| Function Name |
Purpose |
| nag_lapack_dgetrf (f07ad) | LU factorization of real m by n matrix |
| nag_lapack_dgetrs (f07ae) | Solution of real system of linear equations, multiple right-hand sides, matrix already factorized by nag_lapack_dgetrf (f07ad) |
| nag_lapack_dgerfs (f07ah) | Refined solution with error bounds of real system of linear equations, multiple right-hand sides |
| nag_lapack_zgetrf (f07ar) | LU factorization of complex m by n matrix |
| nag_lapack_zgetrs (f07as) | Solution of complex system of linear equations, multiple right-hand sides, matrix already factorized by nag_lapack_zgetrf (f07ar) |
| nag_lapack_zgerfs (f07av) | Refined solution with error bounds of complex system of linear equations, multiple right-hand sides |
| nag_lapack_dgbtrf (f07bd) | LU factorization of real m by n band matrix |
| nag_lapack_dgbtrs (f07be) | Solution of real band system of linear equations, multiple right-hand sides, matrix already factorized by nag_lapack_dgbtrf (f07bd) |
| nag_lapack_dgbrfs (f07bh) | Refined solution with error bounds of real band system of linear equations, multiple right-hand sides |
| nag_lapack_zgbtrf (f07br) | LU factorization of complex m by n band matrix |
| nag_lapack_zgbtrs (f07bs) | Solution of complex band system of linear equations, multiple right-hand sides, matrix already factorized by nag_lapack_zgbtrf (f07br) |
| nag_lapack_zgbrfs (f07bv) | Refined solution with error bounds of complex band system of linear equations, multiple right-hand sides |
| nag_lapack_dgtrfs (f07ch) | Refined solution with error bounds of real tridiagonal system of linear equations, multiple right-hand sides |
| nag_lapack_zgtrfs (f07cv) | Refined solution with error bounds of complex tridiagonal system of linear equations, multiple right-hand sides |
| nag_lapack_dpotrf (f07fd) | Cholesky factorization of real symmetric positive definite matrix |
| nag_lapack_dpotrs (f07fe) | Solution of real symmetric positive definite system of linear equations, multiple right-hand sides, matrix already factorized by nag_lapack_dpotrf (f07fd) |
| nag_lapack_dporfs (f07fh) | Refined solution with error bounds of real symmetric positive definite system of linear equations, multiple right-hand sides |
| nag_lapack_zpotrf (f07fr) | Cholesky factorization of complex Hermitian positive definite matrix |
| nag_lapack_zpotrs (f07fs) | Solution of complex Hermitian positive definite system of linear equations, multiple right-hand sides, matrix already factorized by nag_lapack_zpotrf (f07fr) |
| nag_lapack_zporfs (f07fv) | Refined solution with error bounds of complex Hermitian positive definite system of linear equations, multiple right-hand sides |
| nag_lapack_dpptrs (f07ge) | Solution of real symmetric positive definite system of linear equations, multiple right-hand sides, matrix already factorized by nag_lapack_dpptrf (f07gd), packed storage |
| nag_lapack_dpprfs (f07gh) | Refined solution with error bounds of real symmetric positive definite system of linear equations, multiple right-hand sides, packed storage |
| nag_lapack_zpptrs (f07gs) | Solution of complex Hermitian positive definite system of linear equations, multiple right-hand sides, matrix already factorized by nag_lapack_zpptrf (f07gr), packed storage |
| nag_lapack_zpprfs (f07gv) | Refined solution with error bounds of complex Hermitian positive definite system of linear equations, multiple right-hand sides, packed storage |
| nag_lapack_dpbtrs (f07he) | Solution of real symmetric positive definite band system of linear equations, multiple right-hand sides, matrix already factorized by nag_lapack_dpbtrf (f07hd) |
| nag_lapack_dpbrfs (f07hh) | Refined solution with error bounds of real symmetric positive definite band system of linear equations, multiple right-hand sides |
| nag_lapack_zpbtrs (f07hs) | Solution of complex Hermitian positive definite band system of linear equations, multiple right-hand sides, matrix already factorized by nag_lapack_zpbtrf (f07hr) |
| nag_lapack_zpbrfs (f07hv) | Refined solution with error bounds of complex Hermitian positive definite band system of linear equations, multiple right-hand sides |
| nag_lapack_dptrfs (f07jh) | Refined solution with error bounds of real symmetric positive definite tridiagonal system of linear equations, multiple right-hand sides |
| nag_lapack_zptrfs (f07jv) | Refined solution with error bounds of complex Hermitian positive definite tridiagonal system of linear equations, multiple right-hand sides |
| nag_lapack_dsyrfs (f07mh) | Refined solution with error bounds of real symmetric indefinite system of linear equations, multiple right-hand sides |
| nag_lapack_zherfs (f07mv) | Refined solution with error bounds of complex Hermitian indefinite system of linear equations, multiple right-hand sides |
| nag_lapack_zsyrfs (f07nv) | Refined solution with error bounds of complex symmetric system of linear equations, multiple right-hand sides |
| nag_lapack_dsprfs (f07ph) | Refined solution with error bounds of real symmetric indefinite system of linear equations, multiple right-hand sides, packed storage |
| nag_lapack_zhprfs (f07pv) | Refined solution with error bounds of complex Hermitian indefinite system of linear equations, multiple right-hand sides, packed storage |
| nag_lapack_zsprfs (f07qv) | Refined solution with error bounds of complex symmetric system of linear equations, multiple right-hand sides, packed storage |
| nag_lapack_dtrrfs (f07th) | Error bounds for solution of real triangular system of linear equations, multiple right-hand sides |
| nag_lapack_ztrrfs (f07tv) | Error bounds for solution of complex triangular system of linear equations, multiple right-hand sides |
| nag_lapack_dtptrs (f07ue) | Solution of real triangular system of linear equations, multiple right-hand sides, packed storage |
| nag_lapack_dtprfs (f07uh) | Error bounds for solution of real triangular system of linear equations, multiple right-hand sides, packed storage |
| nag_lapack_ztptrs (f07us) | Solution of complex triangular system of linear equations, multiple right-hand sides, packed storage |
| nag_lapack_ztprfs (f07uv) | Error bounds for solution of complex triangular system of linear equations, multiple right-hand sides, packed storage |
| nag_lapack_dtbtrs (f07ve) | Solution of real band triangular system of linear equations, multiple right-hand sides |
| nag_lapack_dtbrfs (f07vh) | Error bounds for solution of real band triangular system of linear equations, multiple right-hand sides |
| nag_lapack_ztbtrs (f07vs) | Solution of complex band triangular system of linear equations, multiple right-hand sides |
| nag_lapack_ztbrfs (f07vv) | Error bounds for solution of complex band triangular system of linear equations, multiple right-hand sides |
| nag_lapack_dgeqrf (f08ae) | QR factorization of real general rectangular matrix |
| nag_lapack_dorgqr (f08af) | Form all or part of orthogonal Q from QR factorization determined by nag_lapack_dgeqrf (f08ae), nag_lapack_dgeqpf (f08be) or nag_lapack_dgeqp3 (f08bf) |
| nag_lapack_dormqr (f08ag) | Apply orthogonal transformation determined by nag_lapack_dgeqrf (f08ae), nag_lapack_dgeqpf (f08be) or nag_lapack_dgeqp3 (f08bf) |
| nag_lapack_zgeqrf (f08as) | QR factorization of complex general rectangular matrix |
| nag_lapack_zungqr (f08at) | Form all or part of unitary Q from QR factorization determined by nag_lapack_zgeqrf (f08as), nag_lapack_zgeqpf (f08bs) or nag_lapack_zgeqp3 (f08bt) |
| nag_lapack_zunmqr (f08au) | Apply unitary transformation determined by nag_lapack_zgeqrf (f08as), nag_lapack_zgeqpf (f08bs) or nag_lapack_zgeqp3 (f08bt) |
| nag_lapack_dsytrd (f08fe) | Orthogonal reduction of real symmetric matrix to symmetric tridiagonal form |
| nag_lapack_dorgtr (f08ff) | Generate orthogonal transformation matrix from reduction to tridiagonal form determined by nag_lapack_dsytrd (f08fe) |
| nag_lapack_zhetrd (f08fs) | Unitary reduction of complex Hermitian matrix to real symmetric tridiagonal form |
| nag_lapack_zungtr (f08ft) | Generate unitary transformation matrix from reduction to tridiagonal form determined by nag_lapack_zhetrd (f08fs) |
| nag_lapack_dopgtr (f08gf) | Generate orthogonal transformation matrix from reduction to tridiagonal form determined by nag_lapack_dsptrd (f08ge) |
| nag_lapack_zupgtr (f08gt) | Generate unitary transformation matrix from reduction to tridiagonal form determined by nag_lapack_zhptrd (f08gs) |
| nag_lapack_dsbtrd (f08he) | Orthogonal reduction of real symmetric band matrix to symmetric tridiagonal form |
| nag_lapack_zhbtrd (f08hs) | Unitary reduction of complex Hermitian band matrix to real symmetric tridiagonal form |
| nag_lapack_dsteqr (f08je) | All eigenvalues and eigenvectors of real symmetric tridiagonal matrix, reduced from real symmetric matrix using the implicit QL or QR algorithm |
| nag_lapack_dstebz (f08jj) | Selected eigenvalues of real symmetric tridiagonal matrix by bisection |
| nag_lapack_dstein (f08jk) | Selected eigenvectors of real symmetric tridiagonal matrix by inverse iteration, storing eigenvectors in real array |
| nag_lapack_zsteqr (f08js) | All eigenvalues and eigenvectors of real symmetric tridiagonal matrix, reduced from complex Hermitian matrix, using the implicit QL or QR algorithm |
| nag_lapack_zstein (f08jx) | Selected eigenvectors of real symmetric tridiagonal matrix by inverse iteration, storing eigenvectors in complex array |
| nag_lapack_dgebrd (f08ke) | Orthogonal reduction of real general rectangular matrix to bidiagonal form |
| nag_lapack_zgebrd (f08ks) | Unitary reduction of complex general rectangular matrix to bidiagonal form |
| nag_lapack_dbdsqr (f08me) | SVD of real bidiagonal matrix reduced from real general matrix |
| nag_lapack_zbdsqr (f08ms) | SVD of real bidiagonal matrix reduced from complex general matrix |
