode_ivp_adams_setup Setup function for nag_ode_ivp_adams_roots (d02qfc) |
| d02qyc | 2 | nag_ode_ivp_adams_free Freeing function for use with nag_ode_ivp_adams_roots (d02qfc) |
| d02qzc | 2 | nag_ode_ivp_adams_interp Interpolation function for use with nag_ode_ivp_adams_roots (d02qfc) |
| d02rac | 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 |
| Function Name |
Mark of Introduction |
Purpose |
| d03ncc | 7 | nag_pde_bs_1d Finite difference solution of the Black–Scholes equations |
| d03ndc | 7 | nag_pde_bs_1d_analytic Analytic solution of the Black–Scholes equations |
| d03nec | 7 | nag_pde_bs_1d_means Compute average values for nag_pde_bs_1d_analytic (d03ndc) |
| d03pcc | 7 | nag_pde_parab_1d_fd General system of parabolic PDEs, method of lines, finite differences, one space variable |
| d03pdc | 7 | nag_pde_parab_1d_coll General system of parabolic PDEs, method of lines, Chebyshev C0 collocation, one space variable |
| d03pec | 7 | nag_pde_parab_1d_keller General system of first-order PDEs, method of lines, Keller box discretisation, one space variable |
| d03pfc | 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 |
| d03phc | 7 | nag_pde_parab_1d_fd_ode General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable |
| d03pjc | 7 | nag_pde_parab_1d_coll_ode General system of parabolic PDEs, coupled DAEs, method of lines, Chebyshev C0 collocation, one space variable |
| d03pkc | 7 | nag_pde_parab_1d_keller_ode General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretisation, one space variable |
| d03plc | 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 |
| d03ppc | 7 | nag_pde_parab_1d_fd_ode_remesh General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, remeshing, one space variable |
| d03prc | 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 |
| d03psc | 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 |
| d03puc | 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) |
| d03pvc | 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) |
| d03pwc | 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) |
| d03pxc | 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) |
| d03pyc | 7 | nag_pde_interp_1d_coll PDEs, spatial interpolation with nag_pde_parab_1d_coll (d03pdc) or nag_pde_parab_1d_coll_ode (d03pjc) |
| d03pzc | 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) |
| Function Name |
Mark of Introduction |
Purpose |
| d06aac | 7 | nag_mesh2d_inc Generates a two-dimensional mesh using a simple incremental method |
| d06abc | 7 | nag_mesh2d_delaunay Generates a two-dimensional mesh using a Delaunay–Voronoi process |
| d06acc | 7 | nag_mesh2d_front Generates a two-dimensional mesh using an Advancing-front method |
| d06bac | 7 | nag_mesh2d_bound Generates a boundary mesh |
| d06cac | 7 | nag_mesh2d_smooth Uses a barycentering technique to smooth a given mesh |
| d06cbc | 7 | nag_mesh2d_sparse Generates a sparsity pattern of a Finite Element matrix associated with a given mesh |
| d06ccc | 7 | nag_mesh2d_renum Renumbers a given mesh using Gibbs method |
| d06dac | 7 | nag_mesh2d_trans Generates a mesh resulting from an affine transformation of a given mesh |
| d06dbc | 7 | nag_mesh2d_join Joins together two given adjacent (possibly overlapping) meshes |
| Function Name |
Mark of Introduction |
Purpose |
| e01aec | 7 | nag_1d_cheb_interp Interpolating functions, polynomial interpolant, data may include derivative values, one variable |
| e01bac | 2 | nag_1d_spline_interpolant Interpolating function, cubic spline interpolant, one variable |
| e01bec | 1 | nag_monotonic_interpolant Interpolating function, monotonicity-preserving, piecewise cubic Hermite, one variable |
| e01bfc | 1 | nag_monotonic_evaluate Evaluation of interpolant computed by nag_monotonic_interpolant (e01bec), function only |
| e01bgc | 2 | nag_monotonic_deriv Evaluation of interpolant computed by nag_monotonic_interpolant (e01bec), function and first derivative |
| e01bhc | 2 | nag_monotonic_intg Evaluation of interpolant computed by nag_monotonic_interpolant (e01bec), definite integral |
| e01dac | 2 | nag_2d_spline_interpolant Interpolating function, bicubic spline interpolant, two variables |
| e01rac | 7 | nag_1d_ratnl_interp Interpolating functions, rational interpolant, one variable |
| e01rbc | 7 | nag_1d_ratnl_eval Interpolated values, evaluate rational interpolant computed by nag_1d_ratnl_interp (e01rac), one variable |
| e01sac | 3 | nag_2d_scat_interpolant 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 Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| e01sbc | 3 | nag_2d_scat_eval A function to evaluate, at a set of points, the two-dimensional interpolant function generated by nag_2d_scat_interpolant (e01sac) Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| e01sgc | 8 | nag_2d_shep_interp Interpolating functions, modified Shepard's method, two variables |
| e01shc | 8 | nag_2d_shep_eval Interpolated values, evaluate interpolant computed by nag_2d_shep_interp (e01sgc), function and first derivatives, two variables |
| e01sjc | 8 | nag_2d_triang_interp A function to generate a two-dimensional surface interpolating a set of data points, using the method of Renka and Cline |
| e01skc | 8 | nag_2d_triang_eval A function to evaluate, at a set of points, the two-dimensional interpolant function generated by nag_2d_triang_interp (e01sjc) |
| e01szc | 3 | nag_2d_scat_free Freeing function for use with nag_2d_scat_eval (e01sbc) Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| e01tgc | 7 | nag_3d_shep_interp Interpolating functions, modified Shepard's method, three variables |
| e01thc | 7 | nag_3d_shep_eval Interpolated values, evaluate interpolant computed by nag_3d_shep_interp (e01tgc), function and first derivatives, three variables |
| Function Name |
Mark of Introduction |
Purpose |
| e02adc | 5 | nag_1d_cheb_fit Computes the coefficients of a Chebyshev series polynomial for arbitrary data |
| e02aec | 5 | nag_1d_cheb_eval Evaluates the coefficients of a Chebyshev series polynomial |
| e02afc | 5 | nag_1d_cheb_interp_fit Computes the coefficients of a Chebyshev series polynomial for interpolated data |
| e02agc | 7 | nag_1d_cheb_fit_constr Least-squares polynomial fit, values and derivatives may be constrained, arbitrary data points |
| e02ahc | 7 | nag_1d_cheb_deriv Derivative of fitted polynomial in Chebyshev series form |
| e02ajc | 7 | nag_1d_cheb_intg Integral of fitted polynomial in Chebyshev series form |
| e02akc | 7 | nag_1d_cheb_eval2 Evaluation of fitted polynomial in one variable from Chebyshev series form |
| e02bac | 2 | nag_1d_spline_fit_knots Least-squares curve cubic spline fit (including interpolation), one variable |
| e02bbc | 2 | nag_1d_spline_evaluate Evaluation of fitted cubic spline, function only |
| e02bcc | 2 | nag_1d_spline_deriv Evaluation of fitted cubic spline, function and derivatives |
| e02bdc | 2 | nag_1d_spline_intg Evaluation of fitted cubic spline, definite integral |
| e02bec | 2 | nag_1d_spline_fit Least-squares cubic spline curve fit, automatic knot placement, one variable |
| e02cac | 7 | nag_2d_cheb_fit_lines Least-squares surface fit by polynomials, data on lines parallel to one independent coordinate axis |
| e02cbc | 7 | nag_2d_cheb_eval Evaluation of fitted polynomial in two variables |
| e02dac | 8 | nag_2d_spline_fit_panel Least-squares surface fit, bicubic splines |
| e02dcc | 2 | nag_2d_spline_fit_grid Least-squares bicubic spline fit with automatic knot placement, two variables (rectangular grid) |
| e02ddc | 2 | nag_2d_spline_fit_scat Least-squares bicubic spline fit with automatic knot placement, two variables (scattered data) |
| e02dec | 2 | nag_2d_spline_eval Evaluation of bicubic spline, at a set of points |
| e02dfc | 2 | nag_2d_spline_eval_rect Evaluation of bicubic spline, at a mesh of points |
| e02gac | 7 | nag_lone_fit L1-approximation by general linear function |
| e02gcc | 7 | nag_linf_fit L∞-approximation by general linear function |
| e02rac | 7 | nag_1d_pade Padé approximants |
| e02rbc | 7 | nag_1d_pade_eval Evaluation of fitted rational function as computed by nag_1d_pade (e02rac) |
| e02zac | 8 | nag_2d_panel_sort Sort two-dimensional data into panels for fitting bicubic splines |
| Function Name |
Mark of Introduction |
Purpose |
| e04abc | 5 | nag_opt_one_var_no_deriv Minimizes a function of one variable, using function values only |
| e04bbc | 5 | nag_opt_one_var_deriv Minimizes a function of one variable, requires first derivatives |
| e04cbc | 9 | nag_opt_simplex_easy Unconstrained minimization using simplex algorithm, function of several variables using function values only |
| e04ccc | 4 | nag_opt_simplex Unconstrained minimization using simplex algorithm Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| e04dgc | 2 | nag_opt_conj_grad Unconstrained minimization using conjugate gradients |
| e04fcc | 2 | nag_opt_lsq_no_deriv Unconstrained nonlinear least-squares (no derivatives required) |
| e04gbc | 2 | nag_opt_lsq_deriv Unconstrained nonlinear least-squares (first derivatives required) |
| e04hcc | 2 | nag_opt_check_deriv Derivative checker Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| e04hdc | 5 | nag_opt_check_2nd_deriv Checks second derivatives of a user-defined function Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| e04jbc | 2 | nag_opt_bounds_no_deriv Bound constrained nonlinear minimization (no derivatives required) Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| e04kbc | 2 | nag_opt_bounds_deriv Bound constrained nonlinear minimization (first derivatives required) Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| e04lbc | 5 | nag_opt_bounds_2nd_deriv Solves bound constrained problems (first and second derivatives required) |
| e04mfc | 2 | nag_opt_lp Linear programming |
| e04myc | 5 | nag_opt_sparse_mps_free Free memory allocated by nag_opt_sparse_mps_read (e04mzc) |
| e04mzc | 5 | nag_opt_sparse_mps_read Read MPSX data for sparse LP or QP problem from a file |
| e04ncc | 5 | nag_opt_lin_lsq Solves linear least-squares and convex quadratic programming problems (non-sparse) |
| e04nfc | 2 | nag_opt_qp Quadratic programming |
| e04nkc | 5 | nag_opt_sparse_convex_qp Solves sparse linear programming or convex quadratic programming problems |
| e04npc | 8 | nag_opt_sparse_convex_qp_init Initialization function for nag_opt_sparse_convex_qp_solve (e04nqc) |
| e04nqc | 8 | nag_opt_sparse_convex_qp_solve LP or QP problem (suitable for sparse problems) |
| e04nrc | 8 | nag_opt_sparse_convex_qp_option_set_file Supply optional argument values for nag_opt_sparse_convex_qp_solve (e04nqc) from external file |
| e04nsc | 8 | 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 | 8 | 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 | 8 | nag_opt_sparse_convex_qp_option_set_double Set a single option for nag_opt_sparse_convex_qp_solve (e04nqc) from a real argument |
| e04nxc | 8 | 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 | 8 | nag_opt_sparse_convex_qp_option_get_double Get the setting of a real valued option of nag_opt_sparse_convex_qp_solve (e04nqc) |
| e04ucc | 4 | nag_opt_nlp Minimization with nonlinear constraints using a sequential QP method |
| e04ugc | 6 | nag_opt_nlp_sparse NLP problem (sparse) |
| e04unc | 5 | nag_opt_nlin_lsq Solves nonlinear least-squares problems using the sequential QP method |
| e04vgc | 8 | nag_opt_sparse_nlp_init Initialization function for nag_opt_sparse_nlp_solve (e04vhc) |
| e04vhc | 8 | nag_opt_sparse_nlp_solve General sparse nonlinear optimizer |
| e04vjc | 8 | nag_opt_sparse_nlp_jacobian Determine the pattern of nonzeros in the Jacobian matrix for nag_opt_sparse_nlp_solve (e04vhc) |
| e04vkc | 8 | nag_opt_sparse_nlp_option_set_file Supply optional argument values for nag_opt_sparse_nlp_solve (e04vhc) from external file |
| e04vlc | 8 | nag_opt_sparse_nlp_option_set_string Set a single option for nag_opt_sparse_nlp_solve (e04vhc) from a character string |
| e04vmc | 8 | nag_opt_sparse_nlp_option_set_integer Set a single option for nag_opt_sparse_nlp_solve (e04vhc) from an integer argument |
| e04vnc | 8 | nag_opt_sparse_nlp_option_set_double Set a single option for nag_opt_sparse_nlp_solve (e04vhc) from a real argument |
| e04vrc | 8 | nag_opt_sparse_nlp_option_get_integer Get the setting of an integer valued option of nag_opt_sparse_nlp_solve (e04vhc) |
| e04vsc | 8 | nag_opt_sparse_nlp_option_get_double Get the setting of a real valued option of nag_opt_sparse_nlp_solve (e04vhc) |
| e04wcc | 8 | nag_opt_nlp_init Initialization function for nag_opt_nlp_solve (e04wdc) |
| e04wdc | 8 | nag_opt_nlp_solve Solves the nonlinear programming (NP) problem |
| e04wec | 8 | nag_opt_nlp_option_set_file Supply optional argument values for nag_opt_nlp_solve (e04wdc) from external file |
| e04wfc | 8 | nag_opt_nlp_option_set_string Set a single option for nag_opt_nlp_solve (e04wdc) from a character string |
| e04wgc | 8 | nag_opt_nlp_option_set_integer Set a single option for nag_opt_nlp_solve (e04wdc) from an integer argument |
| e04whc | 8 | nag_opt_nlp_option_set_double Set a single option for nag_opt_nlp_solve (e04wdc) from a real argument |
| e04wkc | 8 | nag_opt_nlp_option_get_integer Get the setting of an integer valued option of nag_opt_nlp_solve (e04wdc) |
| e04wlc | 8 | nag_opt_nlp_option_get_double Get the setting of a real valued option of nag_opt_nlp_solve (e04wdc) |
| e04xac | 5 | nag_opt_estimate_deriv Computes an approximation to the gradient vector and/or the Hessian matrix |
| e04xxc | 2 | nag_opt_init Initialization function for option setting |
| e04xyc | 2 | nag_opt_read Read options from a text file |
| e04xzc | 2 | nag_opt_free Memory freeing function for use with option setting |
| e04yac | 2 | nag_opt_lsq_check_deriv Least-squares derivative checker for use with nag_opt_lsq_deriv (e04gbc) |
| e04ycc | 2 | nag_opt_lsq_covariance Covariance matrix for nonlinear least-squares |
| Function Name |
Mark of Introduction |
Purpose |
| e05jac | 9 | nag_glopt_bnd_mcs_init Initialization function for nag_glopt_bnd_mcs_solve (e05jbc) |
| e05jbc | 9 | nag_glopt_bnd_mcs_solve Global optimization by multi-level coordinate search, simple bounds, using function values only |
| e05jcc | 9 | nag_glopt_bnd_mcs_optset_file Supply optional argument values for nag_glopt_bnd_mcs_solve (e05jbc) from external file |
| e05jdc | 9 | nag_glopt_bnd_mcs_optset_string Set a single optional argument for nag_glopt_bnd_mcs_solve (e05jbc) from a character string |
