Mark 7 Library Contents (pdf version)
NAG C Library Manual

Mark 7 Library Contents

a00 – Library Identification

Routine
Name
Mark of
Introduction

Purpose
a00aac 1 nag_implementation_details
Library identification, details of implementation and mark

a02 – Complex Arithmetic

Routine
Name
Mark of
Introduction

Purpose
a02bac 2 nag_complex
Complex number from real and imaginary parts
a02bbc 2 nag_complex_real
Real part of a complex number
a02bcc 2 nag_complex_imag
Imaginary part of a complex number
a02cac 2 nag_complex_add
Addition of two complex numbers
a02cbc 2 nag_complex_subtract
Subtraction of two complex numbers
a02ccc 2 nag_complex_multiply
Multiplication of two complex numbers
a02cdc 2 nag_complex_divide
Quotient of two complex numbers
a02cec 2 nag_complex_negate
Negation of a complex number
a02cfc 2 nag_complex_conjg
Conjugate of a complex number
a02cgc 2 nag_complex_equal
Equality of two complex numbers
a02chc 2 nag_complex_not_equal
Inequality of two complex numbers
a02dac 2 nag_complex_arg
Argument of a complex number
a02dbc 2 nag_complex_abs
Modulus of a complex number
a02dcc 2 nag_complex_sqrt
Square root of a complex number
a02ddc 2 nag_complex_i_power
Complex number raised to integer power
a02dec 2 nag_complex_r_power
Complex number raised to real power
a02dfc 2 nag_complex_c_power
Complex number raised to complex power
a02dgc 2 nag_complex_log
Complex logarithm
a02dhc 2 nag_complex_exp
Complex exponential
a02djc 2 nag_complex_sin
Complex sine
a02dkc 2 nag_complex_cos
Complex cosine
a02dlc 2 nag_complex_tan
Complex tangent

c02 – Zeros of Polynomials

Routine
Name
Mark of
Introduction

Purpose
c02afc 2 nag_zeros_complex_poly
Zeros of a polynomial with complex coefficients
c02agc 2 nag_zeros_real_poly
Zeros of a polynomial with real coefficients
c02akc 6 nag_cubic_roots
Zeros of a cubic polynomial with real coefficients
c02alc 6 nag_quartic_roots
Zeros of a real quartic polynomial with real coefficients

c05 – Roots of One or More Transcendental Equations

Routine
Name
Mark of
Introduction

Purpose
c05adc 2 nag_zero_cont_func_bd
Zero of a continuous function of one variable
c05nbc 2 nag_zero_nonlin_eqns
Solution of a system of nonlinear equations (function values only)
c05pbc 2 nag_zero_nonlin_eqns_deriv
Solution of a system of nonlinear equations (using first derivatives)
c05sdc 5 nag_zero_cont_func_bd_1
Zero of a continuous function of one variable, thread-safe
c05tbc 5 nag_zero_nonlin_eqns_1
Solution of a system of nonlinear equations (function values only), thread-safe
c05ubc 5 nag_zero_nonlin_eqns_deriv_1
Solution of a system of nonlinear equations (using first derivatives), thread-safe
c05zbc 2 nag_check_deriv
Derivative checker for c05pbc
c05zcc 5 nag_check_deriv_1
Derivative checker for c05ubc, thread-safe

c06 – Fourier Transforms

Routine
Name
Mark of
Introduction

Purpose
c06eac 1 nag_fft_real
Single one-dimensional real discrete Fourier transform
c06ebc 1 nag_fft_hermitian
Single one-dimensional Hermitian discrete Fourier transform
c06ecc 1 nag_fft_complex
Single one-dimensional complex discrete Fourier transform
c06ekc 1 nag_convolution_real
Circular convolution or correlation of two real vectors
c06fpc 1 nag_fft_multiple_real
Multiple one-dimensional real discrete Fourier transforms
c06fqc 1 nag_fft_multiple_hermitian
Multiple one-dimensional Hermitian discrete Fourier transforms
c06frc 1 nag_fft_multiple_complex
Multiple one-dimensional complex discrete Fourier transforms
c06fuc 1 nag_fft_2d_complex
two-dimensional complex discrete Fourier transform
c06gbc 1 nag_conjugate_hermitian
Complex conjugate of Hermitian sequence
c06gcc 1 nag_conjugate_complex
Complex conjugate of complex sequence
c06gqc 1 nag_multiple_conjugate_hermitian
Complex conjugate of multiple Hermitian sequences
c06gsc 1 nag_multiple_hermitian_to_complex
Convert Hermitian sequences to general complex sequences
c06gzc 1 nag_fft_init_trig
Initialisation function for other c06 functions
c06hac 2 nag_fft_multiple_sine
Discrete sine transform
c06hbc 2 nag_fft_multiple_cosine
Discrete cosine transform
c06hcc 2 nag_fft_multiple_qtr_sine
Discrete quarter-wave sine transform
c06hdc 2 nag_fft_multiple_qtr_cosine
Discrete quarter-wave cosine transform
c06pfc 7 nag_fft_multid_single
One-dimensional complex discrete Fourier transform of multi-dimensional data (using complex data type)
c06pjc 7 nag_fft_multid_full
Multi-dimensional complex discrete Fourier transform of multi-dimensional data (using complex data type)
c06pxc 7 nag_fft_3d
Three-dimensional complex discrete Fourier transform, complex data format