| nag_lapack_dhsein (f08pk) | Selected right and/or left eigenvectors of real upper Hessenberg matrix by inverse iteration |
| nag_lapack_zhsein (f08px) | Selected right and/or left eigenvectors of complex upper Hessenberg matrix by inverse iteration |
| nag_lapack_dspgv (f08ta) | Computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem, packed storage |
| nag_lapack_dspgvx (f08tb) | Computes selected eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem, packed storage |
| nag_lapack_dspgvd (f08tc) | Computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem, packed storage (divide-and-conquer) |
| nag_lapack_zhpgv (f08tn) | Computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem, packed storage |
| nag_lapack_zhpgvx (f08tp) | Computes selected eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem, packed storage |
| nag_lapack_zhpgvd (f08tq) | Computes selected eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem, packed storage (divide-and-conquer) |
| Function Name |
Purpose |
| nag_zeros_cubic_real (c02ak) | All zeros of real cubic equation |
| nag_zeros_quartic_real (c02al) | All zeros of real quartic equation |
| nag_zeros_cubic_complex (c02am) | All zeros of complex cubic equation |
| nag_zeros_quartic_complex (c02an) | All zeros of complex quartic equation |
| nag_roots_sys_func_easy (c05qb) | Solution of a system of nonlinear equations using function values only (easy-to-use) |
| nag_roots_sys_func_expert (c05qc) | Solution of a system of nonlinear equations using function values only (comprehensive) |
| nag_roots_sys_func_rcomm (c05qd) | Solution of a system of nonlinear equations using function values only (reverse communication) |
| nag_roots_sys_deriv_easy (c05rb) | Solution of a system of nonlinear equations using first derivatives (easy-to-use) |
| nag_roots_sys_deriv_expert (c05rc) | Solution of a system of nonlinear equations using first derivatives (comprehensive) |
| nag_roots_sys_deriv_rcomm (c05rd) | Solution of a system of nonlinear equations using first derivatives (reverse communication) |
| nag_ode_bvp_shoot_genpar_intern (d02ag) | Ordinary differential equations, boundary value problem, shooting and matching technique, allowing interior matching point, general parameters to be determined |
| nag_ode_bvp_shoot_bval (d02ha) | Ordinary differential equations, boundary value problem, shooting and matching, boundary values to be determined |
| nag_ode_bvp_shoot_genpar (d02hb) | Ordinary differential equations, boundary value problem, shooting and matching, general parameters to be determined |
| nag_ode_dae_dassl_gen (d02ne) | Implicit ordinary differential equations/DAEs, initial value problem, DASSL method integrator |
| nag_ode_bvp_shoot_genpar_algeq (d02sa) | Ordinary differential equations, boundary value problem, shooting and matching technique, subject to extra algebraic equations, general parameters to be determined |
| nag_ode_bvp_coll_nlin (d02tk) | Ordinary differential equations, general nonlinear boundary value problem, collocation technique |
| nag_ode_bvp_ps_lin_solve (d02ue) | Solve linear constant coefficient boundary value problem on Chebyshev grid, Integral formulation |
| nag_pde_1d_blackscholes_fd (d03nc) | Finite difference solution of the Black–Scholes equations |
| nag_inteq_abel2_weak (d05bd) | Nonlinear convolution Volterra–Abel equation, second kind, weakly singular |
| nag_inteq_abel1_weak (d05be) | Nonlinear convolution Volterra–Abel equation, first kind, weakly singular |
| nag_opt_lsq_uncon_mod_func_comp (e04fc) | Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm using function values only (comprehensive) |
| nag_opt_lsq_uncon_mod_func_easy (e04fy) | Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm using function values only (easy-to-use) |
| nag_opt_lsq_uncon_quasi_deriv_comp (e04gb) | Unconstrained minimum of a sum of squares, combined Gauss–Newton and quasi-Newton algorithm using first derivatives (comprehensive) |
| nag_opt_lsq_uncon_mod_deriv_comp (e04gd) | Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm using first derivatives (comprehensive) |
| nag_opt_lsq_uncon_quasi_deriv_easy (e04gy) | Unconstrained minimum of a sum of squares, combined Gauss–Newton and quasi-Newton algorithm, using first derivatives (easy-to-use) |
| nag_opt_lsq_uncon_mod_deriv_easy (e04gz) | Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm using first derivatives (easy-to-use) |
| nag_opt_lsq_uncon_mod_deriv2_comp (e04he) | Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using second derivatives (comprehensive) |
| nag_opt_lsq_uncon_mod_deriv2_easy (e04hy) | Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using second derivatives (easy-to-use) |
| nag_opt_lsq_lincon_solve (e04nc) | Convex QP problem or linearly-constrained linear least squares problem (dense) |
| nag_opt_nlp1_solve (e04uc) | Minimum, function of several variables, sequential QP method, nonlinear constraints, using function values and optionally first derivatives (comprehensive) |
| nag_opt_nlp1_rcomm (e04uf) | Minimum, function of several variables, sequential QP method, nonlinear constraints, using function values and optionally first derivatives (reverse communication, comprehensive) |
| nag_opt_lsq_gencon_deriv (e04us) | Minimum of a sum of squares, nonlinear constraints, sequential QP method, using function values and optionally first derivatives (comprehensive) |
| nag_matop_real_symm_posdef_inv (f01ab) | Inverse of real symmetric positive definite matrix using iterative refinement |
| nag_matop_real_symm_posdef_inv_noref (f01ad) | Inverse of real symmetric positive definite matrix |
| nag_matop_real_gen_matrix_exp (f01ec) | Real matrix exponential |
| nag_matop_real_symm_matrix_exp (f01ed) | Real symmetric matrix exponential |
| nag_matop_real_symm_matrix_fun (f01ef) | Function of a real symmetric matrix |
| nag_matop_complex_gen_matrix_exp (f01fc) | Complex matrix exponential |
| nag_matop_complex_herm_matrix_exp (f01fd) | Complex Hermitian matrix exponential |
| nag_matop_complex_herm_matrix_fun (f01ff) | Function of a complex Hermitian matrix |
| nag_eigen_real_gen_eigsys (f02ec) | Selected eigenvalues and eigenvectors of real nonsymmetric matrix (Black Box) |
| nag_eigen_real_symm_sparse_eigsys (f02fj) | Selected eigenvalues and eigenvectors of sparse symmetric eigenproblem (Black Box) |
| nag_eigen_complex_gen_eigsys (f02gc) | Selected eigenvalues and eigenvectors of complex nonsymmetric matrix (Black Box) |
| nag_eigen_real_gen_qu_svd (f02wd) | QR factorization, possibly followed by SVD |
| nag_eigen_real_gen_partialsvd (f02wg) | Computes leading terms in the singular value decomposition of a real general matrix; also computes corresponding left and right singular vectors |
| nag_eigen_real_triang_svd (f02wu) | SVD of real upper triangular matrix (Black Box) |
| nag_eigen_complex_triang_svd (f02xu) | SVD of complex upper triangular matrix (Black Box) |
| nag_linsys_real_posdef_solve_ref (f04ab) | Solution of real symmetric positive definite simultaneous linear equations with multiple right-hand sides using iterative refinement (Black Box) |
| nag_linsys_real_posdef_solve_1rhs (f04as) | Solution of real symmetric positive definite simultaneous linear equations, one right-hand side using iterative refinement (Black Box) |
| nag_linsys_real_square_solve (f04ba) | Computes the solution and error-bound to a real system of linear equations |
| nag_linsys_real_band_solve (f04bb) | Computes the solution and error-bound to a real banded system of linear equations |
| nag_linsys_real_posdef_solve (f04bd) | Computes the solution and error-bound to a real symmetric positive definite system of linear equations |
| nag_linsys_real_posdef_packed_solve (f04be) | Computes the solution and error-bound to a real symmetric positive definite system of linear equations, packed storage |
| nag_linsys_real_posdef_band_solve (f04bf) | Computes the solution and error-bound to a real symmetric positive definite banded system of linear equations |
| nag_linsys_complex_square_solve (f04ca) | Computes the solution and error-bound to a complex system of linear equations |
| nag_linsys_complex_band_solve (f04cb) | Computes the solution and error-bound to a complex banded system of linear equations |
| nag_linsys_complex_posdef_solve (f04cd) | Computes the solution and error-bound to a complex Hermitian positive definite system of linear equations |
| nag_linsys_complex_posdef_packed_solve (f04ce) | Computes the solution and error-bound to a complex Hermitian positive definite system of linear equations, packed storage |
| nag_linsys_complex_posdef_band_solve (f04cf) | Computes the solution and error-bound to a complex Hermitian positive definite banded system of linear equations |
| nag_linsys_real_gen_solve (f04jg) | Least squares (if rank = n) or minimal least squares (if rank < n) solution of m real equations in n unknowns, m ≥ n |
| nag_lapack_dgesv (f07aa) | Computes the solution to a real system of linear equations |
| nag_lapack_dgesvx (f07ab) | Uses the LU factorization to compute the solution, error-bound and condition estimate for a real system of linear equations |
| nag_lapack_dsgesv (f07ac) | Mixed precision real system solver |
| nag_lapack_zgesv (f07an) | Computes the solution to a complex system of linear equations |
| nag_lapack_zgesvx (f07ap) | Uses the LU factorization to compute the solution, error-bound and condition estimate for a complex system of linear equations |
| nag_lapack_zcgesv (f07aq) | Mixed precision complex system solver |
| nag_lapack_dgbsv (f07ba) | Computes the solution to a real banded system of linear equations |
| nag_lapack_dgbsvx (f07bb) | Uses the LU factorization to compute the solution, error-bound and condition estimate for a real banded system of linear equations |