| e05jec | 9 | nag_glopt_bnd_mcs_optset_char Set a single optional argument for nag_glopt_bnd_mcs_solve (e05jbc) from an ‘ON’/‘OFF’-valued character argument |
| e05jfc | 9 | nag_glopt_bnd_mcs_optset_int Set a single optional argument for nag_glopt_bnd_mcs_solve (e05jbc) from an integer argument |
| e05jgc | 9 | nag_glopt_bnd_mcs_optset_real Set a single optional argument for nag_glopt_bnd_mcs_solve (e05jbc) from a real argument |
| e05jhc | 9 | nag_glopt_bnd_mcs_option_check Determine whether an optional argument for nag_glopt_bnd_mcs_solve (e05jbc) has been set by you or not |
| e05jkc | 9 | nag_glopt_bnd_mcs_optget_int Get the setting of an Integer valued optional argument of nag_glopt_bnd_mcs_solve (e05jbc) |
| e05jlc | 9 | nag_glopt_bnd_mcs_optget_real Get the setting of a real valued optional argument of nag_glopt_bnd_mcs_solve (e05jbc) |
| Function Name |
Mark of Introduction |
Purpose |
| f01bnc | 1 | nag_complex_cholesky UUH factorization of complex Hermitian positive-definite matrix |
| f01ecc | 9 | nag_real_gen_matrix_exp Real matrix exponential |
| f01edc | 9 | nag_real_symm_matrix_exp Real symmetric matrix exponential |
| f01mcc | 1 | nag_real_cholesky_skyline LDLT factorization of real symmetric positive-definite variable-bandwidth (skyline) matrix |
| f01qcc | 1 | nag_real_qr QR factorization of realm by n matrix (m ≥ n) |
| f01qdc | 1 | nag_real_apply_q Compute QB or QTB after factorization by nag_real_qr (f01qcc) |
| f01qec | 1 | nag_real_form_q Form columns of Q after factorization by nag_real_qr (f01qcc) |
| f01rcc | 1 | nag_complex_qr QR factorization of complex m by n matrix (m ≥ n) |
| f01rdc | 1 | nag_complex_apply_q Compute QB or QHB after factorization by nag_complex_qr (f01rcc) |
| f01rec | 1 | nag_complex_form_q Form columns of Q after factorization by nag_complex_qr (f01rcc) |
| Function Name |
Mark of Introduction |
Purpose |
| f02aac | 1 | nag_real_symm_eigenvalues All eigenvalues of real symmetric matrix |
| f02abc | 1 | nag_real_symm_eigensystem All eigenvalues and eigenvectors of real symmetric matrix |
| f02adc | 1 | nag_real_symm_general_eigenvalues All eigenvalues of generalized real symmetric-definite eigenproblem |
| f02aec | 1 | nag_real_symm_general_eigensystem All eigenvalues and eigenvectors of generalized real symmetric-definite eigenproblem |
| f02afc | 1 | nag_real_eigenvalues All eigenvalues of real matrix |
| f02agc | 1 | nag_real_eigensystem All eigenvalues and eigenvectors of real matrix |
| f02awc | 2 | nag_hermitian_eigenvalues All eigenvalues of complex Hermitian matrix |
| f02axc | 2 | nag_hermitian_eigensystem All eigenvalues and eigenvectors of complex Hermitian matrix |
| f02bjc | 2 | nag_real_general_eigensystem Computes all eigenvalues and, optionally, eigenvectors of real generalized eigenproblem, by QZ algorithm |
| f02ecc | 5 | nag_real_eigensystem_sel Computes selected eigenvalues and eigenvectors of a real general matrix |
| f02gcc | 5 | nag_complex_eigensystem_sel Computes selected eigenvalues and eigenvectors of a complex general matrix |
| f02wec | 1 | nag_real_svd SVD of real matrix |
| f02wgc | 9 | nag_real_partial_svd Computes leading terms in the singular value decomposition of a real general matrix; also computes corresponding left and right singular vectors |
| f02xec | 1 | nag_complex_svd SVD of complex matrix |
| Function Name |
Mark of Introduction |
Purpose |
| f03aec | 1 | nag_real_cholesky LLT factorization and determinant of real symmetric positive-definite matrix |
| f03afc | 1 | nag_real_lu LU factorization and determinant of real matrix |
| f03ahc | 1 | nag_complex_lu LU factorization and determinant of complex matrix |
| Function Name |
Mark of Introduction |
Purpose |
| f04adc | 1 | nag_complex_lin_eqn_mult_rhs Approximate solution of complex simultaneous linear equations with multiple right-hand sides |
| f04agc | 1 | nag_real_cholesky_solve_mult_rhs Approximate solution of real symmetric positive-definite simultaneous linear equations (coefficient matrix already factorized by nag_real_cholesky (f03aec)) |
| f04ajc | 1 | nag_real_lu_solve_mult_rhs Approximate solution of real simultaneous linear equations (coefficient matrix already factorized by nag_real_lu (f03afc)) |
| f04akc | 1 | nag_complex_lu_solve_mult_rhs Approximate solution of complex simultaneous linear equations (coefficient matrix already factorized by nag_complex_lu (f03ahc)) |
| f04arc | 1 | nag_real_lin_eqn Approximate solution of real simultaneous linear equations, one right-hand side |
| f04awc | 1 | nag_hermitian_lin_eqn_mult_rhs Approximate solution of complex Hermitian positive-definite simultaneous linear equations (coefficient matrix already factorized by nag_complex_cholesky (f01bnc)) |
| f04bac | 8 | nag_real_gen_lin_solve Computes the solution and error-bound to a real system of linear equations |
| f04bbc | 8 | nag_real_band_lin_solve Computes the solution and error-bound to a real banded system of linear equations |
| f04bcc | 8 | nag_real_tridiag_lin_solve Computes the solution and error-bound to a real tridiagonal system of linear equations |
| f04bdc | 8 | nag_real_sym_posdef_lin_solve Computes the solution and error-bound to a real symmetric positive-definite system of linear equations |
| f04bec | 8 | 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 | 8 | 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 | 8 | 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 | 8 | nag_real_sym_lin_solve Computes the solution and error-bound to a real symmetric system of linear equations |
| f04bjc | 8 | nag_real_sym_packed_lin_solve Computes the solution and error-bound to a real symmetric system of linear equations, packed storage |
| f04cac | 8 | nag_complex_gen_lin_solve Computes the solution and error-bound to a complex system of linear equations |
| f04cbc | 8 | nag_complex_band_lin_solve Computes the solution and error-bound to a complex banded system of linear equations |
| f04ccc | 8 | nag_complex_tridiag_lin_solve Computes the solution and error-bound to a complex tridiagonal system of linear equations |
| f04cdc | 8 | nag_herm_posdef_lin_solve Computes the solution and error-bound to a complex Hermitian positive-definite system of linear equations |
| f04cec | 8 | 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 | 8 | nag_herm_posdef_band_lin_solve Computes the solution and error-bound to a complex Hermitian positive-definite banded system of linear equations |
| f04cgc | 8 | nag_herm_posdef_tridiag_lin_solve Computes the solution and error-bound to a complex Hermitian positive-definite tridiagonal system of linear equations |
| f04chc | 8 | nag_herm_lin_solve Computes the solution and error-bound to a complex Hermitian system of linear equations |
| f04cjc | 8 | nag_herm_packed_lin_solve Computes the solution and error-bound to a complex Hermitian system of linear equations, packed storage |
| f04dhc | 8 | nag_complex_sym_lin_solve Computes the solution and error-bound to a complex symmetric system of linear equations |
| f04djc | 8 | nag_complex_sym_packed_lin_solve Computes the solution and error-bound to a complex symmetric system of linear equations, packed storage. |
| f04mcc | 1 | nag_real_cholesky_skyline_solve Approximate solution of real symmetric positive-definite variable-bandwidth simultaneous linear equations (coefficient matrix already factorized by nag_real_cholesky_skyline (f01mcc)) |
| Function Name |
Mark of Introduction |
Purpose |
| f06fec | 8 | nag_drscl Multiply real vector by reciprocal of scalar |
| f06kec | 8 | nag_zrscl Multiply complex vector by reciprocal of real scalar |
| f06pac | 3 | old_dgemv Matrix-vector product, real rectangular matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06pbc | 3 | old_dgbmv Matrix-vector product, real rectangular band matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06pcc | 3 | old_dsymv Matrix-vector product, real symmetric matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06pdc | 3 | old_dsbmv Matrix-vector product, real symmetric band matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06pec | 3 | old_dspmv Matrix-vector product, real symmetric packed matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06pfc | 3 | old_dtrmv Matrix-vector product, real triangular matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06pgc | 3 | old_dtbmv Matrix-vector product, real triangular band matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06phc | 3 | old_dtpmv Matrix-vector product, real triangular packed matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06pjc | 3 | old_dtrsv System of equations, real triangular matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06pkc | 3 | old_dtbsv System of equations, real triangular band matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06plc | 3 | old_dtpsv System of equations, real triangular packed matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06pmc | 3 | old_dger Rank-1 update, real rectangular matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06ppc | 3 | old_dsyr Rank-1 update, real symmetric matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06pqc | 3 | old_dspr Rank-1 update, real symmetric packed matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06prc | 3 | old_dsyr2 Rank-2 update, real symmetric matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06psc | 3 | old_dspr2 Rank-2 update, real symmetric packed matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06sac | 3 | old_zgemv Matrix-vector product, complex rectangular matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06sbc | 3 | old_zgbmv Matrix-vector product, complex rectangular band matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06scc | 3 | old_zhemv Matrix-vector product, complex Hermitian matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06sdc | 3 | old_zhbmv Matrix-vector product, complex Hermitian band matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06sec | 3 | old_zhpmv Matrix-vector product, complex Hermitian packed matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06sfc | 3 | old_ztrmv Matrix-vector product, complex triangular matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06sgc | 3 | old_ztbmv Matrix-vector product, complex triangular band matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06shc | 3 | old_ztpmv Matrix-vector product, complex triangular packed matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06sjc | 3 | old_ztrsv System of equations, complex triangular matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06skc | 3 | old_ztbsv System of equations, complex triangular band matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06slc | 3 | old_ztpsv System of equations, complex triangular packed matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06smc | 3 | old_zgeru Rank-1 update, complex rectangular matrix, unconjugated vector Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06snc | 3 | old_zgerc Rank-1 update, complex rectangular matrix, conjugated vector Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06spc | 3 | old_zher Rank-1 update, complex Hermitian matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06sqc | 3 | old_zhpr Rank-1 update, complex Hermitian packed matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06src | 3 | old_zher2 Rank-2 update, complex Hermitian matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06ssc | 3 | old_zhpr2 Rank-2 update, complex Hermitian packed matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06yac | 3 | old_dgemm Matrix-matrix product, two real rectangular matrices Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06ycc | 3 | old_dsymm Matrix-matrix product, one real symmetric matrix, one real rectangular matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06yfc | 3 | old_dtrmm Matrix-matrix product, one real triangular matrix, one real rectangular matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06yjc | 3 | old_dtrsm Solves a system of equations with multiple right-hand sides, real triangular coefficient matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06ypc | 3 | old_dsyrk Rank-k update of a real symmetric matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06yrc | 3 | old_dsyr2k Rank-2k update of a real symmetric matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06zac | 3 | old_zgemm Matrix-matrix product, two complex rectangular matrices Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06zcc | 3 | old_zhemm Matrix-matrix product, one complex Hermitian matrix, one complex rectangular matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06zfc | 3 | old_ztrmm Matrix-matrix product, one complex triangular matrix, one complex rectangular matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06zjc | 3 | old_ztrsm Solves system of equations with multiple right-hand sides, complex triangular coefficient matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06zpc | 3 | old_zherk Rank-k update of a complex Hermitian matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06zrc | 3 | old_zher2k Rank-2k update of a complex Hermitian matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06ztc | 3 | old_zsymm Matrix-matrix product, one complex symmetric matrix, one complex rectangular matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06zuc | 3 | old_zsyrk Rank-k update of a complex symmetric matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| f06zwc | 3 | old_zsyr2k Rank-2k update of a complex symmetric matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| Function Name |
Mark of Introduction |
Purpose |
| f07adc | 7 | nag_dgetrf LU factorization of realm by n matrix |
| f07aec | 7 | nag_dgetrs Solution of real system of linear equations, multiple right-hand sides, matrix already factorized by nag_dgetrf (f07adc) |
| f07agc | 7 | nag_dgecon Estimate condition number of real matrix, matrix already factorized by nag_dgetrf (f07adc) |
| f07ahc | 7 | nag_dgerfs Refined solution with error bounds of real system of linear equations, multiple right-hand sides |
| f07ajc | 7 | nag_dgetri Inverse of real matrix, matrix already factorized by nag_dgetrf (f07adc) |
| f07arc | 7 | nag_zgetrf LU factorization of complex m by n matrix |
| f07asc | 7 | nag_zgetrs Solution of complex system of linear equations, multiple right-hand sides, matrix already factorized by nag_zgetrf (f07arc) |
| f07auc | 7 | nag_zgecon Estimate condition number of complex matrix, matrix already factorized by nag_zgetrf (f07arc) |
