Advice on Replacement Calls for Withdrawn/Superseded Routines
C05 – Roots of One or More Transcendental Equations
c05ad
Scheduled for withdrawal at Mark 25.
Replaced by
nag_roots_contfn_brent (c05ay).
Old: function [f] = c05ad_f(xx)
...
end
...
[x, ifail] = c05ad(a, b, eps, eta, 'c05ad_f')
New: function [f, user] = c05ay_f(xx, user)
...
end
...
[x, user, ifail] = c05ay(a, b, eps, eta, 'c05ay_f')
c05ag
Scheduled for withdrawal at Mark 25.
Replaced by
nag_roots_contfn_brent_interval (c05au).
Old: function [f] = c05ag_f(xx)
...
end
...
[x, a, b, ifail] = c05ag(x, h, eps, eta, 'c05ag_f')
New: function [f, user] = c05au_f(xx, user)
...
end
...
[x, a, b, user, ifail] = c05au(x, h, eps, eta, 'c05au_f')
c05aj
Scheduled for withdrawal at Mark 25.
Replaced by
nag_roots_contfn_cntin (c05aw).
Old: function [f] = c05aj_f(xx)
...
end
...
[x, ifail] = c05aj(x, eps, eta, 'c05aj_f', nfmax)
New: function [f, user] = c05aw_f(xx, user)
...
end
...
[x, user, ifail] = c05aw(x, eps, eta, 'c05aw_f', nfmax)
c05nb
Scheduled for withdrawal at Mark 25.
Replaced by
nag_roots_sys_func_easy (c05qb).
Old: function [fvec, iflag] = c05nb_fcn(n, x, iflag)
...
end
...
[x, fvec, ifail] = c05nb('c05nb_fcn', x)
New: function [fvec, user, iflag] = c05qb_fcn(n, x, user, iflag)
...
end
...
[x, fvec, user, ifail] = c05qb('c05qb_fcn', x)
c05nc
Scheduled for withdrawal at Mark 25.
Replaced by
nag_roots_sys_func_expert (c05qc).
Old: function [fvec, iflag] = c05nc_fcn(n, x, iflag)
...
end
...
[x, fvec, diag, nfev, fjac, r, qtf, ifail] = c05nc('c05nc_fcn', x, ...
ml, mu, diag, mode, nprint, lr)
New: function [fvec, user, iflag] = c05qc_fcn(n, x, user, iflag)
...
end
...
[x, fvec, diag, nfev, fjac, r, qtf, ifail] = c05qc('c05qc_fcn', x, ...
ml, mu, mode, diag, nprint)
c05nd
Scheduled for withdrawal at Mark 25.
Replaced by
nag_roots_sys_func_rcomm (c05qd).
Old: [irevcm, x, fvec, diag, fjac, r, qtf, w, ifail] = c05nd(irevcm, x, fvec, ...
ml, mu, diag, mode, fjac, r, qtf, w)
New: iwsav = zeros(17, 1, 'int64');
rwsav = zeros(4*n + 20, 1);
...
[irevcm, x, fvec, diag, fjac, r, qtf, iwsav, rwsav, ifail] = c05qd(irevcm, x, fvec, ...
ml, mu, mode, diag, fjac, r, qtf, iwsav, rwsav)
c05pb
Scheduled for withdrawal at Mark 25.
Replaced by
nag_roots_sys_deriv_easy (c05rb).
Old: function [fvec, fjac, iflag] = c05pb_fcn(n, x, fvec, fjac, ldfjac, iflag)
...
end
...
[x, fvec, fjac, ifail] = c05pb('c05pb_fcn', x)
New: function [fvec, fjac, user, iflag] = c05rb_fcn(n, x, fvec, fjac, user, iflag)
...
end
...
[x, fvec, fjac, user, ifail] = c05rb('c05rb_fcn', x)
c05pc
Scheduled for withdrawal at Mark 25.
Replaced by
nag_roots_sys_deriv_expert (c05rc).
Old: function [fvec, fjac, iflag] = c05pc_fcn(n, x, fvec, fjac, ldfjac, iflag)
...
end
...
[x, fvec, fjac, diag, nfev, njev, r, qtf, ifail] = c05pc('c05pc_fcn', x, ...
diag, mode, nprint, lr)
New: function [fvec, user, iflag] = c05rc_fcn(n, x, user, iflag)
...
end
...
[x, fvec, fjac, diag, nfev, njev, r, qtf, ifail] = c05rc('c05rc_fcn', x, ...
mode, diag, nprint)
c05pd
Scheduled for withdrawal at Mark 25.
Replaced by
nag_roots_sys_deriv_rcomm (c05rd).
Old: [irevcm, x, fvec, diag, fjac, r, qtf, w, ifail] = c05pd(irevcm, x, fvec, ...
fjac, diag, mode, r, qtf, w)
New: iwsav = zeros(17, 1, 'int64');
rwsav = zeros(4*n + 10, 1);
...
[irevcm, x, fvec, diag, fjac, r, qtf, iwsav, rwsav, ifail] = c05rd(irevcm, x, fvec, ...
fjac, mode, diag, r, qtf, iwsav, rwsav)
c05za
Scheduled for withdrawal at Mark 25.
Replaced by
nag_roots_sys_deriv_check (c05zd).
OLD: [xp, err] = c05za(x, fvec, fjac, fvecp, mode);
NEW: [xp, err, ifail] = c05zd(mode, x, fvec, fjac, fvecp);
The array
xp must now have dimension
n regardless of the value of
mode, and likewise
err must now have dimension
m regardless. The parameter
ifail is the standard NAG parameter for error trapping. If you are unfamiliar with this parameter you should refer to
Section [Error Handling and the IFAIL] in the
(essin) for details.
C06 – Summation of Series
c06db
Scheduled for withdrawal at Mark 25.
Replaced by
nag_sum_chebyshev (c06dc).
Old: for i=1:lx
[result(i)] = c06db(x(i),c,s);
end
New: xmin = -1.0, xmax = 1.0;
if (s == 1 || s == 2 || s == 3)
s_use = s;
else
s_use = 2;
end
[result, ifail] = c06dc(x,xmin,xmax,c,s_use);
The old function c06db returns a single sum at a time, whereas the new function
nag_sum_chebyshev (c06dc) returns a vector of
lx values at once. The parameter
ifail is the standard NAG parameter for error trapping. If you are unfamiliar with this parameter you should refer to
Section [Error Handling and the IFAIL] in the
(essin) for details.
E04 – Minimizing or Maximizing a Function
e04cc
Scheduled for withdrawal at Mark 24.
Replaced by
nag_opt_uncon_simplex (e04cb).
Old: [x, f, user, ifail] = e04cc(x, tol, funct, monit2, maxcal, 'n', n, 'user', user)
New: [x, f, user, ifail] = e04cb(x, tolf, tolx, funct, monit3, maxcal, 'n', n, 'user', user)
The new function can be derived from the old as follows:
function user = monit3(fmin, fmax, sim, n, ncall, serror, vratio, user)
user = monit2(fmin,fmax,sim,n,n+1,ncall,user);
% Add code here to monitor the values of serror and vratio, if necessary
e04un
Withdrawn at Mark 22.
Replaced by
nag_opt_lsq_gencon_deriv (e04us).
The specification of the subroutine
objfun must also be changed as follows:
Old: [iter, istate, c, cjac, f, fjac, clamda, objf, r, x, user, ...
ifail] = ...
e04un(a, bl, bu, y, confun, objfun, istate, cjac, fjac, clamda, r, ...
x, 'm', m, 'n', n, 'nclin', nclin, 'ncnln', ncnln, 'user', user)
New: [iter, istate, c, cjac, f, fjac, clamda, objf, r, x, user, ...
lwsav, iwsav, rwsav, ifail] = ...
e04us(a, bl, bu, y, confun, objfun, istate, cjac, fjac, clamda, r, ...
x, lwsav, iwsav, rwsav, 'm', m, 'n', n, 'nclin', nclin, ...
'ncnln', ncnln, 'user', user)
The specification of the subroutine
objfun must also be changed as follows:
Old: [mode, f, fjac, user] = objfun(mode, m, n, ldfj, x, fjac, nstate, user)
New: [mode, f, fjac, user] = objfun(mode, m, n, ldfj, needfi, x, fjac, nstate, user)
See the function documents for further information.
e04zc
Scheduled for withdrawal at Mark 24.
There is no replacement for this routine.
F02 – Eigenvalues and Eigenvectors
f02bj
Withdrawn at Mark 23.
Replaced by
nag_lapack_dggev (f08wa).
Old: [a, b, alfr, alfi, beta, v, iter, ifail] = f02bj(a, b, eps1, matv, 'n', n);
New: if matv
jobvr = 'v';
else
jobvr = 'n';
end
[a, b, alfr, alfi, beta, vl, vr, info] = f08wa('n', jobvr, a, b, 'n', n);
f02ea
Withdrawn at Mark 23.
Replaced by
nag_lapack_dgees (f08pa).
Old: [a, wr, wi, z, ifail] = f02ea(job, a, 'n', n)
New: if (job == 'n')
jobvs = 'n';
else
jobvs = 'v';
end
[a, sdim, wr, wi, vs, info] = f08pa(jobvs, 'n', select, a, 'n', n);
function [result] = select(wr, wi)
result = true;
f02eb
Withdrawn at Mark 23.
Replaced by
nag_lapack_dgeev (f08na).
Old: [a, wr, wi, vr, vi, ifail] = f02eb(job, a, 'n', n);
New: if (job == 'n')
jobvr = 'n';
else
jobvr = 'v';
end
[a, wr, wi, vl, vr, info] = f08na('n', jobvr, a, 'n', n);
Note that Eigenvector information is stored differently in vr.
See the function documents for further details.
f02fa
Withdrawn at Mark 23.
Replaced by
nag_lapack_dsyev (f08fa).
Old: [a, w, ifail] = f02fa(job, uplo, a, 'n', n);
New: [a, w, info] = f08fa(jobz, uplo, a, 'n', n);
The minimum workspace requirement has not increased but the requirement for optimal performance might be different. The workspace
query mechanism (lwork = -1) should be used to determine the requirement for optimal performance.
f02fc
Withdrawn at Mark 23.
Replaced by
nag_lapack_dsyevx (f08fb).
Old: [a, m, w, z, ifail] = f02fc(job, range, uplo, a, wl, wu, il, iu, mest, 'n', n);
New: [a, m, w, z, jfail, info] = f08fb(job, range, uplo, a, wl, wu, il, iu, abstol, 'n', n);
The minimum workspace requirement has not increased but the requirement for optimal performance might be different. The workspace
query mechanism (lwork = -1) should be used to determine the requirement for optimal performance.
f02fd
Withdrawn at Mark 23.
Replaced by
nag_lapack_dsygv (f08sa).