| nag_lapack_zgbsv (f07bn) | Computes the solution to a complex banded system of linear equations |
| nag_lapack_zgbsvx (f07bp) | Uses the LU factorization to compute the solution, error-bound and condition estimate for a complex banded system of linear equations |
| nag_lapack_dgtsvx (f07cb) | Uses the LU factorization to compute the solution, error-bound and condition estimate for a real tridiagonal system of linear equations |
| nag_lapack_zgtsvx (f07cp) | Uses the LU factorization to compute the solution, error-bound and condition estimate for a complex tridiagonal system of linear equations |
| nag_lapack_dposv (f07fa) | Computes the solution to a real symmetric positive definite system of linear equations |
| nag_lapack_dposvx (f07fb) | Uses the Cholesky factorization to compute the solution, error-bound and condition estimate for a real symmetric positive definite system of linear equations |
| nag_lapack_dsposv (f07fc) | Uses the Cholesky factorization to compute the solution for a real symmetric positive definite system of linear equations |
| nag_lapack_zposv (f07fn) | Computes the solution to a complex Hermitian positive definite system of linear equations |
| nag_lapack_zposvx (f07fp) | Uses the Cholesky factorization to compute the solution, error-bound and condition estimate for a complex Hermitian positive definite system of linear equations |
| nag_lapack_zcposv (f07fq) | Uses the Cholesky factorization to compute the solution for a complex Hermitian positive definite system of linear equations |
| nag_lapack_dppsv (f07ga) | Computes the solution to a real symmetric positive definite system of linear equations, packed storage |
| nag_lapack_dppsvx (f07gb) | Uses the Cholesky factorization to compute the solution, error-bound and condition estimate for a real symmetric positive definite system of linear equations, packed storage |
| nag_lapack_zppsv (f07gn) | Computes the solution to a complex Hermitian positive definite system of linear equations, packed storage |
| nag_lapack_zppsvx (f07gp) | Uses the Cholesky factorization to compute the solution, error-bound and condition estimate for a complex Hermitian positive definite system of linear equations, packed storage |
| nag_lapack_dpbsv (f07ha) | Computes the solution to a real symmetric positive definite banded system of linear equations |
| nag_lapack_dpbsvx (f07hb) | Uses the Cholesky factorization to compute the solution, error-bound and condition estimate for a real symmetric positive definite banded system of linear equations |
| nag_lapack_zpbsv (f07hn) | Computes the solution to a complex Hermitian positive definite banded system of linear equations |
| nag_lapack_zpbsvx (f07hp) | Uses the Cholesky factorization to compute the solution, error-bound and condition estimate for a complex Hermitian positive definite banded system of linear equations |
| nag_lapack_dptsvx (f07jb) | Uses the modified Cholesky factorization to compute the solution, error-bound and condition estimate for a real symmetric positive definite tridiagonal system of linear equations |
| nag_lapack_zptsvx (f07jp) | Uses the modified Cholesky factorization to compute the solution, error-bound and condition estimate for a complex Hermitian positive definite tridiagonal system of linear equations |
| nag_lapack_dsysvx (f07mb) | Uses the diagonal pivoting factorization to compute the solution to a real symmetric system of linear equations |
| nag_lapack_zhesvx (f07mp) | Uses the diagonal pivoting factorization to compute the solution to a complex Hermitian system of linear equations |
| nag_lapack_zsysvx (f07np) | Uses the diagonal pivoting factorization to compute the solution to a complex symmetric system of linear equations |
| nag_lapack_dspsvx (f07pb) | Uses the diagonal pivoting factorization to compute the solution to a real symmetric system of linear equations, packed storage |
| nag_lapack_zhpsvx (f07pp) | Uses the diagonal pivoting factorization to compute the solution to a complex Hermitian system of linear equations, packed storage |
| nag_lapack_zspsvx (f07qp) | Uses the diagonal pivoting factorization to compute the solution to a complex symmetric system of linear equations, packed storage |
| nag_lapack_dpftrf (f07wd) | Cholesky factorization of real symmetric positive definite matrix, Rectangular Full Packed format |
| nag_lapack_zpftrf (f07wr) | Cholesky factorization of complex Hermitian positive definite matrix, Rectangular Full Packed format |
| nag_lapack_dgels (f08aa) | Solves an overdetermined or underdetermined real linear system |
| nag_lapack_zgels (f08an) | Solves an overdetermined or underdetermined complex linear system |
| nag_lapack_dgelsy (f08ba) | Computes the minimum-norm solution to a real linear least squares problem |
| nag_lapack_dgeqp3 (f08bf) | QR factorization of real general rectangular matrix with column pivoting, using BLAS-3 |
| nag_lapack_zgelsy (f08bn) | Computes the minimum-norm solution to a complex linear least squares problem |
| nag_lapack_zgeqp3 (f08bt) | QR factorization of complex general rectangular matrix with column pivoting, using BLAS-3 |
| nag_lapack_dsyev (f08fa) | Computes all eigenvalues and, optionally, eigenvectors of a real symmetric matrix |
| nag_lapack_dsyevx (f08fb) | Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix |
| nag_lapack_dsyevd (f08fc) | Computes all eigenvalues and, optionally, all eigenvectors of real symmetric matrix (divide-and-conquer) |
| nag_lapack_dsyevr (f08fd) | Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix (Relatively Robust Representations) |
| nag_lapack_dormtr (f08fg) | Apply orthogonal transformation determined by nag_lapack_dsytrd (f08fe) |
| nag_lapack_zheev (f08fn) | Computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix |
| nag_lapack_zheevx (f08fp) | Computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix |
| nag_lapack_zheevd (f08fq) | Computes all eigenvalues and, optionally, all eigenvectors of complex Hermitian matrix (divide-and-conquer) |
| nag_lapack_zheevr (f08fr) | Computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix (Relatively Robust Representations) |
| nag_lapack_zunmtr (f08fu) | Apply unitary transformation matrix determined by nag_lapack_zhetrd (f08fs) |
| nag_lapack_dspev (f08ga) | Computes all eigenvalues and, optionally, eigenvectors of a real symmetric matrix, packed storage |
| nag_lapack_dspevx (f08gb) | Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix, packed storage |
| nag_lapack_dspevd (f08gc) | Computes all eigenvalues and, optionally, all eigenvectors of real symmetric matrix, packed storage (divide-and-conquer) |
| nag_lapack_zhpev (f08gn) | Computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix, packed storage |
| nag_lapack_zhpevx (f08gp) | Computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix, packed storage |
| nag_lapack_zhpevd (f08gq) | Computes all eigenvalues and, optionally, all eigenvectors of complex Hermitian matrix, packed storage (divide-and-conquer) |
| nag_lapack_dsbev (f08ha) | Computes all eigenvalues and, optionally, eigenvectors of a real symmetric band matrix |
| nag_lapack_dsbevx (f08hb) | Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric band matrix |
| nag_lapack_dsbevd (f08hc) | Computes all eigenvalues and, optionally, all eigenvectors of real symmetric band matrix (divide-and-conquer) |
| nag_lapack_zhbev (f08hn) | Computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian band matrix |
| nag_lapack_zhbevx (f08hp) | Computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian band matrix |
| nag_lapack_zhbevd (f08hq) | Computes all eigenvalues and, optionally, all eigenvectors of complex Hermitian band matrix (divide-and-conquer) |
| nag_lapack_dstev (f08ja) | Computes all eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix |
| nag_lapack_dstevx (f08jb) | Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix |
| nag_lapack_dstevd (f08jc) | Computes all eigenvalues and, optionally, all eigenvectors of real symmetric tridiagonal matrix (divide-and-conquer) |
| nag_lapack_dstevr (f08jd) | Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix (Relatively Robust Representations) |
| nag_lapack_dpteqr (f08jg) | Computes all eigenvalues and eigenvectors of real symmetric positive definite tridiagonal matrix, reduced from real symmetric positive definite matrix |
| nag_lapack_dstedc (f08jh) | Computes all eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix or a matrix reduced to this form (divide-and-conquer) |
| nag_lapack_dstegr (f08jl) | Computes all eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix or a symmetric matrix reduced to this form (Relatively Robust Representations) |
| nag_lapack_zpteqr (f08ju) | Computes all eigenvalues and eigenvectors of real symmetric positive definite tridiagonal matrix, reduced from complex Hermitian positive definite matrix |
| nag_lapack_zstedc (f08jv) | Computes all eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix or a complex Hermitian matrix reduced to this form (divide-and-conquer) |
| nag_lapack_zstegr (f08jy) | Computes all eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix or a complex Hermitian matrix reduced to this form (Relatively Robust Representations) |
| nag_lapack_dgelss (f08ka) | Computes the minimum-norm solution to a real linear least squares problem using singular value decomposition |
| nag_lapack_dgesvd (f08kb) | Computes the singular value decomposition of a real matrix, optionally computing the left and/or right singular vectors |
| nag_lapack_dgelsd (f08kc) | Computes the minimum-norm solution to a real linear least squares problem using singular value decomposition (divide-and-conquer) |
