Mark 21 Library Contents (pdf version)
NAG Library Manual

Mark 21 Library Contents

A00 – Library Identification


Routine Name 		Mark of
Introduction
Purpose
A00AAF 18 Library identification, details of implementation and mark
A00ACF 21 Check availability of a valid licence key

A02 – Complex Arithmetic


Routine Name 		Mark of
Introduction
Purpose
A02AAF 2 Square root of complex number
A02ABF 2 Modulus of complex number
A02ACF 2 Quotient of two complex numbers

C02 – Zeros of Polynomials


Routine Name 		Mark of
Introduction
Purpose
C02AFF 14 All zeros of complex polynomial, modified Laguerre method
C02AGF 13 All zeros of real polynomial, modified Laguerre method
C02AHF 14 All zeros of complex quadratic equation
C02AJF 14 All zeros of real quadratic equation
C02AKF 20 All zeros of real cubic equation
C02ALF 20 All zeros of real quartic equation
C02AMF 20 All zeros of complex cubic equation
C02ANF 20 All zeros of complex quartic equation

C05 – Roots of One or More Transcendental Equations


Routine Name 		Mark of
Introduction
Purpose
C05ADF 8 Zero of continuous function in given interval, Bus and Dekker algorithm
C05AGF 8 Zero of continuous function, Bus and Dekker algorithm, from given starting value, binary search for interval
C05AJF 8 Zero of continuous function, continuation method, from a given starting value
C05AVF 8 Binary search for interval containing zero of continuous function (reverse communication)
C05AXF 8 Zero of continuous function by continuation method, from given starting value (reverse communication)
C05AZF 7 Zero in given interval of continuous function by Bus and Dekker algorithm (reverse communication)
C05NBF 9 Solution of system of nonlinear equations using function values only (easy-to-use)
C05NCF 9 Solution of system of nonlinear equations using function values only (comprehensive)
C05NDF 14 Solution of system of nonlinear equations using function values only (reverse communication)
C05PBF 9 Solution of system of nonlinear equations using first derivatives (easy-to-use)
C05PCF 9 Solution of system of nonlinear equations using first derivatives (comprehensive)
C05PDF/C05PDA 14 Solution of system of nonlinear equations using first derivatives (reverse communication)
C05ZAF 9 Check user's routine for calculating first derivatives

C06 – Summation of Series


Routine Name 		Mark of
Introduction
Purpose
C06BAF 10 Acceleration of convergence of sequence, Shanks' transformation and epsilon algorithm
C06DBF 6 Sum of a Chebyshev series
C06EAF 8 Single one-dimensional real discrete Fourier transform, no extra workspace
C06EBF 8 Single one-dimensional Hermitian discrete Fourier transform, no extra workspace
C06ECF 8 Single one-dimensional complex discrete Fourier transform, no extra workspace
C06EKF 11 Circular convolution or correlation of two real vectors, no extra workspace
C06FAF 8 Single one-dimensional real discrete Fourier transform, extra workspace for greater speed
C06FBF 8 Single one-dimensional Hermitian discrete Fourier transform, extra workspace for greater speed
C06FCF 8 Single one-dimensional complex discrete Fourier transform, extra workspace for greater speed
C06FFF 11 One-dimensional complex discrete Fourier transform of multi-dimensional data
C06FJF 11 Multi-dimensional complex discrete Fourier transform of multi-dimensional data
C06FKF 11 Circular convolution or correlation of two real vectors, extra workspace for greater speed
C06FPF 12 Multiple one-dimensional real discrete Fourier transforms
C06FQF 12 Multiple one-dimensional Hermitian discrete Fourier transforms
C06FRF 12 Multiple one-dimensional complex discrete Fourier transforms
C06FUF 13 Two-dimensional complex discrete Fourier transform
C06FXF 17 Three-dimensional complex discrete Fourier transform
C06GBF 8 Complex conjugate of Hermitian sequence
C06GCF 8 Complex conjugate of complex sequence
C06GQF 12 Complex conjugate of multiple Hermitian sequences
C06GSF 12 Convert Hermitian sequences to general complex sequences
C06HAF 13 Discrete sine transform
C06HBF 13 Discrete cosine transform
C06HCF 13 Discrete quarter-wave sine transform
C06HDF 13 Discrete quarter-wave cosine transform
C06LAF 12 Inverse Laplace transform, Crump's method
C06LBF 14 Inverse Laplace transform, modified Weeks' method
C06LCF 14 Evaluate inverse Laplace transform as computed by C06LBF
C06PAF 19 Single one-dimensional real and Hermitian complex discrete Fourier transform, using complex data format for Hermitian sequences
C06PCF 19 Single one-dimensional complex discrete Fourier transform, complex data format
C06PFF 19 One-dimensional complex discrete Fourier transform of multi-dimensional data (using complex data type)
C06PJF 19 Multi-dimensional complex discrete Fourier transform of multi-dimensional data (using complex data type)
C06PKF 19 Circular convolution or correlation of two complex vectors
C06PPF 19 Multiple one-dimensional real and Hermitian complex discrete Fourier transforms, using complex data format for Hermitian sequences
C06PQF 19 Multiple one-dimensional real and Hermitian complex discrete Fourier transforms, using complex data format for Hermitian sequences
C06PRF 19 Multiple one-dimensional complex discrete Fourier transforms using complex data format
C06PSF 19 Multiple one-dimensional complex discrete Fourier transforms using complex data format and sequences stored as columns
C06PUF 19 Two-dimensional complex discrete Fourier transform, complex data format
C06PXF 19 Three-dimensional complex discrete Fourier transform, complex data format
C06RAF 19 Discrete sine transform (easy-to-use)
C06RBF 19 Discrete cosine transform (easy-to-use)
C06RCF 19 Discrete quarter-wave sine transform (easy-to-use)
C06RDF 19 Discrete quarter-wave cosine transform (easy-to-use)

