Mark 9 Library Contents (PDF version)
NAG C Library Manual

NAG Library

Mark 9 Library Contents

a00 – Library Identification

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

a02 – Complex Arithmetic

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

c02 – Zeros of Polynomials

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

c05 – Roots of One or More Transcendental Equations

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Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.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

c06 – Fourier Transforms

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

c09 – Wavelet Transforms

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

d01 – Quadrature

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

d02 – Ordinary Differential Equations

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

d03 – Partial Differential Equations

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)

d06 – Mesh Generation

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

e01 – Interpolation

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

e02 – Curve and Surface Fitting

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

e04 – Minimizing or Maximizing a Function

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

e05 – Global Optimization of a Function

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)

f – Linear Algebra

f01 – Matrix Factorizations

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 (mn)
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 (mn)
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)

f02 – Eigenvalues and Eigenvectors

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

f03 – Determinants

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

f04 – Simultaneous Linear Equations

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))

f06 – Linear Algebra Support Functions

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.

f07 – Linear Equations (LAPACK)

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

f08 – Least-squares and Eigenvalue Problems (LAPACK)

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

f11 – Large Scale Linear Systems

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)

f12 – Large Scale Eigenproblems

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

f16 – NAG Interface to BLAS

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

g01 – Simple Calculations on Statistical Data

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)

g02 – Correlation and Regression Analysis

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)

g03 – Multivariate Methods

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

g04 – Analysis of Variance

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

g05 – Random Number Generators

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

g07 – Univariate Estimation

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

g08 – Nonparametric Statistics

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

g10 – Smoothing in Statistics

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

g11 – Contingency Table Analysis

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)

g12 – Survival Analysis

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

g13 – Time Series Analysis

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

h – Operations Research

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

m01 – Sorting and Searching

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

s – Approximations of Special Functions

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), reala0, complex z, ν = 0,1,2,
s17dec 7 nag_complex_bessel_j
Bessel functions Jν + a(z), reala0, 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, reala0, 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), reala0, complex z, ν = 0,1,2,
s18dec 7 nag_complex_bessel_i
Modified Bessel functions Iν + a(z), reala0, 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 α0 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 α0 and n = 0,1,,N
s18ejc 6 nag_bessel_i_alpha
Modified Bessel functions Iα + n - 1(x) or Iα - n + 1(x) for realx0, 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 x0, 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

x01 – Mathematical Constants

Function
Name
Mark of
Introduction

Purpose
x01aac 1 nag_pi
π
x01abc 1 nag_euler_constant
Euler's constant, γ

x02 – Machine Constants

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

x04 – Input/Output Utilities

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

Mark 9 Library Contents (PDF version)
NAG C Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2009