d01 – Quadrature

Routine
Name
Mark of
Introduction

Purpose
d01ajc 2 nag_1d_quad_gen
One-dimensional adaptive quadrature, allowing for badly behaved integrands
d01akc 2 nag_1d_quad_osc
One-dimensional adaptive quadrature, suitable for oscillating functions
d01alc 2 nag_1d_quad_brkpts
One-dimensional adaptive quadrature, allowing for singularities at specified points
d01amc 2 nag_1d_quad_inf
One-dimensional adaptive quadrature over infinite or semi-infinite interval
d01anc 2 nag_1d_quad_wt_trig
One-dimensional adaptive quadrature, finite interval, sine or cosine weight functions
d01apc 2 nag_1d_quad_wt_alglog
One-dimensional adaptive quadrature, weight function with end-point singularities of algebraic-logarithmic type
d01aqc 2 nag_1d_quad_wt_cauchy
One-dimensional adaptive quadrature, weight function 1/(x-c), Cauchy principal value
d01asc 2 nag_1d_quad_inf_wt_trig
One-dimensional adaptive quadrature, semi-infinite interval, sine or cosine weight function
d01bac 2 nag_1d_quad_guass
One-dimensional Gaussian quadrature rule evaluation
d01fcc 2 nag_multid_quad_adapt
Multi-dimensional adaptive quadrature
d01gac 2 nag_1d_quad_vals
One-dimensional integration of a function defined by data values only
d01gbc 2 nag_multid_quad_monte_carlo
Multi-dimensional quadrature, using Monte Carlo method
d01sjc 5 nag_1d_quad_gen_1
One-dimensional adaptive quadrature, allowing for badly behaved integrands, thread-safe
d01skc 5 nag_1d_quad_osc_1
One-dimensional adaptive quadrature, suitable for oscillating functions, thread-safe
d01slc 5 nag_1d_quad_brkpts_1
One-dimensional adaptive quadrature, allowing for singularities at specified points, thread-safe
d01smc 5 nag_1d_quad_inf_1
One-dimensional adaptive quadrature over infinite or semi-infinite interval, thread-safe
d01snc 5 nag_1d_quad_wt_trig_1
One-dimensional adaptive quadrature, finite interval, sine or cosine weight functions, thread-safe
d01spc 5 nag_1d_quad_wt_alglog_1
One-dimensional adaptive quadrature, weight function with end-point singularities of algebraic-logarithmic type, thread-safe
d01sqc 5 nag_1d_quad_wt_cauchy_1
One-dimensional adaptive quadrature, weight function 1/(x-c), Cauchy principal value, thread-safe
d01ssc 5 nag_1d_quad_inf_wt_trig_1
One-dimensional adaptive quadrature, semi-infinite interval, sine or cosine weight function, thread-safe
d01tac 5 nag_1d_quad_gauss_1
One-dimensional Gaussian quadrature rule evaluation, thread-safe
d01wcc 5 nag_multid_quad_adapt_1
Multi-dimensional adaptive quadrature, thread-safe
d01xbc 5 nag_multid_quad_monte_carlo_1
Multi-dimensional quadrature, using Monte Carlo method, thread-safe