| f07avc | 7 | nag_zgerfs Refined solution with error bounds of complex system of linear equations, multiple right-hand sides |
| f07awc | 7 | nag_zgetri Inverse of complex matrix, matrix already factorized by nag_zgetrf (f07arc) |
| f07bdc | 7 | nag_dgbtrf LU factorization of realm by n band matrix |
| f07bec | 7 | nag_dgbtrs Solution of real band system of linear equations, multiple right-hand sides, matrix already factorized by nag_dgbtrf (f07bdc) |
| f07bgc | 7 | nag_dgbcon Estimate condition number of real band matrix, matrix already factorized by nag_dgbtrf (f07bdc) |
| f07bhc | 7 | nag_dgbrfs Refined solution with error bounds of real band system of linear equations, multiple right-hand sides |
| f07brc | 7 | nag_zgbtrf LU factorization of complex m by n band matrix |
| f07bsc | 7 | nag_zgbtrs Solution of complex band system of linear equations, multiple right-hand sides, matrix already factorized by nag_zgbtrf (f07brc) |
| f07buc | 7 | nag_zgbcon Estimate condition number of complex band matrix, matrix already factorized by nag_zgbtrf (f07brc) |
| f07bvc | 7 | nag_zgbrfs Refined solution with error bounds of complex band system of linear equations, multiple right-hand sides |
| f07fdc | 7 | nag_dpotrf Cholesky factorization of real symmetric positive-definite matrix |
| f07fec | 7 | nag_dpotrs Solution of real symmetric positive-definite system of linear equations, multiple right-hand sides, matrix already factorized by nag_dpotrf (f07fdc) |
| f07fgc | 7 | nag_dpocon Estimate condition number of real symmetric positive-definite matrix, matrix already factorized by nag_dpotrf (f07fdc) |
| f07fhc | 7 | nag_dporfs Refined solution with error bounds of real symmetric positive-definite system of linear equations, multiple right-hand sides |
| f07fjc | 7 | nag_dpotri Inverse of real symmetric positive-definite matrix, matrix already factorized by nag_dpotrf (f07fdc) |
| f07frc | 7 | nag_zpotrf Cholesky factorization of complex Hermitian positive-definite matrix |
| f07fsc | 7 | nag_zpotrs Solution of complex Hermitian positive-definite system of linear equations, multiple right-hand sides, matrix already factorized by nag_zpotrf (f07frc) |
| f07fuc | 7 | nag_zpocon Estimate condition number of complex Hermitian positive-definite matrix, matrix already factorized by nag_zpotrf (f07frc) |
| f07fvc | 7 | nag_zporfs Refined solution with error bounds of complex Hermitian positive-definite system of linear equations, multiple right-hand sides |
| f07fwc | 7 | nag_zpotri Inverse of complex Hermitian positive-definite matrix, matrix already factorized by nag_zpotrf (f07frc) |
| f07gdc | 7 | nag_dpptrf Cholesky factorization of real symmetric positive-definite matrix, packed storage |
| f07gec | 7 | nag_dpptrs Solution of real symmetric positive-definite system of linear equations, multiple right-hand sides, matrix already factorized by nag_dpptrf (f07gdc), packed storage |
| f07ggc | 7 | nag_dppcon Estimate condition number of real symmetric positive-definite matrix, matrix already factorized by nag_dpptrf (f07gdc), packed storage |
| f07ghc | 7 | nag_dpprfs Refined solution with error bounds of real symmetric positive-definite system of linear equations, multiple right-hand sides, packed storage |
| f07gjc | 7 | nag_dpptri Inverse of real symmetric positive-definite matrix, matrix already factorized by nag_dpptrf (f07gdc), packed storage |
| f07grc | 7 | nag_zpptrf Cholesky factorization of complex Hermitian positive-definite matrix, packed storage |
| f07gsc | 7 | nag_zpptrs Solution of complex Hermitian positive-definite system of linear equations, multiple right-hand sides, matrix already factorized by nag_zpptrf (f07grc), packed storage |
| f07guc | 7 | nag_zppcon Estimate condition number of complex Hermitian positive-definite matrix, matrix already factorized by nag_zpptrf (f07grc), packed storage |
| f07gvc | 7 | nag_zpprfs Refined solution with error bounds of complex Hermitian positive-definite system of linear equations, multiple right-hand sides, packed storage |
| f07gwc | 7 | nag_zpptri Inverse of complex Hermitian positive-definite matrix, matrix already factorized by nag_zpptrf (f07grc), packed storage |
| f07hdc | 7 | nag_dpbtrf Cholesky factorization of real symmetric positive-definite band matrix |
| f07hec | 7 | nag_dpbtrs Solution of real symmetric positive-definite band system of linear equations, multiple right-hand sides, matrix already factorized by nag_dpbtrf (f07hdc) |
| f07hgc | 7 | nag_dpbcon Estimate condition number of real symmetric positive-definite band matrix, matrix already factorized by nag_dpbtrf (f07hdc) |
| f07hhc | 7 | nag_dpbrfs Refined solution with error bounds of real symmetric positive-definite band system of linear equations, multiple right-hand sides |
| f07hrc | 7 | nag_zpbtrf Cholesky factorization of complex Hermitian positive-definite band matrix |
| f07hsc | 7 | nag_zpbtrs Solution of complex Hermitian positive-definite band system of linear equations, multiple right-hand sides, matrix already factorized by nag_zpbtrf (f07hrc) |
| f07huc | 7 | nag_zpbcon Estimate condition number of complex Hermitian positive-definite band matrix, matrix already factorized by nag_zpbtrf (f07hrc) |
| f07hvc | 7 | nag_zpbrfs Refined solution with error bounds of complex Hermitian positive-definite band system of linear equations, multiple right-hand sides |
| f07mdc | 7 | nag_dsytrf Bunch–Kaufman factorization of real symmetric indefinite matrix |
| f07mec | 7 | nag_dsytrs Solution of real symmetric indefinite system of linear equations, multiple right-hand sides, matrix already factorized by nag_dsytrf (f07mdc) |
| f07mgc | 7 | nag_dsycon Estimate condition number of real symmetric indefinite matrix, matrix already factorized by nag_dsytrf (f07mdc) |
| f07mhc | 7 | nag_dsyrfs Refined solution with error bounds of real symmetric indefinite system of linear equations, multiple right-hand sides |
| f07mjc | 7 | nag_dsytri Inverse of real symmetric indefinite matrix, matrix already factorized by nag_dsytrf (f07mdc) |
| f07mrc | 7 | nag_zhetrf Bunch–Kaufman factorization of complex Hermitian indefinite matrix |
| f07msc | 7 | nag_zhetrs Solution of complex Hermitian indefinite system of linear equations, multiple right-hand sides, matrix already factorized by nag_zhetrf (f07mrc) |
| f07muc | 7 | nag_zhecon Estimate condition number of complex Hermitian indefinite matrix, matrix already factorized by nag_zhetrf (f07mrc) |
| f07mvc | 7 | nag_zherfs Refined solution with error bounds of complex Hermitian indefinite system of linear equations, multiple right-hand sides |
| f07mwc | 7 | nag_zhetri Inverse of complex Hermitian indefinite matrix, matrix already factorized by nag_zhetrf (f07mrc) |
| f07nrc | 7 | nag_zsytrf Bunch–Kaufman factorization of complex symmetric matrix |
| f07nsc | 7 | nag_zsytrs Solution of complex symmetric system of linear equations, multiple right-hand sides, matrix already factorized by nag_zsytrf (f07nrc) |
| f07nuc | 7 | nag_zsycon Estimate condition number of complex symmetric matrix, matrix already factorized by nag_zsytrf (f07nrc) |
| f07nvc | 7 | nag_zsyrfs Refined solution with error bounds of complex symmetric system of linear equations, multiple right-hand sides |
| f07nwc | 7 | nag_zsytri Inverse of complex symmetric matrix, matrix already factorized by nag_zsytrf (f07nrc) |
| f07pdc | 7 | nag_dsptrf Bunch–Kaufman factorization of real symmetric indefinite matrix, packed storage |
| f07pec | 7 | nag_dsptrs Solution of real symmetric indefinite system of linear equations, multiple right-hand sides, matrix already factorized by nag_dsptrf (f07pdc), packed storage |
| f07pgc | 7 | nag_dspcon Estimate condition number of real symmetric indefinite matrix, matrix already factorized by nag_dsptrf (f07pdc), packed storage |
| f07phc | 7 | nag_dsprfs Refined solution with error bounds of real symmetric indefinite system of linear equations, multiple right-hand sides, packed storage |
| f07pjc | 7 | nag_dsptri Inverse of real symmetric indefinite matrix, matrix already factorized by nag_dsptrf (f07pdc), packed storage |
| f07prc | 7 | nag_zhptrf Bunch–Kaufman factorization of complex Hermitian indefinite matrix, packed storage |
| f07psc | 7 | nag_zhptrs Solution of complex Hermitian indefinite system of linear equations, multiple right-hand sides, matrix already factorized by nag_zhptrf (f07prc), packed storage |
| f07puc | 7 | nag_zhpcon Estimate condition number of complex Hermitian indefinite matrix, matrix already factorized by nag_zhptrf (f07prc), packed storage |
| f07pvc | 7 | nag_zhprfs Refined solution with error bounds of complex Hermitian indefinite system of linear equations, multiple right-hand sides, packed storage |
| f07pwc | 7 | nag_zhptri Inverse of complex Hermitian indefinite matrix, matrix already factorized by nag_zhptrf (f07prc), packed storage |
| f07qrc | 7 | nag_zsptrf Bunch–Kaufman factorization of complex symmetric matrix, packed storage |
| f07qsc | 7 | nag_zsptrs Solution of complex symmetric system of linear equations, multiple right-hand sides, matrix already factorized by nag_zsptrf (f07qrc), packed storage |
| f07quc | 7 | nag_zspcon Estimate condition number of complex symmetric matrix, matrix already factorized by nag_zsptrf (f07qrc), packed storage |
| f07qvc | 7 | nag_zsprfs Refined solution with error bounds of complex symmetric system of linear equations, multiple right-hand sides, packed storage |
| f07qwc | 7 | nag_zsptri Inverse of complex symmetric matrix, matrix already factorized by nag_zsptrf (f07qrc), packed storage |
| f07tec | 7 | nag_dtrtrs Solution of real triangular system of linear equations, multiple right-hand sides |
| f07tgc | 7 | nag_dtrcon Estimate condition number of real triangular matrix |
| f07thc | 7 | nag_dtrrfs Error bounds for solution of real triangular system of linear equations, multiple right-hand sides |
| f07tjc | 7 | nag_dtrtri Inverse of real triangular matrix |
| f07tsc | 7 | nag_ztrtrs Solution of complex triangular system of linear equations, multiple right-hand sides |
| f07tuc | 7 | nag_ztrcon Estimate condition number of complex triangular matrix |
| f07tvc | 7 | nag_ztrrfs Error bounds for solution of complex triangular system of linear equations, multiple right-hand sides |
| f07twc | 7 | nag_ztrtri Inverse of complex triangular matrix |
| f07uec | 7 | nag_dtptrs Solution of real triangular system of linear equations, multiple right-hand sides, packed storage |
| f07ugc | 7 | nag_dtpcon Estimate condition number of real triangular matrix, packed storage |
| f07uhc | 7 | nag_dtprfs Error bounds for solution of real triangular system of linear equations, multiple right-hand sides, packed storage |
| f07ujc | 7 | nag_dtptri Inverse of real triangular matrix, packed storage |
| f07usc | 7 | nag_ztptrs Solution of complex triangular system of linear equations, multiple right-hand sides, packed storage |
| f07uuc | 7 | nag_ztpcon Estimate condition number of complex triangular matrix, packed storage |
| f07uvc | 7 | nag_ztprfs Error bounds for solution of complex triangular system of linear equations, multiple right-hand sides, packed storage |
| f07uwc | 7 | nag_ztptri Inverse of complex triangular matrix, packed storage |
| f07vec | 7 | nag_dtbtrs Solution of real band triangular system of linear equations, multiple right-hand sides |
| f07vgc | 7 | nag_dtbcon Estimate condition number of real band triangular matrix |
| f07vhc | 7 | nag_dtbrfs Error bounds for solution of real band triangular system of linear equations, multiple right-hand sides |
| f07vsc | 7 | nag_ztbtrs Solution of complex band triangular system of linear equations, multiple right-hand sides |
| f07vuc | 7 | nag_ztbcon Estimate condition number of complex band triangular matrix |
| f07vvc | 7 | nag_ztbrfs Error bounds for solution of complex band triangular system of linear equations, multiple right-hand sides |
| Function Name |
Mark of Introduction |
Purpose |
| f08aec | 7 | nag_dgeqrf QR factorization of real general rectangular matrix |
| f08afc | 7 | nag_dorgqr Form all or part of orthogonal Q from QR factorization determined by nag_dgeqrf (f08aec) or nag_dgeqpf (f08bec) |
| f08agc | 7 | nag_dormqr Apply orthogonal transformation determined by nag_dgeqrf (f08aec) or nag_dgeqpf (f08bec) |
| f08ahc | 7 | nag_dgelqf LQ factorization of real general rectangular matrix |
| f08ajc | 7 | nag_dorglq Form all or part of orthogonal Q from LQ factorization determined by nag_dgelqf (f08ahc) |
| f08akc | 7 | nag_dormlq Apply orthogonal transformation determined by nag_dgelqf (f08ahc) |
| f08asc | 7 | nag_zgeqrf QR factorization of complex general rectangular matrix |
| f08atc | 7 | nag_zungqr Form all or part of unitary Q from QR factorization determined by nag_zgeqrf (f08asc) or nag_zgeqpf (f08bsc) |
| f08auc | 7 | nag_zunmqr Apply unitary transformation determined by nag_zgeqrf (f08asc) or nag_zgeqpf (f08bsc) |
| f08avc | 7 | nag_zgelqf LQ factorization of complex general rectangular matrix |
| f08awc | 7 | nag_zunglq Form all or part of unitary Q from LQ factorization determined by nag_zgelqf (f08avc) |
| f08axc | 7 | nag_zunmlq Apply unitary transformation determined by nag_zgelqf (f08avc) |
| f08bec | 7 | nag_dgeqpf QR factorization of real general rectangular matrix with column pivoting |
| f08bsc | 7 | nag_zgeqpf QR factorization of complex general rectangular matrix with column pivoting |
| f08fcc | 7 | nag_dsyevd Computes all eigenvalues and, optionally, all eigenvectors of real symmetric matrix (divide-and-conquer) |
| f08fec | 7 | nag_dsytrd Orthogonal reduction of real symmetric matrix to symmetric tridiagonal form |
| f08ffc | 7 | nag_dorgtr Generate orthogonal transformation matrix from reduction to tridiagonal form determined by nag_dsytrd (f08fec) |
| f08fgc | 7 | nag_dormtr Apply orthogonal transformation determined by nag_dsytrd (f08fec) |
| f08fqc | 7 | nag_zheevd Computes all eigenvalues and, optionally, all eigenvectors of complex Hermitian matrix (divide-and-conquer) |
| f08fsc | 7 | nag_zhetrd Unitary reduction of complex Hermitian matrix to real symmetric tridiagonal form |
| f08ftc | 7 | nag_zungtr Generate unitary transformation matrix from reduction to tridiagonal form determined by nag_zhetrd (f08fsc) |
| f08fuc | 7 | nag_zunmtr Apply unitary transformation matrix determined by nag_zhetrd (f08fsc) |
| f08gcc | 7 | nag_dspevd Computes all eigenvalues and, optionally, all eigenvectors of real symmetric matrix, packed storage (divide-and-conquer) |
| f08gec | 7 | nag_dsptrd Orthogonal reduction of real symmetric matrix to symmetric tridiagonal form, packed storage |