Old: [a, b, w, ifail] = f02fd(itype, job, uplo, a, b, 'n', n);
New: [a, b, w, info] = f08sa(itype, job, uplo, a, b, 'n', n);
The minimum workspace requirement has not increased but the requirement for optimal performance might be different. The workspace
query mechanism (lwork = -1) should be used to determine the requirement for optimal performance.
f02fh
Withdrawn at Mark 23.
Replaced by
nag_lapack_dsbgv (f08ua).
Old: [a, b, d, ifail] = f02fh(ma, a, mb, b, 'n', n);
New: [a, b, d, z, info] = f08ua('n', 'u', ma, mb, a, b, 'n', n);
The order of eigenvalues in d changes from descending to ascending.
The minimum workspace requirement has changed to become
lwork = 3 × n
f02ga
Withdrawn at Mark 23.
Replaced by
nag_lapack_zgees (f08pn).
Old: [a, w, z, ifail] = f02ga(job, a, 'n', n);
New: if (job == 'n')
jobvs = 'n';
else
jobvs = 'v';
end
[a, sdim, w, z, info] = f08pn(jobvs, 'n', select, a, 'n', n);
function [result] = select(c)
result = true;
The minimum workspace requirement has not increased but the requirement for optimal performance might be different. The workspace
query mechanism (lwork = -1) should be used to determine the requirement for optimal performance.
f02gb
Withdrawn at Mark 23.
Replaced by
nag_lapack_zgeev (f08nn).
Old: [a, w, v, ifail] = f02gb(job, a, 'n', n);
New: [a, w, vl, v, info] = f08nn('n', job, a, 'n', n);
f02gj
Withdrawn at Mark 23.
Replaced by
nag_lapack_zggev (f08wn).
Old: [ar, ai, br, bi, alfr, alfi, beta, vr, vi, iter, ifail] = ...
f02gj(ar, ai, br, bi, eps1, matv, 'n', n);
New: if matv
jobvr = 'v';
else
jobvr = 'n';
end
[a, b, alpha, beta1, vl, v, info] = ...
f08wn('n', jobvr, complex(ar,ai), complex(br,bi), 'n', n);
% Note that the results are single complex objects, rather than the
% real, imaginary pairs returned by f02gj
Note that the separated double and imaginary parts of input and output data in f02gj has been replaced by combined complex
types in
nag_lapack_zggev (f08wn).
f02ha
Withdrawn at Mark 23.
Replaced by
nag_lapack_zheev (f08fn).
Old: [a, w, ifail] = f02ha(job, uplo, a, 'n', n);
New: [a, w, info] = f08fn(job, uplo, a, 'n', n);
The minimum workspace requirement has not increased but the requirement for optimal performance might be different. The workspace
query mechanism (lwork = -1) should be used to determine the requirement for optimal performance.
f02hc
Withdrawn at Mark 23.
Replaced by
nag_lapack_zheevx (f08fp).
Old: [a, m, w, z, ifail] = f02hc(job, range, uplo, a, wl, wu, il, iu, mest, 'n', n);
New: [a, m, w, z, jfail, info] = f08fp(job, range, uplo, a, wl, wu, il, iu, abstol, 'n', n);
The minimum workspace requirement has not increased but the requirement for optimal performance might be different. The workspace
query mechanism (lwork = -1) should be used to determine the requirement for optimal performance.
f02hd
Withdrawn at Mark 23.
Replaced by
nag_lapack_zhegv (f08sn).
Old: [a, b, w, ifail] = f02hd(itype, job, uplo, a, b, 'n', n);
New: [a, b, w, info] = f08sn(itype, job, uplo, a, b, 'n', n);
The minimum workspace requirement has not increased but the requirement for optimal performance might be different. The workspace
query mechanism (lwork = -1) should be used to determine the requirement for optimal performance.
f02we
Withdrawn at Mark 23.
Replaced by
nag_lapack_dgesvd (f08kb).
Old: [a, b, q, sv, pt, work, ifail] = f02we(a, b, wantq, wantp, 'm', m, 'n', n, 'ncolb', ncolb);
New: if wantq
jobu = 'a';
else
jobu = 'n';
end
if wantp
jobvt = 'a';
else
jobvt = 'n';
end
[a, sv, u, pt, info] = f08kb(jobu, jobvt, a, 'm', m, 'n', n);
work must be a one-dimensional double array of length at least
lwork given by:
max (1,
3 ×
min (m,n)
+
max (m,n)
,
5 ×
min (m,n)
)
Larger values of
lwork, up to some optimal value, may improve performance.
Please note that the facility to return
QT × b is not provided so arguments
wantb and
b are not required. Instead,
nag_lapack_dgesvd (f08kb) has an option to return the entire
m * m orthogonal matrix
Q, referred to as
u in its documentation, through its 8th argument.
f02xe
Withdrawn at Mark 23.
Replaced by
nag_lapack_zgesvd (f08kp).
Old: [a, b, q, sv, ph, rwork, ifail] = f02xe(a, b, wantq, wantp, 'm', m, 'n', n, 'ncolb', ncolb);
New: if wantq
jobu = 'a';
else
jobu = 'n';
end
if wantp
jobvt = 'a';
else
jobvt = 'n';
end
[a, sv, q, ph, info] = f08kp(jobu, jobvt, a, 'm', m, 'n', n);
work must be a one-dimensional double array of length at least
lwork given by:
max (1,
3 ×
min (m,n)
+
max (m,n)
,
5 ×
min (m,n)
)
Larger values of
lwork, up to some optimal value, may improve performance.
Please note that the facility to return
QT × b is not provided so arguments
wantb and
b are not required. Instead,
nag_lapack_dgesvd (f08kb) has an option to return the entire
m * m orthogonal matrix
Q, referred to as
u in its documentation, through its 8th argument.
F03 – Determinants
f03aa
Scheduled for withdrawal at Mark 25.
Replaced by
nag_lapack_dgetrf (f07ad) and
nag_det_real_gen (f03ba).
OLD: [a, det, ifail] = f03aa(a);
NEW: ...
[a, ipiv, info] = f07ad(a);
[d, id, ifail] = f03ba(a, ipiv);
det = d*2^id;
f03ab
Scheduled for withdrawal at Mark 25.
Replaced by
nag_lapack_dpotrf (f07fd) and
nag_det_real_sym (f03bf).
OLD: [a, det, ifail] = f03ab(a);
NEW: ...
[a, info] = f07fd('u', a);
[d, id, ifail] = f03bf(a);
det = d*2^id;
Note: the upper triangular part of
A, stored in
a, has been replaced here by its Cholesky factorization; the lower triangular part of
A can be used and overwritten by replacing 'u' by 'l' in the call to
nag_lapack_dpotrf (f07fd) above.
f03ac
Scheduled for withdrawal at Mark 25.
Replaced by
nag_lapack_dpbtrf (f07hd) and
nag_det_real_band_sym (f03bh).
OLD: [det, rl, ifail] = f03ac(a, m);
NEW: ...
[ab, info] = f07hd('l', kd, ab);
[d, id, ifail] = f03bh('l', kd, ab);
det = d*2^id;`
Note: the storage of
A in arrays
a and
ab is different. In fact
ab(i,j) = a(j,i), for
i = 1,2, … ,m and
j = max (1,i − m),, … ,i which conforms to the LAPACK banded storage scheme. The factorization is returned in
ab rather than in a separate array (
rl). The upper part of matrix
A can also be stored in
ab on input to
nag_lapack_dpbtrf (f07hd).
f03ad
Scheduled for withdrawal at Mark 25.
Replaced by
nag_lapack_zgetrf (f07ar) and
nag_det_complex_gen (f03bn).
OLD: [a, detr, deti, ifail] = f03ad(a);
New: ...
[a, ipiv, info] = f07ar(a);
[d, id, ifail] = f03bn(a, ipiv);
detr = real(d)*2^id;
deti = imag(d)*2^id;
Note: the real and imaginary parts of the determinant are independently scaled.
f03ae
Scheduled for withdrawal at Mark 25.
Replaced by
nag_lapack_dpotrf (f07fd) and
nag_det_real_sym (f03bf).
OLD: [a, p, d1, id, ifail] = f03ae(a);
NEW: ...
[a, info] = f07fd('u', a);
[d, id, ifail] = f03bf(a);
Note: the upper triangular part of
A, stored in
a, has been replaced here by its Cholesky factorization; the lower triangular part of
A can be used and overwritten by replacing
uplo = 'U' by
uplo = 'L' in the call to
nag_lapack_dpotrf (f07fd) above.
f03af
Scheduled for withdrawal at Mark 25.
Replaced by
nag_lapack_dgetrf (f07ad) and
nag_det_real_gen (f03ba).
OLD: [a, d1, id, p, ifail] = f03af(epsilon, a);
NEW: ...
[a, ipiv, info] = f07ad(a);
[d, id, ifail] = f03ba(a, ipiv);
Note: real array
p has been replaced by the integer array
ipiv for holding the pivots of the factorization.
F04 – Simultaneous Linear Equations
f04aa
Withdrawn at Mark 23.
Replaced by
nag_lapack_dgesv (f07aa).
Old: [a, c, ifail] = f04aa(a, b, 'n', n, 'm', m);
New: [a, ipiv, b, info] = f07aa(a, b, 'n', n, 'nrhs_p', nrhs_p);
Note that the answer is now in
b.
f04ac
Withdrawn at Mark 23.
Replaced by
nag_lapack_dpbsv (f07ha).
Old: [c, rl, ifail] = f04ac(a, b, m, 'n', n, 'ir', ir, 'm1', m1);
New: [ab, b, info] = f07ha('u', n, ab, b, 'n', n, 'nrhs_p', nrhs_p) ;
Note that
a and
ab are stored differently. With the
'U' option,
ab may be regarded as
the transpose of
a. Note also
that the answer is now stored in
b.
f04ad
Withdrawn at Mark 23.
Replaced by
nag_lapack_zgesv (f07an).
Old: [a, c, ifail] = f04ad(a, b, 'n', n, 'm', m);
New: [a, ipiv, b, info] = f07an(a, b, 'n', n, 'nrhs_p', nrhs_p);
Note that the answer is now in
b.
f04af
Scheduled for withdrawal at Mark 25.
There is no replacement for this routine.
The factorization and solution of a positive definite linear system can be handled by calls to functions from
Chapter F07, e.g.,
nag_lapack_dposvx (f07fb).
For example:
OLD: ...
[a, p, d1, id, ifail] = f03ae(a);
[x, bb, k, ifail] = f04af(a, p, b, epsilon);
NEW: ...
[a, af, equed, s, b, x, rcond, ferr, berr, info] = ...
f07fb('e', 'u', a, af, 'y', s, b);
[d, id, ifail] = f03bf(a);
f04ag
Scheduled for withdrawal at Mark 25.
There is no replacement for this routine.