d02 – Ordinary Differential Equations

Routine
Name
Mark of
Introduction

Purpose
d02cjc 2 nag_ode_ivp_adams_gen
Ordinary differential equation solver using a variable-order variable-step Adams method (Black Box)
d02ejc 3 nag_ode_ivp_bdf_gen
Ordinary differential equations solver, stiff, initial value problems using the Backward Differentiation Formulae
d02gac 3 nag_ode_bvp_fd_nonlin_fixedbc
Ordinary differential equations solver, for simple nonlinear two-point boundary value problems, using a finite difference technique with deferred correction
d02gbc 3 nag_ode_bvp_fd_lin_gen
Ordinary differential equations solver, for general linear two-point boundary value problems, using a finite difference technique with deferred correction
d02pcc 3 nag_ode_ivp_rk_range
Ordinary differential equations solver, initial value problems over a range using Runge–Kutta methods
d02pdc 3 nag_ode_ivp_rk_onestep
Ordinary differential equations solver, initial value problems, one time step using Runge–Kutta methods
d02ppc 3 nag_ode_ivp_rk_free
Freeing function for use with the Runge–Kutta suite (d02p functions)
d02pvc 3 nag_ode_ivp_rk_setup
Setup function for use with d02pcc and/or d02pdc
d02pwc 3 nag_ode_ivp_rk_reset_tend
A function to re-set the end point following a call to d02pdc
d02pxc 3 nag_ode_ivp_rk_interp
Ordinary differential equations solver, computes the solution by interpolation anywhere on an integration step taken by d02pdc
d02pzc 3 nag_ode_ivp_rk_errass
A function to provide global error assessment during an integration with either d02pcc or d02pdc
d02qfc 2 nag_ode_ivp_adams_roots
Ordinary differential equation solver using Adams method (sophisticated use)
d02qwc 2 nag_ode_ivp_adams_setup
Setup function for d02qfc
d02qyc 2 nag_ode_ivp_adams_free
Freeing function for use with d02qfc
d02qzc 2 nag_ode_ivp_adams_interp
Interpolation function for use with d02qfc
d02rac 3 nag_ode_bvp_fd_nonlin_gen
Ordinary differential equations solver, for general nonlinear two-point boundary value problems, using a finite difference technique with deferred correction

d03 – Partial Differential Equations

Routine
Name
Mark of
Introduction

Purpose
d03ncc 7 nag_pde_bs_1d
Finite difference solution of the Black–Scholes equations
d03ndc 7 nag_pde_bs_1d_analytic
Analytic solution of the Black–Scholes equations
d03nec 7 nag_pde_bs_1d_means
Compute average values for d03ndc
d03pcc 7 nag_pde_parab_1d_fd
General system of parabolic PDEs, method of lines, finite differences, one space variable
d03pdc 7 nag_pde_parab_1d_coll
General system of parabolic PDEs, method of lines, Chebyshev C0 collocation, one space variable
d03pec 7 nag_pde_parab_1d_keller
General system of first-order PDEs, method of lines, Keller box discretisation, one space variable
d03pfc 7 nag_pde_parab_1d_cd
General system of convection-diffusion PDEs with source terms in conservative form, method of lines, upwind scheme using numerical flux function based on Riemann solver, one space variable
d03phc 7 nag_pde_parab_1d_fd_ode
General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable
d03pjc 7 nag_pde_parab_1d_coll_ode
General system of parabolic PDEs, coupled DAEs, method of lines, Chebyshev C0 collocation, one space variable
d03pkc 7 nag_pde_parab_1d_keller_ode
General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretisation, one space variable
d03plc 7 nag_pde_parab_1d_cd_ode
General system of convection-diffusion PDEs with source terms in conservative form, coupled DAEs, method of lines, upwind scheme using numerical flux function based on Riemann solver, one space variable
d03ppc 7 nag_pde_parab_1d_fd_ode_remesh
General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, remeshing, one space variable
d03prc 7 nag_pde_parab_1d_keller_ode_remesh
General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretisation, remeshing, one space variable
d03psc 7 nag_pde_parab_1d_cd_ode_remesh
General system of convection-diffusion PDEs with source terms in conservative form, coupled DAEs, method of lines, upwind scheme using numerical flux function based on Riemann solver, remeshing, one space variable
d03puc 7 nag_pde_parab_1d_euler_roe
Roe's approximate Riemann solver for Euler equations in conservative form, for use with d03pfc, d03plc and d03psc
d03pvc 7 nag_pde_parab_1d_euler_osher
Osher's approximate Riemann solver for Euler equations in conservative form, for use with d03pfc, d03plc and d03psc
d03pwc 7 nag_pde_parab_1d_euler_hll
Modified HLL Riemann solver for Euler equations in conservative form, for use with d03pfc, d03plc and d03psc
d03pxc 7 nag_pde_parab_1d_euler_exact
Exact Riemann Solver for Euler equations in conservative form, for use with d03pfc, d03plc and d03psc
d03pyc 7 nag_pde_interp_1d_coll
PDEs, spatial interpolation with d03pdc or d03pjc
d03pzc 7 nag_pde_interp_1d_fd
PDEs, spatial interpolation with d03pcc, d03pec, d03pfc, d03phc, d03pkc, d03plc, d03ppc, d03prc or d03psc