D01 – Quadrature


Routine Name 		Mark of
Introduction
Purpose
D01AHF 8 One-dimensional quadrature, adaptive, finite interval, strategy due to Patterson, suitable for well-behaved integrands
D01AJF 8 One-dimensional quadrature, adaptive, finite interval, strategy due to Piessens and de Doncker, allowing for badly behaved integrands
D01AKF 8 One-dimensional quadrature, adaptive, finite interval, method suitable for oscillating functions
D01ALF 8 One-dimensional quadrature, adaptive, finite interval, allowing for singularities at user-specified break-points
D01AMF 2 One-dimensional quadrature, adaptive, infinite or semi-infinite interval
D01ANF 8 One-dimensional quadrature, adaptive, finite interval, weight function cos(ωx)  or sin(ωx)  
D01APF 8 One-dimensional quadrature, adaptive, finite interval, weight function with end-point singularities of algebraico-logarithmic type
D01AQF 8 One-dimensional quadrature, adaptive, finite interval, weight function 1 / (x-c) , Cauchy principal value (Hilbert transform)
D01ARF 10 One-dimensional quadrature, non-adaptive, finite interval with provision for indefinite integrals
D01ASF 13 One-dimensional quadrature, adaptive, semi-infinite interval, weight function cos(ωx)  or sin(ωx)  
D01ATF 13 One-dimensional quadrature, adaptive, finite interval, variant of D01AJF efficient on vector machines
D01AUF 13 One-dimensional quadrature, adaptive, finite interval, variant of D01AKF efficient on vector machines
D01BAF 7 One-dimensional Gaussian quadrature
D01BBF 7 Pre-computed weights and abscissae for Gaussian quadrature rules, restricted choice of rule
D01BCF 8 Calculation of weights and abscissae for Gaussian quadrature rules, general choice of rule
D01BDF 8 One-dimensional quadrature, non-adaptive, finite interval
D01DAF 5 Two-dimensional quadrature, finite region
D01EAF 12 Multi-dimensional adaptive quadrature over hyper-rectangle, multiple integrands
D01FBF 8 Multi-dimensional Gaussian quadrature over hyper-rectangle
D01FCF 8 Multi-dimensional adaptive quadrature over hyper-rectangle
D01FDF 10 Multi-dimensional quadrature, Sag–Szekeres method, general product region or n -sphere
D01GAF 5 One-dimensional quadrature, integration of function defined by data values, Gill–Miller method
D01GBF 10 Multi-dimensional quadrature over hyper-rectangle, Monte Carlo method
D01GCF 10 Multi-dimensional quadrature, general product region, number-theoretic method
D01GDF 14 Multi-dimensional quadrature, general product region, number-theoretic method, variant of D01GCF efficient on vector machines
D01GYF 10 Korobov optimal coefficients for use in D01GCF or D01GDF, when number of points is prime
D01GZF 10 Korobov optimal coefficients for use in D01GCF or D01GDF, when number of points is product of two primes
D01JAF 10 Multi-dimensional quadrature over an n -sphere, allowing for badly behaved integrands
D01PAF 10 Multi-dimensional quadrature over an n -simplex