| f08gfc | 7 | nag_dopgtr Generate orthogonal transformation matrix from reduction to tridiagonal form determined by nag_dsptrd (f08gec) |
| f08ggc | 7 | nag_dopmtr Apply orthogonal transformation determined by nag_dsptrd (f08gec) |
| f08gqc | 7 | nag_zhpevd Computes all eigenvalues and, optionally, all eigenvectors of complex Hermitian matrix, packed storage (divide-and-conquer) |
| f08gsc | 7 | nag_zhptrd Unitary reduction of complex Hermitian matrix to real symmetric tridiagonal form, packed storage |
| f08gtc | 7 | nag_zupgtr Generate unitary transformation matrix from reduction to tridiagonal form determined by nag_zhptrd (f08gsc) |
| f08guc | 7 | nag_zupmtr Apply unitary transformation matrix determined by nag_zhptrd (f08gsc) |
| f08hcc | 7 | nag_dsbevd Computes all eigenvalues and, optionally, all eigenvectors of real symmetric band matrix (divide-and-conquer) |
| f08hec | 7 | nag_dsbtrd Orthogonal reduction of real symmetric band matrix to symmetric tridiagonal form |
| f08hqc | 7 | nag_zhbevd Computes all eigenvalues and, optionally, all eigenvectors of complex Hermitian band matrix (divide-and-conquer) |
| f08hsc | 7 | nag_zhbtrd Unitary reduction of complex Hermitian band matrix to real symmetric tridiagonal form |
| f08jcc | 7 | nag_dstevd Computes all eigenvalues and, optionally, all eigenvectors of real symmetric tridiagonal matrix (divide-and-conquer) |
| f08jec | 7 | nag_dsteqr All eigenvalues and eigenvectors of real symmetric tridiagonal matrix, reduced from real symmetric matrix using the implicit QL or QR algorithm |
| f08jfc | 7 | nag_dsterf All eigenvalues of real symmetric tridiagonal matrix, root-free variant of the QL or QR algorithm |
| f08jgc | 7 | nag_dpteqr Computes all eigenvalues and eigenvectors of real symmetric positive-definite tridiagonal matrix, reduced from real symmetric positive-definite matrix |
| f08jjc | 7 | nag_dstebz Selected eigenvalues of real symmetric tridiagonal matrix by bisection |
| f08jkc | 7 | nag_dstein Selected eigenvectors of real symmetric tridiagonal matrix by inverse iteration, storing eigenvectors in real array |
| f08jsc | 7 | nag_zsteqr All eigenvalues and eigenvectors of real symmetric tridiagonal matrix, reduced from complex Hermitian matrix, using the implicit QL or QR algorithm |
| f08juc | 7 | nag_zpteqr Computes all eigenvalues and eigenvectors of real symmetric positive-definite tridiagonal matrix, reduced from complex Hermitian positive-definite matrix |
| f08jxc | 7 | nag_zstein Selected eigenvectors of real symmetric tridiagonal matrix by inverse iteration, storing eigenvectors in complex array |
| f08kec | 7 | nag_dgebrd Orthogonal reduction of real general rectangular matrix to bidiagonal form |
| f08kfc | 7 | nag_dorgbr Generate orthogonal transformation matrices from reduction to bidiagonal form determined by nag_dgebrd (f08kec) |
| f08kgc | 7 | nag_dormbr Apply orthogonal transformations from reduction to bidiagonal form determined by nag_dgebrd (f08kec) |
| f08ksc | 7 | nag_zgebrd Unitary reduction of complex general rectangular matrix to bidiagonal form |
| f08ktc | 7 | nag_zungbr Generate unitary transformation matrices from reduction to bidiagonal form determined by nag_zgebrd (f08ksc) |
| f08kuc | 7 | nag_zunmbr Apply unitary transformations from reduction to bidiagonal form determined by nag_zgebrd (f08ksc) |
| f08lec | 7 | nag_dgbbrd Reduction of real rectangular band matrix to upper bidiagonal form |
| f08lsc | 7 | nag_zgbbrd Reduction of complex rectangular band matrix to upper bidiagonal form |
| f08mec | 7 | nag_dbdsqr SVD of real bidiagonal matrix reduced from real general matrix |
| f08msc | 7 | nag_zbdsqr SVD of real bidiagonal matrix reduced from complex general matrix |
| f08nec | 7 | nag_dgehrd Orthogonal reduction of real general matrix to upper Hessenberg form |
| f08nfc | 7 | nag_dorghr Generate orthogonal transformation matrix from reduction to Hessenberg form determined by nag_dgehrd (f08nec) |
| f08ngc | 7 | nag_dormhr Apply orthogonal transformation matrix from reduction to Hessenberg form determined by nag_dgehrd (f08nec) |
| f08nhc | 7 | nag_dgebal Balance real general matrix |
| f08njc | 7 | nag_dgebak Transform eigenvectors of real balanced matrix to those of original matrix supplied to nag_dgebal (f08nhc) |
| f08nsc | 7 | nag_zgehrd Unitary reduction of complex general matrix to upper Hessenberg form |
| f08ntc | 7 | nag_zunghr Generate unitary transformation matrix from reduction to Hessenberg form determined by nag_zgehrd (f08nsc) |
| f08nuc | 7 | nag_zunmhr Apply unitary transformation matrix from reduction to Hessenberg form determined by nag_zgehrd (f08nsc) |
| f08nvc | 7 | nag_zgebal Balance complex general matrix |
| f08nwc | 7 | nag_zgebak Transform eigenvectors of complex balanced matrix to those of original matrix supplied to nag_zgebal (f08nvc) |
| f08pec | 7 | nag_dhseqr Computes the eigenvalues and Schur factorization of real upper Hessenberg matrix reduced from real general matrix |
| f08pkc | 7 | nag_dhsein Selected right and/or left eigenvectors of real upper Hessenberg matrix by inverse iteration |
| f08psc | 7 | nag_zhseqr Computes the eigenvalues and Schur factorization of complex upper Hessenberg matrix reduced from complex general matrix |
| f08pxc | 7 | nag_zhsein Selected right and/or left eigenvectors of complex upper Hessenberg matrix by inverse iteration |
| f08qfc | 7 | nag_dtrexc Reorder Schur factorization of real matrix using orthogonal similarity transformation |
| f08qgc | 7 | nag_dtrsen Reorder Schur factorization of real matrix, form orthonormal basis of right invariant subspace for selected eigenvalues, with estimates of sensitivities |
| f08qhc | 7 | nag_dtrsyl Solve real Sylvester matrix equation AX + XB = C, A and B are upper quasi-triangular or transposes |
| f08qkc | 7 | nag_dtrevc Left and right eigenvectors of real upper quasi-triangular matrix |
| f08qlc | 7 | nag_dtrsna Estimates of sensitivities of selected eigenvalues and eigenvectors of real upper quasi-triangular matrix |
| f08qtc | 7 | nag_ztrexc Reorder Schur factorization of complex matrix using unitary similarity transformation |
| f08quc | 7 | nag_ztrsen Reorder Schur factorization of complex matrix, form orthonormal basis of right invariant subspace for selected eigenvalues, with estimates of sensitivities |
| f08qvc | 7 | nag_ztrsyl Solve complex Sylvester matrix equation AX + XB = C, A and B are upper triangular or conjugate-transposes |
| f08qxc | 7 | nag_ztrevc Left and right eigenvectors of complex upper triangular matrix |
| f08qyc | 7 | nag_ztrsna Estimates of sensitivities of selected eigenvalues and eigenvectors of complex upper triangular matrix |
| f08sec | 7 | nag_dsygst Reduction to standard form of real symmetric-definite generalized eigenproblem Ax = λBx, ABx = λx or BAx = λx, B factorized by nag_dpotrf (f07fdc) |
| f08ssc | 7 | nag_zhegst Reduction to standard form of complex Hermitian-definite generalized eigenproblem Ax = λBx, ABx = λx or BAx = λx, B factorized by nag_zpotrf (f07frc) |
| f08tec | 7 | nag_dspgst Reduction to standard form of real symmetric-definite generalized eigenproblem Ax = λBx, ABx = λx or BAx = λx, packed storage, B factorized by nag_dpptrf (f07gdc) |
| f08tsc | 7 | nag_zhpgst Reduction to standard form of complex Hermitian-definite generalized eigenproblem Ax = λBx, ABx = λx or BAx = λx, packed storage, B factorized by nag_zpptrf (f07grc) |
| f08uec | 7 | nag_dsbgst Reduction of real symmetric-definite banded generalized eigenproblem Ax = λBx to standard form Cy = λy, such that C has the same bandwidth as A |
| f08ufc | 7 | nag_dpbstf Computes a split Cholesky factorization of real symmetric positive-definite band matrix A |
| f08usc | 7 | nag_zhbgst Reduction of complex Hermitian-definite banded generalized eigenproblem Ax = λBx to standard form Cy = λy, such that C has the same bandwidth as A |
| f08utc | 7 | nag_zpbstf Computes a split Cholesky factorization of complex Hermitian positive-definite band matrix A |
| f08vac | 9 | nag_dggsvd Computes the generalized singular value decomposition of a real matrix pair |
| f08vnc | 9 | nag_zggsvd Computes the generalized singular value decomposition of a complex matrix pair |
| f08wec | 7 | nag_dgghrd Orthogonal reduction of a pair of real general matrices to generalized upper Hessenberg form |
| f08whc | 7 | nag_dggbal Balance a pair of real general matrices |
| f08wjc | 7 | nag_dggbak Transform eigenvectors of a pair of real balanced matrices to those of original matrix pair supplied to nag_dggbal (f08whc) |
| f08wsc | 7 | nag_zgghrd Unitary reduction of a pair of complex general matrices to generalized upper Hessenberg form |
| f08wvc | 7 | nag_zggbal Balance a pair of complex general matrices |
| f08wwc | 7 | nag_zggbak Transform eigenvectors of a pair of complex balanced matrices to those of original matrix pair supplied to nag_zggbal (f08wvc) |
| f08xec | 7 | nag_dhgeqz Eigenvalues and generalized Schur factorization of real generalized upper Hessenberg form reduced from a pair of real general matrices |
| f08xsc | 7 | nag_zhgeqz Eigenvalues and generalized Schur factorization of complex generalized upper Hessenberg form reduced from a pair of complex general matrices |
| f08ykc | 7 | nag_dtgevc Left and right eigenvectors of a pair of real upper quasi-triangular matrices |
| f08yxc | 7 | nag_ztgevc Left and right eigenvectors of a pair of complex upper triangular matrices |
| f08zac | 9 | nag_dgglse Solves the real linear equality-constrained least-squares (LSE) problem |
| f08zbc | 9 | nag_dggglm Solves a real general Gauss–Markov linear model (GLM) problem |
| f08znc | 9 | nag_zgglse Solves the complex linear equality-constrained least-squares (LSE) problem |
| f08zpc | 9 | nag_zggglm Solves a complex general Gauss–Markov linear model (GLM) problem |
| Function Name |
Mark of Introduction |
Purpose |
| f11dac | 5 | nag_sparse_nsym_fac Incomplete LU factorization (nonsymmetric) |
| f11dcc | 5 | nag_sparse_nsym_fac_sol Solver with incomplete LU preconditioning (nonsymmetric) |
| f11dec | 5 | nag_sparse_nsym_sol Solver with no Jacobi/SSOR preconditioning (nonsymmetric) |
| f11jac | 5 | nag_sparse_sym_chol_fac Incomplete Cholesky factorization (symmetric) |
| f11jcc | 5 | nag_sparse_sym_chol_sol Solver with incomplete Cholesky preconditioning (symmetric) |
| f11jec | 5 | nag_sparse_sym_sol Solver with Jacobi, SSOR, or no preconditioning (symmetric) |
| f11mdc | 8 | nag_superlu_column_permutation Real sparse nonsymmetric linear systems, setup for nag_superlu_lu_factorize (f11mec) |
| f11mec | 8 | nag_superlu_lu_factorize LU factorization of real sparse matrix |
| f11mfc | 8 | nag_superlu_solve_lu Solution of real sparse simultaneous linear equations (coefficient matrix already factorized) |
| f11mgc | 8 | nag_superlu_condition_number_lu Estimate condition number of real matrix, matrix already factorized by nag_superlu_lu_factorize (f11mec) |
| f11mhc | 8 | nag_superlu_refine_lu Refined solution with error bounds of real system of linear equations, multiple right-hand sides |
| f11mkc | 8 | nag_superlu_matrix_product Real sparse nonsymmetric matrix-matrix multiply, compressed column storage |
| f11mlc | 8 | nag_superlu_matrix_norm 1-norm, ∞-norm, largest absolute element, real general matrix |
| f11mmc | 8 | nag_superlu_diagnostic_lu Real sparse nonsymmetric linear systems, diagnostic for nag_superlu_lu_factorize (f11mec) |
| f11zac | 5 | nag_sparse_nsym_sort Sparse sort (nonsymmetric) |
| f11zbc | 5 | nag_sparse_sym_sort Sparse sort (symmetric) |
| Function Name |
Mark of Introduction |
Purpose |
| f12aac | 8 | 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 | 8 | 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 | 8 | 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 | 8 | 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 | 8 | nag_real_sparse_eigensystem_monit Provides monitoring information for nag_real_sparse_eigensystem_iter (f12abc) |
| f12afc | 8 | 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 | 8 | 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 | 8 | 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 | 8 | 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 | 8 | nag_complex_sparse_eigensystem_sol Returns the converged approximations (as determined by nag_complex_sparse_eigensystem_iter (f12apc)) 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 | 8 | 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 | 8 | nag_complex_sparse_eigensystem_monit Provides monitoring information for nag_complex_sparse_eigensystem_iter (f12apc) |
| f12fac | 8 | 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 | 8 | 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 | 8 | nag_real_symm_sparse_eigensystem_sol Returns the converged approximations (as determined by nag_real_symm_sparse_eigensystem_iter (f12fbc)) 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 | 8 | 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 | 8 | nag_real_symm_sparse_eigensystem_monit Provides monitoring information for nag_real_symm_sparse_eigensystem_iter (f12fbc) |
| f12ffc | 8 | 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 | 8 | 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 |
| Function Name |
Mark of Introduction |
Purpose |
| f16dbc | 7 | nag_iload Broadcast scalar into integer vector |
| f16dlc | 9 | nag_isum Sum elements of integer vector |
| f16dnc | 9 | nag_imax_val Maximum value and location, integer vector |
| f16dpc | 9 | nag_imin_val Minimum value and location, integer vector |
| f16dqc | 9 | nag_iamax_val Maximum absolute value and location, integer vector |
| f16drc | 9 | nag_iamin_val Minimum absolute value and location, integer vector |
| f16ecc | 7 | nag_daxpby Multiply real vector by scalar, preserving input vector |
| f16ehc | 9 | nag_dwaxpby Real scaled vector addition preserving input |
| f16elc | 9 | nag_dsum Sum elements of real vector |
| f16fbc | 7 | nag_dload Broadcast scalar into real vector |
| f16ghc | 9 | nag_zwaxpby Complex scaled vector addition preserving input |
| f16glc | 9 | nag_zsum Sum elements of complex vector |
| f16hbc | 7 | nag_zload Broadcast scalar into complex vector |
| f16jnc | 9 | nag_dmax_val Maximum value and location, real vector |
| f16jpc | 9 | nag_dmin_val Minimum value and location, real vector |
| f16jqc | 9 | nag_damax_val Maximum absolute value and location, real vector |
| f16jrc | 9 | nag_damin_val Minimum absolute value and location, real vector |
| f16jsc | 9 | nag_zamax_val Maximum absolute value and location, complex vector |