d06 – Mesh Generation

Routine
Name
Mark of
Introduction

Purpose
d06aac 7 nag_mesh2d_inc
Generates a two-dimensional mesh using a simple incremental method
d06abc 7 nag_mesh2d_delaunay
Generates a two-dimensional mesh using a Delaunay–Voronoi process
d06acc 7 nag_mesh2d_front
Generates a two-dimensional mesh using an Advancing-front method
d06bac 7 nag_mesh2d_bound
Generates a boundary mesh
d06cac 7 nag_mesh2d_smooth
Uses a barycentering technique to smooth a given mesh
d06cbc 7 nag_mesh2d_sparse
Generates a sparsity pattern of a Finite Element matrix associated with a given mesh
d06ccc 7 nag_mesh2d_renum
Renumbers a given mesh using Gibbs method
d06dac 7 nag_mesh2d_trans
Generates a mesh resulting from an affine transformation of a given mesh
d06dbc 7 nag_mesh2d_join
Joins together two given adjacent (possibly overlapping) meshes

e01 – Interpolation

Routine
Name
Mark of
Introduction

Purpose
e01aec 7 nag_1d_cheb_interp
Interpolating functions, polynomial interpolant, data may include derivative values, one variable
e01bac 2 nag_1d_spline_interpolant
Interpolating function, cubic spline interpolant, one variable
e01bec 1 nag_monotonic_interpolant
Interpolating function, monotonicity-preserving, piecewise cubic Hermite, one variable
e01bfc 1 nag_monotonic_evaluate
Evaluation of interpolant computed by e01bec, function only
e01bgc 2 nag_monotonic_deriv
Evaluation of interpolant computed by e01bec, function and first derivative
e01bhc 2 nag_monotonic_intg
Evaluation of interpolant computed by e01bec, definite integral
e01dac 2 nag_2d_spline_interpolant
Interpolating function, bicubic spline interpolant, two variables
e01rac 7 nag_1d_ratnl_interp
Interpolating functions, rational interpolant, one variable
e01rbc 7 nag_1d_ratnl_eval
Interpolated values, evaluate rational interpolant computed by e01rac, one variable
e01sac 3 nag_2d_scat_interpolant
A function to generate a two-dimensional surface interpolating a set of data points, using either the method of Renka and Cline or the modified Shepard's method
e01sbc 3 nag_2d_scat_eval
A function to evaluate, at a set of points, the two-dimensional interpolant function generated by e01sac
e01szc 3 nag_2d_scat_free
Freeing function for use with e01sbc
e01tgc 7 nag_3d_shep_interp
Interpolating functions, modified Shepard's method, three variables
e01thc 7 nag_3d_shep_eval
Interpolated values, evaluate interpolant computed by e01tgc, function and first derivatives, three variables

e02 – Curve and Surface Fitting

Routine
Name
Mark of
Introduction

Purpose
e02adc 5 nag_1d_cheb_fit
Computes the coefficients of a Chebyshev series polynomial for arbitrary data
e02aec 5 nag_1d_cheb_eval
Evaluates the coefficients of a Chebyshev series polynomial
e02afc 5 nag_1d_cheb_interp_fit
Computes the coefficients of a Chebyshev series polynomial for interpolated data
e02agc 7 nag_1d_cheb_fit_constr
Least-squares polynomial fit, values and derivatives may be constrained, arbitrary data points
e02ahc 7 nag_1d_cheb_deriv
Derivative of fitted polynomial in Chebyshev series form
e02ajc 7 nag_1d_cheb_intg
Integral of fitted polynomial in Chebyshev series form
e02akc 7 nag_1d_cheb_eval2
Evaluation of fitted polynomial in one variable from Chebyshev series form
e02bac 2 nag_1d_spline_fit_knots
Least-squares curve cubic spline fit (including interpolation), one variable
e02bbc 2 nag_1d_spline_evaluate
Evaluation of fitted cubic spline, function only
e02bcc 2 nag_1d_spline_deriv
Evaluation of fitted cubic spline, function and derivatives
e02bdc 2 nag_1d_spline_intg
Evaluation of fitted cubic spline, definite integral
e02bec 2 nag_1d_spline_fit
Least-squares cubic spline curve fit, automatic knot placement, one variable
e02cac 7 nag_2d_cheb_fit_lines
Least-squares surface fit by polynomials, data on lines
e02cbc 7 nag_2d_cheb_eval
Evaluation of fitted polynomial in two variables
e02dcc 2 nag_2d_spline_fit_grid
Least-squares bicubic spline fit with automatic knot placement, two variables (rectangular grid)
e02ddc 2 nag_2d_spline_fit_scat
Least-squares bicubic spline fit with automatic knot placement, two variables (scattered data)
e02dec 2 nag_2d_spline_eval
Evaluation of bicubic spline, at a set of points
e02dfc 2 nag_2d_spline_eval_rect
Evaluation of bicubic spline, at a mesh of points
e02gac 7 nag_lone_fit
L1-approximation by general linear function
e02gcc 7 nag_linf_fit
L-approximation by general linear function
e02rac 7 nag_1d_pade
Padé-approximants
e02rbc 7 nag_1d_pade_eval
Evaluation of fitted rational function as computed by e02rac