D02 – Ordinary Differential Equations


Routine Name 		Mark of
Introduction
Purpose
D02AGF 2 ODEs, boundary value problem, shooting and matching technique, allowing interior matching point, general parameters to be determined
D02BGF 7 ODEs, IVP, Runge–Kutta–Merson method, until a component attains given value (simple driver)
D02BHF 7 ODEs, IVP, Runge–Kutta–Merson method, until function of solution is zero (simple driver)
D02BJF 18 ODEs, IVP, Runge–Kutta method, until function of solution is zero, integration over range with intermediate output (simple driver)
D02CJF 13 ODEs, IVP, Adams method, until function of solution is zero, intermediate output (simple driver)
D02EJF 12 ODEs, stiff IVP, BDF method, until function of solution is zero, intermediate output (simple driver)
D02GAF 8 ODEs, boundary value problem, finite difference technique with deferred correction, simple nonlinear problem
D02GBF 8 ODEs, boundary value problem, finite difference technique with deferred correction, general linear problem
D02HAF 8 ODEs, boundary value problem, shooting and matching, boundary values to be determined
D02HBF 8 ODEs, boundary value problem, shooting and matching, general parameters to be determined
D02JAF 8 ODEs, boundary value problem, collocation and least-squares, single n th-order linear equation
D02JBF 8 ODEs, boundary value problem, collocation and least-squares, system of first-order linear equations
D02KAF 7 Second-order Sturm–Liouville problem, regular system, finite range, eigenvalue only
D02KDF 7 Second-order Sturm–Liouville problem, regular/singular system, finite/infinite range, eigenvalue only, user-specified break-points
D02KEF 8 Second-order Sturm–Liouville problem, regular/singular system, finite/infinite range, eigenvalue and eigenfunction, user-specified break-points
D02LAF 13 Second-order ODEs, IVP, Runge–Kutta–Nystrom method
D02LXF 13 Second-order ODEs, IVP, setup for D02LAF
D02LYF 13 Second-order ODEs, IVP, diagnostics for D02LAF
D02LZF 13 Second-order ODEs, IVP, interpolation for D02LAF
D02MVF 14 ODEs, IVP, DASSL method, setup for D02M–N routines
D02MZF 14 ODEs, IVP, interpolation for D02M–N routines, natural interpolant
D02NBF 12 Explicit ODEs, stiff IVP, full Jacobian (comprehensive)
D02NCF 12 Explicit ODEs, stiff IVP, banded Jacobian (comprehensive)
D02NDF 12 Explicit ODEs, stiff IVP, sparse Jacobian (comprehensive)
D02NGF 12 Implicit/algebraic ODEs, stiff IVP, full Jacobian (comprehensive)
D02NHF 12 Implicit/algebraic ODEs, stiff IVP, banded Jacobian (comprehensive)
D02NJF 12 Implicit/algebraic ODEs, stiff IVP, sparse Jacobian (comprehensive)
D02NMF 12 Explicit ODEs, stiff IVP (reverse communication, comprehensive)
D02NNF 12 Implicit/algebraic ODEs, stiff IVP (reverse communication, comprehensive)
D02NRF 12 ODEs, IVP, for use with D02M–N routines, sparse Jacobian, enquiry routine
D02NSF 12 ODEs, IVP, for use with D02M–N routines, full Jacobian, linear algebra set up
D02NTF 12 ODEs, IVP, for use with D02M–N routines, banded Jacobian, linear algebra set up
D02NUF 12 ODEs, IVP, for use with D02M–N routines, sparse Jacobian, linear algebra set up
D02NVF 12 ODEs, IVP, BDF method, setup for D02M–N routines
D02NWF 12 ODEs, IVP, Blend method, setup for D02M–N routines
D02NXF 12 ODEs, IVP, sparse Jacobian, linear algebra diagnostics, for use with D02M–N routines
D02NYF 12 ODEs, IVP, integrator diagnostics, for use with D02M–N routines
D02NZF 12 ODEs, IVP, setup for continuation calls to integrator, for use with D02M–N routines
D02PCF 16 ODEs, IVP, Runge–Kutta method, integration over range with output
D02PDF 16 ODEs, IVP, Runge–Kutta method, integration over one step
D02PVF 16 ODEs, IVP, setup for D02PCF and D02PDF
D02PWF 16 ODEs, IVP, resets end of range for D02PDF
D02PXF 16 ODEs, IVP, interpolation for D02PDF
D02PYF 16 ODEs, IVP, integration diagnostics for D02PCF and D02PDF
D02PZF 16 ODEs, IVP, error assessment diagnostics for D02PCF and D02PDF
D02QFF 13 ODEs, IVP, Adams method with root-finding (forward communication, comprehensive)
D02QGF 13 ODEs, IVP, Adams method with root-finding (reverse communication, comprehensive)
D02QWF 13 ODEs, IVP, setup for D02QFF and D02QGF
D02QXF 13 ODEs, IVP, diagnostics for D02QFF and D02QGF
D02QYF 13 ODEs, IVP, root-finding diagnostics for D02QFF and D02QGF
D02QZF 13 ODEs, IVP, interpolation for D02QFF or D02QGF
D02RAF 8 ODEs, general nonlinear boundary value problem, finite difference technique with deferred correction, continuation facility
D02SAF 8 ODEs, boundary value problem, shooting and matching technique, subject to extra algebraic equations, general parameters to be determined
D02TGF 8 n th-order linear ODEs, boundary value problem, collocation and least-squares
D02TKF 17 ODEs, general nonlinear boundary value problem, collocation technique
D02TVF 17 ODEs, general nonlinear boundary value problem, setup for D02TKF
D02TXF 17 ODEs, general nonlinear boundary value problem, continuation facility for D02TKF
D02TYF 17 ODEs, general nonlinear boundary value problem, interpolation for D02TKF
D02TZF 17 ODEs, general nonlinear boundary value problem, diagnostics for D02TKF
D02XJF 12 ODEs, IVP, interpolation for D02M–N routines, natural interpolant
D02XKF 12 ODEs, IVP, interpolation for D02M–N routines, C1  interpolant
D02ZAF 12 ODEs, IVP, weighted norm of local error estimate for D02M–N routines