| f16jtc | 9 | nag_zamin_val Minimum absolute value and location, complex vector |
| f16pac | 8 | nag_dgemv Matrix-vector product, real rectangular matrix |
| f16pbc | 8 | nag_dgbmv Matrix-vector product, real rectangular band matrix |
| f16pcc | 8 | nag_dsymv Matrix-vector product, real symmetric matrix |
| f16pdc | 8 | nag_dsbmv Matrix-vector product, real symmetric band matrix |
| f16pec | 8 | nag_dspmv Matrix-vector product, real symmetric packed matrix |
| f16pfc | 8 | nag_dtrmv Matrix-vector product, real triangular matrix |
| f16pgc | 8 | nag_dtbmv Matrix-vector product, real triangular band matrix |
| f16phc | 8 | nag_dtpmv Matrix-vector product, real triangular packed matrix |
| f16pjc | 7 | nag_dtrsv System of equations, real triangular matrix |
| f16pkc | 8 | nag_dtbsv System of equations, real triangular band matrix |
| f16plc | 8 | nag_dtpsv System of equations, real triangular packed matrix |
| f16pmc | 8 | nag_dger Rank-1 update, real rectangular matrix |
| f16ppc | 8 | nag_dsyr Rank-1 update, real symmetric matrix |
| f16pqc | 8 | nag_dspr Rank-1 update, real symmetric packed matrix |
| f16prc | 8 | nag_dsyr2 Rank-2 update, real symmetric matrix |
| f16psc | 8 | nag_dspr2 Rank-2 update, real symmetric packed matrix |
| f16qec | 7 | nag_dtr_copy Matrix copy, real triangular matrix |
| f16qfc | 7 | nag_dge_copy Matrix copy, real rectangular matrix |
| f16qgc | 7 | nag_dtr_load Matrix initialization, real triangular matrix |
| f16qhc | 7 | nag_dge_load Matrix initialization, real rectangular matrix |
| f16rac | 7 | nag_dge_norm 1-norm, ∞-norm, Frobenius norm, largest absolute element, real general matrix |
| f16rbc | 7 | nag_dgb_norm 1-norm, ∞-norm, Frobenius norm, largest absolute element, real band matrix |
| f16rcc | 7 | nag_dsy_norm 1-norm, ∞-norm, Frobenius norm, largest absolute element, real symmetric matrix |
| f16rdc | 7 | nag_dsp_norm 1-norm, ∞-norm, Frobenius norm, largest absolute element, real symmetric matrix, packed storage |
| f16rec | 7 | nag_dsb_norm 1-norm, ∞-norm, Frobenius norm, largest absolute element, real symmetric band matrix |
| f16sac | 8 | nag_zgemv Matrix-vector product, complex rectangular matrix |
| f16sbc | 8 | nag_zgbmv Matrix-vector product, complex rectangular band matrix |
| f16scc | 8 | nag_zhemv Matrix-vector product, complex Hermitian matrix |
| f16sdc | 8 | nag_zhbmv Matrix-vector product, complex Hermitian band matrix |
| f16sec | 8 | nag_zhpmv Matrix-vector product, complex Hermitian packed matrix |
| f16sfc | 8 | nag_ztrmv Matrix-vector product, complex triangular matrix |
| f16sgc | 8 | nag_ztbmv Matrix-vector product, complex triangular band matrix |
| f16shc | 8 | nag_ztpmv Matrix-vector product, complex triangular packed matrix |
| f16sjc | 7 | nag_ztrsv System of equations, complex triangular matrix |
| f16skc | 8 | nag_ztbsv System of equations, complex triangular band matrix |
| f16slc | 8 | nag_ztpsv System of equations, complex triangular packed matrix |
| f16smc | 8 | nag_zger Rank-1 update, complex rectangular matrix, unconjugated vector |
| f16spc | 8 | nag_zher Rank-1 update, complex Hermitian matrix |
| f16sqc | 8 | nag_zhpr Rank-1 update, complex Hermitian packed matrix |
| f16src | 8 | nag_zher2 Rank-2 update, complex Hermitian matrix |
| f16ssc | 8 | nag_zhpr2 Rank-2 update, complex Hermitian packed matrix |
| f16tac | 8 | nag_zsymv Matrix-vector product, complex symmetric matrix |
| f16tcc | 8 | nag_zspmv Matrix-vector product, complex symmetric packed matrix |
| f16tec | 7 | nag_ztr_copy Matrix copy, complex triangular matrix |
| f16tfc | 7 | nag_zge_copy Matrix copy, complex rectangular matrix |
| f16tgc | 7 | nag_ztr_load Matrix initialization, complex triangular matrix |
| f16thc | 7 | nag_zge_load Matrix initialization, complex rectangular matrix |
| f16uac | 7 | nag_zge_norm 1-norm, ∞-norm, Frobenius norm, largest absolute element, complex general matrix |
| f16ubc | 7 | nag_zgb_norm 1-norm, ∞-norm, Frobenius norm, largest absolute element, complex band matrix |
| f16ucc | 7 | nag_zhe_norm 1-norm, ∞-norm, Frobenius norm, largest absolute element, complex Hermitian matrix |
| f16udc | 7 | nag_zhp_norm 1-norm, ∞-norm, Frobenius norm, largest absolute element, complex Hermitian matrix, packed storage |
| f16uec | 7 | nag_zhb_norm 1-norm, ∞-norm, Frobenius norm, largest absolute element, complex Hermitian band matrix |
| f16ufc | 7 | nag_zsy_norm 1-norm, ∞-norm, Frobenius norm, largest absolute element, complex symmetric matrix |
| f16ugc | 7 | nag_zsp_norm 1-norm, ∞-norm, Frobenius norm, largest absolute element, complex symmetric matrix, packed storage |
| f16yac | 8 | nag_dgemm Matrix-matrix product, two real rectangular matrices |
| f16ycc | 8 | nag_dsymm Matrix-matrix product, one real symmetric matrix, one real rectangular matrix |
| f16yfc | 8 | nag_dtrmm Matrix-matrix product, one real triangular matrix, one real rectangular matrix |
| f16yjc | 7 | nag_dtrsm Solves a system of equations with multiple right-hand sides, real triangular coefficient matrix |
| f16ypc | 8 | nag_dsyrk Rank-k update of a real symmetric matrix |
| f16yrc | 8 | nag_dsyr2k Rank-2k update of a real symmetric matrix |
| f16zac | 8 | nag_zgemm Matrix-matrix product, two complex rectangular matrices |
| f16zcc | 8 | nag_zhemm Matrix-matrix product, one complex Hermitian matrix, one complex rectangular matrix |
| f16zfc | 8 | nag_ztrmm Matrix-matrix product, one complex triangular matrix, one complex rectangular matrix |
| f16zjc | 7 | nag_ztrsm Solves system of equations with multiple right-hand sides, complex triangular coefficient matrix |
| f16zpc | 8 | nag_zherk Rank-k update of a complex Hermitian matrix |
| f16zrc | 8 | nag_zher2k Rank-2k update of a complex Hermitian matrix |
| f16ztc | 8 | nag_zsymm Matrix-matrix product, one complex symmetric matrix, one complex rectangular matrix |
| f16zuc | 8 | nag_zsyrk Rank-k update of a complex symmetric matrix |
| f16zwc | 8 | nag_zsyr2k Rank-2k update of a complex symmetric matrix |
| Function Name |
Mark of Introduction |
Purpose |
| g01aac | 1 | nag_summary_stats_1var Mean, variance, skewness, kurtosis, etc., one variable, from raw data |
| g01adc | 7 | nag_summary_stats_freq Mean, variance, skewness, kurtosis, etc., one variable, from frequency table |
| g01aec | 6 | nag_frequency_table Frequency table from raw data |
| g01alc | 4 | nag_5pt_summary_stats Five-point summary (median, hinges and extremes) |
| g01amc | 9 | nag_double_quantiles Quantiles of a set of unordered values |
| g01bjc | 4 | nag_binomial_dist Binomial distribution function |
| g01bkc | 4 | nag_poisson_dist Poisson distribution function |
| g01blc | 4 | nag_hypergeom_dist Hypergeometric distribution function |
| g01cec | 1 | nag_deviates_normal_dist Deviate of Normal distribution function Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g01dac | 7 | nag_normal_scores_exact Normal scores, accurate values |
| g01dcc | 7 | nag_normal_scores_var Normal scores, approximate variance-covariance matrix |
| g01ddc | 4 | nag_shapiro_wilk_test Shapiro and Wilk's W test for Normality |
| g01dhc | 4 | nag_ranks_and_scores Ranks, Normal scores, approximate Normal scores or exponential (Savage) scores |
| g01eac | 4 | nag_prob_normal Probabilities for the standard Normal distribution |
| g01ebc | 1 | nag_prob_students_t Probabilities for Student's t-distribution |
| g01ecc | 1 | nag_prob_chi_sq Probabilities for χ2 distribution |
| g01edc | 1 | nag_prob_f_dist Probabilities for F-distribution |
| g01eec | 1 | nag_prob_beta_dist Upper and lower tail probabilities and probability density function for the beta distribution |
| g01efc | 1 | nag_gamma_dist Probabilities for the gamma distribution |
| g01emc | 7 | nag_prob_studentized_range Computes probability for the Studentized range statistic |
| g01epc | 7 | nag_prob_durbin_watson Computes bounds for the significance of a Durbin–Watson statistic |
| g01erc | 7 | nag_prob_von_mises Computes probability for von Mises distribution |
| g01etc | 7 | nag_prob_landau Landau distribution function Φ(λ) |
| g01euc | 7 | nag_prob_vavilov Vavilov distribution function ΦV(λ ; κ,β2) |
| g01eyc | 7 | nag_prob_1_sample_ks Computes probabilities for the one-sample Kolmogorov–Smirnov distribution |
| g01ezc | 7 | nag_prob_2_sample_ks Computes probabilities for the two-sample Kolmogorov–Smirnov distribution |
| g01fac | 4 | nag_deviates_normal Deviates for the Normal distribution |
| g01fbc | 1 | nag_deviates_students_t Deviates for Student's t-distribution |
| g01fcc | 1 | nag_deviates_chi_sq Deviates for the χ2 distribution |
| g01fdc | 1 | nag_deviates_f_dist Deviates for the F-distribution |
| g01fec | 1 | nag_deviates_beta Deviates for the beta distribution |
| g01ffc | 1 | nag_deviates_gamma_dist Deviates for the gamma distribution |
| g01fmc | 7 | nag_deviates_studentized_range Computes deviates for the Studentized range statistic |
| g01ftc | 7 | nag_deviates_landau Landau inverse function Ψ(x) |
| g01gbc | 6 | nag_prob_non_central_students_t Computes probabilities for the non-central Student's t-distribution |
| g01gcc | 6 | nag_prob_non_central_chi_sq Computes probabilities for the non-central χ2 distribution |
| g01gdc | 6 | nag_prob_non_central_f_dist Computes probabilities for the non-central F-distribution |
| g01gec | 6 | nag_prob_non_central_beta_dist Computes probabilities for the non-central beta distribution |
| g01hac | 1 | nag_bivariate_normal_dist Probability for the bivariate Normal distribution |
| g01hbc | 6 | nag_multi_normal Computes probabilities for the multivariate Normal distribution |
| g01jcc | 7 | nag_prob_lin_non_central_chi_sq Computes probability for a positive linear combination of χ2 variables |
| g01jdc | 7 | nag_prob_lin_chi_sq Computes lower tail probability for a linear combination of (central) χ2 variables |
| g01kac | 9 | nag_normal_pdf Calculates the value for the probability density function of the Normal distribution at a chosen point. |
| g01kfc | 9 | nag_gamma_pdf Calculates the value for the probability density function of the γ distribution at a chosen point. |
| g01mbc | 7 | nag_mills_ratio Computes reciprocal of Mills' Ratio |
| g01mtc | 7 | nag_prob_density_landau Landau density function φ(λ) |
| g01muc | 7 | nag_prob_density_vavilov Vavilov density function φV(λ ; κ,β2) |
| g01nac | 7 | nag_moments_quad_form Cumulants and moments of quadratic forms in Normal variables |
| g01nbc | 7 | nag_moments_ratio_quad_forms Moments of ratios of quadratic forms in Normal variables, and related statistics |
| g01ptc | 7 | nag_moment_1_landau Landau first moment function Φ1(x) |
| g01qtc | 7 | nag_moment_2_landau Landau second moment function Φ2(x) |
| g01rtc | 7 | nag_prob_der_landau Landau derivative function φ ′ (λ) |
| g01zuc | 7 | nag_init_vavilov Initialization function for nag_prob_density_vavilov (g01muc) and nag_prob_vavilov (g01euc) |
| Function Name |
Mark of Introduction |
Purpose |
| g02aac | 9 | nag_nearest_correlation Computes the nearest correlation matrix to a real square matrix, using the method of Qi and Sun |
| g02brc | 3 | nag_ken_spe_corr_coeff Kendall and/or Spearman non-parametric rank correlation coefficients, allows variables and observations to be selectively disregarded |
| g02btc | 7 | nag_sum_sqs_update Update a weighted sum of squares matrix with a new observation |
| g02buc | 7 | nag_sum_sqs Computes a weighted sum of squares matrix |
| g02bwc | 7 | nag_cov_to_corr Computes a correlation matrix from a sum of squares matrix |
| g02bxc | 3 | nag_corr_cov Product-moment correlation, unweighted/weighted correlation and covariance matrix, allows variables to be disregarded |
| g02byc | 6 | nag_partial_corr Computes partial correlation/variance-covariance matrix from correlation/variance-covariance matrix computed by nag_corr_cov (g02bxc) |
| g02cac | 3 | nag_simple_linear_regression Simple linear regression with or without a constant term, data may be weighted |
| g02cbc | 3 | nag_regress_confid_interval Simple linear regression confidence intervals for the regression line and individual points |
| g02dac | 1 | nag_regsn_mult_linear Fits a general (multiple) linear regression model |
| g02dcc | 2 | nag_regsn_mult_linear_addrem_obs Add/delete an observation to/from a general linear regression model |
| g02ddc | 2 | nag_regsn_mult_linear_upd_model Estimates of regression parameters from an updated model |
| g02dec | 2 | nag_regsn_mult_linear_add_var Add a new independent variable to a general linear regression model |
| g02dfc | 2 | nag_regsn_mult_linear_delete_var Delete an independent variable from a general linear regression model |
| g02dgc | 1 | nag_regsn_mult_linear_newyvar Fits a general linear regression model to new dependent variable |
| g02dkc | 2 | nag_regsn_mult_linear_tran_model Estimates of parameters of a general linear regression model for given constraints |
| g02dnc | 2 | nag_regsn_mult_linear_est_func Estimate of an estimable function for a general linear regression model |
| g02eac | 7 | nag_all_regsn Computes residual sums of squares for all possible linear regressions for a set of independent variables |
| g02ecc | 7 | nag_cp_stat Calculates R2 and CP values from residual sums of squares |
| g02eec | 7 | nag_step_regsn Fits a linear regression model by forward selection |
| g02efc | 8 | nag_full_step_regsn Stepwise linear regression |
| g02ewc | 8 | nag_full_step_regsn_monit Monitor function for full stepwise regression |
| g02fac | 1 | nag_regsn_std_resid_influence Calculates standardized residuals and influence statistics |
| g02fcc | 7 | nag_durbin_watson_stat Computes Durbin–Watson test statistic |
| g02gac | 4 | nag_glm_normal Fits a generalized linear model with Normal errors |
| g02gbc | 4 | nag_glm_binomial Fits a generalized linear model with binomial errors |
| g02gcc | 4 | nag_glm_poisson Fits a generalized linear model with Poisson errors |
| g02gdc | 4 | nag_glm_gamma Fits a generalized linear model with gamma errors |
| g02gkc | 4 | nag_glm_tran_model Estimates and standard errors of parameters of a general linear model for given constraints |
| g02gnc | 4 | nag_glm_est_func Estimable function and the standard error of a generalized linear model |
| g02gpc | 9 | nag_glm_predict Computes a predicted value and its associated standard error based on a previously fitted generalized linear model. |
| g02hac | 4 | nag_robust_m_regsn_estim Robust regression, standard M-estimates |
| g02hbc | 7 | nag_robust_m_regsn_wts Robust regression, compute weights for use with nag_robust_m_regsn_user_fn (g02hdc) |