| nag_lapack_dgesdd (f08kd) | Computes the singular value decomposition of a real matrix, optionally computing the left and/or right singular vectors (divide-and-conquer) |
| nag_lapack_dorgbr (f08kf) | Generate orthogonal transformation matrices from reduction to bidiagonal form determined by nag_lapack_dgebrd (f08ke) |
| nag_lapack_dormbr (f08kg) | Apply orthogonal transformations from reduction to bidiagonal form determined by nag_lapack_dgebrd (f08ke) |
| nag_lapack_dgejsv (f08kh) | Computes the singular value decomposition of a real matrix, optionally computing the left and/or right singular vectors (preconditioned Jacobi) |
| nag_lapack_zgelss (f08kn) | Computes the minimum-norm solution to a complex linear least squares problem using singular value decomposition |
| nag_lapack_zgesvd (f08kp) | Computes the singular value decomposition of a complex matrix, optionally computing the left and/or right singular vectors |
| nag_lapack_zgelsd (f08kq) | Computes the minimum-norm solution to a complex linear least squares problem using singular value decomposition (divide-and-conquer) |
| nag_lapack_zgesdd (f08kr) | Computes the singular value decomposition of a complex matrix, optionally computing the left and/or right singular vectors (divide-and-conquer) |
| nag_lapack_zungbr (f08kt) | Generate unitary transformation matrices from reduction to bidiagonal form determined by nag_lapack_zgebrd (f08ks) |
| nag_lapack_zunmbr (f08ku) | Apply unitary transformations from reduction to bidiagonal form determined by nag_lapack_zgebrd (f08ks) |
| nag_lapack_dbdsdc (f08md) | Computes the singular value decomposition of a real bidiagonal matrix, optionally computing the singular vectors (divide-and-conquer) |
| nag_lapack_dgeev (f08na) | Computes all eigenvalues and, optionally, left and/or right eigenvectors of a real nonsymmetric matrix |
| nag_lapack_dgeevx (f08nb) | Computes all eigenvalues and, optionally, left and/or right eigenvectors of a real nonsymmetric matrix; also, optionally, the balancing transformation, the reciprocal condition numbers for the eigenvalues and for the right eigenvectors |
| nag_lapack_dorghr (f08nf) | Generate orthogonal transformation matrix from reduction to Hessenberg form determined by nag_lapack_dgehrd (f08ne) |
| nag_lapack_dormhr (f08ng) | Apply orthogonal transformation matrix from reduction to Hessenberg form determined by nag_lapack_dgehrd (f08ne) |
| nag_lapack_zgeev (f08nn) | Computes all eigenvalues and, optionally, left and/or right eigenvectors of a complex nonsymmetric matrix |
| nag_lapack_zgeevx (f08np) | Computes all eigenvalues and, optionally, left and/or right eigenvectors of a complex nonsymmetric matrix; also, optionally, the balancing transformation, the reciprocal condition numbers for the eigenvalues and for the right eigenvectors |
| nag_lapack_zunghr (f08nt) | Generate unitary transformation matrix from reduction to Hessenberg form determined by nag_lapack_zgehrd (f08ns) |
| nag_lapack_zunmhr (f08nu) | Apply unitary transformation matrix from reduction to Hessenberg form determined by nag_lapack_zgehrd (f08ns) |
| nag_lapack_dgees (f08pa) | Computes for real square nonsymmetric matrix, the eigenvalues, the real Schur form, and, optionally, the matrix of Schur vectors |
| nag_lapack_dgeesx (f08pb) | Computes for real square nonsymmetric matrix, the eigenvalues, the real Schur form, and, optionally, the matrix of Schur vectors; also, optionally, computes reciprocal condition numbers for selected eigenvalues |
| nag_lapack_dhseqr (f08pe) | Computes the eigenvalues and Schur factorization of real upper Hessenberg matrix reduced from real general matrix |
| nag_lapack_zgees (f08pn) | Computes for complex square nonsymmetric matrix, the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors |
| nag_lapack_zgeesx (f08pp) | Computes for real square nonsymmetric matrix, the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors; also, optionally, computes reciprocal condition numbers for selected eigenvalues |
| nag_lapack_zhseqr (f08ps) | Computes the eigenvalues and Schur factorization of complex upper Hessenberg matrix reduced from complex general matrix |
| nag_lapack_dsygv (f08sa) | Computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem |
| nag_lapack_dsygvx (f08sb) | Computes selected eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem |
| nag_lapack_dsygvd (f08sc) | Computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem (divide-and-conquer) |
| nag_lapack_zhegv (f08sn) | Computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem |
| nag_lapack_zhegvx (f08sp) | Computes selected eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem |
| nag_lapack_zhegvd (f08sq) | Computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem (divide-and-conquer) |
| nag_lapack_dsbgv (f08ua) | Computes all the eigenvalues, and optionally, the eigenvectors of a real banded generalized symmetric-definite eigenproblem |
| nag_lapack_dsbgvx (f08ub) | Computes selected eigenvalues, and optionally, the eigenvectors of a real banded generalized symmetric-definite eigenproblem |
| nag_lapack_dsbgvd (f08uc) | Computes all the eigenvalues, and optionally, the eigenvectors of a real banded generalized symmetric-definite eigenproblem (divide-and-conquer) |
| nag_lapack_zhbgv (f08un) | Computes all the eigenvalues, and optionally, the eigenvectors of a complex banded generalized Hermitian-definite eigenproblem |
| nag_lapack_zhbgvx (f08up) | Computes selected eigenvalues, and optionally, the eigenvectors of a complex banded generalized Hermitian-definite eigenproblem |
| nag_lapack_zhbgvd (f08uq) | Computes all the eigenvalues, and optionally, the eigenvectors of a complex banded generalized Hermitian-definite eigenproblem (divide-and-conquer) |
| nag_lapack_dggev (f08wa) | Computes, for a real nonsymmetric matrix pair, the generalized eigenvalues, and optionally, the left and/or right generalized eigenvectors |
| nag_lapack_dggevx (f08wb) | Computes, for a real nonsymmetric matrix pair, the generalized eigenvalues, and optionally, the left and/or right generalized eigenvectors; also, optionally, the balancing transformation, the reciprocal condition numbers for the eigenvalues and for the right eigenvectors |
| nag_lapack_zggev (f08wn) | Computes, for a complex nonsymmetric matrix pair, the generalized eigenvalues, and optionally, the left and/or right generalized eigenvectors |
| nag_lapack_zggevx (f08wp) | Computes, for a complex nonsymmetric matrix pair, the generalized eigenvalues, and optionally, the left and/or right generalized eigenvectors; also, optionally, the balancing transformation, the reciprocal condition numbers for the eigenvalues and for the right eigenvectors |
| nag_lapack_dgges (f08xa) | Computes, for a real nonsymmetric matrix pair, the generalized eigenvalues, the generalized real Schur form and, optionally, the left and/or right matrices of Schur vectors |
| nag_lapack_dggesx (f08xb) | Computes, for a real nonsymmetric matrix pair, the generalized eigenvalues, the generalized real Schur form and, optionally, the left and/or right matrices of Schur vectors; also, optionally, computes reciprocal condition numbers for selected eigenvalues |
| nag_lapack_zgges (f08xn) | Computes, for a complex nonsymmetric matrix pair, the generalized eigenvalues, the generalized complex Schur form and, optionally, the left and/or right matrices of Schur vectors |
| nag_lapack_zggesx (f08xp) | Computes, for a complex nonsymmetric matrix pair, the generalized eigenvalues, the generalized complex Schur form and, optionally, the left and/or right matrices of Schur vectors; also, optionally, computes reciprocal condition numbers for selected eigenvalues |
| nag_lapack_dgglse (f08za) | Solves the real linear equality-constrained least squares (LSE) problem |
| nag_lapack_dggglm (f08zb) | Solves a real general Gauss–Markov linear model (GLM) problem |
| nag_lapack_dggqrf (f08ze) | Computes a generalized QR factorization of a real matrix pair |
| nag_lapack_dggrqf (f08zf) | Computes a generalized RQ factorization of a real matrix pair |
| nag_lapack_zgglse (f08zn) | Solves the complex linear equality-constrained least squares (LSE) problem |
| nag_lapack_zggglm (f08zp) | Solves a complex general Gauss–Markov linear model (GLM) problem |
| nag_lapack_zggqrf (f08zs) | Computes a generalized QR factorization of a complex matrix pair |
| nag_lapack_zggrqf (f08zt) | Computes a generalized RQ factorization of a complex matrix pair |
| nag_sparseig_real_symm_proc (f12fc) | Selected eigenvalues and, optionally, eigenvectors of a real symmetric sparse eigenproblem, postprocessing for nag_sparseig_real_symm_iter (f12fb) |
| nag_sparseig_real_symm_band_solve (f12fg) | Selected eigenvalues and, optionally, eigenvectors of a real symmetric banded eigenproblem, driver |
| nag_stat_prob_multi_normal (g01hb) | Computes probabilities for the multivariate Normal distribution |
| nag_correg_corrmat_nearest_bounded (g02ab) | Computes the nearest correlation matrix to a real square matrix, augmented nag_correg_corrmat_nearest (g02aa) to incorporate weights and bounds |
| nag_correg_corrmat_nearest_kfactor (g02ae) | Computes the nearest correlation matrix with k-factor structure to a real square matrix |
| nag_correg_corrmat_partial (g02by) | Computes partial correlation/variance-covariance matrix from correlation/variance-covariance matrix computed by nag_correg_corrmat (g02bx) |
| nag_correg_linregm_coeffs_const (g02cg) | Multiple linear regression, from correlation coefficients, with constant term |
| nag_correg_linregm_coeffs_noconst (g02ch) | Multiple linear regression, from correlation-like coefficients, without constant term |
| nag_correg_linregm_fit (g02da) | Fits a general (multiple) linear regression model |