The factorization and solution of a positive definite linear system can be handled by calls to functions from
Chapter F07, e.g.,
nag_lapack_dposv (f07fa).
For example:
OLD: ...
[a, p, d1, id, ifail] = f03ae(a);
[x] = f04ag(a, p, b);
NEW: ...
[a, b, info] = f07fa('u', a, b);
[d, id, ifail] = f03bf(a);
f04ah
Scheduled for withdrawal at Mark 25.
There is no replacement for this routine.
The factorization and solution of a real general linear system can be handled by calls to functions from the
Chapter F07, e.g.,
nag_lapack_dgesvx (f07ab).
For example:
OLD: ...
[a, d1, id, p, ifail] = f03af(epsilon, a);
[x, bb, k, ifail] = f04ah(a, aa, p, b, epsilon);
NEW: ...
[a, af, ipiv, equed, r, c, b, x, rcond, ferr, berr, work, info] = ...
f07ab('equil', 'no trans', a, af, ipiv, 'yes', r, c, b);
[d, id, ifail] = f03ba(a, ipiv);
f04aj
Scheduled for withdrawal at Mark 25.
There is no replacement for this routine.
The factorization and solution of a real general linear system can be handled by calls to functions from
Chapter F07, e.g.,
nag_lapack_dgesv (f07aa).
For example:
OLD: ...
[a, d1, id, p, ifail] = f03af(epsilon, a);
[b] = f04aj(a, p, b);
NEW: ...
[a, ipiv, bOut, info] = f07aa(a, b);
[d, id, ifail] = f03ba(a, ipiv);
f04ar
Withdrawn at Mark 23.
Replaced by
nag_lapack_dgesv (f07aa).
Old: [a, c, ifail] = f04ar(a, b, 'n', n);
New; [a, ipiv, b, info] = f07aa(a, b, 'n', n, 'nrhs_p', nrhs_p);
Note that the answer is now in
b.
f04ea
Withdrawn at Mark 23.
Replaced by
nag_lapack_dgtsv (f07ca).
Old: [d, du, dl, b, ifail] = f04ea(d, du, dl, b, 'n', n);
New: [dl, d, du, b, info] = f07ca(dl(2), d, du(2), b, 'n', n, 'nrhs_p', nrhs_p);
Note that the answer is now in
b.
f04fa
Old: [d, e, b, ifail] = f04fa(job, d, e, b, 'n', n);
[d, e, info] = f07jd(d, e, 'n', n);
New: if (job == 0)
[d, e, b, info] = f07ja(d, e, b, 'n', n, 'nrhs_p', nrhs_p);
else
% Have already done
% [d, e, info] = f07jd(d, e, 'n', n);
[b, info] = f07je(d, e, b, 'n', n, 'nrhs_p', nrhs_p);
end
Note that the answer is now in b.
f04ja
Withdrawn at Mark 23.
Replaced by
nag_lapack_dgelss (f08ka).
Old: [a, b, sigma, irank, work, ifail] = f04ja(a, b, tol, lwork, 'm', m, 'n', n);
New: [a, b, s, rank, info] = f08ka(a, b, rcond, 'm', m, 'n', n, 'nrhs_p', nrhs_p);
The minimum workspace requirement has changed from
4 × n to
3
×
min (n,m)
+
max (
2
×
min (n,m)
,
max (m,n)
,1)
.
Note that the answer is now in
b, singular values are in
s instead of
work, and the standard error is not computed.
f04jd
Withdrawn at Mark 23.
Replaced by
nag_lapack_dgelss (f08ka).
Old: [a, b, sigma, irank, work, ifail] = f04jd(a, b, tol, lwork, 'm', m, 'n', n);
New: [a, b, s, irank, info] = f08ka(a, b, rcond, 'm', m, 'n', n, 'nrhs_p', nrhs_p);
The minimum workspace requirement has changed from
n × (m + 4) to
3
×
min (n,m)
+
max (
2
×
min (n,m)
,
max (m,n)
,1)
.
Note that the answer is now in
b, singular values are in
s instead of
work, and the standard error is not computed.
f04jl
Withdrawn at Mark 23.
Replaced by
nag_lapack_dggglm (f08zb).
Old: [a, b, d, x, y, ifail] = f04jl(a, b, d, 'm', m, 'n', n, 'p', p);
New: [a, b, d, x, y, info] = f08zb(a, b, d, 'm', m, 'n', n, 'p', p);
The minimum workspace requirement has not increased but the requirement for optimal performance might be different. The workspace
query mechanism (lwork = -1) should be used to determine the requirement for optimal performance.
f04jm
Withdrawn at Mark 23.
Replaced by
nag_lapack_dgglse (f08za).
Old: [a, b, c, d, x, ifail] = f04jm(a, b, c, d, 'm', m, 'n', n, 'p', p);
New: [a, b, c, d, x, info] = f08za(a, b, c, d, 'm', m, 'n', n, 'p', p);
The minimum workspace requirement has not increased but the requirement for optimal performance might be different. The workspace
query mechanism (lwork = -1) should be used to determine the requirement for optimal performance.
f04kl
Withdrawn at Mark 23.
Replaced by
nag_lapack_zggglm (f08zp).
Old: [a, b, d, x, y, ifail] = f04kl(a, b, d, 'm', m, 'n', n, 'p', p);
New: [a, b, d, x, y, info] = f08zp(a, b, d, 'm', m, 'n', n, 'p', p);
f04km
Withdrawn at Mark 23.
Replaced by
nag_lapack_zgglse (f08zn).
Old: [a, b, c, d, x, ifail] = f04km(a, b, c, d, 'm', m, 'n', n, 'p', p);
New: [a, b, c, d, x, info] = f08zn(a, b, c, d, 'm', m, 'n', n, 'p', p);
F11 – Large Scale Linear Systems
f11ga
Old: [lwreq, ifail] = f11ga(method, precon, n, tol, maxitn, anorm, sigmax, ...
maxits, monit, 'sigcmp', sigcmp, 'norm_p', norm_p, ...
'weight', weight, 'iterm', iterm, 'sigtol', sigtol)
New: [lwreq, work, ifail] = f11gd(method, precon, n, tol, maxitn, anorm, sigmax, ...
maxits, monit, 'sigcmp', sigcmp, 'norm_p', norm_p, ...
'weight', weight, 'iterm', iterm, 'sigtol', sigtol)
See the function document for further information.
f11gb
Old: [irevcm, u, v, work, ifail] = f11gb(irevcm, u, v, work, 'n', n, 'lwork', lwork)
New: [irevcm, u, v, work, ifail] = f11ge(irevcm, u, v, wgt, work);
wgt must be a one-dimensional double array of length at least
n
(the order of the matrix) if weights are to be used in the termination criterion, and
1
otherwise. Note that the call to
nag_sparse_real_symm_basic_solver (f11ge) requires the weights to be supplied in
wgt(1 : n)
rather than
work(1 : n)
.
f11gc
Old: [itn, stplhs, stprhs, anorm, sigmax, its, sigerr, ifail] = f11gc();
New: [itn, stplhs, stprhs, anorm, sigmax, its, sigerr, ifail] = f11gf(work);
See the function document for further information.
G05 – Random Number Generators
g05ca
Withdrawn at Mark 22.
Replaced by
nag_rand_dist_uniform01 (g05sa).
Old: for i=1:n
x(i) = g05ca;
end
New: [state, x, ifail] = g05sa(n, state);
The integer array
state in the call to
nag_rand_dist_uniform01 (g05sa) contains information on the base generator being used. This array must have been initialized prior to calling
nag_rand_dist_uniform01 (g05sa) with a call to either
nag_rand_init_repeat (g05kf) or
nag_rand_init_nonrepeat (g05kg).
Due to changes in the underlying code the sequence of values produced by
nag_rand_dist_uniform01 (g05sa) is likely to be different from those produced by g05ca.
g05cb
Withdrawn at Mark 22.
Replaced by
nag_rand_init_repeat (g05kf).
Old: g05cb(ii);
New: genid = int64(ii);
subid = int64(1);
seed = [int64(1)];
[state, ifail] = g05kf(genid, subid, seed);
The integer array
state in the call to
nag_rand_init_repeat (g05kf) contains information on the base generator being used. The base generator is chosen via the integer parameters
genid and
subid. The required length of the array
state depends on the base generator chosen. Due to changes in the underlying code a sequence of values produced by using a random
number generator initialized via a call to
nag_rand_init_repeat (g05kf) is likely to be different from a sequence produced by a generator initialized by g05cb, even if the same value for
ii is used.
g05cc
Withdrawn at Mark 22.
Replaced by
nag_rand_init_nonrepeat (g05kg).
Old: g05cc;
New: genid = int64(1);
subid = int64(1);
[state, ifail] = g05kg(genid, subid);
The integer array
state in the call to
nag_rand_init_nonrepeat (g05kg) contains information on the base generator being used. The base generator is chosen via the integer parameters
genid and
subid.
g05cf
Withdrawn at Mark 22.
.
Old: [ia, xi, ifail] = g05cf(ni, nx);
New: cstate = state;
The state of the base generator for the group of functions
nag_rand_init_repeat (g05kf),
nag_rand_init_nonrepeat (g05kg),
nag_rand_init_leapfrog (g05kh),
nag_rand_init_skipahead (g05kj),
nag_rand_permute (g05nc),
nag_rand_sample (g05nd),
nag_rand_times_garch_asym1 (g05pd)–
nag_rand_matrix_2waytable (g05pz),
nag_rand_copula_students_t (g05rc)–
nag_rand_multivar_normal (g05rz), G05S and G05T can be saved by simply creating a local copy of the array
state. The first element of the
state array contains the number of elements that are used by the random number generating functions, therefore either this number
of elements can be copied, or the whole array (as defined in the calling program).
g05cg
Withdrawn at Mark 22.
.
Old: [ifail] = g05cg(ia, xa, 'ni', ni, 'nx', nx)
New: lstate = cstate(1);
state(1:lstate) = cstate(1:lstate);
The state of the base generator for the group of functions
nag_rand_init_repeat (g05kf),
nag_rand_init_nonrepeat (g05kg),
nag_rand_init_leapfrog (g05kh),
nag_rand_init_skipahead (g05kj),
nag_rand_permute (g05nc),
nag_rand_sample (g05nd),
nag_rand_times_garch_asym1 (g05pd)–
nag_rand_matrix_2waytable (g05pz),
nag_rand_copula_students_t (g05rc)–
nag_rand_multivar_normal (g05rz), G05S and G05T can be restored by simply copying back the previously saved copy of the
state array. The first element of the
state array contains the number of elements that are used by the random number generating functions, therefore either this number
of elements can be copied, or the whole array (as defined in the calling program).
g05da
Withdrawn at Mark 22.
Replaced by
nag_rand_dist_uniform (g05sq).