D03 – Partial Differential Equations


Routine Name 		Mark of
Introduction
Purpose
D03EAF 7 Elliptic PDE, Laplace's equation, two-dimensional arbitrary domain
D03EBF 7 Elliptic PDE, solution of finite difference equations by SIP, five-point two-dimensional molecule, iterate to convergence
D03ECF 8 Elliptic PDE, solution of finite difference equations by SIP for seven-point three-dimensional molecule, iterate to convergence
D03EDF 12 Elliptic PDE, solution of finite difference equations by a multigrid technique
D03EEF 13 Discretize a second-order elliptic PDE on a rectangle
D03FAF 14 Elliptic PDE, Helmholtz equation, three-dimensional Cartesian co-ordinates
D03MAF 7 Triangulation of plane region
D03NCF 20 Finite difference solution of the Black–Scholes equations
D03NDF 20 Analytic solution of the Black–Scholes equations
D03NEF 20 Compute average values for D03NDF
D03PCF/D03PCA 15 General system of parabolic PDEs, method of lines, finite differences, one space variable
D03PDF/D03PDA 15 General system of parabolic PDEs, method of lines, Chebyshev C0  collocation, one space variable
D03PEF 16 General system of first-order PDEs, method of lines, Keller box discretisation, one space variable
D03PFF 17 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
D03PHF/D03PHA 15 General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable
D03PJF/D03PJA 15 General system of parabolic PDEs, coupled DAEs, method of lines, Chebyshev C0  collocation, one space variable
D03PKF 16 General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretisation, one space variable
D03PLF 17 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
D03PPF/D03PPA 16 General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, remeshing, one space variable
D03PRF 16 General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretisation, remeshing, one space variable
D03PSF 17 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
D03PUF 17 Roe's approximate Riemann solver for Euler equations in conservative form, for use with D03PFF, D03PLF and D03PSF
D03PVF 17 Osher's approximate Riemann solver for Euler equations in conservative form, for use with D03PFF, D03PLF and D03PSF
D03PWF 18 Modified HLL Riemann solver for Euler equations in conservative form, for use with D03PFF, D03PLF and D03PSF
D03PXF 18 Exact Riemann Solver for Euler equations in conservative form, for use with D03PFF, D03PLF and D03PSF
D03PYF 15 PDEs, spatial interpolation with D03PDF/D03PDA or D03PJF/D03PJA
D03PZF 15 PDEs, spatial interpolation with D03PCF/D03PCA, D03PEF, D03PFF, D03PHF/D03PHA, D03PKF, D03PLF, D03PPF/D03PPA, D03PRF or D03PSF
D03RAF 18 General system of second-order PDEs, method of lines, finite differences, remeshing, two space variables, rectangular region
D03RBF 18 General system of second-order PDEs, method of lines, finite differences, remeshing, two space variables, rectilinear region
D03RYF 18 Check initial grid data in D03RBF
D03RZF 18 Extract grid data from D03RBF
D03UAF 7 Elliptic PDE, solution of finite difference equations by SIP, five-point two-dimensional molecule, one iteration
D03UBF 8 Elliptic PDE, solution of finite difference equations by SIP, seven-point three-dimensional molecule, one iteration