| nag_correg_linregm_update (g02dd) | Estimates of linear parameters and general linear regression model from updated model |
| nag_correg_linregm_rssq (g02ea) | Computes residual sums of squares for all possible linear regressions for a set of independent variables |
| nag_correg_linregm_fit_onestep (g02ee) | Fits a linear regression model by forward selection |
| nag_correg_glm_normal (g02ga) | Fits a generalized linear model with Normal errors |
| nag_correg_glm_binomial (g02gb) | Fits a generalized linear model with binomial errors |
| nag_correg_glm_poisson (g02gc) | Fits a generalized linear model with Poisson errors |
| nag_correg_glm_gamma (g02gd) | Fits a generalized linear model with gamma errors |
| nag_correg_robustm (g02ha) | Robust regression, standard M-estimates |
| nag_correg_robustm_user (g02hd) | Robust regression, compute regression with user-supplied functions and weights |
| nag_correg_robustm_user_varmat (g02hf) | Robust regression, variance-covariance matrix following nag_correg_robustm_user (g02hd) |
| nag_correg_mixeff_reml (g02ja) | Linear mixed effects regression using Restricted Maximum Likelihood (REML) |
| nag_correg_mixeff_ml (g02jb) | Linear mixed effects regression using Maximum Likelihood (ML) |
| nag_correg_ridge_opt (g02ka) | Ridge regression, optimizing a ridge regression parameter |
| nag_correg_ridge (g02kb) | Ridge regression using a number of supplied ridge regression parameters |
| nag_correg_pls_svd (g02la) | Partial least squares (PLS) regression using singular value decomposition |
| nag_correg_pls_fit (g02lc) | PLS parameter estimates following partial least squares regression by nag_correg_pls_svd (g02la) or nag_correg_pls_wold (g02lb) |
| nag_correg_quantile_linreg_easy (g02qf) | Quantile linear regression, simple interface, independent, identically distributed (IID) errors |
| nag_correg_quantile_linreg (g02qg) | Quantile linear regression, comprehensive interface |
| nag_mv_prin_comp (g03aa) | Performs principal component analysis |
| nag_mv_canon_var (g03ac) | Performs canonical variate analysis |
| nag_mv_canon_corr (g03ad) | Performs canonical correlation analysis |
| nag_mv_rot_orthomax (g03ba) | Computes orthogonal rotations for loading matrix, generalized orthomax criterion |
| nag_mv_rot_procrustes (g03bc) | Computes Procrustes rotations |
| nag_mv_rot_promax (g03bd) | ProMax rotations |
| nag_mv_discrim (g03da) | Computes test statistic for equality of within-group covariance matrices and matrices for discriminant analysis |
| nag_mv_multidimscal_metric (g03fa) | Performs principal coordinate analysis, classical metric scaling |
| nag_anova_random (g04bb) | Analysis of variance, randomized block or completely randomized design, treatment means and standard errors |
| nag_anova_rowcol (g04bc) | Analysis of variance, general row and column design, treatment means and standard errors |
| nag_rand_times_mv_varma (g05pj) | Generates a realization of a multivariate time series from a VARMA model |
| nag_nonpar_rank_regsn (g08ra) | Regression using ranks, uncensored data |
| nag_nonpar_rank_regsn_censored (g08rb) | Regression using ranks, right-censored data |
| nag_contab_condl_logistic (g11ca) | Returns parameter estimates for the conditional analysis of stratified data |
| nag_contab_binary (g11sa) | Contingency table, latent variable model for binary data |
| nag_surviv_logrank (g12ab) | Computes rank statistics for comparing survival curves |
| nag_surviv_coxmodel (g12ba) | Fits Cox's proportional hazard model |
| nag_tsa_uni_arima_estim (g13ae) | Univariate time series, estimation, seasonal ARIMA model (comprehensive) |
| nag_tsa_uni_arima_estim_easy (g13af) | Univariate time series, estimation, seasonal ARIMA model (easy-to-use) |
| nag_tsa_uni_arima_forcecast (g13aj) | Univariate time series, state set and forecasts, from fully specified seasonal ARIMA model |
| nag_tsa_uni_arima_resid (g13as) | Univariate time series, diagnostic checking of residuals, following nag_tsa_uni_arima_estim (g13ae) or nag_tsa_uni_arima_estim_easy (g13af) |
| nag_tsa_multi_filter_arima (g13ba) | Multivariate time series, filtering (pre-whitening) by an ARIMA model |
| nag_tsa_multi_filter_transf (g13bb) | Multivariate time series, filtering by a transfer function model |
| nag_tsa_multi_transf_prelim (g13bd) | Multivariate time series, preliminary estimation of transfer function model |
| nag_tsa_multi_inputmod_estim (g13be) | Multivariate time series, estimation of multi-input model |
| nag_tsa_multi_inputmod_forecast (g13bj) | Multivariate time series, state set and forecasts from fully specified multi-input model |
| nag_tsa_multi_autocorr_part (g13db) | Multivariate time series, multiple squared partial autocorrelations |
| nag_tsa_multi_varma_estimate (g13dd) | Multivariate time series, estimation of VARMA model |
| nag_tsa_multi_varma_forecast (g13dj) | Multivariate time series, forecasts and their standard errors |
| nag_tsa_multi_corrmat_partlag (g13dn) | Multivariate time series, sample partial lag correlation matrices, χ2 statistics and significance levels |
| nag_tsa_multi_regmat_partial (g13dp) | Multivariate time series, partial autoregression matrices |
| nag_tsa_multi_varma_diag (g13ds) | Multivariate time series, diagnostic checking of residuals, following nag_tsa_multi_varma_estimate (g13dd) |
| nag_tsa_uni_arma_roots (g13dx) | Calculates the zeros of a vector autoregressive (or moving average) operator |
| nag_tsa_uni_garch_asym1_estim (g13fa) | Univariate time series, parameter estimation for either a symmetric GARCH process or a GARCH process with asymmetry of the form (εt − 1 + γ)2 |
| nag_tsa_uni_garch_asym2_estim (g13fc) | Univariate time series, parameter estimation for a GARCH process with asymmetry of the form (|εt − 1| + γεt − 1)2 |
| nag_tsa_uni_garch_gjr_estim (g13fe) | Univariate time series, parameter estimation for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process |
| nag_tsa_uni_garch_exp_estim (g13fg) | Univariate time series, parameter estimation for an exponential GARCH (EGARCH) process |
| Function Name |
Purpose |
| nag_sum_convcorr_real (c06fk) | Circular convolution or correlation of two real vectors, extra workspace for greater speed |
| nag_sum_fft_real_1d_multi_rfmt (c06fp) | Multiple one-dimensional real discrete Fourier transforms |
| nag_sum_fft_hermitian_1d_multi_rfmt (c06fq) | Multiple one-dimensional Hermitian discrete Fourier transforms |
| nag_sum_fft_complex_1d_multi_rfmt (c06fr) | Multiple one-dimensional complex discrete Fourier transforms |
| nag_sum_fft_complex_2d_sep (c06fu) | Two-dimensional complex discrete Fourier transform |
| nag_sum_fft_complex_3d_sep (c06fx) | Three-dimensional complex discrete Fourier transform |
| nag_sum_fft_real_sine (c06ha) | Discrete sine transform |
| nag_sum_fft_real_cosine (c06hb) | Discrete cosine transform |
| nag_sum_fft_real_qtrsine (c06hc) | Discrete quarter-wave sine transform |
| nag_sum_fft_real_qtrcosine (c06hd) | Discrete quarter-wave cosine transform |
| nag_sum_fft_realherm_1d (c06pa) | Single one-dimensional real and Hermitian complex discrete Fourier transform, using complex storage format for Hermitian sequences |
| nag_sum_fft_complex_multid_1d (c06pf) | One-dimensional complex discrete Fourier transform of multidimensional data (using complex data type) |
| nag_sum_fft_complex_multid (c06pj) | Multidimensional complex discrete Fourier transform of multidimensional data (using complex data type) |
| nag_sum_convcorr_complex (c06pk) | Circular convolution or correlation of two complex vectors |
| nag_sum_fft_realherm_1d_multi_row (c06pp) | Multiple one-dimensional real and Hermitian complex discrete Fourier transforms, using row ordered complex storage format for Hermitian sequences |
| nag_sum_fft_realherm_1d_multi_col (c06pq) | Multiple one-dimensional real and Hermitian complex discrete Fourier transforms, using column ordered complex storage format for Hermitian sequences |
| nag_sum_fft_complex_1d_multi_row (c06pr) | Multiple one-dimensional complex discrete Fourier transforms using complex data type |
| nag_sum_fft_complex_1d_multi_col (c06ps) | Multiple one-dimensional complex discrete Fourier transforms using complex data type and sequences stored as columns |
| nag_sum_fft_complex_2d (c06pu) | Two-dimensional complex discrete Fourier transform, complex data type |
| nag_sum_fft_complex_3d (c06px) | Three-dimensional complex discrete Fourier transform, complex data type |
| nag_sum_fft_real_sine_simple (c06ra) | Discrete sine transform (easy-to-use) |
| nag_sum_fft_real_cosine_simple (c06rb) | Discrete cosine transform (easy-to-use) |
| nag_sum_fft_real_qtrsine_simple (c06rc) | Discrete quarter-wave sine transform (easy-to-use) |
| nag_sum_fft_real_qtrcosine_simple (c06rd) | Discrete quarter-wave cosine transform (easy-to-use) |
| nag_wav_2d_sngl_fwd (c09ea) | Two-dimensional discrete wavelet transform |
| nag_wav_2d_sngl_inv (c09eb) | Two-dimensional inverse discrete wavelet transform |
| nag_wav_2d_multi_fwd (c09ec) | Two-dimensional multi-level discrete wavelet transform |
| nag_wav_2d_multi_inv (c09ed) | Two-dimensional inverse multi-level discrete wavelet transform |
| nag_quad_2d_fin (d01da) | Two-dimensional quadrature, finite region |
| nag_quad_md_adapt (d01fc) | Multidimensional adaptive quadrature over hyper-rectangle |
| nag_quad_1d_data (d01ga) | One-dimensional quadrature, integration of function defined by data values, Gill–Miller method |
| nag_pde_3d_ellip_helmholtz (d03fa) | Elliptic PDE, Helmholtz equation, three-dimensional Cartesian coordinates |
| nag_pde_2d_gen_order2_rectangle (d03ra) | General system of second-order PDEs, method of lines, finite differences, remeshing, two space variables, rectangular region |