Old: for i=1:n
x(i) = g05da(aa,bb);
end
New: [a, b] = sort([aa, bb]);
[state, x, ifail] = g05sq(n, a, b, state);
The old function g05da returns a single variate at a time, whereas the new function
nag_rand_dist_uniform (g05sq) returns a vector of
n values in one go. In
nag_rand_dist_uniform (g05sq) the minimum value must be held in the parameter
a and the maximum in parameter
b, therefore
a < b. This was not the case for the equivalent parameters in g05da.
The integer array
state in the call to
nag_rand_dist_uniform (g05sq) contains information on the base generator being used. This array must have been initialized prior to calling
nag_rand_dist_uniform (g05sq) with a call to either
nag_rand_init_repeat (g05kf) or
nag_rand_init_nonrepeat (g05kg).
Due to changes in the underlying code the sequence of values produced by
nag_rand_dist_uniform (g05sq) is likely to be different from those produced by g05da.
g05db
Withdrawn at Mark 22.
Replaced by
nag_rand_dist_exp (g05sf).
Old: for i=1:n
x(i) = g05db(a);
end
New: [state, x, ifail] = g05sf(n, abs(a), state);
The old function g05db returns a single variate at a time, whereas the new function
nag_rand_dist_exp (g05sf) returns a vector of
n values in one go. In
nag_rand_dist_exp (g05sf) parameter
a must be non-negative, this was not the case for the equivalent parameter in g05db.
The integer array
state in the call to
nag_rand_dist_exp (g05sf) contains information on the base generator being used. This array must have been initialized prior to calling
nag_rand_dist_exp (g05sf) with a call to either
nag_rand_init_repeat (g05kf) or
nag_rand_init_nonrepeat (g05kg).
Due to changes in the underlying code the sequence of values produced by
nag_rand_dist_exp (g05sf) is likely to be different from those produced by g05db.
g05dc
Withdrawn at Mark 22.
Replaced by
nag_rand_dist_logistic (g05sl).
Old: for i=1:n
x(i) = g05dc(a,b);
end
New: [state, x, ifail] = g05sl(n, a, abs(b), state);
The old function g05dc returns a single variate at
a time, whereas the new function
nag_rand_dist_logistic (g05sl) returns a
vector of
n values in one go. In
nag_rand_dist_logistic (g05sl) the spread (parameter
a) must be positive, this was not the case for the equivalent parameters
in g05dc.
The integer array
state in the call to
nag_rand_dist_logistic (g05sl)
contains information on the base generator being used. This array must have
been initialized prior to calling
nag_rand_dist_logistic (g05sl) with a call
to either
nag_rand_init_repeat (g05kf) or
nag_rand_init_nonrepeat (g05kg).
Due to changes
in the underlying code the sequence of values produced by
nag_rand_dist_logistic (g05sl) is likely to be different from those produced by g05dc.
g05dd
Withdrawn at Mark 22.
Replaced by
nag_rand_dist_normal (g05sk).
Old: for i=1:n
x(i) = g05dd(xmu, sd);
end
New: [state, x, ifail] = g05sk(n, xmu, sd^2, state);
The old function g05dd returns a single variate at
a time, whereas the new function
nag_rand_dist_normal (g05sk) returns a
vector of
n values in one go.
nag_rand_dist_normal (g05sk) expects the variance of the Normal distribution
(parameter
var), compared to g05dd which expected the standard deviation.
The
integer array
state in the call to
nag_rand_dist_normal (g05sk) contains information on the base generator being
used. This array must have been initialized prior to calling
nag_rand_dist_normal (g05sk) with a call to either
nag_rand_init_repeat (g05kf) or
nag_rand_init_nonrepeat (g05kg).
Due to changes in the underlying code the sequence of values
produced by
nag_rand_dist_normal (g05sk) is likely to be different from those
produced by g05dd.
g05de
Withdrawn at Mark 22.
Replaced by
nag_rand_dist_lognormal (g05sm).
Old: for i=1:n
x(i) = g05de(xmu, sd);
end
New: [state, x, ifail] = g05sm(n, xmu, sd^2, state);
The old function g05de returns a single variate at
a time, whereas the new function
nag_rand_dist_lognormal (g05sm) returns a
vector of
n values in one go.
nag_rand_dist_lognormal (g05sm) expects the variance of the corresponding Normal
distribution (parameter
var), compared
to g05de which expected the standard deviation.
The integer array
state in the call
to
nag_rand_dist_lognormal (g05sm) contains information on the base generator
being used. This array must have been initialized prior to calling
nag_rand_dist_lognormal (g05sm) with a call to either
nag_rand_init_repeat (g05kf)
or
nag_rand_init_nonrepeat (g05kg).
Due to changes in the underlying code the sequence of
values produced by
nag_rand_dist_lognormal (g05sm) is likely to be different from
those produced by g05de.
g05df
Withdrawn at Mark 22.
Replaced by
nag_rand_dist_cauchy (g05sc).
Old: for i=1:n
x(i) = g05df(xmed, b);
end
New: [state, x, ifail] = g05sc(n, xmed, abs(b), state);
The old function g05df returns a single variate at
a time, whereas the new function
nag_rand_dist_cauchy (g05sc) returns a
vector of
n values in one go.
nag_rand_dist_cauchy (g05sc) expects the semi-interquartile range (parameter
semiqr) to be non-negative, this was not the
case for the equivalent parameter in g05df.
The integer array
state in the call
to
nag_rand_dist_cauchy (g05sc) contains information on the base generator
being used. This array must have been initialized prior to calling
nag_rand_dist_cauchy (g05sc) with a call to either
nag_rand_init_repeat (g05kf)
or
nag_rand_init_nonrepeat (g05kg).
Due to changes in the underlying code the sequence of
values produced by
nag_rand_dist_cauchy (g05sc) is likely to be different from
those produced by g05df.
g05dh
Withdrawn at Mark 22.
Replaced by
nag_rand_dist_chisq (g05sd).
Old: for i=1:n
[x(i), ifail] = g05dh(df);
end
New: [state, x, ifail] = g05sd(n, df, state);
The old function g05dh returns a single variate at
a time, whereas the new function
nag_rand_dist_chisq (g05sd) returns a
vector of
n values in one go.
The
integer array
state in the call to
nag_rand_dist_chisq (g05sd) contains information on the base generator being
used. This array must have been initialized prior to calling
nag_rand_dist_chisq (g05sd) with a call to either
nag_rand_init_repeat (g05kf) or
nag_rand_init_nonrepeat (g05kg).
Due to changes in the underlying code the sequence of values
produced by
nag_rand_dist_chisq (g05sd) is likely to be different from those
produced by g05dh.
g05dj
Withdrawn at Mark 22.
Replaced by
nag_rand_dist_students_t (g05sn).
Old: for i=1:n
[x(i), ifail] = g05dj(df);
end
New: [state, x, ifail] = g05sn(n, df, state);
The old function g05dj returns a single variate at
a time, whereas the new function
nag_rand_dist_students_t (g05sn) returns a
vector of
n values in one go.
The
integer array
state in the call to
nag_rand_dist_students_t (g05sn) contains information on the base generator being
used. This array must have been initialized prior to calling
nag_rand_dist_students_t (g05sn) with a call to either
nag_rand_init_repeat (g05kf) or
nag_rand_init_nonrepeat (g05kg).
Due to changes in the underlying code the sequence of values
produced by
nag_rand_dist_students_t (g05sn) is likely to be different from those
produced by g05dj.
g05dk
Withdrawn at Mark 22.
Replaced by
nag_rand_dist_f (g05sh).
Old: for i=1:n
[x(i), ifail] = g05df(df1, df2);
end
New: [state, x, ifail] = g05sh(n, df1, df2, state);
The old function g05dk returns a single variate at
a time, whereas the new function
nag_rand_dist_f (g05sh) returns a
vector of
n values in one go.
The
integer array
state in the call to
nag_rand_dist_f (g05sh) contains information on the base generator being
used. This array must have been initialized prior to calling
nag_rand_dist_f (g05sh) with a call to either
nag_rand_init_repeat (g05kf) or
nag_rand_init_nonrepeat (g05kg).
Due to changes in the underlying code the sequence of values
produced by
nag_rand_dist_f (g05sh) is likely to be different from those
produced by g05dk.
g05dp
Withdrawn at Mark 22.
Replaced by
nag_rand_dist_weibull (g05ss).
Old: for i=1:n
[x(i), ifail] = g05pd(a, b);
end
New: [state, x, ifail] = g05ss(n, a, b, state);
The old function g05dp returns a single variate at
a time, whereas the new function
nag_rand_dist_weibull (g05ss) returns a
vector of
n values in one go.
The
integer array
state in the call to
nag_rand_dist_weibull (g05ss) contains information on the base generator being
used. This array must have been initialized prior to calling
nag_rand_dist_weibull (g05ss) with a call to either
nag_rand_init_repeat (g05kf) or
nag_rand_init_nonrepeat (g05kg).
Due to changes in the underlying code the sequence of values
produced by
nag_rand_dist_weibull (g05ss) is likely to be different from those
produced by g05dp.
g05dr
Old: for i=1:n
[x(i), ifail] = g05dr(lambda);
end
New: [r, state, x, ifail] = g05tj(int64(3), n, lambda, r, state);
The old function g05dr returns a single variate at
a time, whereas the new function
nag_rand_int_poisson (g05tj) returns a
vector of
n values in one go. For
efficiency, the new function can make use of a reference vector,
r. If, as in this case, the integer parameter
mode is set to 3, the real reference
vector
r is not
referenced.
The integer array
state in
the call to
nag_rand_int_poisson (g05tj) contains information on the base
generator being used. This array must have been initialized prior to calling
nag_rand_int_poisson (g05tj) with a call to either
nag_rand_init_repeat (g05kf) or
nag_rand_init_nonrepeat (g05kg).
Due to changes in the underlying code
the sequence of values produced by
nag_rand_int_poisson (g05tj) is likely to
be different from those produced by g05dr.
g05dy
Withdrawn at Mark 22.
Replaced by
nag_rand_int_uniform (g05tl).
Old: for i=1:n
x(i) = g05dy(aa, bb);
end
New: [a, b] = sort([aa, bb]);
[state, x, ifail] = g05tl(n, a, b, state);
The old function g05dy returns a single variate at a time, whereas the new function
nag_rand_int_uniform (g05tl) returns a vector of
n values in one go. In
nag_rand_int_uniform (g05tl) the minimum value must be held in the parameter
a and the maximum in parameter
b, therefore
a ≤ b. This was not the case for the equivalent parameters in g05dy.
The integer array
state in the call to
nag_rand_int_uniform (g05tl) contains information on the base generator being used. This array must have been initialized prior to calling
nag_rand_int_uniform (g05tl) with a call to either
nag_rand_init_repeat (g05kf) or
nag_rand_init_nonrepeat (g05kg).