| g02hdc | 7 | nag_robust_m_regsn_user_fn Robust regression, compute regression with user-supplied functions and weights |
| g02hfc | 7 | nag_robust_m_regsn_param_var Robust regression, variance-covariance matrix following nag_robust_m_regsn_user_fn (g02hdc) |
| g02hkc | 4 | nag_robust_corr_estim Robust estimation of a correlation matrix, Huber's weight function |
| g02hlc | 7 | nag_robust_m_corr_user_fn Calculates a robust estimation of a correlation matrix, user-supplied weight function plus derivatives |
| g02hmc | 7 | nag_robust_m_corr_user_fn_no_derr Calculates a robust estimation of a correlation matrix, user-supplied weight function |
| g02jac | 8 | nag_reml_mixed_regsn Linear mixed effects regression using Restricted Maximum Likelihood (REML) |
| g02jbc | 8 | nag_ml_mixed_regsn Linear mixed effects regression using Maximum Likelihood (ML) |
| g02jcc | 9 | nag_hier_mixed_init Hierarchical mixed effects regression, initialization |
| g02jdc | 9 | nag_reml_hier_mixed_regsn Hierarchical mixed effects regression using restricted maximum likelihood |
| g02jec | 9 | nag_ml_hier_mixed_regsn Hierarchical mixed effects regression using maximum likelihood |
| g02kac | 9 | nag_regsn_ridge_opt Ridge regression, optimizing a ridge regression parameter |
| g02kbc | 9 | nag_regsn_ridge Ridge regression using a number of supplied ridge regression parameters |
| g02lac | 9 | nag_pls_orth_scores_svd Partial least-squares (PLS) regression using singular value decomposition |
| g02lbc | 9 | nag_pls_orth_scores_wold Partial least-squares (PLS) regression using Wold's iterative method |
| g02lcc | 9 | nag_pls_orth_scores_fit PLS parameter estimates following partial least-squares regression by nag_pls_orth_scores_svd (g02lac) or nag_pls_orth_scores_wold (g02lbc) |
| g02ldc | 9 | nag_pls_orth_scores_pred PLS predictions based on parameter estimates from nag_pls_orth_scores_fit (g02lcc) |
| Function Name |
Mark of Introduction |
Purpose |
| g03aac | 5 | nag_mv_prin_comp Principal component analysis |
| g03acc | 5 | nag_mv_canon_var Canonical variate analysis |
| g03adc | 5 | nag_mv_canon_corr Canonical correlation analysis |
| g03bac | 5 | nag_mv_orthomax Orthogonal rotations for loading matrix |
| g03bcc | 5 | nag_mv_procustes Procrustes rotations |
| g03bdc | 9 | nag_mv_promax ProMax rotations |
| g03cac | 5 | nag_mv_factor Maximum likelihood estimates of parameters |
| g03ccc | 5 | nag_mv_fac_score Factor score coefficients, following nag_mv_factor (g03cac) |
| g03dac | 5 | nag_mv_discrim Test for equality of within-group covariance matrices |
| g03dbc | 5 | nag_mv_discrim_mahaldist Mahalanobis squared distances, following nag_mv_discrim (g03dac) |
| g03dcc | 5 | nag_mv_discrim_group Allocates observations to groups, following nag_mv_discrim (g03dac) |
| g03eac | 5 | nag_mv_distance_mat Compute distance (dissimilarity) matrix |
| g03ecc | 5 | nag_mv_hierar_cluster_analysis Hierarchical cluster analysis |
| g03efc | 5 | nag_mv_kmeans_cluster_analysis K-means |
| g03ehc | 5 | nag_mv_dendrogram Construct dendogram following nag_mv_hierar_cluster_analysis (g03ecc) |
| g03ejc | 5 | nag_mv_cluster_indicator Construct clusters following nag_mv_hierar_cluster_analysis (g03ecc) |
| g03fac | 5 | nag_mv_prin_coord_analysis Principal coordinate analysis |
| g03fcc | 5 | nag_mv_ordinal_multidimscale Multidimensional scaling |
| g03xzc | 5 | nag_mv_dend_free Frees memory allocated to the dendrogram array in nag_mv_dendrogram (g03ehc) |
| g03zac | 5 | nag_mv_z_scores Standardize values of a data matrix |
| Function Name |
Mark of Introduction |
Purpose |
| g04bbc | 5 | nag_anova_random General block design or completely randomized design |
| g04bcc | 6 | nag_anova_row_col Analysis of variance, general row and column design, treatment means and standard errors |
| g04cac | 5 | nag_anova_factorial Complete factorial design |
| g04czc | 5 | nag_anova_factorial_free Memory freeing function for nag_anova_factorial (g04cac) |
| g04dbc | 6 | nag_anova_confid_interval Computes confidence intervals for differences between means computed by nag_anova_random (g04bbc) or nag_anova_row_col (g04bcc) |
| g04eac | 6 | nag_dummy_vars Computes orthogonal polynomials or dummy variables for factor/classification variable |
| Function Name |
Mark of Introduction |
Purpose |
| g05cac | 1 | nag_random_continuous_uniform Pseudorandom real numbers, uniform distribution over (0,1) Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05cbc | 1 | nag_random_init_repeatable Initialize random number generating functions to give repeatable sequence Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05ccc | 1 | nag_random_init_nonrepeatable Initialize random number generating functions to give non-repeatable sequence Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05cfc | 1 | nag_save_random_state Save state of random number generating functions Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05cgc | 1 | nag_restore_random_state Restore state of random number generating functions Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05dac | 1 | nag_random_continuous_uniform_ab Pseudorandom real numbers, uniform distribution over (a,b) Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05dbc | 1 | nag_random_exp Pseudorandom real numbers, (negative) exponential distribution Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05ddc | 1 | nag_random_normal Pseudorandom real numbers, Normal distribution Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05dyc | 1 | nag_random_discrete_uniform Pseudorandom integer from uniform distribution Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05eac | 2 | nag_ref_vec_multi_normal Set up reference vector for multivariate Normal distribution Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05ecc | 2 | nag_ref_vec_poisson Set up reference vector for generating pseudorandom integers, Poisson distribution Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05edc | 2 | nag_ref_vec_binomial Set up reference vector for generating pseudorandom integers, binomial distribution Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05ehc | 3 | nag_ran_permut_vec Pseudorandom permutation of an integer vector Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05ejc | 3 | nag_ran_sample_vec pseudorandom sample without replacement from an integer vector Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05exc | 2 | nag_ref_vec_discrete_pdf_cdf Set up reference vector from supplied cumulative distribution function or probability distribution function Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05eyc | 2 | nag_return_discrete Pseudorandom integer from reference vector Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05ezc | 2 | nag_return_multi_normal Pseudorandom multivariate Normal vector from reference vector Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05fec | 2 | nag_random_beta pseudorandom real numbers from the beta distribution Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05ffc | 2 | nag_random_gamma pseudorandom real numbers from the gamma distribution Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05hac | 3 | nag_arma_time_series ARMA time series of n terms Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05hkc | 6 | nag_generate_agarchI Univariate time series, generate n terms of either a symmetric GARCH process or a GARCH process with asymmetry of the form (εt - 1 + γ)2 Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05hlc | 6 | nag_generate_agarchII Univariate time series, generate n terms of a GARCH process with asymmetry of the form (|εt - 1| + γεt - 1)2 Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05hmc | 6 | nag_generate_garchGJR Univariate time series, generate n terms of an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05kac | 7 | nag_rngs_basic Pseudorandom real numbers, uniform distribution over (0,1), seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05kbc | 7 | nag_rngs_init_repeatable Initialize seeds of a given generator for random number generating functions (that pass seeds explicitly) to give a repeatable sequence Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05kcc | 7 | nag_rngs_init_nonrepeatable Initialize seeds of a given generator for random number generating functions (that pass seeds expicitly) to give non-repeatable sequence Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05kec | 7 | nag_rngs_logical Pseudorandom logical (boolean) value, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05kfc | 9 | nag_rand_init_repeatable Initializes a pseudorandom number generator to give a repeatable sequence |
| g05kgc | 9 | nag_rand_init_nonrepeatable Initializes a pseudorandom number generator to give a non-repeatable sequence |
| g05khc | 9 | nag_rand_leap_frog Primes a pseudorandom number generator for generating multiple streams using leap-frog |
| g05kjc | 9 | nag_rand_skip_ahead Primes a pseudorandom number generator for generating multiple streams using skip-ahead |
| g05lac | 7 | nag_rngs_normal Generates a vector of random numbers from a Normal distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05lbc | 7 | nag_rngs_students_t Generates a vector of random numbers from a Student's t-distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05lcc | 7 | nag_rngs_chi_sq Generates a vector of random numbers from a χ2 distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05ldc | 7 | nag_rngs_f Generates a vector of random numbers from an F-distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05lec | 7 | nag_rngs_beta Generates a vector of random numbers from a β distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05lfc | 7 | nag_rngs_gamma Generates a vector of random numbers from a γ distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05lgc | 7 | nag_rngs_uniform Generates a vector of random numbers from a uniform distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05lhc | 7 | nag_rngs_triangular Generates a vector of random numbers from a triangular distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05ljc | 7 | nag_rngs_exp Generates a vector of random numbers from an exponential distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05lkc | 7 | nag_rngs_lognormal Generates a vector of random numbers from a log-normal distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05llc | 7 | nag_rngs_cauchy Generates a vector of random numbers from a Cauchy distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05lmc | 7 | nag_rngs_weibull Generates a vector of random numbers from a Weibull distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05lnc | 7 | nag_rngs_logistic Generates a vector of random numbers from a logistic distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05lpc | 7 | nag_rngs_von_mises Generates a vector of random numbers from a von Mises distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05lqc | 7 | nag_rngs_exp_mix Generates a vector of random numbers from an exponential mixture distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05lxc | 8 | nag_rngs_matrix_multi_students_t Generates a matrix of random numbers from a multivariate Student's t-distribution, seeds and generator passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05lyc | 8 | nag_rgsn_matrix_multi_normal Generates a matrix of random numbers from a multivariate Normal distribution, seeds and generator passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05lzc | 7 | nag_rngs_multi_normal Generates a vector of random numbers from a multivariate Normal distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05mac | 7 | nag_rngs_discrete_uniform Generates a vector of random integers from a uniform distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05mbc | 7 | nag_rngs_geom Generates a vector of random integers from a geometric distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05mcc | 7 | nag_rngs_neg_bin Generates a vector of random integers from a negative binomial distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05mdc | 7 | nag_rngs_logarithmic Generates a vector of random integers from a logarithmic distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05mec | 7 | nag_rngs_compd_poisson Generates a vector of random integers from a Poisson distribution with varying mean, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05mjc | 7 | nag_rngs_binomial Generates a vector of random integers from a binomial distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05mkc | 7 | nag_rngs_poisson Generates a vector of random integers from a Poisson distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05mlc | 7 | nag_rngs_hypergeometric Generates a vector of random integers from a hypergeometric distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05mrc | 7 | nag_rngs_gen_multinomial Generates a vector of random integers from a multinomial distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05mzc | 7 | nag_rngs_gen_discrete Generates a vector of random integers from a general discrete distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05nac | 7 | nag_rngs_permute Pseudorandom permutation of an integer vector Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05nbc | 7 | nag_rngs_sample Pseudorandom sample from an integer vector Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05ncc | 9 | nag_rand_permute Pseudorandom permutation of an integer vector |
| g05ndc | 9 | nag_rand_sample Pseudorandom sample from an integer vector |
| g05pac | 7 | nag_rngs_arma_time_series Generates a realization of a time series from an ARMA model Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05pcc | 7 | nag_rngs_varma_time_series Generates a realization of a multivariate time series from a VARMA model Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05pdc | 9 | nag_rand_agarchI Generates a realization of a time series from a GARCH process with asymmetry of the form (εt - 1 + γ)2 |
| g05pec | 9 | nag_rand_agarchII Generates a realization of a time series from a GARCH process with asymmetry of the form (|εt - 1| + γεt - 1)2 |
| g05pfc | 9 | nag_rand_garchGJR Generates a realization of a time series from an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process |
| g05pgc | 9 | nag_rand_egarch Generates a realization of a time series from an exponential GARCH (EGARCH) process |
| g05phc | 9 | nag_rand_arma Generates a realization of a time series from an ARMA model |
| g05pjc | 9 | nag_rand_varma Generates a realization of a multivariate time series from a VARMA model |