| nag_pde_2d_gen_order2_rectilinear (d03rb) | General system of second-order PDEs, method of lines, finite differences, remeshing, two space variables, rectilinear region |
| nag_interp_2d_scat_shep (e01sg) | Interpolating functions, modified Shepard's method, two variables |
| nag_interp_2d_scat_shep_eval (e01sh) | Interpolated values, evaluate interpolant computed by nag_interp_2d_scat_shep (e01sg), function and first derivatives, two variables |
| nag_interp_3d_scat_shep (e01tg) | Interpolating functions, modified Shepard's method, three variables |
| nag_interp_3d_scat_shep_eval (e01th) | Interpolated values, evaluate interpolant computed by nag_interp_3d_scat_shep (e01tg), function and first derivatives, three variables |
| nag_interp_4d_scat_shep (e01tk) | Interpolating functions, modified Shepard's method, four variables |
| nag_interp_4d_scat_shep_eval (e01tl) | Interpolated values, evaluate interpolant computed by nag_interp_4d_scat_shep (e01tk), function and first derivatives, four variables |
| nag_interp_5d_scat_shep (e01tm) | Interpolating functions, modified Shepard's method, five variables |
| nag_interp_5d_scat_shep_eval (e01tn) | Interpolated values, evaluate interpolant computed by nag_interp_5d_scat_shep (e01tm), function and first derivatives, five variables |
| nag_fit_2dcheb_lines (e02ca) | Least squares surface fit by polynomials, data on lines parallel to one independent coordinate axis |
| nag_fit_2dcheb_eval (e02cb) | Evaluation of fitted polynomial in two variables |
| nag_fit_2dspline_evalm (e02df) | Evaluation of fitted bicubic spline at a mesh of points |
| nag_glopt_bnd_pso (e05sa) | Global optimization using particle swarm algorithm (PSO), bound constraints only |
| nag_glopt_nlp_pso (e05sb) | Global optimization using particle swarm algorithm (PSO), comprehensive |
| nag_matop_real_addsub (f01ct) | Sum or difference of two real matrices, optional scaling and transposition |
| nag_matop_complex_addsub (f01cw) | Sum or difference of two complex matrices, optional scaling and transposition |
| nag_orthog_real_gram_schmidt (f05aa) | Gram–Schmidt orthogonalisation of n vectors of order m |
| nag_sparse_real_gen_basic_solver (f11be) | Real sparse nonsymmetric linear systems, preconditioned RGMRES, CGS, Bi-CGSTAB or TFQMR method |
| nag_sparse_complex_gen_basic_solver (f11bs) | Complex sparse non-Hermitian linear systems, preconditioned RGMRES, CGS, Bi-CGSTAB or TFQMR method |
| nag_sparse_real_symm_basic_solver (f11ge) | Real sparse symmetric linear systems, preconditioned conjugate gradient or Lanczos method or the MINRES algorithm |
| nag_sparse_complex_herm_basic_solver (f11gs) | Complex sparse Hermitian linear systems, preconditioned conjugate gradient or Lanczos |
| nag_sparse_direct_real_gen_lu (f11me) | LU factorization of real sparse matrix |
| nag_sparse_direct_real_gen_solve (f11mf) | Solution of real sparse simultaneous linear equations (coefficient matrix already factorized) |
| nag_sparse_direct_real_gen_refine (f11mh) | Refined solution with error bounds of real system of linear equations, multiple right-hand sides |
| nag_sparse_direct_real_gen_matmul (f11mk) | Real sparse nonsymmetric matrix-matrix multiply, compressed column storage |
| nag_sparse_real_gen_matvec (f11xa) | Real sparse nonsymmetric matrix vector multiply |
| nag_sparse_real_symm_matvec (f11xe) | Real sparse symmetric matrix vector multiply |
| nag_sparse_complex_gen_matvec (f11xn) | Complex sparse non-Hermitian matrix vector multiply |
| nag_sparse_complex_herm_matvec (f11xs) | Complex sparse Hermitian matrix vector multiply |
| nag_sparseig_real_iter (f12ab) | Selected eigenvalues and, optionally, eigenvectors of a real nonsymmetric sparse eigenproblem, reverse communication |
| nag_sparseig_real_band_solve (f12ag) | Selected eigenvalues and, optionally, eigenvectors of a real nonsymmetric banded eigenproblem, driver |
| nag_sparseig_complex_iter (f12ap) | Selected eigenvalues and, optionally, eigenvectors of a complex sparse eigenproblem, reverse communication |
| nag_sparseig_real_symm_iter (f12fb) | Selected eigenvalues and, optionally, eigenvectors of a real symmetric sparse eigenproblem, reverse communication |
| nag_correg_corrmat_nearest (g02aa) | Computes the nearest correlation matrix to a real square matrix, using the method of Qi and Sun |
| nag_correg_coeffs_pearson (g02ba) | Pearson product-moment correlation coefficients, all variables, no missing values |
| nag_correg_coeffs_zero (g02bd) | Correlation-like coefficients (about zero), all variables, no missing values |
| nag_correg_coeffs_kspearman_overwrite (g02bn) | Kendall/Spearman non-parametric rank correlation coefficients, no missing values, overwriting input data |
| nag_correg_coeffs_kspearman_miss_case_overwrite (g02bp) | Kendall/Spearman non-parametric rank correlation coefficients, casewise treatment of missing values, overwriting input data |
| nag_correg_coeffs_kspearman (g02bq) | Kendall/Spearman non-parametric rank correlation coefficients, no missing values, preserving input data |
| nag_correg_coeffs_kspearman_miss_case (g02br) | Kendall/Spearman non-parametric rank correlation coefficients, casewise treatment of missing values, preserving input data |
| nag_correg_mixeff_hier_reml (g02jd) | Hierarchical mixed effects regression using Restricted Maximum Likelihood (REML) |
| nag_correg_mixeff_hier_ml (g02je) | Hierarchical mixed effects regression using Maximum Likelihood (ML) |
| nag_mv_factor (g03ca) | Computes maximum likelihood estimates of the parameters of a factor analysis model, factor loadings, communalities and residual correlations |
| nag_mv_distance_mat (g03ea) | Computes distance matrix |
| nag_mv_cluster_hier (g03ec) | Hierarchical cluster analysis |
| nag_rand_copula_students_t (g05rc) | Generates a matrix of pseudorandom numbers from a Student's t-copula |
| nag_rand_copula_normal (g05rd) | Generates a matrix of pseudorandom numbers from a Gaussian copula |
| nag_rand_copula_clayton_bivar (g05re) | Generates a matrix of pseudorandom numbers from a bivariate Clayton/Cook–Johnson copula |
| nag_rand_copula_frank_bivar (g05rf) | Generates a matrix of pseudorandom numbers from a bivariate Frank copula |
| nag_rand_copula_plackett_bivar (g05rg) | Generates a matrix of pseudorandom numbers from a bivariate Plackett copula |
| nag_rand_copula_clayton (g05rh) | Generates a matrix of pseudorandom numbers from a multivariate Clayton/Cook–Johnson copula |
| nag_rand_copula_frank (g05rj) | Generates a matrix of pseudorandom numbers from a multivariate Frank copula |
| nag_rand_copula_gumbel (g05rk) | Generates a matrix of pseudorandom numbers from a Gumbel–Hougaard copula |
| nag_rand_multivar_students_t (g05ry) | Generates a matrix of pseudorandom numbers from a multivariate Student's t-distribution |
| nag_rand_dist_uniform01 (g05sa) | Generates a vector of pseudorandom numbers from a uniform distribution over (0,1] |
| nag_rand_dist_beta (g05sb) | Generates a vector of pseudorandom numbers from a beta distribution |
| nag_rand_dist_cauchy (g05sc) | Generates a vector of pseudorandom numbers from a Cauchy distribution |
| nag_rand_dist_chisq (g05sd) | Generates a vector of pseudorandom numbers from a χ2 distribution |
| nag_rand_dist_dirichlet (g05se) | Generates a vector of pseudorandom numbers from a Dirichlet distribution |
| nag_rand_dist_exp (g05sf) | Generates a vector of pseudorandom numbers from an exponential distribution |
| nag_rand_dist_expmix (g05sg) | Generates a vector of pseudorandom numbers from an exponential mix distribution |
| nag_rand_dist_f (g05sh) | Generates a vector of pseudorandom numbers from an F-distribution |
| nag_rand_dist_gamma (g05sj) | Generates a vector of pseudorandom numbers from a gamma distribution |
| nag_rand_dist_normal (g05sk) | Generates a vector of pseudorandom numbers from a Normal distribution |
| nag_rand_dist_logistic (g05sl) | Generates a vector of pseudorandom numbers from a logistic distribution |
| nag_rand_dist_lognormal (g05sm) | Generates a vector of pseudorandom numbers from a log-normal distribution |
| nag_rand_dist_students_t (g05sn) | Generates a vector of pseudorandom numbers from a Student's t-distribution |
| nag_rand_dist_triangular (g05sp) | Generates a vector of pseudorandom numbers from a triangular distribution |
| nag_rand_dist_uniform (g05sq) | Generates a vector of pseudorandom numbers from a uniform distribution over [a,b] |
| nag_rand_dist_vonmises (g05sr) | Generates a vector of pseudorandom numbers from a von Mises distribution |
| nag_rand_dist_weibull (g05ss) | Generates a vector of pseudorandom numbers from a Weibull distribution |
| nag_rand_quasi_normal (g05yj) | Generates a Normal quasi-random number sequence |
| nag_rand_quasi_lognormal (g05yk) | Generates a log-normal quasi-random number sequence |
| nag_rand_quasi_uniform (g05ym) | Generates a uniform quasi-random number sequence |
| nag_tsa_multi_kalman_sqrt_var (g13ea) | Combined measurement and time update, one iteration of Kalman filter, time-varying, square root covariance filter |
| nag_tsa_multi_kalman_sqrt_invar (g13eb) | Combined measurement and time update, one iteration of Kalman filter, time-invariant, square root covariance filter |
| nag_sort_realvec_sort (m01ca) | Sort a vector, real numbers |
| nag_sort_intvec_sort (m01cb) | Sort a vector, integer numbers |
| nag_sort_charvec_sort (m01cc) | Sort a vector, character data |
| nag_specfun_opt_bsm_price (s30aa) | Black–Scholes–Merton option pricing formula |
| nag_specfun_opt_bsm_greeks (s30ab) | Black–Scholes–Merton option pricing formula with Greeks |
| nag_specfun_opt_lookback_fls_price (s30ba) | Floating-strike lookback option pricing formula |
| nag_specfun_opt_lookback_fls_greeks (s30bb) | Floating-strike lookback option pricing formula with Greeks |
| nag_specfun_opt_binary_con_price (s30ca) | Binary option: cash-or-nothing pricing formula |