Due to changes in the underlying code the sequence of values produced by
nag_rand_int_uniform (g05tl) is likely to be different from those produced by g05dy.
g05dz
Withdrawn at Mark 22.
Replaced by
nag_rand_logical (g05tb).
Old: for i=1:n
x(i) = g05dz(pp);
end
New: p = max(0, min(pp, 1));
[state, x, ifail] = g05tb(n, p, state);
The old function g05dz returns a single variate at
a time, whereas the new function
nag_rand_logical (g05tb) returns a
vector of
n values in one go. The
double parameter
p in
nag_rand_logical (g05tb) must not be less than zero or greater than one, this was not the
case for the equivalent parameter in g05dz.
The integer array
state in the call
to
nag_rand_logical (g05tb) contains information on the base generator
being used. This array must have been initialized prior to calling
nag_rand_logical (g05tb) with a call to either
nag_rand_init_repeat (g05kf)
or
nag_rand_init_nonrepeat (g05kg).
Due to changes in the underlying code the sequence of
values produced by
nag_rand_logical (g05tb) is likely to be different from
those produced by g05dz.
g05ea
Withdrawn at Mark 22.
Replaced by
nag_rand_multivar_normal (g05rz).
Old: [r1, ifail] = g05ea(xmu, c, eps, lr1, 'n', m);
New: [r, state, x, ifail] = g05rz(int64(0), n, xmu, c, r, state, 'm', m, 'lr', lr);
The old function g05ea sets up a reference vector for use by g05ez. The functionality of both these functions has been combined
into the single new function
nag_rand_multivar_normal (g05rz). Setting
mode = 0 in the call to
nag_rand_multivar_normal (g05rz) only sets up the double reference vector
r and hence mimics the functionality of g05ea.
The length of the double reference vector,
r, in
nag_rand_multivar_normal (g05rz) must be at least
m × (m + 1) + 1. In contrast to the equivalent parameter in g05ea, this array must be allocated in the calling program.
g05eb
Withdrawn at Mark 22.
Replaced by
nag_rand_int_uniform (g05tl).
There is no direct replacement for function g05eb. g05eb sets up a reference vector for use by g05ey, this reference vector
is no longer required. The replacement function for g05ey is
nag_rand_int_uniform (g05tl).
g05ec
Withdrawn at Mark 22.
Replaced by
nag_rand_int_poisson (g05tj).
Old: [r1, ifail] = g05ec(lambda, lr1);
for i=1:n
x(i) = g05ey(r1);
end
New: [r, state, x, ifail] = g05tj(int64(2), n, lambda, r, state);
The old function g05ec sets up a reference vector for use by g05ey. The replacement function
nag_rand_int_poisson (g05tj) is now used to both set up a reference vector and generate the required variates. Setting
mode = 0 in the call to
nag_rand_int_poisson (g05tj) sets up the double reference vector
r and hence mimics the functionality of g05ec. Setting
mode = 1 generates a series of variates from a reference vector mimicking the functionality of g05ey for this particular distribution.
Setting
mode = 2 initializes the reference vector and generates the variates in one go.
The function g05ey returns a single variate at a time, whereas the new function
nag_rand_int_poisson (g05tj) returns a vector of
n values in one go.
The length of the double reference vector,
r, in
nag_rand_int_poisson (g05tj), must be allocated in the calling program in contrast to the equivalent parameter in g05ec, see the documentation for more
details.
The integer array
state in the call to
nag_rand_int_poisson (g05tj) contains information on the base generator being used. This array must have been initialized prior to calling
nag_rand_int_poisson (g05tj) with a call to either
nag_rand_init_repeat (g05kf) or
nag_rand_init_nonrepeat (g05kg).
Due to changes in the underlying code the sequence of values produced by
nag_rand_int_poisson (g05tj) is likely to be different from those produced by a combination of g05ec and g05ey.
g05ed
Withdrawn at Mark 22.
Replaced by
nag_rand_int_binomial (g05ta).
Old: [r1, ifail] = g05ed(m, p, lr1);
for i=1:n
x(i) = g05ey(r1);
end
New: [r, state, x, ifail] = g05ta(int64(2), n, m, p, r, state);
The old function g05ed sets up a reference vector for use by g05ey. The replacement function
nag_rand_int_binomial (g05ta) is now used to both set up a reference vector and generate the required variates. Setting
mode = 0 in the call to
nag_rand_int_binomial (g05ta) sets up the double reference vector
r and hence mimics the functionality of g05ed. Setting
mode = 1 generates a series of variates from a reference vector mimicking the functionality of g05ey for this particular distribution.
Setting
mode = 2 initializes the reference vector and generates the variates in one go.
The function g05ey returns a single variate at a time, whereas the new function
nag_rand_int_binomial (g05ta) returns a vector of
n values in one go.
The length of the double reference vector,
r, in
nag_rand_int_binomial (g05ta), needs to be a different length from the equivalent parameter in g05ed, see the documentation for more details.
The integer array
state in the call to
nag_rand_int_binomial (g05ta) contains information on the base generator being used. This array must have been initialized prior to calling
nag_rand_int_binomial (g05ta) with a call to either
nag_rand_init_repeat (g05kf) or
nag_rand_init_nonrepeat (g05kg).
Due to changes in the underlying code the sequence of values produced by
nag_rand_int_binomial (g05ta) is likely to be different from those produced by a combination of g05ed and g05ey.
g05ee
Withdrawn at Mark 22.
Replaced by
nag_rand_int_negbin (g05th).
Old: [r1, ifail] = g05ee(m, p, lr1);
for i=1:n
x(i) = g05ey(r1);
end
New: [r, state, x, ifail] = g05th(int64(2), n, m, p, r, state);
The old function g05ee sets up a reference vector for use by g05ey. The replacement function
nag_rand_int_negbin (g05th) is now used to both set up a reference vector and generate the required variates. Setting
mode = 0 in the call to
nag_rand_int_negbin (g05th) sets up the double reference vector
r and hence mimics the functionality of g05ee. Setting
mode = 1 generates a series of variates from a reference vector mimicking the functionality of g05ey for this particular distribution.
Setting
mode = 2 initializes the reference vector and generates the variates in one go.
The function g05ey returns a single variate at a time, whereas the new function
nag_rand_int_negbin (g05th) returns a vector of
n values in one go.
The length of the double reference vector,
r, in
nag_rand_int_negbin (g05th), needs to be a different length from the equivalent parameter in g05ee, see the documentation for
nag_rand_int_negbin (g05th) for more details.
The integer array
state in the call to
nag_rand_int_negbin (g05th) contains information on the base generator being used. This array must have been initialized prior to calling
nag_rand_int_negbin (g05th) with a call to either
nag_rand_init_repeat (g05kf) or
nag_rand_init_nonrepeat (g05kg).
Due to changes in the underlying code the sequence of values produced by
nag_rand_int_negbin (g05th) is likely to be different from those produced by a combination of g05ee and g05ey.
g05ef
Withdrawn at Mark 22.
Replaced by
nag_rand_int_hypergeom (g05te).
Old: [r1, ifail] = g05ef(ns, m, np, lr1);
for i=1:n
x(i) = g05ey(r1);
end
New: [r, state, x, ifail] = g05te(int64(2), n, ns, np, m, r, state);
The old function g05ef sets up a reference vector for use by g05ey. The replacement function
nag_rand_int_hypergeom (g05te) is now used to both set up a reference vector and generate the required variates. Setting
mode = 0 in the call to
nag_rand_int_hypergeom (g05te) sets up the double reference vector
r and hence mimics the functionality of g05ef. Setting
mode = 1 generates a series of variates from a reference vector mimicking the functionality of g05ey for this particular distribution.
Setting
mode = 2 initializes the reference vector and generates the variates in one go.
The function g05ey returns a single variate at a time, whereas the new function
nag_rand_int_hypergeom (g05te) returns a vector of
n values in one go.
The length of the double reference vector,
r, in
nag_rand_int_hypergeom (g05te), needs to be a different length from the equivalent parameter in g05ef, see the documentation for more details.
The integer array
state in the call
to
nag_rand_int_hypergeom (g05te) contains information on the base generator
being used. This array must have been initialized prior to calling
nag_rand_int_hypergeom (g05te) with a call to either
nag_rand_init_repeat (g05kf)
or
nag_rand_init_nonrepeat (g05kg).
Due to changes in the underlying code the sequence of
values produced by
nag_rand_int_hypergeom (g05te) is likely to be different from
those produced by a combination of g05ef and g05ey.
g05eg
Withdrawn at Mark 22.
Replaced by
nag_rand_times_arma (g05ph).
Old: [r, var, ifail] = g05eg(e, a, b, nr, 'na', na, 'nb', nb)
New: theta = zeros(iq, 1);
avar = b(1)^2;
if avar > 0
for i=1:nb-1
theta(i) = -b(i+1)/b(1);
end
end
mode = int64(0);
[r, state, var, x, ifail] = g05ph(mode, n, e, na, a, nb-1, theta, avar, r, state);
The double vector
theta must be of length at least
iq = nb − 1.
The old function g05eg sets up a reference vector for use by g05ew. The replacement function
nag_rand_times_arma (g05ph) is now used to both set up a reference vector and generate the required variates. Setting
mode = 0 in the call to
nag_rand_times_arma (g05ph) sets up the double reference vector
r and hence mimics the functionality of g05eg. When
mode = 0, the integer array
state in the call to
nag_rand_times_arma (g05ph) need not be set.
g05eh
Withdrawn at Mark 22.
Replaced by
nag_rand_permute (g05nc).
Old: [index, ifail] = g05eh(index, 'n', n);
New: [index, state, ifail] = g05nc(index, state, 'n', n);
The integer array
state in the call to
nag_rand_permute (g05nc) contains information on the base generator being used. This array must have been initialized prior to calling
nag_rand_permute (g05nc) with a call to either
nag_rand_init_repeat (g05kf) or
nag_rand_init_nonrepeat (g05kg).
Due to changes in the underlying code the sequence of values produced by
nag_rand_permute (g05nc) is likely to be different from those produced by g05eh.
g05ej
Withdrawn at Mark 22.
Replaced by
nag_rand_sample (g05nd).
Old: [iz, ifail] = g05ej(ia, m, 'n', n);
New: [iz, state, ifail] = g05nd(ia, m, state, 'n', n);
The integer array
state in the call to
nag_rand_sample (g05nd) contains information on the base generator being used. This array must have been initialized prior to calling
nag_rand_sample (g05nd) with a call to either
nag_rand_init_repeat (g05kf) or
nag_rand_init_nonrepeat (g05kg).
Due to changes in the underlying code the sequence of values produced by
nag_rand_sample (g05nd) is likely to be different from those produced by g05ej.
g05ew
Withdrawn at Mark 22.
Replaced by
nag_rand_times_arma (g05ph).