e04 – Minimizing or Maximizing a Function

Routine
Name
Mark of
Introduction

Purpose
e04abc 5 nag_opt_one_var_no_deriv
Minimizes a function of one variable, using function values only
e04bbc 5 nag_opt_one_var_deriv
Minimizes a function of one variable, requires first derivatives
e04ccc 4 nag_opt_simplex
Unconstrained minimization using simplex algorithm
e04dgc 2 nag_opt_conj_grad
Unconstrained minimization using conjugate gradients
e04fcc 2 nag_opt_lsq_no_deriv
Unconstrained nonlinear least squares (no derivatives required)
e04gbc 2 nag_opt_lsq_deriv
Unconstrained nonlinear least squares (first derivatives required)
e04hcc 2 nag_opt_check_deriv
Derivative checker for use with e04kbc
e04hdc 5 nag_opt_check_2nd_deriv
Checks second derivatives of a user-defined function
e04jbc 2 nag_opt_bounds_no_deriv
Bound constrained nonlinear minimization (no derivatives required)
e04kbc 2 nag_opt_bounds_deriv
Bound constrained nonlinear minimization (first derivatives required)
e04lbc 5 nag_opt_bounds_2nd_deriv
Solves bound constrained problems (first and second derivatives required)
e04mfc 2 nag_opt_lp
Linear programming
e04myc 5 nag_opt_sparse_mps_free
Free memory allocated by e04mzc
e04mzc 5 nag_opt_sparse_mps_read
Read MPSX data for sparse LP or QP problem from a file
e04ncc 5 nag_opt_lin_lsq
Solves linear least-squares and convex quadratic programming problems (non-sparse)
e04nfc 2 nag_opt_qp
Quadratic programming
e04nkc 5 nag_opt_sparse_convex_qp
Solves sparse linear programming or convex quadratic programming problems
e04ucc 4 nag_opt_nlp
Minimization with nonlinear constraints using a sequential QP method
e04ugc 6 nag_opt_nlp_sparse
NLP problem (sparse)
e04unc 5 nag_opt_nlin_lsq
Solves nonlinear least-squares problems using the sequential QP method
e04xac 5 nag_opt_estimate_deriv
Computes an approximation to the gradient vector and/or the Hessian matrix for use with e04ucc and other nonlinear optimization functions
e04xxc 2 nag_opt_init
Initialisation function for option setting
e04xyc 2 nag_opt_read
Read options from a text file
e04xzc 2 nag_opt_free
Memory freeing function for use with option setting
e04yac 2 nag_opt_lsq_check_deriv
Least-squares derivative checker for use with e04gbc
e04ycc 2 nag_opt_lsq_covariance
Covariance matrix for nonlinear least-squares

f01 – Matrix Factorizations

Routine
Name
Mark of
Introduction

Purpose
f01bnc 1 nag_complex_cholesky
UUH factorization of complex Hermitian positive-definite matrix
f01mcc 1 nag_real_cholesky_skyline
LDLT factorization of real symmetric positive-definite variable-bandwidth (skyline) matrix
f01qcc 1 nag_real_qr
QR factorization of real m by n matrix (m ≥ n)
f01qdc 1 nag_real_apply_q
Compute QB or QT B after factorization by f01qcc
f01qec 1 nag_real_form_q
Form columns of Q after factorization by f01qcc
f01rcc 1 nag_complex_qr
QR factorization of complex m by n matrix (m≥ n)
f01rdc 1 nag_complex_apply_q
Compute QB or QH B after factorization by f01rcc
f01rec 1 nag_complex_form_q
Form columns of Q after factorization by f01rcc