D04 – Numerical Differentiation


Routine Name 		Mark of
Introduction
Purpose
D04AAF 5 Numerical differentiation, derivatives up to order 14, function of one real variable

D05 – Integral Equations


Routine Name 		Mark of
Introduction
Purpose
D05AAF 5 Linear non-singular Fredholm integral equation, second kind, split kernel
D05ABF 6 Linear non-singular Fredholm integral equation, second kind, smooth kernel
D05BAF 14 Nonlinear Volterra convolution equation, second kind
D05BDF 16 Nonlinear convolution Volterra–Abel equation, second kind, weakly singular
D05BEF 16 Nonlinear convolution Volterra–Abel equation, first kind, weakly singular
D05BWF 16 Generate weights for use in solving Volterra equations
D05BYF 16 Generate weights for use in solving weakly singular Abel-type equations

D06 – Mesh Generation


Routine Name 		Mark of
Introduction
Purpose
D06AAF 20 Generates a two-dimensional mesh using a simple incremental method
D06ABF 20 Generates a two-dimensional mesh using a Delaunay–Voronoi process
D06ACF 20 Generates a two-dimensional mesh using an Advancing-front method
D06BAF 20 Generates a boundary mesh
D06CAF 20 Uses a barycentering technique to smooth a given mesh
D06CBF 20 Generates a sparsity pattern of a Finite Element matrix associated with a given mesh
D06CCF 20 Renumbers a given mesh using Gibbs method
D06DAF 20 Generates a mesh resulting from an affine transformation of a given mesh
D06DBF 20 Joins together two given adjacent (possibly overlapping) meshes

E01 – Interpolation


Routine Name 		Mark of
Introduction
Purpose
E01AAF 1 Interpolated values, Aitken's technique, unequally spaced data, one variable
E01ABF 1 Interpolated values, Everett's formula, equally spaced data, one variable
E01AEF 8 Interpolating functions, polynomial interpolant, data may include derivative values, one variable
E01BAF 8 Interpolating functions, cubic spline interpolant, one variable
E01BEF 13 Interpolating functions, monotonicity-preserving, piecewise cubic Hermite, one variable
E01BFF 13 Interpolated values, interpolant computed by E01BEF, function only, one variable
E01BGF 13 Interpolated values, interpolant computed by E01BEF, function and first derivative, one variable
E01BHF 13 Interpolated values, interpolant computed by E01BEF, definite integral, one variable
E01DAF 14 Interpolating functions, fitting bicubic spline, data on rectangular grid
E01RAF 9 Interpolating functions, rational interpolant, one variable
E01RBF 9 Interpolated values, evaluate rational interpolant computed by E01RAF, one variable
E01SAF 13 Interpolating functions, method of Renka and Cline, two variables
E01SBF 13 Interpolated values, evaluate interpolant computed by E01SAF, two variables
E01SGF 18 Interpolating functions, modified Shepard's method, two variables
E01SHF 18 Interpolated values, evaluate interpolant computed by E01SGF, function and first derivatives, two variables
E01TGF 18 Interpolating functions, modified Shepard's method, three variables
E01THF 18 Interpolated values, evaluate interpolant computed by E01TGF, function and first derivatives, three variables