Old: [r, var, ifail] = g05eg(e, a, b, nr, 'na', na, 'nb', nb)
for i=1:n
[x(i), ifail] = g05ew(r);
end
New: theta = zeros(iq, 1);
avar = b(1)^2;
if avar > 0
for i=1:nb-1
theta(i) = -b(i+1)/b(1);
end
end
mode = int64(2);
[r, state, var, x, ifail] = g05ph(mode, n, e, na, a, nb-1, theta, avar, r,
state);
The double vector
theta must be of length at least
iq = nb − 1.
The old function g05eg sets up a reference vector for use by g05ew. The replacement function
nag_rand_times_arma (g05ph) is now used to both set up a reference vector and generate the required variates. Setting the integer parameter
mode to 0 in the call to
nag_rand_times_arma (g05ph) sets up the double reference vector
r and hence mimics the functionality of g05eg. Setting
mode to 1 generates a series of variates from a reference vector mimicking the functionality of g05ew. Setting
mode to 2 initializes the reference vector and generates the variates in one go.
The integer array
state in the call to
nag_rand_times_arma (g05ph) contains information on the base generator being used. This array must have been initialized prior to calling
nag_rand_times_arma (g05ph) with a call to either
nag_rand_init_repeat (g05kf) or
nag_rand_init_nonrepeat (g05kg).
Due to changes in the underlying code the sequence of values produced by
nag_rand_times_arma (g05ph) is likely to be different from those produced by g05eg.
g05ex
Withdrawn at Mark 22.
Replaced by
nag_rand_int_general (g05td).
Old: [r1, ifail] = g05ex(p, ip1, itype, lr1, 'np', np)
for i=1:n
x(i) = g05ey(r1);
end
New: mode = int64(2);
[r, state, x, ifail] = g05td(mode, n, p, ip1, itype, r, state, 'np', np);
The old function g05ex sets up a reference vector for use by g05ey. The replacement function
nag_rand_int_general (g05td) is now used to both set up a reference vector and generate the required variates. Setting
mode = 0 in the call to
nag_rand_int_general (g05td) sets up the double reference vector
r and hence mimics the functionality of g05ex. Setting
mode = 1 generates a series of variates from a reference vector mimicking the functionality of g05ey for this particular distribution.
Setting
mode = 2 initializes the reference vector and generates the variates in one go.
The function g05ey returns a single variate at a time, whereas the new function
nag_rand_int_general (g05td) returns a vector of
n values in one go.
The length of the double reference vector,
r, in
nag_rand_int_general (g05td) must be allocated in the calling program in contrast to the equivalent parameter in g05ex, see the documentation for more
details.
The integer array
state in the call to
nag_rand_int_general (g05td) contains information on the base generator being used. This array must have been initialized prior to calling
nag_rand_int_general (g05td) with a call to either
nag_rand_init_repeat (g05kf) or
nag_rand_init_nonrepeat (g05kg).
Due to changes in the underlying code the sequence of values produced by
nag_rand_int_general (g05td) is likely to be different from those produced by a combination of g05ex, g05ey.
g05ey
Withdrawn at Mark 22.
Replaced by
nag_rand_int_general (g05td).
There is no direct replacement function for g05ey.
g05ey is designed to generate random draws from a distribution defined by a reference vector. These reference vectors are
created by other functions in
Chapter G05, for example
g05eb,
which have themselves been superseded. In order to replace a call to g05ey you must identify which NAG function generated
the reference vector being used and look up its replacement. For example, to replace a call to g05ey preceded by a call to
g05eb,
as in:
[r, ifail] = g05eb(m, n, nr);
x = g05ey(r);
you would need to look at the replacement function for
g05eb.
g05ez
Withdrawn at Mark 22.
Replaced by
nag_rand_multivar_normal (g05rz).
Old: [r1, ifail] = g05ea(xmu, c, eps, lr1, 'n', n);
for i=1:n
[x(i,1:m), ifail] = g05ez(m, r);
end
New: mode = int64(2);
[r, state, x, ifail] = g05rz(mode, n, xmu, c, r, state, 'm', m, 'lr', lr);
The old function g05ea sets up a reference vector for use by g05ez. The functionality of both these functions has been combined
into the single new function
nag_rand_multivar_normal (g05rz). Setting
mode = 2 in the call to
nag_rand_multivar_normal (g05rz) sets up the double reference vector
r and generates the draws from the multivariate Normal distribution in one go.
The old function g05ez returns a single (
m-dimensional vector) draw from the multivariate Normal distribution at a time, whereas the new function
nag_rand_multivar_normal (g05rz) returns an
n by
m matrix of
n draws in one go.
The integer array
state in the call to
nag_rand_multivar_normal (g05rz) contains information on the base generator being used. This array must have been initialized prior to calling
nag_rand_multivar_normal (g05rz) with a call to either
nag_rand_init_repeat (g05kf) or
nag_rand_init_nonrepeat (g05kg).
Due to changes in the underlying code the sequence of values produced by
nag_rand_multivar_normal (g05rz) is likely to be different from those produced by g05ez.
g05fa
Withdrawn at Mark 22.
Replaced by
nag_rand_dist_uniform (g05sq).
Old: [x] = g05fa(aa, bb, n);
New: [a, b] = sort([aa, bb]);
[state, x, ifail] = g05sq(n, a, b, state);
In
nag_rand_dist_uniform (g05sq) the minimum value must be held in the parameter A and the maximum in parameter
b, therefore
a ≤ b. This was not the case for the equivalent parameters in g05fa.
The integer array
state in the call to
nag_rand_dist_uniform (g05sq) contains information on the base generator being used. This array must have been initialized prior to calling
nag_rand_dist_uniform (g05sq) with a call to either
nag_rand_init_repeat (g05kf) or
nag_rand_init_nonrepeat (g05kg).
Due to changes in the underlying code the sequence of values produced by
nag_rand_dist_uniform (g05sq) is likely to be different from those produced by g05fa.
g05fb
Withdrawn at Mark 22.
Replaced by
nag_rand_dist_exp (g05sf).
Old: x = g05fb(a, n);
New: [state, x, ifail] = g05sf(n, abs(a), state);
In
nag_rand_dist_exp (g05sf) parameter
a must be non-negative, this was not the case for the equivalent parameter in g05fb.
The integer array
state in the call to
nag_rand_dist_exp (g05sf) contains information on the base generator being used. This array must have been initialized prior to calling
nag_rand_dist_exp (g05sf) with a call to either
nag_rand_init_repeat (g05kf) or
nag_rand_init_nonrepeat (g05kg).
Due to changes in the underlying code the sequence of values produced by
nag_rand_dist_exp (g05sf) is likely to be different from those produced by g05fb.
g05fd
Withdrawn at Mark 22.
Replaced by
nag_rand_dist_normal (g05sk).
Old: x = g05fd(xmu, sd, n);
New: var = sd^2;
[state, x, ifail] = g05sk(n, xmu, var, state);
nag_rand_dist_normal (g05sk) expects the variance of the Normal distribution (parameter
var), compared to g05fd which expected the standard deviation.
The integer array
state in the call to
nag_rand_dist_normal (g05sk) contains information on the base generator being used. This array must have been initialized prior to calling
nag_rand_dist_normal (g05sk) with a call to either
nag_rand_init_repeat (g05kf) or
nag_rand_init_nonrepeat (g05kg).
Due to changes in the underlying code the sequence of values produced by
nag_rand_dist_normal (g05sk) is likely to be different from those produced by g05fd.
g05fe
Withdrawn at Mark 22.
Replaced by
nag_rand_dist_beta (g05sb).
Old: [x, ifail] = g05fe(a, b, n);
New: [state, x, ifail] = g05sb(n, a, b, state);
The integer array
state in the call to
nag_rand_dist_beta (g05sb) contains information on the base generator being used. This array must have been initialized prior to calling
nag_rand_dist_beta (g05sb) with a call to either
nag_rand_init_repeat (g05kf) or
nag_rand_init_nonrepeat (g05kg).
Due to changes in the underlying code the sequence of values produced by
nag_rand_dist_beta (g05sb) is likely to be different from those produced by g05fe.
g05ff
Withdrawn at Mark 22.
Replaced by
nag_rand_dist_gamma (g05sj).
Old: [x, ifail] = g05ff(a, b, n);
New: [state, x, ifail] = g05sj(n, a, b, state);
The integer array
state in the call to
nag_rand_dist_gamma (g05sj) contains information on the base generator being used. This array must have been initialized prior to calling
nag_rand_dist_gamma (g05sj) with a call to either
nag_rand_init_repeat (g05kf) or
nag_rand_init_nonrepeat (g05kg).
Due to changes in the underlying code the sequence of values produced by
nag_rand_dist_gamma (g05sj) is likely to be different from those produced by g05ff.
g05fs
Withdrawn at Mark 22.
Replaced by
nag_rand_dist_vonmises (g05sr).
Old: [x, ifail] = g05sf(vk, n);
New: [state, x, ifail] = g05sr(n, vk, state);
The integer array
state in the call to
nag_rand_dist_vonmises (g05sr) contains information on the base generator being used. This array must have been initialized prior to calling
nag_rand_dist_vonmises (g05sr) with a call to either
nag_rand_init_repeat (g05kf) or
nag_rand_init_nonrepeat (g05kg).
Due to changes in the underlying code the sequence of values produced by
nag_rand_dist_vonmises (g05sr) is likely to be different from those produced by g05fs.
g05ga
Withdrawn at Mark 22.
Replaced by
nag_rand_matrix_orthog (g05px).
Old: [a, ifail] = g05ga(side, init, m, a, 'n', n);
New: [state, a, ifail] = g05px(side, init, state, a, 'm', m, 'n', n);
The integer array
state in the call to
nag_rand_matrix_orthog (g05px) contains information on the base generator being used. This array must have been initialized prior to calling
nag_rand_matrix_orthog (g05px) with a call to either
nag_rand_init_repeat (g05kf) or
nag_rand_init_nonrepeat (g05kg).
Due to changes in the underlying code the sequence of values produced by
nag_rand_matrix_orthog (g05px) is likely to be different from those produced by g05ga.
g05gb
Withdrawn at Mark 22.
Replaced by
nag_rand_matrix_corr (g05py).
Old: [c, ifail] = g05gb(d, 'n', n, 'eps', eps);
New: [state, c, ifail] = g05py(d, state, 'n', n, 'eps', eps)
The integer array
state in the call to
nag_rand_matrix_corr (g05py) contains information on the base generator being used. This array must have been initialized prior to calling
nag_rand_matrix_corr (g05py) with a call to either
nag_rand_init_repeat (g05kf) or
nag_rand_init_nonrepeat (g05kg).
Due to changes in the underlying code the sequence of values produced by
nag_rand_matrix_corr (g05py) is likely to be different from those produced by g05gb.
g05hd
Withdrawn at Mark 22.