f02 – Eigenvalues and Eigenvectors

Routine
Name
Mark of
Introduction

Purpose
f02aac 1 nag_real_symm_eigenvalues
All eigenvalues of real symmetric matrix
f02abc 1 nag_real_symm_eigensystem
All eigenvalues and eigenvectors of real symmetric matrix
f02adc 1 nag_real_symm_general_eigenvalues
All eigenvalues of generalized real symmetric-definite eigenproblem
f02aec 1 nag_real_symm_general_eigensystem
All eigenvalues and eigenvectors of generalized real symmetric-definite eigenproblem
f02afc 1 nag_real_eigenvalues
All eigenvalues of real matrix
f02agc 1 nag_real_eigensystem
All eigenvalues and eigenvectors of real matrix
f02awc 2 nag_hermitian_eigenvalues
All eigenvalues of complex Hermitian matrix
f02axc 2 nag_hermitian_eigensystem
All eigenvalues and eigenvectors of complex Hermitian matrix
f02bjc 2 nag_real_general_eigensystem
All eigenvalues and optionally eigenvectors of real generalized eigenproblem, by QZ algorithm
f02ecc 5 nag_real_eigensystem_sel
Computes selected eigenvalues and eigenvectors of a real general matrix
f02gcc 5 nag_complex_eigensystem_sel
Computes selected eigenvalues and eigenvectors of a complex general matrix
f02wec 1 nag_real_svd
SVD of real matrix
f02xec 1 nag_complex_svd
SVD of complex matrix

f03 – Determinants

Routine
Name
Mark of
Introduction

Purpose
f03aec 1 nag_real_cholesky
LLT factorization and determinant of real symmetric positive-definite matrix
f03afc 1 nag_real_lu
LU factorization and determinant of real matrix
f03ahc 1 nag_complex_lu
LU factorization and determinant of complex matrix

f04 – Simultaneous Linear Equations

Routine
Name
Mark of
Introduction

Purpose
f04adc 1 nag_complex_lin_eqn_mult_rhs
Approximate solution of complex simultaneous linear equations with multiple right-hand sides
f04agc 1 nag_real_cholesky_solve_mult_rhs
Approximate solution of real symmetric positive-definite simultaneous linear equations (coefficient matrix already factorized by f03aec)
f04ajc 1 nag_real_lu_solve_mult_rhs
Approximate solution of real simultaneous linear equations (coefficient matrix already factorized by f03afc)
f04akc 1 nag_complex_lu_solve_mult_rhs
Approximate solution of complex simultaneous linear equations (coefficient matrix already factorized by f03ahc)
f04arc 1 nag_real_lin_eqn
Approximate solution of real simultaneous linear equations, one right-hand side
f04awc 1 nag_hermitian_lin_eqn_mult_rhs
Approximate solution of complex Hermitian positive-definite simultaneous linear equations (coefficient matrix already factorized by f01bnc)
f04mcc 1 nag_real_cholesky_skyline_solve
Approximate solution of real symmetric positive-definite variable-bandwidth simultaneous linear equations (coefficient matrix already factorized by f01mcc)