| g05pmc | 9 | nag_rand_exp_smooth Generates a realization of a time series from an exponential smoothing model |
| g05pxc | 9 | nag_rand_orthog_matrix Generates a random orthogonal matrix |
| g05pyc | 9 | nag_rand_corr_matrix Generates a random correlation matrix |
| g05pzc | 9 | nag_rand_2_way_table Generates a random two-way table |
| g05qac | 7 | nag_rngs_orthog_matrix Computes a random orthogonal matrix Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05qbc | 7 | nag_rngs_corr_matrix Computes a random correlation matrix Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05qdc | 7 | nag_rngs_2_way_table Generates a random table matrix Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05rac | 8 | nag_rngs_copula_normal Generates a matrix of random numbers from a Gaussian copula, seeds and generator passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05rbc | 8 | nag_rngs_copula_students_t Generates a matrix of random numbers from a Student's t-copula, seeds and generator passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05rcc | 9 | nag_rand_copula_students_t Generates a matrix of pseudorandom numbers from a Student's t-copula |
| g05rdc | 9 | nag_rand_copula_normal Generates a matrix of pseudorandom numbers from a Gaussian copula |
| g05rec | 9 | nag_rand_bivariate_copula_clayton Generates a matrix of pseudorandom numbers from a bivariate Clayton/Cook–Johnson copula |
| g05rfc | 9 | nag_rand_bivariate_copula_frank Generates a matrix of pseudorandom numbers from a bivariate Frank copula |
| g05rgc | 9 | nag_rand_bivariate_copula_plackett Generates a matrix of pseudorandom numbers from a bivariate Plackett copula |
| g05rhc | 9 | nag_rand_copula_clayton Generates a matrix of pseudorandom numbers from a multivariate Clayton/Cook–Johnson copula |
| g05rjc | 9 | nag_rand_copula_frank Generates a matrix of pseudorandom numbers from a multivariate Frank copula |
| g05rkc | 9 | nag_rand_copula_gumbel Generates a matrix of pseudorandom numbers from a Gumbel–Hougaard copula |
| g05ryc | 9 | nag_rand_matrix_multi_students_t Generates a matrix of pseudorandom numbers from a multivariate Student's t-distribution |
| g05rzc | 9 | nag_rand_matrix_multi_normal Generates a matrix of pseudorandom numbers from a multivariate Normal distribution |
| g05sac | 9 | nag_rand_basic Generates a vector of pseudorandom numbers from a uniform distribution over (0,1] |
| g05sbc | 9 | nag_rand_beta Generates a vector of pseudorandom numbers from a beta distribution |
| g05scc | 9 | nag_rand_cauchy Generates a vector of pseudorandom numbers from a Cauchy distribution |
| g05sdc | 9 | nag_rand_chi_sq Generates a vector of pseudorandom numbers from a χ2 distribution |
| g05sec | 9 | nag_rand_dirichlet Generates a vector of pseudorandom numbers from a Dirichlet distribution |
| g05sfc | 9 | nag_rand_exp Generates a vector of pseudorandom numbers from an exponential distribution |
| g05sgc | 9 | nag_rand_exp_mix Generates a vector of pseudorandom numbers from an exponential mix distribution |
| g05shc | 9 | nag_rand_f Generates a vector of pseudorandom numbers from an F-distribution |
| g05sjc | 9 | nag_rand_gamma Generates a vector of pseudorandom numbers from a gamma distribution |
| g05skc | 9 | nag_rand_normal Generates a vector of pseudorandom numbers from a Normal distribution |
| g05slc | 9 | nag_rand_logistic Generates a vector of pseudorandom numbers from a logistic distribution |
| g05smc | 9 | nag_rand_lognormal Generates a vector of pseudorandom numbers from a log-normal distribution |
| g05snc | 9 | nag_rand_students_t Generates a vector of pseudorandom numbers from a Student's t-distribution |
| g05spc | 9 | nag_rand_triangular Generates a vector of pseudorandom numbers from a triangular distribution |
| g05sqc | 9 | nag_rand_uniform Generates a vector of pseudorandom numbers from a uniform distribution over [a,b] |
| g05src | 9 | nag_rand_von_mises Generates a vector of pseudorandom numbers from a von Mises distribution |
| g05ssc | 9 | nag_rand_weibull Generates a vector of pseudorandom numbers from a Weibull distribution |
| g05tac | 9 | nag_rand_binomial Generates a vector of pseudorandom integers from a binomial distribution |
| g05tbc | 9 | nag_rand_logical Generates a vector of pseudorandom logical values |
| g05tcc | 9 | nag_rand_geom Generates a vector of pseudorandom integers from a geometric distribution |
| g05tdc | 9 | nag_rand_gen_discrete Generates a vector of pseudorandom integers from a general discrete distribution |
| g05tec | 9 | nag_rand_hypergeometric Generates a vector of pseudorandom integers from a hypergeometric distribution |
| g05tfc | 9 | nag_rand_logarithmic Generates a vector of pseudorandom integers from a logarithmic distribution |
| g05tgc | 9 | nag_rand_gen_multinomial Generates a vector of pseudorandom integers from a multinomial distribution |
| g05thc | 9 | nag_rand_neg_bin Generates a vector of pseudorandom integers from a negative binomial distribution |
| g05tjc | 9 | nag_rand_poisson Generates a vector of pseudorandom integers from a Poisson distribution |
| g05tkc | 9 | nag_rand_compd_poisson Generates a vector of pseudorandom integers from a Poisson distribution with varying mean |
| g05tlc | 9 | nag_rand_discrete_uniform Generates a vector of pseudorandom integers from a uniform distribution |
| g05yac | 7 | nag_quasi_random_uniform Multi-dimensional quasi-random number generator with a uniform probability distribution Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05ybc | 7 | nag_quasi_random_normal Multi-dimensional quasi-random number generator with a Gaussian or log-normal probability distribution Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| g05yjc | 9 | nag_quasi_rand_normal Generates a Normal quasi-random number sequence |
| g05ykc | 9 | nag_quasi_rand_lognormal Generates a log-normal quasi-random number sequence |
| g05ylc | 9 | nag_quasi_init Initializes a quasi-random number generator |
| g05ymc | 9 | nag_quasi_rand_uniform Generates a uniform quasi-random number sequence |
| g05ync | 9 | nag_quasi_init_scrambled Initializes a scrambled quasi-random number generator |
| Function Name |
Mark of Introduction |
Purpose |
| g07aac | 7 | nag_binomial_ci Computes confidence interval for the parameter of a binomial distribution |
| g07abc | 7 | nag_poisson_ci Computes confidence interval for the parameter of a Poisson distribution |
| g07bbc | 7 | nag_censored_normal Computes maximum likelihood estimates for parameters of the Normal distribution from grouped and/or censored data |
| g07bec | 7 | nag_estim_weibull Computes maximum likelihood estimates for parameters of the Weibull distribution |
| g07bfc | 9 | nag_estim_gen_pareto Estimates parameter values of the generalized Pareto distribution |
| g07cac | 4 | nag_2_sample_t_test Computes t-test statistic for a difference in means between two Normal populations, confidence interval |
| g07dac | 3 | nag_median_1var Robust estimation, median, median absolute deviation, robust standard deviation |
| g07dbc | 4 | nag_robust_m_estim_1var Robust estimation, M-estimates for location and scale parameters, standard weight functions |
| g07dcc | 7 | nag_robust_m_estim_1var_usr Robust estimation, M-estimates for location and scale parameters, user-defined weight functions |
| g07ddc | 4 | nag_robust_trimmed_1var Trimmed and winsorized mean of a sample with estimates of the variances of the two means |
| g07eac | 7 | nag_rank_ci_1var Robust confidence intervals, one-sample |
| g07ebc | 7 | nag_rank_ci_2var Robust confidence intervals, two-sample |
| Function Name |
Mark of Introduction |
Purpose |
| g08aac | 6 | nag_sign_test Sign test on two paired samples |
| g08acc | 6 | nag_median_test Median test on two samples of unequal size |
| g08aec | 6 | nag_friedman_test Friedman two-way analysis of variance on k matched samples |
| g08afc | 6 | nag_kruskal_wallis_test Kruskal–Wallis one-way analysis of variance on k samples of unequal size |
| g08agc | 6 | nag_wilcoxon_test Performs the Wilcoxon one-sample (matched pairs) signed rank test |
| g08amc | 6 | nag_mann_whitney Performs the Mann–Whitney U test on two independent samples |
| g08cbc | 6 | nag_1_sample_ks_test Performs the one-sample Kolmogorov–Smirnov test for standard distributions |
| g08cdc | 6 | nag_2_sample_ks_test Performs the two-sample Kolmogorov–Smirnov test |
| g08cgc | 6 | nag_chi_sq_goodness_of_fit_test Performs the χ2 goodness of fit test, for standard continuous distributions |
| g08eac | 6 | nag_runs_test Performs the runs up or runs down test for randomness |
| g08ebc | 6 | nag_pairs_test Performs the pairs (serial) test for randomness |
| g08ecc | 6 | nag_triplets_test Performs the triplets test for randomness |
| g08edc | 6 | nag_gaps_test Performs the gaps test for randomness |
| g08rac | 7 | nag_rank_regsn Regression using ranks, uncensored data |
| g08rbc | 7 | nag_rank_regsn_censored Regression using ranks, right-censored data |
| Function Name |
Mark of Introduction |
Purpose |
| g10abc | 6 | nag_smooth_spline_fit Fit cubic smoothing spline, smoothing parameter given |
| g10acc | 6 | nag_smooth_spline_estim Fit cubic smoothing spline, smoothing parameter estimated |
| g10bac | 6 | nag_kernel_density_estim Kernel density estimate using Gaussian kernel |
| g10cac | 3 | nag_running_median_smoother Compute smoothed data sequence using running median smoothers |
| g10zac | 6 | nag_order_data Reorder data to give ordered distinct observations |
| Function Name |
Mark of Introduction |
Purpose |
| g11aac | 4 | nag_chi_sq_2_way_table χ2 statistics for two-way contingency table |
| g11bac | 6 | nag_tabulate_stats Computes multiway table from set of classification factors using selected statistic |
| g11bbc | 6 | nag_tabulate_percentile Computes multiway table from set of classification factors using given percentile/quantile |
| g11bcc | 7 | nag_tabulate_margin Computes marginal tables for multiway table computed by nag_tabulate_stats (g11bac) or nag_tabulate_percentile (g11bbc) |
| g11cac | 7 | nag_condl_logistic Returns parameter estimates for the conditional analysis of stratified data |
| g11sac | 7 | nag_binary_factor Contingency table, latent variable model for binary data |
| g11sbc | 7 | nag_binary_factor_service Frequency count for nag_binary_factor (g11sac) |
| Function Name |
Mark of Introduction |
Purpose |
| g12aac | 4 | nag_prod_limit_surviv_fn Computes Kaplan–Meier (product-limit) estimates of survival probabilities |
| g12bac | 6 | nag_surviv_cox_model Fits Cox's proportional hazard model |
| g12zac | 7 | nag_surviv_risk_sets Creates the risk sets associated with the Cox proportional hazards model for fixed covariates |
| Function Name |
Mark of Introduction |
Purpose |
| g13aac | 7 | nag_tsa_diff Univariate time series, seasonal and non-seasonal differencing |
| g13abc | 2 | nag_tsa_auto_corr Sample autocorrelation function |
| g13acc | 2 | nag_tsa_auto_corr_part Partial autocorrelation function |
| g13amc | 9 | nag_tsa_exp_smooth Univariate time series, exponential smoothing |
| g13asc | 6 | nag_tsa_resid_corr Univariate time series, diagnostic checking of residuals, following nag_tsa_multi_inp_model_estim (g13bec) |
| g13auc | 7 | nag_tsa_mean_range Computes quantities needed for range-mean or standard deviation-mean plot |
| g13bac | 7 | nag_tsa_arma_filter Multivariate time series, filtering (pre-whitening) by an ARIMA model |
| g13bbc | 7 | nag_tsa_transf_filter Multivariate time series, filtering by a transfer function model |
| g13bcc | 7 | nag_tsa_cross_corr Multivariate time series, cross-correlations |
| g13bdc | 7 | nag_tsa_transf_prelim_fit Multivariate time series, preliminary estimation of transfer function model |
| g13bec | 2 | nag_tsa_multi_inp_model_estim Estimation for time series models |
| g13bgc | 8 | nag_tsa_multi_inp_update Multivariate time series, update state set for forecasting from multi-input model |
| g13bjc | 2 | nag_tsa_multi_inp_model_forecast Forecasting function |
| g13bxc | 2 | nag_tsa_options_init Initialization function for option setting |
| g13byc | 2 | nag_tsa_transf_orders Allocates memory to transfer function model orders |
| g13bzc | 2 | nag_tsa_trans_free Freeing function for the structure holding the transfer function model orders |
| g13cac | 7 | nag_tsa_spectrum_univar_cov Univariate time series, smoothed sample spectrum using rectangular, Bartlett, Tukey or Parzen lag window |
| g13cbc | 4 | nag_tsa_spectrum_univar Univariate time series, smoothed sample spectrum using spectral smoothing by the trapezium frequency (Daniell) window |
| g13ccc | 7 | nag_tsa_spectrum_bivar_cov Multivariate time series, smoothed sample cross spectrum using rectangular, Bartlett, Tukey or Parzen lag window |
| g13cdc | 4 | nag_tsa_spectrum_bivar Multivariate time series, smoothed sample cross spectrum using spectral smoothing by the trapezium frequency (Daniell) window |
| g13cec | 4 | nag_tsa_cross_spectrum_bivar Multivariate time series, cross amplitude spectrum, squared coherency, bounds, univariate and bivariate (cross) spectra |
| g13cfc | 4 | nag_tsa_gain_phase_bivar Multivariate time series, gain, phase, bounds, univariate and bivariate (cross) spectra |
| g13cgc | 4 | nag_tsa_noise_spectrum_bivar Multivariate time series, noise spectrum, bounds, impulse response function and its standard error |
| g13dbc | 7 | nag_tsa_multi_auto_corr_part Multivariate time series, multiple squared partial autocorrelations |
| g13ddc | 8 | nag_tsa_varma_estimate Multivariate time series, estimation of VARMA model |
| g13djc | 8 | nag_tsa_varma_forecast Multivariate time series, forecasts and their standard errors |
| g13dkc | 8 | nag_tsa_varma_update Multivariate time series, updates forecasts and their standard errors |
| g13dlc | 7 | nag_tsa_multi_diff Multivariate time series, differences and/or transforms |
| g13dmc | 7 | nag_tsa_multi_cross_corr Multivariate time series, sample cross-correlation or cross-covariance matrices |
| g13dnc | 7 | nag_tsa_multi_part_lag_corr Multivariate time series, sample partial lag correlation matrices, χ2 statistics and significance levels |
| g13dpc | 7 | nag_tsa_multi_part_regsn Multivariate time series, partial autoregression matrices |
| g13dsc | 8 | nag_tsa_varma_diagnostic Multivariate time series, diagnostic checking of residuals, following nag_tsa_varma_estimate (g13ddc) |
| g13dxc | 7 | nag_tsa_arma_roots Calculates the zeros of a vector autoregressive (or moving average) operator |