Replaced by
nag_rand_times_mv_varma (g05pj).
Old: [w, ref, ifail] = g05hd(mode, ip, iq, mean, par, qq, n, ref, 'k', k, 'lpar', lpar, 'lref', lref)
New: if mode = 'c'
imode = int64(0);
else
imode = int64(1);
end
ll = 0;
for l=1:ip
for i=1:k
for j=1:k
ll = ll+1;
phi(i, j, l) = par(ll);
end
end
end
for l=1:iq-1
for i=1:k
for j=1:k
ll = ll+1;
theta(i, j, l) = par(ll);
end
end
end
xmean = zeros(k, 1);
if mean = 'm'
xmean = par(ll+1:ll+k+1);
end
[ref, state, x, ifail] = g05pj(imode, n, xmean, ip, phi, iq, theta, ...
qq, ref, state, 'k', k, 'lr', lr)
The integer parameter
imode should be set to 0, 1 or 3 in place of the parameter
mode having settings of 'S', 'C' or 'R' respectively. The double array
phi should have length at least
max (1,ip × (k × k))
; if dimensioned as
phi(k,k,ip)
(as in the above example) then
phi
(i,j,l)
will contain the element
par
((l − 1) × k × k + (i − 1) × k + j)
. The double array
theta should have length at least
max (1,iq × (k × k))
; if dimensioned as
theta
(k,k,iq)
(as in the above example) then
theta
(i,j,l)
will contain the element
par
(ip × k × k + (l − 1) × k × k + (i − 1) × k + j)
. The double array
xmean should have length at least
k; if
mean = 'M'
then
xmean
(i)
will contain the element
par
(ip + iq × k × k + i)
, otherwise
xmean should contain an array of zero values.
The integer array
state in the call to
nag_rand_times_mv_varma (g05pj) contains information on the base generator being used. This array must have been initialized prior to calling
nag_rand_times_mv_varma (g05pj) with a call to either
nag_rand_init_repeat (g05kf) or
nag_rand_init_nonrepeat (g05kg).
Due to changes in the underlying code the sequence of values produced by
nag_rand_times_mv_varma (g05pj) is likely to be different from those produced by g05hd.
g05hk
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_times_garch_asym1 (g05pd).
Old: [ht, et, rvec, iseed, rwsav, ifail] = g05hk(dist, num, ip, iq, theta, gamma, df, fcall, rvec, igen, iseed, rwsav)
New: [ht, et, r, state, ifail] = g05pd(dist, num, ip, iq, theta, gamma, df, fcall, r, state, 'lr', lr)
The integer array
state in the call to
nag_rand_times_garch_asym1 (g05pd) contains information on the base generator being used. This array must have been initialized prior to calling
nag_rand_times_garch_asym1 (g05pd) with a call to either
nag_rand_init_repeat (g05kf) or
nag_rand_init_nonrepeat (g05kg).
Due to changes in the underlying code the sequence of values produced by
nag_rand_times_garch_asym1 (g05pd) is likely to be different from those produced by g05hk.
g05hl
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_times_garch_asym2 (g05pe).
Old: [ht, et, rvec, iseed, rwsav, ifail] = g05hl(dist, num, ip, iq, theta, gamma, df, fcall, rvec, igen, iseed, rwsav);
New: [ht, et, r, state, ifail] = g05pe(dist, num, ip, iq, theta, gamma, df, fcall, r, state, 'lr', lr);
The integer array
state in the call to
nag_rand_times_garch_asym2 (g05pe) contains information on the base generator being used. This array must have been initialized prior to calling
nag_rand_times_garch_asym2 (g05pe) with a call to either
nag_rand_init_repeat (g05kf) or
nag_rand_init_nonrepeat (g05kg).
Due to changes in the underlying code the sequence of values produced by
nag_rand_times_garch_asym2 (g05pe) is likely to be different from those produced by g05hl.
g05hm
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_times_garch_gjr (g05pf).
Old: [ht, et, rvec, iseed, rwsav, ifail] = g05hm(dist, num, ip, iq, theta, gamma, df, fcall, rvec, igen, iseed, rwsav);
New: [ht, et, r, state, ifail] = g05pf(dist, num, ip, iq, theta, gamma, df, fcall, r, state, 'lr', lr);
The integer array
state in the call to
nag_rand_times_garch_gjr (g05pf) contains information on the base generator being used. This array must have been initialized prior to calling
nag_rand_times_garch_gjr (g05pf) with a call to either
nag_rand_init_repeat (g05kf) or
nag_rand_init_nonrepeat (g05kg).
Due to changes in the underlying code the sequence of values produced by
nag_rand_times_garch_gjr (g05pf) is likely to be different from those produced by g05hm.
g05hn
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_times_garch_exp (g05pg).
Old: [ht, et, rvec, iseed, rwsav, ifail] = g05hn(dist, num, ip, iq, theta, df, fcall, rvec, igen, iseed, rwsav);
New: [ht, et, r, state, ifail] = g05pg(dist, num, ip, iq, theta, df, fcall, r, state, 'lr', lr);
g05ka
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_dist_uniform01 (g05sa).
Old: for i=1:n
[x(i), iseed] = g05ka(igen, iseed);
end
New: [state, x, ifail] = g05sa(n, state);
The old function g05ka returns a single variate at a time, whereas the new function
nag_rand_dist_uniform01 (g05sa) returns a vector of
n values in one go.
g05kb
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_init_repeat (g05kf).
Old: [igen, iseed] = g05kb(igen, iseed);
New: if (igen == 0)
[state, ifail] = g05kf(int23(1), int64(1), iseed, 'lseed', lseed);
else
[state, ifail] = g05kf(int64(1), igen, iseed, 'lseed', lseed);
end
g05kc
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_init_nonrepeat (g05kg).
Old: [igen, iseed] = g05kc(igen);
New: if (igen == 0)
[state, ifail] = g05kg(int64(1), int64(1));
else
[state, ifail] = g05kg(int64(2), igen);
end
g05ke
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_logical (g05tb).
Old: for i=1:n
[x(i), iseed, ifail] = g05ke(p, igen, iseed);
end
New: [state, x, ifail] = g05tb(n, p, state);
The old function g05ke returns a single variate at a time, whereas the new function
nag_rand_logical (g05tb) returns a vector of
n values in one go.
g05la
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_dist_normal (g05sk).
Old: [x, iseed, ifail] = g05la(xmu, var, n, igen, iseed);
New: [state, x, ifail] = g05sk(n, xmu, var, state);
g05lb
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_dist_students_t (g05sn).
Old: [x, iseed, ifail] = g05lb(df, n, igen, iseed);
New: [state, x, ifail] = g05sn(n, df, state);
g05lc
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_dist_chisq (g05sd).
Old: [x, iseed, ifail] = g05lc(df, n, igen, iseed);
New: [state, x, ifail] = g05sd(n, df, state);
g05ld
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_dist_f (g05sh).
Old: [x, iseed, ifail] = g05ld(df1, df2, n, igen, iseed);
New: [state, x, ifail] = g05sh(n, df1, df2, state);
g05le
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_dist_beta (g05sb).
Old: [x, iseed, ifail] = g05le(a, b, n, igen, iseed);
New: [state, x, ifail] = g05sb(n, a, b, state);
g05lf
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_dist_gamma (g05sj).
Old: [x, iseed, ifail] = g05lf(a, b, n, igen, iseed);
New: [state, x, ifail] = g05sj(n, a, b, state);
g05lg
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_dist_uniform (g05sq).
Old: [x, iseed, ifail] = g05lg(a, b, n, igen, iseed);
New: [state, x, ifail] = g05sq(n, a, b, state);
g05lh
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_dist_triangular (g05sp).
Old: [x, iseed, ifail] = g05lh(xmin, xmax, xmed, n, igen, iseed);
New: [state, x, ifail] = g05sp(n, xmin, xmed, xmax, state);
g05lj
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_dist_exp (g05sf).
Old: [x, iseed, ifail] = g05lj(a, n, igen, iseed);
New: [state, x, ifail] = g05sf(n, a, state);
g05lk
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_dist_lognormal (g05sm).
Old: [x, iseed, ifail] = g05lk(xmu, var, n, igen, iseed);
New: [state, x, ifail] = g05sm(n, xmu, var, state);
g05ll
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_dist_gamma (g05sj).
Old: [x, iseed, ifail] = g05ll(xmed, semiqr, n, igen, iseed);
New: [state, x, ifail] = g05sc(n, xmed, semiqr, state);
g05lm
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_dist_weibull (g05ss).
Old: [x, iseed, ifail] = g05lm(a, b, n, igen, iseed);
New: [state, x, ifail] = g05ss(n, a, b, state);
g05ln
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_dist_logistic (g05sl).
Old: [x, iseed, ifail] = g05ln(a, b, n, igen, iseed);
New: [state, x, ifail] = g05sl(n, a, b, state);
g05lp
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_dist_vonmises (g05sr).
Old: [x, iseed, ifail] = g05lp(vk, n, igen, iseed);
New: [state, x, ifail] = g05sr(n, vk, state);
g05lq
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_dist_expmix (g05sg).
Old: [x, iseed, ifail] = g05lq(a, wgt, n, igen, iseed, 'nmix', nmix);
New: [state, x, ifail] = g05sg(n, a, wgt, state, 'nmix', nmix);
g05lx
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_multivar_students_t (g05ry).
Old: [x, iseed, r, ifail] = g05lx(mode, df, xmu, c, n, igen, iseed, r, 'm', m, 'lr', lr);
New: [r, state, x, ifail] = g05ry(mode, n, df, xmu, c, r, state, 'm', m, 'lr', lr);
g05ly
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_multivar_normal (g05rz).
Old: [x, iseed, r, ifail] = g05ly(mode, xmu, c, n, igen, iseed, r, 'm', m, 'lr', lr);
New: [r, state, x, ifail] = g05rz(mode, n, xmu, c, r, state, 'm', m, 'lr', lr);
g05lz
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_multivar_normal (g05rz).
Old: [x, iseed, r, ifail] = g05lz(mode, xmu, c, igen, iseed, r, 'n', n);
New: n = int64(1);
[r, state, x, ifail] = g05rz(mode, n, xmu, c, r, state, 'm', m, 'lr', lr);
g05ma
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_int_uniform (g05tl).
Old: [x, iseed, ifail] = g05ma(a, b, n, igen, iseed);
New: [state, x, ifail] = g05tl(n, a, b, state);
g05mb
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_int_geom (g05tc).
Old: [x, iseed, r, ifail] = g05mb(mode, p, n, igen, iseed, r);
New: [r, state, x, ifail] = g05tc(mode, n, p, r, state);
g05mb returned the number of trials required to get the first success, whereas
nag_rand_int_geom (g05tc) returns the number of failures before the first success, therefore the value returned by
nag_rand_int_geom (g05tc) is one less than the equivalent value returned from g05mb.
g05mc
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_int_negbin (g05th).