| nag_specfun_opt_binary_con_greeks (s30cb) | Binary option: cash-or-nothing pricing formula with Greeks |
| nag_specfun_opt_binary_aon_price (s30cc) | Binary option: asset-or-nothing pricing formula |
| nag_specfun_opt_binary_aon_greeks (s30cd) | Binary option: asset-or-nothing pricing formula with Greeks |
| nag_specfun_opt_barrier_std_price (s30fa) | Standard barrier option pricing formula |
| nag_specfun_opt_jumpdiff_merton_price (s30ja) | Jump-diffusion, Merton's model, option pricing formula |
| nag_specfun_opt_jumpdiff_merton_greeks (s30jb) | Jump-diffusion, Merton's model, option pricing formula with Greeks |
| nag_specfun_opt_heston_price (s30na) | Heston's model option pricing formula |
| nag_specfun_opt_heston_greeks (s30nb) | Heston's model option pricing formula with Greeks |
| nag_specfun_opt_amer_bs_price (s30qc) | American option: Bjerksund and Stensland pricing formula |
| nag_specfun_opt_asian_geom_price (s30sa) | Asian option: geometric continuous average rate pricing formula |
| nag_specfun_opt_asian_geom_greeks (s30sb) | Asian option: geometric continuous average rate pricing formula with Greeks |
| Function Name |
Purpose |
| nag_roots_sparsys_func_expert (c05qs) | Solution of a sparse system of nonlinear equations using function values only (easy-to-use) |
| nag_quad_md_mcarlo (d01gb) | Multidimensional quadrature over hyper-rectangle, Monte–Carlo method |
| nag_quad_md_numth (d01gc) | Multidimensional quadrature, general product region, number-theoretic method |
| nag_quad_md_numth_vec (d01gd) | Multidimensional quadrature, general product region, number-theoretic method, variant of nag_quad_md_numth (d01gc) efficient on vector machines |
| nag_quad_md_simplex (d01pa) | Multidimensional quadrature over an n-simplex |
| nag_ode_ivp_bdf_zero_simple (d02ej) | Ordinary differential equations, stiff initial value problem, backward differentiation formulae method, until function of solution is zero, intermediate output (simple driver) |
| nag_ode_ivp_stiff_exp_fulljac (d02nb) | Explicit ordinary differential equations, stiff initial value problem, full Jacobian (comprehensive) |
| nag_ode_ivp_stiff_exp_bandjac (d02nc) | Explicit ordinary differential equations, stiff initial value problem, banded Jacobian (comprehensive) |
| nag_ode_ivp_stiff_exp_sparjac (d02nd) | Explicit ordinary differential equations, stiff initial value problem, sparse Jacobian (comprehensive) |
| nag_ode_ivp_stiff_imp_fulljac (d02ng) | Implicit/algebraic ordinary differential equations, stiff initial value problem, full Jacobian (comprehensive) |
| nag_ode_ivp_stiff_imp_bandjac (d02nh) | Implicit/algebraic ordinary differential equations, stiff initial value problem, banded Jacobian (comprehensive) |
| nag_ode_ivp_stiff_imp_sparjac (d02nj) | Implicit/algebraic ordinary differential equations, stiff initial value problem, sparse Jacobian (comprehensive) |
| nag_ode_ivp_stiff_exp_revcom (d02nm) | Explicit ordinary differential equations, stiff initial value problem (reverse communication, comprehensive) |
| nag_ode_ivp_stiff_imp_revcom (d02nn) | Implicit/algebraic ordinary differential equations, stiff initial value problem (reverse communication, comprehensive) |
| nag_ode_bvp_ps_lin_coeffs (d02ua) | Coefficients of Chebyshev interpolating polynomial from function values on Chebyshev grid |
| nag_ode_bvp_ps_lin_cgl_vals (d02ub) | Function or low-order-derivative values on Chebyshev grid from coefficients of Chebyshev interpolating polynomial |
| nag_pde_1d_parab_fd (d03pc) | General system of parabolic PDEs, method of lines, finite differences, one space variable |
| nag_pde_1d_parab_coll (d03pd) | General system of parabolic PDEs, method of lines, Chebyshev C0 collocation, one space variable |
| nag_pde_1d_parab_keller (d03pe) | General system of first-order PDEs, method of lines, Keller box discretization, one space variable |
| nag_pde_1d_parab_convdiff (d03pf) | 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 |
| nag_pde_1d_parab_dae_fd (d03ph) | General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable |
| nag_pde_1d_parab_dae_coll (d03pj) | General system of parabolic PDEs, coupled DAEs, method of lines, Chebyshev C0 collocation, one space variable |
| nag_pde_1d_parab_dae_keller (d03pk) | General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretization, one space variable |
| nag_pde_1d_parab_convdiff_dae (d03pl) | 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 |
| nag_pde_1d_parab_remesh_fd (d03pp) | General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, remeshing, one space variable |
| nag_pde_1d_parab_remesh_keller (d03pr) | General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretization, remeshing, one space variable |
| nag_pde_1d_parab_convdiff_remesh (d03ps) | General system of convection-diffusion PDEs, coupled DAEs, method of lines, upwind scheme, remeshing, one space variable |
| nag_inteq_fredholm2_split (d05aa) | Linear non-singular Fredholm integral equation, second kind, split kernel |
| nag_inteq_fredholm2_smooth (d05ab) | Linear non-singular Fredholm integral equation, second kind, smooth kernel |
| nag_mesh_2d_sparsity (d06cb) | Generates a sparsity pattern of a Finite Element matrix associated with a given mesh |
| nag_mesh_2d_renumber (d06cc) | Renumbers a given mesh using Gibbs method |
| nag_fit_pade_app (e02ra) | Padé approximants |
| nag_opt_lsq_uncon_mod_func_comp (e04fc) | Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm using function values only (comprehensive) |
| nag_opt_lsq_uncon_mod_func_easy (e04fy) | Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm using function values only (easy-to-use) |
| nag_opt_lsq_uncon_quasi_deriv_comp (e04gb) | Unconstrained minimum of a sum of squares, combined Gauss–Newton and quasi-Newton algorithm using first derivatives (comprehensive) |
| nag_opt_lsq_uncon_mod_deriv_comp (e04gd) | Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm using first derivatives (comprehensive) |
| nag_opt_lsq_uncon_quasi_deriv_easy (e04gy) | Unconstrained minimum of a sum of squares, combined Gauss–Newton and quasi-Newton algorithm, using first derivatives (easy-to-use) |
| nag_opt_lsq_uncon_mod_deriv_easy (e04gz) | Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm using first derivatives (easy-to-use) |
| nag_opt_lsq_uncon_mod_deriv2_comp (e04he) | Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using second derivatives (comprehensive) |
| nag_opt_lsq_uncon_mod_deriv2_easy (e04hy) | Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using second derivatives (easy-to-use) |
| nag_opt_lsq_lincon_solve (e04nc) | Convex QP problem or linearly-constrained linear least squares problem (dense) |
| nag_opt_nlp1_solve (e04uc) | Minimum, function of several variables, sequential QP method, nonlinear constraints, using function values and optionally first derivatives (comprehensive) |
| nag_opt_nlp1_rcomm (e04uf) | Minimum, function of several variables, sequential QP method, nonlinear constraints, using function values and optionally first derivatives (reverse communication, comprehensive) |
| nag_opt_nlp1_sparse_solve (e04ug) | NLP problem (sparse) |
| nag_opt_lsq_gencon_deriv (e04us) | Minimum of a sum of squares, nonlinear constraints, sequential QP method, using function values and optionally first derivatives (comprehensive) |
| nag_opt_lsq_uncon_covariance (e04yc) | Covariance matrix for nonlinear least squares problem (unconstrained) |
| nag_matop_real_symm_posdef_inv (f01ab) | Inverse of real symmetric positive definite matrix using iterative refinement |
| nag_eigen_real_symm_sparse_eigsys (f02fj) | Selected eigenvalues and eigenvectors of sparse symmetric eigenproblem (Black Box) |
| nag_eigen_real_gen_qu_svd (f02wd) | QR factorization, possibly followed by SVD |
| nag_eigen_real_gen_partialsvd (f02wg) | Computes leading terms in the singular value decomposition of a real general matrix; also computes corresponding left and right singular vectors |
| nag_eigen_real_triang_svd (f02wu) | SVD of real upper triangular matrix (Black Box) |
| nag_eigen_complex_triang_svd (f02xu) | SVD of complex upper triangular matrix (Black Box) |
| nag_linsys_real_posdef_solve_ref (f04ab) | Solution of real symmetric positive definite simultaneous linear equations with multiple right-hand sides using iterative refinement (Black Box) |
| nag_linsys_real_square_solve_ref (f04ae) | Solution of real simultaneous linear equations with multiple right-hand sides using iterative refinement (Black Box) |
| nag_linsys_real_posdef_solve_1rhs (f04as) | Solution of real symmetric positive definite simultaneous linear equations, one right-hand side using iterative refinement (Black Box) |
| nag_linsys_real_square_solve_1rhs (f04at) | Solution of real simultaneous linear equations, one right-hand side using iterative refinement (Black Box) |
| nag_linsys_real_gen_solve (f04jg) | Least squares (if rank = n) or minimal least squares (if rank < n) solution of m real equations in n unknowns, m ≥ n |
| nag_sparse_real_gen_solve_ilu (f11dc) | Solution of real sparse nonsymmetric linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, preconditioner computed by nag_sparse_real_gen_precon_ilu (f11da) |
| nag_sparse_real_gen_solve_jacssor (f11de) | Solution of real sparse nonsymmetric linear system, RGMRES, CGS, Bi-CGSTAB, or TFQMR method, Jacobi or SSOR preconditioner (Black Box) |
| nag_sparse_real_gen_precon_jacobi (f11dk) | Real sparse nonsymmetric linear systems, line Jacobi preconditioner |
| nag_sparse_complex_gen_solve_ilu (f11dq) | Solution of complex sparse non-Hermitian linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, preconditioner computed by nag_sparse_complex_gen_precon_ilu (f11dn) (Black Box) |