E02 – Curve and Surface Fitting


Routine Name 		Mark of
Introduction
Purpose
E02ACF 1 Minimax curve fit by polynomials
E02ADF 5 Least-squares curve fit, by polynomials, arbitrary data points
E02AEF 5 Evaluation of fitted polynomial in one variable from Chebyshev series form (simplified parameter list)
E02AFF 5 Least-squares polynomial fit, special data points (including interpolation)
E02AGF 8 Least-squares polynomial fit, values and derivatives may be constrained, arbitrary data points
E02AHF 8 Derivative of fitted polynomial in Chebyshev series form
E02AJF 8 Integral of fitted polynomial in Chebyshev series form
E02AKF 8 Evaluation of fitted polynomial in one variable from Chebyshev series form
E02BAF 5 Least-squares curve cubic spline fit (including interpolation)
E02BBF 5 Evaluation of fitted cubic spline, function only
E02BCF 7 Evaluation of fitted cubic spline, function and derivatives
E02BDF 7 Evaluation of fitted cubic spline, definite integral
E02BEF 13 Least-squares cubic spline curve fit, automatic knot placement
E02CAF 7 Least-squares surface fit by polynomials, data on lines
E02CBF 7 Evaluation of fitted polynomial in two variables
E02DAF 6 Least-squares surface fit, bicubic splines
E02DCF 13 Least-squares surface fit by bicubic splines with automatic knot placement, data on rectangular grid
E02DDF 13 Least-squares surface fit by bicubic splines with automatic knot placement, scattered data
E02DEF 14 Evaluation of fitted bicubic spline at a vector of points
E02DFF 14 Evaluation of fitted bicubic spline at a mesh of points
E02GAF 7 L1 -approximation by general linear function
E02GBF 7 L1 -approximation by general linear function subject to linear inequality constraints
E02GCF 8 L∞ -approximation by general linear function
E02RAF 7 Padé approximants
E02RBF 7 Evaluation of fitted rational function as computed by E02RAF
E02ZAF 6 Sort two-dimensional data into panels for fitting bicubic splines