f06 – Linear Algebra Support Functions

Routine
Name
Mark of
Introduction

Purpose
f06pac 3 dgemv
Matrix-vector product, real rectangular matrix
f06pbc 3 dgbmv
Matrix-vector product, real rectangular band matrix
f06pcc 3 dsymv
Matrix-vector product, real symmetric matrix
f06pdc 3 dsbmv
Matrix-vector product, real symmetric band matrix
f06pec 3 dspmv
Matrix-vector product, real symmetric packed matrix
f06pfc 3 dtrmv
Matrix-vector product, real triangular matrix
f06pgc 3 dtbmv
Matrix-vector product, real triangular band matrix
f06phc 3 dtpmv
Matrix-vector product, real triangular packed matrix
f06pjc 3 dtrsv
System of equations, real triangular matrix
f06pkc 3 dtbsv
System of equations, real triangular band matrix
f06plc 3 dtpsv
System of equations, real triangular packed matrix
f06pmc 3 dger
Rank-1 update, real rectangular matrix
f06ppc 3 dsyr
Rank-1 update, real symmetric matrix
f06pqc 3 dspr
Rank-1 update, real symmetric packed matrix
f06prc 3 dsyr2
Rank-2 update, real symmetric matrix
f06psc 3 dspr2
Rank-2 update, real symmetric packed matrix
f06sac 3 zgemv
Matrix-vector product, complex rectangular matrix
f06sbc 3 zgbmv
Matrix-vector product, complex rectangular band matrix
f06scc 3 zhemv
Matrix-vector product, complex Hermitian matrix
f06sdc 3 zhbmv
Matrix-vector product, complex Hermitian band matrix
f06sec 3 zhpmv
Matrix-vector product, complex Hermitian packed matrix
f06sfc 3 ztrmv
Matrix-vector product, complex triangular matrix
f06sgc 3 ztbmv
Matrix-vector product, complex triangular band matrix
f06shc 3 ztpmv
Matrix-vector product, complex triangular packed matrix
f06sjc 3 ztrsv
System of equations, complex triangular matrix
f06skc 3 ztbsv
System of equations, complex triangular band matrix
f06slc 3 ztpsv
System of equations, complex triangular packed matrix
f06smc 3 zgeru
Rank-1 update, complex rectangular matrix, unconjugated vector
f06snc 3 zgerc
Rank-1 update, complex rectangular matrix, conjugated vector
f06spc 3 zher
Rank-1 update, complex Hermitian matrix
f06sqc 3 zhpr
Rank-1 update, complex Hermitian packed matrix
f06src 3 zher2
Rank-2 update, complex Hermitian matrix
f06ssc 3 zhpr2
Rank-2 update, complex Hermitian packed matrix
f06yac 3 dgemm
Matrix-matrix product, two real rectangular matrices
f06ycc 3 dsymm
Matrix-matrix product, one real symmetric matrix, one real rectangular matrix
f06yfc 3 dtrmm
Matrix-matrix product, one real triangular matrix, one real rectangular matrix
f06yjc 3 dtrsm
Solves a system of equations with multiple right-hand sides, real triangular coefficient matrix
f06ypc 3 dsyrk
Rank-k update of a real symmetric matrix
f06yrc 3 dsyr2k
Rank-2k update of a real symmetric matrix
f06zac 3 zgemm
Matrix-matrix product, two complex rectangular matrices
f06zcc 3 zhemm
Matrix-matrix product, one complex Hermitian matrix, one complex rectangular matrix
f06zfc 3 ztrmm
Matrix-matrix product, one complex triangular matrix, one complex rectangular matrix
f06zjc 3 ztrsm
Solves system of equations with multiple right-hand sides, complex triangular coefficient matrix
f06zpc 3 zherk
Rank-k update of a complex Hermitian matrix
f06zrc 3 zher2k
Rank-2k update of a complex Hermitian matrix
f06ztc 3 zsymm
Matrix-matrix product, one complex symmetric matrix, one complex rectangular matrix
f06zuc 3 zsyrk
Rank-k update of a complex symmetric matrix
f06zwc 3 zsyr2k
Rank-2k update of a complex symmetric matrix

f07 – Linear Equations (LAPACK)

A list of the LAPACK equivalent names is included in f07 Chapter Introduction.