| nag_sparse_complex_gen_solve_jacssor (f11ds) | Solution of complex sparse non-Hermitian linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, Jacobi or SSOR preconditioner Black Box |
| nag_sparse_complex_gen_precon_jacobi (f11dx) | Complex sparse nonsymmetric linear systems, line Jacobi preconditioner |
| nag_sparse_real_symm_solve_ichol (f11jc) | Solution of real sparse symmetric linear system, conjugate gradient/Lanczos method, preconditioner computed by nag_sparse_real_symm_precon_ichol (f11ja) (Black Box) |
| nag_sparse_real_symm_solve_jacssor (f11je) | Solution of real sparse symmetric linear system, conjugate gradient/Lanczos method, Jacobi or SSOR preconditioner (Black Box) |
| nag_sparse_complex_herm_solve_ilu (f11jq) | Solution of complex sparse Hermitian linear system, conjugate gradient/Lanczos method, preconditioner computed by nag_sparse_complex_herm_precon_ilu (f11jn) (Black Box) |
| nag_sparse_complex_herm_solve_jacssor (f11js) | Solution of complex sparse Hermitian linear system, conjugate gradient/Lanczos method, Jacobi or SSOR preconditioner (Black Box) |
| nag_sparse_direct_real_gen_setup (f11md) | Real sparse nonsymmetric linear systems, setup for nag_sparse_direct_real_gen_lu (f11me) |
| nag_sparseig_real_symm_band_solve (f12fg) | Selected eigenvalues and, optionally, eigenvectors of a real symmetric banded eigenproblem, driver |
| nag_stat_plot_scatter_2var (g01ag) | Lineprinter scatterplot of two variables |
| nag_stat_plot_scatter_normal (g01ah) | Lineprinter scatterplot of one variable against Normal scores |
| nag_stat_quantiles_stream_fixed (g01an) | Calculates approximate quantiles from a data stream of known size |
| nag_stat_quantiles_stream_arbitrary (g01ap) | Calculates approximate quantiles from a data stream of unknown size |
| nag_stat_plot_stem_leaf (g01ar) | Constructs a stem and leaf plot |
| nag_stat_prob_studentized_range (g01em) | Computes probability for the Studentized range statistic |
| nag_stat_prob_multi_normal (g01hb) | Computes probabilities for the multivariate Normal distribution |
| nag_stat_prob_chisq_lincomb (g01jd) | Computes lower tail probability for a linear combination of (central) χ2 variables |
| nag_correg_corrmat_nearest_bounded (g02ab) | Computes the nearest correlation matrix to a real square matrix, augmented nag_correg_corrmat_nearest (g02aa) to incorporate weights and bounds |
| nag_correg_corrmat_nearest_kfactor (g02ae) | Computes the nearest correlation matrix with k-factor structure to a real square matrix |
| nag_correg_linregm_coeffs_const (g02cg) | Multiple linear regression, from correlation coefficients, with constant term |
| nag_correg_linregm_coeffs_noconst (g02ch) | Multiple linear regression, from correlation-like coefficients, without constant term |
| nag_correg_linregm_fit (g02da) | Fits a general (multiple) linear regression model |
| nag_correg_linregm_update (g02dd) | Estimates of linear parameters and general linear regression model from updated model |
| nag_correg_linregm_var_add (g02de) | Add a new independent variable to a general linear regression model |
| nag_correg_linregm_fit_newvar (g02dg) | Fits a general linear regression model to new dependent variable |
| nag_correg_linregm_constrain (g02dk) | Estimates and standard errors of parameters of a general linear regression model for given constraints |
| nag_correg_linregm_fit_onestep (g02ee) | Fits a linear regression model by forward selection |
| nag_correg_glm_normal (g02ga) | Fits a generalized linear model with Normal errors |
| nag_correg_glm_binomial (g02gb) | Fits a generalized linear model with binomial errors |
| nag_correg_glm_poisson (g02gc) | Fits a generalized linear model with Poisson errors |
| nag_correg_glm_gamma (g02gd) | Fits a generalized linear model with gamma errors |
| nag_correg_glm_constrain (g02gk) | Estimates and standard errors of parameters of a general linear model for given constraints |
| nag_correg_robustm (g02ha) | Robust regression, standard M-estimates |
| nag_correg_robustm_user (g02hd) | Robust regression, compute regression with user-supplied functions and weights |
| nag_correg_robustm_user_varmat (g02hf) | Robust regression, variance-covariance matrix following nag_correg_robustm_user (g02hd) |
| nag_correg_robustm_corr_huber (g02hk) | Calculates a robust estimation of a correlation matrix, Huber's weight function |
| nag_correg_mixeff_reml (g02ja) | Linear mixed effects regression using Restricted Maximum Likelihood (REML) |
| nag_correg_mixeff_ml (g02jb) | Linear mixed effects regression using Maximum Likelihood (ML) |
| nag_correg_ridge_opt (g02ka) | Ridge regression, optimizing a ridge regression parameter |
| nag_correg_ridge (g02kb) | Ridge regression using a number of supplied ridge regression parameters |
| nag_mv_canon_var (g03ac) | Performs canonical variate analysis |
| nag_mv_canon_corr (g03ad) | Performs canonical correlation analysis |
| nag_anova_dummyvars (g04ea) | Computes orthogonal polynomials or dummy variables for factor/classification variable |
| nag_rand_times_garch_asym1 (g05pd) | Generates a realization of a time series from a GARCH process with asymmetry of the form (εt − 1 + γ)2 |
| nag_rand_times_garch_asym2 (g05pe) | Generates a realization of a time series from a GARCH process with asymmetry of the form (|εt − 1| + γεt − 1)2 |
| nag_rand_times_garch_gjr (g05pf) | Generates a realization of a time series from an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process |
| nag_rand_times_garch_exp (g05pg) | Generates a realization of a time series from an exponential GARCH (EGARCH) process |
| nag_rand_times_mv_varma (g05pj) | Generates a realization of a multivariate time series from a VARMA model |
| nag_rand_matrix_corr (g05py) | Generates a random correlation matrix |
| nag_rand_multivar_normal (g05rz) | Generates a matrix of pseudorandom numbers from a multivariate Normal distribution |
| nag_univar_estim_weibull (g07be) | Computes maximum likelihood estimates for parameters of the Weibull distribution |
| nag_univar_estim_genpareto (g07bf) | Estimates parameter values of the generalized Pareto distribution |
| nag_univar_robust_1var_median (g07da) | Robust estimation, median, median absolute deviation, robust standard deviation |
| nag_univar_robust_1var_mestim (g07db) | Robust estimation, M-estimates for location and scale parameters, standard weight functions |
| nag_univar_robust_1var_mestim_wgt (g07dc) | Robust estimation, M-estimates for location and scale parameters, user-defined weight functions |
| nag_univar_robust_1var_trimmed (g07dd) | Computes a trimmed and winsorized mean of a single sample with estimates of their variance |
| nag_univar_robust_1var_ci (g07ea) | Robust confidence intervals, one-sample |
| nag_univar_robust_2var_ci (g07eb) | Robust confidence intervals, two-sample |
| nag_nonpar_test_wilcoxon (g08ag) | Performs the Wilcoxon one-sample (matched pairs) signed rank test |
| nag_nonpar_prob_mwu_ties (g08ak) | Computes the exact probabilities for the Mann–Whitney U statistic, ties in pooled sample |
| nag_nonpar_test_ks_1sample (g08cb) | Performs the one-sample Kolmogorov–Smirnov test for standard distributions |
| nag_nonpar_test_ks_1sample_user (g08cc) | Performs the one-sample Kolmogorov–Smirnov test for a user-supplied distribution |
| nag_nonpar_test_ks_2sample (g08cd) | Performs the two-sample Kolmogorov–Smirnov test |
| nag_nonpar_rank_regsn (g08ra) | Regression using ranks, uncensored data |
| nag_nonpar_rank_regsn_censored (g08rb) | Regression using ranks, right-censored data |
| nag_contab_tabulate_percentile (g11bb) | Computes multiway table from set of classification factors using given percentile/quantile |
| nag_contab_tabulate_margin (g11bc) | Computes marginal tables for multiway table computed by nag_contab_tabulate_stat (g11ba) or nag_contab_tabulate_percentile (g11bb) |
| nag_contab_binary (g11sa) | Contingency table, latent variable model for binary data |
| nag_surviv_logrank (g12ab) | Computes rank statistics for comparing survival curves |
| nag_tsa_uni_arima_prelim (g13ad) | Univariate time series, preliminary estimation, seasonal ARIMA model |
| nag_tsa_uni_arima_estim (g13ae) | Univariate time series, estimation, seasonal ARIMA model (comprehensive) |
| nag_tsa_uni_arima_estim_easy (g13af) | Univariate time series, estimation, seasonal ARIMA model (easy-to-use) |
| nag_tsa_uni_arima_forcecast (g13aj) | Univariate time series, state set and forecasts, from fully specified seasonal ARIMA model |
| nag_tsa_multi_xcorr (g13bc) | Multivariate time series, cross-correlations |
| nag_tsa_multi_inputmod_estim (g13be) | Multivariate time series, estimation of multi-input model |
| nag_tsa_multi_inputmod_forecast (g13bj) | Multivariate time series, state set and forecasts from fully specified multi-input model |
| nag_tsa_multi_autocorr_part (g13db) | Multivariate time series, multiple squared partial autocorrelations |
| nag_tsa_multi_varma_estimate (g13dd) | Multivariate time series, estimation of VARMA model |
| nag_tsa_multi_corrmat_partlag (g13dn) | Multivariate time series, sample partial lag correlation matrices, χ2 statistics and significance levels |
| nag_tsa_uni_garch_asym1_estim (g13fa) | Univariate time series, parameter estimation for either a symmetric GARCH process or a GARCH process with asymmetry of the form (εt − 1 + γ)2 |
| nag_tsa_uni_garch_asym2_estim (g13fc) | Univariate time series, parameter estimation for a GARCH process with asymmetry of the form (|εt − 1| + γεt − 1)2 |
| nag_tsa_uni_garch_gjr_estim (g13fe) | Univariate time series, parameter estimation for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process |
| nag_tsa_uni_garch_exp_estim (g13fg) | Univariate time series, parameter estimation for an exponential GARCH (EGARCH) process |