E04 – Minimizing or Maximizing a Function


Routine Name 		Mark of
Introduction
Purpose
E04ABF/E04ABA 6 Minimum, function of one variable using function values only
E04BBF/E04BBA 6 Minimum, function of one variable, using first derivative
E04CCF/E04CCA 1 Unconstrained minimum, simplex algorithm, function of several variables using function values only (comprehensive)
E04DGF/E04DGA 12 Unconstrained minimum, preconditioned conjugate gradient algorithm, function of several variables using first derivatives (comprehensive)
E04DJF/E04DJA 12 Supply optional parameter values for E04DGF/E04DGA from external file
E04DKF/E04DKA 12 Supply optional parameter values to E04DGF/E04DGA
E04FCF 7 Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm using function values only (comprehensive)
E04FYF 18 Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm using function values only (easy-to-use)
E04GBF 7 Unconstrained minimum of a sum of squares, combined Gauss–Newton and quasi-Newton algorithm using first derivatives (comprehensive)
E04GDF 7 Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm using first derivatives (comprehensive)
E04GYF 18 Unconstrained minimum of a sum of squares, combined Gauss–Newton and quasi-Newton algorithm, using first derivatives (easy-to-use)
E04GZF 18 Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm using first derivatives (easy-to-use)
E04HCF 6 Check user's routine for calculating first derivatives of function
E04HDF 6 Check user's routine for calculating second derivatives of function
E04HEF 7 Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using second derivatives (comprehensive)
E04HYF 18 Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using second derivatives (easy-to-use)
E04JYF 18 Minimum, function of several variables, quasi-Newton algorithm, simple bounds, using function values only (easy-to-use)
E04KDF 6 Minimum, function of several variables, modified Newton algorithm, simple bounds, using first derivatives (comprehensive)
E04KYF 18 Minimum, function of several variables, quasi-Newton algorithm, simple bounds, using first derivatives (easy-to-use)
E04KZF 18 Minimum, function of several variables, modified Newton algorithm, simple bounds, using first derivatives (easy-to-use)
E04LBF 6 Minimum, function of several variables, modified Newton algorithm, simple bounds, using first and second derivatives (comprehensive)
E04LYF 18 Minimum, function of several variables, modified Newton algorithm, simple bounds, using first and second derivatives (easy-to-use)
E04MFF/E04MFA 16 LP problem (dense)
E04MGF/E04MGA 16 Supply optional parameter values for E04MFF/E04MFA from external file
E04MHF/E04MHA 16 Supply optional parameter values to E04MFF/E04MFA
E04MZF 18 Converts MPSX data file defining LP or QP problem to format required by E04NQF
E04NCF/E04NCA 12 Convex QP problem or linearly-constrained linear least-squares problem (dense)
E04NDF/E04NDA 12 Supply optional parameter values for E04NCF/E04NCA from external file
E04NEF/E04NEA 12 Supply optional parameter values to E04NCF/E04NCA
E04NFF/E04NFA 16 QP problem (dense)
E04NGF/E04NGA 16 Supply optional parameter values for E04NFF/E04NFA from external file
E04NHF/E04NHA 16 Supply optional parameter values to E04NFF/E04NFA
E04NPF 21 Initialization routine for E04NQF
E04NQF 21 LP or QP problem (suitable for sparse problems)
E04NRF 21 Supply optional parameter values for E04NQF from external file
E04NSF 21 Set a single option for E04NQF from a character string
E04NTF 21 Set a single option for E04NQF from an INTEGER argument
E04NUF 21 Set a single option for E04NQF from a double precision argument
E04NXF 21 Get the setting of an INTEGER valued option of E04NQF
E04NYF 21 Get the setting of a double precision valued option of E04NQF
E04UDF/E04UDA 12 Supply optional parameter values for E04UCF/E04UCA or E04UFF/E04UFA from external file
E04UEF/E04UEA 12 Supply optional parameter values to E04UCF/E04UCA or E04UFF/E04UFA
E04UFF/E04UFA 18 Minimum, function of several variables, sequential QP method, nonlinear constraints, using function values and optionally first derivatives (reverse communication, comprehensive)
E04UGF/E04UGA 19 NLP problem (sparse)
E04UHF/E04UHA 19 Supply optional parameter values for E04UGF/E04UGA from external file
E04UJF/E04UJA 19 Supply optional parameter values to E04UGF/E04UGA
E04UQF/E04UQA 14 Supply optional parameter values for E04USF/E04USA from external file
E04URF/E04URA 14 Supply optional parameter values to E04USF/E04USA
E04USF/E04USA 20 Minimum of a sum of squares, nonlinear constraints, sequential QP method, using function values and optionally first derivatives (comprehensive)
E04VGF 21 Initialization routine for E04VHF
E04VHF 21 General sparse nonlinear optimizer
E04VJF 21 Determine the pattern of nonzeros in the Jacobian matrix for E04VHF
E04VKF 21 Supply optional parameter values for E04VHF from external file
E04VLF 21 Set a single option for E04VHF from a character string
E04VMF 21 Set a single option for E04VHF from an INTEGER argument
E04VNF 21 Set a single option for E04VHF from a double precision argument
E04VRF 21 Get the setting of an INTEGER valued option of E04VHF
E04VSF 21 Get the setting of a double precision valued option of E04VHF
E04WBF 20 Initialization routine for E04DGA E04MFA E04NCA E04NFA E04UFA E04UGA E04USA
E04WCF 21 Initialization routine for E04WDF
E04WDF 21 Solves the nonlinear programming (NP) problem
E04WEF 21 Supply optional parameter values for E04WDF from external file
E04WFF 21 Set a single option for E04WDF from a character string
E04WGF 21 Set a single option for E04WDF from an INTEGER argument
E04WHF 21 Set a single option for E04WDF from a double precision argument
E04WJF 21 Determine whether an E04WDF option has been set or not
E04WKF 21 Get the setting of an INTEGER valued option of E04WDF
E04WLF 21 Get the setting of a double precision valued option of E04WDF
E04XAF/E04XAA 12 Estimate (using numerical differentiation) gradient and/or Hessian of a function
E04YAF 7 Check user's routine for calculating Jacobian of first derivatives
E04YBF 7 Check user's routine for calculating Hessian of a sum of squares
E04YCF 11 Covariance matrix for nonlinear least-squares problem (unconstrained)
E04ZCF/E04ZCA 11 Check user's routines for calculating first derivatives of function and constraints

F01 – Matrix Operations, Including Inversion


Routine Name 		Mark of
Introduction
Purpose