Old: [x, iseed, r, ifail] = g05mc(mode, m, p, n, igen, iseed, r);
New: [r, state, x, ifail] = g05th(mode, n, m, p, r, state);
g05md
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_int_log (g05tf).
Old: [x, iseed, r, ifail] = g05md(mode, a, n, igen, iseed, r);
New: [r, state, x, ifail] = g05tf(mode, n, a, r, state);
g05me
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_int_poisson_varmean (g05tk).
Old: [x, iseed, ifail] = g05me(vlamda, igen, iseed, 'm', m);
New: [state, x, ifail] = g05tk(vlamda, state, 'm', m);
g05mj
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_int_binomial (g05ta).
Old: [x, iseed, r, ifail] = g05mj(mode, m, p, n, igen, iseed, r);
New: [r, state, x, ifail] = g05ta(mode, n, m, p, r, state);
g05mk
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_int_poisson (g05tj).
Old: [x, iseed, r, ifail] = g05mk(mode, lambda, n, igen, iseed, r);
New: [r, state, x, ifail] = g05tj(mode, n, lambda, r, state);
g05ml
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_int_hypergeom (g05te).
Old: [x, iseed, r, ifail] = g05ml(mode, ns, np, m, n, igen, iseed, r);
New: [r, state, x, ifail] = g05te(mode, n, ns, np, m, r, state);
g05mr
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_int_multinomial (g05tg).
Old: [x, iseed, r, ifail] = g05mr(mode, m, p, n, igen, iseed, r, 'k', k);
New: [r, state, x, ifail] = g05tg(mode, n, m, p, r, state, 'k', k);
g05mz
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_int_general (g05td).
Old: [x, iseed, r, ifail] = g05mz(mode, p, ip1, itype, n, igen, iseed, r, 'np', np);
New: [r, state, x, ifail] = g05td(mode, n, p, ip1, itype, r, state, 'np', np);
g05na
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_permute (g05nc).
Old: [index, iseed, ifail] = g05na(index, igen, iseed, 'n', n);
New: [index, state, ifail] = g05nc(index, state, 'n', n);
g05nb
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_sample (g05nd).
Old: [isampl, iseed, ifail] = g05nb(ipop, m, igen, iseed, 'n', n);
New: [isampl, state, ifail] = g05nd(ipop, m, state, 'n', n);
g05pa
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_times_arma (g05ph).
Old: [var, x, iseed, r, ifail] = g05pa(mode, xmean, phi, theta, avar, n, igen, iseed, r, 'ip', ip, 'iq', iq);
New: [r, state, var, x, ifail] = g05ph(mode, n, xmean, ip, phi, iq, theta, avar, r, state);
g05pc
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_times_mv_varma (g05pj).
Old: [x, iseed, r, ifail] = g05pc(mode, xmean, ip, phi, iq, theta, var, n, igen, iseed, r, 'k', k);
New: [r, state, x, ifail] = g05pj(mode, n, xmean, ip, phi, iq, theta, var, r, state, 'k', k, 'lr', lr);
g05qa
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_matrix_orthog (g05px).
Old: [a, iseed, ifail] = g05qa(side, init, a, igen, iseed, 'm', m, 'n', n);
New: [state, a, ifail] = g05px(side, init, state, a, 'm', m, 'n', n);
g05qb
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_matrix_corr (g05py).
Old: [c, iseed, ifail] = g05qb(d, igen, iseed, 'n', n, 'eps', eps);
New: [state, c, ifail] = g05py(d, state, 'n', n, 'eps', eps)
g05qd
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_matrix_2waytable (g05pz).
Old: [x, iseed, r, ifail] = g05qd(mode, totr, totc, igen, iseed, r, 'nrow', nrow, 'ncol', ncol, 'nr', nr);
New: [r, state, x, ifail] = g05pz(mode, totr, totc, r, state, 'nrow', nrow, 'ncol', ncol, 'lr', lr);
g05ra
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_copula_normal (g05rd).
Old: [x, iseed, r, ifail] = g05ra(mode, c, n, igen, iseed, r, 'm', m, 'lr', lr);
New: [r, state, x, ifail] = g05rd(mode, n, c, r, state, 'm', m, 'lr', lr);
g05rb
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_copula_students_t (g05rc).
Old: [x, iseed, r, ifail] = g05rb(mode, df, c, n, igen, iseed, r, 'm', m, 'lr', lr);
New: [r, state, x, ifail] = g05rc(mode, n, df, c, r, state, 'm', m, 'lr', lr);
g05ya
|
Faure quasi-random numbers
Old: [quas, iref, ifail] = g05ya(true, 'f', iskip, idim, iref);
New: [iref, ifail] = g05yl(int64(4), idim, iskip);
Old: [quas, iref, ifail] = g05ya(false, 'f', iskip, idim, iref);
New: [quas, iref, ifail] = g05ym(int64(1), int64(2), iref); |
|
Sobol quasi-random numbers
Old: [quas, iref, ifail] = g05ya(true, 's', iskip, idim, iref);
New: [iref, ifail] = g05yl(int64(2), idim, iskip);
Old: [quas, iref, ifail] = g05ya(false, 's', iskip, idim, iref);
New: [quas, iref, ifail] = g05ym(int64(1), int64(2), iref); |
|
Neiderreiter quasi-random numbers
Old: [quas, iref, ifail] = g05ya(true, 'n', iskip, idim, iref);
New: [iref, ifail] = g05yl(int64(3), idim, iskip);
Old: [quas, iref, ifail] = g05ya(false, 'n', iskip, idim, iref);
New: [quas, iref, ifail] = g05ym(int64(1), int64(2), iref); |
g05yb
This function has been replaced by a suite of functions consisting of the relevant initialization function followed by one
of two possible generator functions.
|
Faure quasi-random numbers with Gaussian probability:
Old: [quasi, iref, ifail] = g05yb(true, 'f', false, mean, std, iskip, iref, 'idim', idim);
New: [iref, ifail] = g05yl(int64(4), idim, iskip);
Old: [quasi, iref, ifail] = g05yb(false, 'f', false, mean, std, iskip, iref, 'idim', idim);
New: [quasi, iref, ifail] = g05yj(mean, std, n, iref); |
|
Sobol quasi-random numbers with Gaussian probability:
Old: [quasi, iref, ifail] = g05yb(true, 's', false, mean, std, iskip, iref, 'idim', idim);
New: [iref, ifail] = g05yl(int64(2), idim, iskip);
Old: [quasi, iref, ifail] = g05yb(false, 's', false, mean, std, iskip, iref, 'idim', idim);
New: [quasi, iref, ifail] = g05yj(mean, std, n, iref); |
|
Neiderreiter quasi-random numbers with Gaussian probability:
Old: [quasi, iref, ifail] = g05yb(true, 'n', false, mean, std, iskip, iref, 'idim', idim);
New: [iref, ifail] = g05yl(int64(3), idim, iskip);
Old: [quasi, iref, ifail] = g05yb(false, 'n', false, mean, std, iskip, iref, 'idim', idim);
New: [quasi, iref, ifail] = g05yj(mean, std, n, iref); |
|
Faure quasi-random numbers with log Normal probability:
Old: [quasi, iref, ifail] = g05yb(true, 'f', true, mean, std, iskip, iref, 'idim', idim);
New: [iref, ifail] = g05yl(int64(4), idim, iskip);
Old: [quasi, iref, ifail] = g05yb(false, 'f', true, mean, std, iskip, iref, 'idim', idim);
New: [quasi, iref, ifail] = g05yk(mean, std, n, iref); |
|
Sobol quasi-random numbers with log Normal probability:
Old: [quasi, iref, ifail] = g05yb(true, 's', true, mean, std, iskip, iref, 'idim', idim);
New: [iref, ifail] = g05yl(int64(2), idim, iskip);
Old: [quasi, iref, ifail] = g05yb(false, 's', true, mean, std, iskip, iref, 'idim', idim);
New: [quasi, iref, ifail] = g05yk(mean, std, n, iref); |
|
Neiderreiter quasi-random numbers with log Normal probability:
Old: [quasi, iref, ifail] = g05yb(true, 'n', true, mean, std, iskip, iref, 'idim', idim);
New: [iref, ifail] = g05yl(int64(3), idim, iskip);
Old: [quasi, iref, ifail] = g05yb(false, 'n', true, mean, std, iskip, iref, 'idim', idim);
New: [quasi, iref, ifail] = g05yk(mean, std, n, iref); |
g05yc
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_quasi_init (g05yl).
Old: [iref, ifail] = g05yc(idim);
New: [iref, ifail] = g05yl(int64(4), idim, iskip);
g05yd
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_quasi_uniform (g05ym).
Old: [quasi, iref, ifail] = g05yd(n, iref);
New: [quas, iref, ifail] = g05ym(n, rcord, iref);
g05ye
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_quasi_init (g05yl).
Old: [iref, ifail] = g05ye(idim, iskip);
New: [iref, ifail] = g05yl(int64(2), idim, iskip);
g05yf
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_quasi_uniform (g05ym).
Old: [quasi, iref, ifail] = g05yf(n, iref);
New: [quas, iref, ifail] = g05ym(n, rcord, iref);
g05yg
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_quasi_init (g05yl).
Old: [iref, ifail] = g05yg(idim, iskip);
New: [iref, ifail] = g05yl(int64(3), idim, iskip);
g05yh
Scheduled for withdrawal at Mark 24.
Replaced by
nag_rand_quasi_uniform (g05ym).
Old: [quasi, iref, ifail] = g05yh(n, iref);
New: [quas, iref, ifail] = g05ym(n, rcord, iref);
g05za
Withdrawn at Mark 22.
There is no replacement for this routine.
G13 – Time Series Analysis
g13dc
Scheduled for withdrawal at Mark 24.
Replaced by
nag_tsa_multi_varma_estimate (g13dd).
Old: [par, qq, niter, rlogl, v, g, cm, ifail] = ...
g13dc(ip, iq, mean, par, qq, w, parhld, exact, iprint, cgetol, ishow, ...
'k', k, 'n', n, 'npar', npar, 'maxcal', maxcal)
New: [par, qq, niter, rlogl, v, g, cm, ifail] = ...
g13dd(ip, iq, mean, par, qq, w, parhld, exact, iprint, cgetol, ishow, ...
'k', k, 'n', n, 'npar', npar, 'maxcal', maxcal)
This replacement is caused by changes in the underlying Fortran interface (removal of workspace arguments) which have no effect
on the MATLAB
toolbox interface.
X02 – Machine Constants
x02da
Scheduled for withdrawal at Mark 24.
There is no replacement for this routine.
x02dj
Scheduled for withdrawal at Mark 24.
There is no replacement for this routine.
© The Numerical Algorithms Group Ltd, Oxford, UK. 2009–2011