| g13eac | 3 | nag_kalman_sqrt_filt_cov_var One iteration step of the time-varying Kalman filter recursion using the square root covariance implementation |
| g13ebc | 3 | nag_kalman_sqrt_filt_cov_invar One iteration step of the time-invariant Kalman filter recursion using the square root covariance implementation with (A,C) in lower observer Hessenberg form |
| g13ecc | 3 | nag_kalman_sqrt_filt_info_var One iteration step of the time-varying Kalman filter recursion using the square root information implementation |
| g13edc | 3 | nag_kalman_sqrt_filt_info_invar One iteration step of the time-invariant Kalman filter recursion using the square root information implementation with (A - 1,A - 1B) in upper controller Hessenberg form |
| g13ewc | 3 | nag_trans_hessenberg_observer Unitary state-space transformation to reduce (A,C) to lower or upper observer Hessenberg form |
| g13exc | 3 | nag_trans_hessenberg_controller Unitary state-space transformation to reduce (B,A) to lower or upper controller Hessenberg form |
| g13fac | 6 | nag_estimate_agarchI Univariate time series, parameter estimation for either a symmetric GARCH process or a GARCH process with asymmetry of the form (εt - 1 + γ)2 |
| g13fbc | 6 | nag_forecast_agarchI Univariate time series, forecast function for either a symmetric GARCH process or a GARCH process with asymmetry of the form (εt - 1 + γ)2 |
| g13fcc | 6 | nag_estimate_agarchII Univariate time series, parameter estimation for a GARCH process with asymmetry of the form (|εt - 1| + γεt - 1)2 |
| g13fdc | 6 | nag_forecast_agarchII Univariate time series, forecast function for a GARCH process with asymmetry of the form (|εt - 1| + γεt - 1)2 |
| g13fec | 6 | nag_estimate_garchGJR Univariate time series, parameter estimation for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process |
| g13ffc | 6 | nag_forecast_garchGJR Univariate time series, forecast function for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process |
| g13xzc | 2 | nag_tsa_free Freeing function for use with g13 option setting |
| Function Name |
Mark of Introduction |
Purpose |
| h02bbc | 5 | nag_ip_bb Solves integer programming problems using a branch and bound method |
| h02buc | 5 | nag_ip_mps_read Read MPSX data for IP, LP or QP problem from a file |
| h02bvc | 5 | nag_ip_mps_free Free memory allocated by nag_ip_mps_read (h02buc) |
| h02xxc | 5 | nag_ip_init Initialize option structure to null values |
| h02xyc | 5 | nag_ip_read Read optional argument values from a file |
| h02xzc | 5 | nag_ip_free Free NAG allocated memory from option structures |
| h03abc | 3 | nag_transport Classical transportation algorithm |
| Function Name |
Mark of Introduction |
Purpose |
| m01cac | 1 | nag_double_sort Quicksort of set of values of data type double |
| m01csc | 1 | nag_quicksort Quicksort of set of values of arbitrary data type |
| m01ctc | 1 | nag_stable_sort Stable sort of set of values of arbitrary data type |
| m01cuc | 1 | nag_chain_sort Chain sort of linked list |
| m01dsc | 1 | nag_rank_sort Rank sort of set of values of arbitrary data type |
| m01esc | 1 | nag_reorder_vector Reorders set of values of arbitrary data type into the order specified by a set of indices |
| m01fsc | 1 | nag_search_vector Searches a vector for either the first or last match to a given value |
| m01nac | 9 | nag_search_double Binary search in set of real numbers |
| m01nbc | 9 | nag_search_int Binary search in set of integer numbers |
| m01ncc | 9 | nag_search_char Binary search in set of character data |
| m01zac | 1 | nag_make_indices Inverts a permutation converting a rank vector to an index vector or vice versa |
| Function Name |
Mark of Introduction |
Purpose |
| s01bac | 7 | nag_shifted_log ln(1 + x) |
| s10aac | 1 | nag_tanh Hyperbolic tangent, tanh x |
| s10abc | 1 | nag_sinh Hyperbolic sine, sinh x |
| s10acc | 1 | nag_cosh Hyperbolic cosine, cosh x |
| s11aac | 1 | nag_arctanh Inverse hyperbolic tangent, arctanh x |
| s11abc | 1 | nag_arcsinh Inverse hyperbolic sine, arcsinh x |
| s11acc | 1 | nag_arccosh Inverse hyperbolic cosine, arccosh x |
| s13aac | 1 | nag_exp_integral Exponential integral E1(x) |
| s13acc | 1 | nag_cos_integral Cosine integral Ci(x) |
| s13adc | 1 | nag_sin_integral Sine integral Si(x) |
| s14aac | 1 | nag_gamma Gamma function Γ(x) |
| s14abc | 1 | nag_log_gamma Log gamma function ln(Γ(x)) |
| s14acc | 7 | nag_polygamma_fun ψ(x) - lnx |
| s14adc | 7 | nag_polygamma_deriv Scaled derivatives of ψ(x) |
| s14aec | 6 | nag_real_polygamma Derivative of the psi function ψ(x) |
| s14afc | 6 | nag_complex_polygamma Derivative of the psi function ψ(z) |
| s14agc | 7 | nag_complex_log_gamma Logarithm of the gamma function lnΓ(z) |
| s14ahc | 9 | nag_scaled_log_gamma Scaled log gamma function lnG(x), where G(x) = γ(x + 1) / (x / e) |
| s14bac | 1 | nag_incomplete_gamma Incomplete gamma functions P(a,x) and Q(a,x) |
| s15abc | 1 | nag_cumul_normal Cumulative Normal distribution function P(x) |
| s15acc | 1 | nag_cumul_normal_complem Complement of cumulative Normal distribution function Q(x) |
| s15adc | 1 | nag_erfc Complement of error function erfc(x) |
| s15aec | 1 | nag_erf Error function erf(x) |
| s15afc | 7 | nag_dawson Dawson's integral |
| s15agc | 9 | nag_erfcx Scaled complement of error function, erfcx(x) |
| s15ddc | 7 | nag_complex_erfc Scaled complex complement of error function, exp( - z2)erfc( - iz) |
| s17acc | 1 | nag_bessel_y0 Bessel function Y0(x) |
| s17adc | 1 | nag_bessel_y1 Bessel function Y1(x) |
| s17aec | 1 | nag_bessel_j0 Bessel function J0(x) |
| s17afc | 1 | nag_bessel_j1 Bessel function J1(x) |
| s17agc | 1 | nag_airy_ai Airy function Ai(x) |
| s17ahc | 1 | nag_airy_bi Airy function Bi(x) |
| s17ajc | 1 | nag_airy_ai_deriv Airy function Ai ′ (x) |
| s17akc | 1 | nag_airy_bi_deriv Airy function Bi ′ (x) |
| s17alc | 6 | nag_bessel_zeros Zeros of Bessel functions Jα(x), Jα ′ (x), Yα(x) or Yα ′ (x) |
| s17dcc | 7 | nag_complex_bessel_y Bessel functions Yν + a(z), reala ≥ 0, complex z, ν = 0,1,2, … |
| s17dec | 7 | nag_complex_bessel_j Bessel functions Jν + a(z), reala ≥ 0, complex z, ν = 0,1,2, … |
| s17dgc | 7 | nag_complex_airy_ai Airy functions Ai(z) and Ai ′ (z), complex z |
| s17dhc | 7 | nag_complex_airy_bi Airy functions Bi(z) and Bi ′ (z), complex z |
| s17dlc | 7 | nag_complex_hankel Hankel functions Hν + a(j)(z), j = 1,2, reala ≥ 0, complex z, ν=0,1,2, … |
| s18acc | 1 | nag_bessel_k0 Modified Bessel function K0(x) |
| s18adc | 1 | nag_bessel_k1 Modified Bessel function K1(x) |
| s18aec | 1 | nag_bessel_i0 Modified Bessel function I0(x) |
| s18afc | 1 | nag_bessel_i1 Modified Bessel function I1(x) |
| s18ccc | 2 | nag_bessel_k0_scaled Scaled modified Bessel function exK0(x) |
| s18cdc | 2 | nag_bessel_k1_scaled Scaled modified Bessel function exK1(x) |
| s18cec | 2 | nag_bessel_i0_scaled Scaled modified Bessel function e - |x|I0(x) |
| s18cfc | 2 | nag_bessel_i1_scaled Scaled modified Bessel function e - |x|I1(x) |
| s18dcc | 7 | nag_complex_bessel_k Modified Bessel functions Kν + a(z), reala ≥ 0, complex z, ν = 0,1,2, … |
| s18dec | 7 | nag_complex_bessel_i Modified Bessel functions Iν + a(z), reala ≥ 0, complex z, ν = 0,1,2, … |
| s18ecc | 6 | nag_bessel_i_nu_scaled Scaled modified Bessel function e - xIν / 4(x) |
| s18edc | 6 | nag_bessel_k_nu_scaled Scaled modified Bessel function exKν / 4(x) |
| s18eec | 6 | nag_bessel_i_nu Modified Bessel function Iν / 4(x) |
| s18efc | 6 | nag_bessel_k_nu Modified Bessel function Kν / 4(x) |
| s18egc | 6 | nag_bessel_k_alpha Modified Bessel functions Kα + n(x) for realx > 0, selected values of α ≥ 0 and n = 0,1, … ,N |
| s18ehc | 6 | nag_bessel_k_alpha_scaled Scaled modified Bessel functions exKα + n(x) for realx > 0, selected values of α ≥ 0 and n = 0,1, … ,N |
| s18ejc | 6 | nag_bessel_i_alpha Modified Bessel functions Iα + n - 1(x) or Iα - n + 1(x) for realx ≠ 0, non-negative α < 1 and n = 1,2, … ,|N| + 1 |
| s18ekc | 6 | nag_bessel_j_alpha Bessel functions Jα + n - 1(x) or Jα - n + 1(x) for real x ≠ 0, non-negative α < 1 and n = 1,2, … ,|N| + 1 |
| s18gkc | 7 | nag_complex_bessel_j_seq Bessel function of the 1st kind Jα ± n(z) |
| s19aac | 1 | nag_kelvin_ber Kelvin function berx |
| s19abc | 1 | nag_kelvin_bei Kelvin function beix |
| s19acc | 1 | nag_kelvin_ker Kelvin function kerx |
| s19adc | 1 | nag_kelvin_kei Kelvin function keix |
| s20acc | 1 | nag_fresnel_s Fresnel integral S(x) |
| s20adc | 1 | nag_fresnel_c Fresnel integral C(x) |
| s21bac | 1 | nag_elliptic_integral_rc Degenerate symmetrised elliptic integral of 1st kind RC(x,y) |
| s21bbc | 1 | nag_elliptic_integral_rf Symmetrised elliptic integral of 1st kind RF(x,y,z) |
| s21bcc | 1 | nag_elliptic_integral_rd Symmetrised elliptic integral of 2nd kind RD(x,y,z) |
| s21bdc | 1 | nag_elliptic_integral_rj Symmetrised elliptic integral of 3rd kind RJ(x,y,z,r) |
| s21bec | 9 | nag_elliptic_integral_F Elliptic integral of 1st kind, Legendre form, F(φ|m) |
| s21bfc | 9 | nag_elliptic_integral_E Elliptic integral of 2nd kind, Legendre form, E(φ|m) |
| s21bgc | 9 | nag_elliptic_integral_pi Elliptic integral of 3rd kind, Legendre form, Π(n ; φ|m) |
| s21bhc | 9 | nag_elliptic_integral_complete_K Complete elliptic integral of 1st kind, Legendre form, K(m) |
| s21bjc | 9 | nag_elliptic_integral_complete_E Complete elliptic integral of 2nd kind, Legendre form, E(m) |
| s21cac | 7 | nag_real_jacobian_elliptic Jacobian elliptic functions sn, cn and dn of real argument |
| s21cbc | 6 | nag_jacobian_elliptic Jacobian elliptic functions sn, cn and dn of complex argument |
| s21ccc | 6 | nag_jacobian_theta Jacobian theta functions with real arguments |
| s21dac | 6 | nag_elliptic_integral_f Elliptic integrals of the second kind with complex arguments |
| s22aac | 6 | nag_legendre_p Legendre and associated Legendre functions of the first kind with real arguments |
| s30aac | 9 | nag_bsm_price Black–Scholes–Merton option pricing formula |
| s30abc | 9 | nag_bsm_greeks Black–Scholes–Merton option pricing formula with Greeks |
| s30bac | 9 | nag_lookback_fls_price Floating-strike lookback option pricing formula |
| s30bbc | 9 | nag_lookback_fls_greeks Floating-strike lookback option pricing formula with Greeks |
| s30cac | 9 | nag_binary_con_price Binary option: cash-or-nothing pricing formula |
| s30cbc | 9 | nag_binary_con_greeks Binary option: cash-or-nothing pricing formula with Greeks |
| s30ccc | 9 | nag_binary_aon_price Binary option: asset-or-nothing pricing formula |
| s30cdc | 9 | nag_binary_aon_greeks Binary option: asset-or-nothing pricing formula with Greeks |
| s30fac | 9 | nag_barrier_std_price Standard barrier option pricing formula |
| s30jac | 9 | nag_jumpdiff_merton_price Jump-diffusion, Merton's model, option pricing formula |
| s30jbc | 9 | nag_jumpdiff_merton_greeks Jump-diffusion, Merton's model, option pricing formula with Greeks |
| s30nac | 9 | nag_heston_price Heston's model option pricing formula |
| s30qcc | 9 | nag_amer_bs_price American option: Bjerksund and Stensland pricing formula |
| s30sac | 9 | nag_asian_geom_price Asian option: geometric continuous average rate pricing formula |
| s30sbc | 9 | nag_asian_geom_greeks Asian option: geometric continuous average rate pricing formula with Greeks |
| Function Name |
Mark of Introduction |
Purpose |
| x01aac | 1 | nag_pi π |
| x01abc | 1 | nag_euler_constant Euler's constant, γ |
| Function Name |
Mark of Introduction |
Purpose |
| x02ahc | 1 | nag_max_sine_argument The largest permissible argument for sin and cos |
| x02ajc | 1 | nag_machine_precision The machine precision |
| x02akc | 1 | nag_real_smallest_number The smallest positive model number |
| x02alc | 1 | nag_real_largest_number The largest positive model number |
| x02amc | 1 | nag_real_safe_small_number Safe range of floating-point arithmetic |
| x02anc | 6 | nag_complex_safe_small_number Safe range of NAG complex floating-point arithmetic |
| x02bbc | 1 | nag_max_integer The largest representable integer |
| x02bec | 1 | nag_decimal_digits The maximum number of decimal digits that can be represented |
| x02bhc | 1 | nag_real_base Parameter b of model of floating-point arithmetic |
| x02bjc | 1 | nag_real_base_digits Parameter p of model of floating-point arithmetic |
| x02bkc | 1 | nag_real_min_exponent Parameter emin of model of floating-point arithmetic |
| x02blc | 1 | nag_real_max_exponent Parameter emax of model of floating-point arithmetic |
| x02dac | 1 | nag_underflow_flag Switch for taking precautions to avoid underflow Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
| x02djc | 1 | nag_real_arithmetic_rounds Parameter ROUNDS of model of floating-point arithmetic |
| Function Name |
Mark of Introduction |
Purpose |
| x04acc | 8 | nag_open_file Open unit number for reading, writing or appending, and associate unit with named file |
| x04adc | 8 | nag_close_file Close file associated with given unit number |
| x04aec | 9 | nag_example_file_io Open file mentioned on command line and return associated file pointer |
| x04bac | 8 | nag_write_line Write formatted record to external file |
| x04bbc | 8 | nag_read_line Read formatted record from external file |
| x04cac | 7 | nag_gen_real_mat_print Print real general matrix (easy-to-use) |
| x04cbc | 7 | nag_gen_real_mat_print_comp Print real general matrix (comprehensive) |
| x04ccc | 7 | nag_pack_real_mat_print Print real packed triangular matrix (easy-to-use) |
| x04cdc | 7 | nag_pack_real_mat_print_comp Print real packed triangular matrix (comprehensive) |
| x04cec | 7 | nag_band_real_mat_print Print real packed banded matrix (easy-to-use) |
| x04cfc | 7 | nag_band_real_mat_print_comp Print real packed banded matrix (comprehensive) |
| x04dac | 7 | nag_gen_complx_mat_print Print complex general matrix (easy-to-use) |
| x04dbc | 7 | nag_gen_complx_mat_print_comp Print complex general matrix (comprehensive) |
| x04dcc | 7 | nag_pack_complx_mat_print Print complex packed triangular matrix (easy-to-use) |
| x04ddc | 7 | nag_pack_complx_mat_print_comp Print complex packed triangular matrix (comprehensive) |
| x04dec | 7 | nag_band_complx_mat_print Print complex packed banded matrix (easy-to-use) |
| x04dfc | 7 | nag_band_complx_mat_print_comp Print complex packed banded matrix (comprehensive) |
| x04nac | 8 | nag_enum_name_to_value Converts NAG enum member name to a value |
| x04nbc | 8 | nag_enum_value_to_name Converts NAG enum member value to its name |
| x04ncc | 8 | nag_error_name_to_code Converts NAG error name to its code value |
| x04ndc | 9 | nag_code_to_error_name Returns the string error name corresponding to a C Libary exit error code |