Routine
Name
Mark of
Introduction

Purpose
f07adc 7 nag_dgetrf
LU factorization of real m by n matrix
f07aec 7 nag_dgetrs
Solution of real system of linear equations, multiple right-hand sides, matrix already factorized by f07adc
f07agc 7 nag_dgecon
Estimate condition number of real matrix, matrix already factorized by f07adc
f07ahc 7 nag_dgerfs
Refined solution with error bounds of real system of linear equations, multiple right-hand sides
f07ajc 7 nag_dgetri
Inverse of real matrix, matrix already factorized by f07adc
f07arc 7 nag_zgetrf
LU factorization of complex m by n matrix
f07asc 7 nag_zgetrs
Solution of complex system of linear equations, multiple right-hand sides, matrix already factorized by f07arc
f07auc 7 nag_zgecon
Estimate condition number of complex matrix, matrix already factorized by f07arc
f07avc 7 nag_zgerfs
Refined solution with error bounds of complex system of linear equations, multiple right-hand sides
f07awc 7 nag_zgetri
Inverse of complex matrix, matrix already factorized by f07arc
f07bdc 7 nag_dgbtrf
LU factorization of real m by n band matrix
f07bec 7 nag_dgbtrs
Solution of real band system of linear equations, multiple right-hand sides, matrix already factorized by f07bdc
f07bgc 7 nag_dgbcon
Estimate condition number of real band matrix, matrix already factorized by f07bdc
f07bhc 7 nag_dgbrfs
Refined solution with error bounds of real band system of linear equations, multiple right-hand sides
f07brc 7 nag_zgbtrf
LU factorization of complex m by n band matrix
f07bsc 7 nag_zgbtrs
Solution of complex band system of linear equations, multiple right-hand sides, matrix already factorized by f07brc
f07buc 7 nag_zgbcon
Estimate condition number of complex band matrix, matrix already factorized by f07brc
f07bvc 7 nag_zgbrfs
Refined solution with error bounds of complex band system of linear equations, multiple right-hand sides
f07fdc 7 nag_dpotrf
Cholesky factorization of real symmetric positive-definite matrix
f07fec 7 nag_dpotrs
Solution of real symmetric positive-definite system of linear equations, multiple right-hand sides, matrix already factorized by f07fdc
f07fgc 7 nag_dpocon
Estimate condition number of real symmetric positive-definite matrix, matrix already factorized by f07fdc
f07fhc 7 nag_dporfs
Refined solution with error bounds of real symmetric positive-definite system of linear equations, multiple right-hand sides
f07fjc 7 nag_dpotri
Inverse of real symmetric positive-definite matrix, matrix already factorized by f07fdc
f07frc 7 nag_zpotrf
Cholesky factorization of complex Hermitian positive-definite matrix
f07fsc 7 nag_zpotrs
Solution of complex Hermitian positive-definite system of linear equations, multiple right-hand sides, matrix already factorized by f07frc
f07fuc 7 nag_zpocon
Estimate condition number of complex Hermitian positive-definite matrix, matrix already factorized by f07frc
f07fvc 7 nag_zporfs
Refined solution with error bounds of complex Hermitian positive-definite system of linear equations, multiple right-hand sides
f07fwc 7 nag_zpotri
Inverse of complex Hermitian positive-definite matrix, matrix already factorized by f07frc
f07gdc 7 nag_dpptrf
Cholesky factorization of real symmetric positive-definite matrix, packed storage
f07gec 7 nag_dpptrs
Solution of real symmetric positive-definite system of linear equations, multiple right-hand sides, matrix already factorized by f07gdc, packed storage
f07ggc 7 nag_dppcon
Estimate condition number of real symmetric positive-definite matrix, matrix already factorized by f07gdc, packed storage
f07ghc 7 nag_dpprfs
Refined solution with error bounds of real symmetric positive-definite system of linear equations, multiple right-hand sides, packed storage
f07gjc 7 nag_dpptri
Inverse of real symmetric positive-definite matrix, matrix already factorized by f07gdc, packed storage
f07grc 7 nag_zpptrf
Cholesky factorization of complex Hermitian positive-definite matrix, packed storage
f07gsc 7 nag_zpptrs
Solution of complex Hermitian positive-definite system of linear equations, multiple right-hand sides, matrix already factorized by f07grc, packed storage
f07guc 7 nag_zppcon
Estimate condition number of complex Hermitian positive-definite matrix, matrix already factorized by f07grc, packed storage
f07gvc 7 nag_zpprfs
Refined solution with error bounds of complex Hermitian positive-definite system of linear equations, multiple right-hand sides, packed storage
f07gwc 7 nag_zpptri
Inverse of complex Hermitian positive-definite matrix, matrix already factorized by f07grc, packed storage
f07hdc 7 nag_dpbtrf
Cholesky factorization of real symmetric positive-definite band matrix
f07hec 7 nag_dpbtrs
Solution of real symmetric positive-definite band system of linear equations, multiple right-hand sides, matrix already factorized by f07hdc
f07hgc 7 nag_dpbcon
Estimate condition number of real symmetric positive-definite band matrix, matrix already factorized by f07hdc
f07hhc 7 nag_dpbrfs
Refined solution with error bounds of real symmetric positive-definite band system of linear equations, multiple right-hand sides
f07hrc 7 nag_zpbtrf
Cholesky factorization of complex Hermitian positive-definite band matrix
f07hsc 7 nag_zpbtrs
Solution of complex Hermitian positive-definite band system of linear equations, multiple right-hand sides, matrix already factorized by f07hrc
f07huc 7 nag_zpbcon
Estimate condition number of complex Hermitian positive-definite band matrix, matrix already factorized by f07hrc
f07hvc 7 nag_zpbrfs
Refined solution with error bounds of complex Hermitian positive-definite band system of linear equations, multiple right-hand sides
f07mdc 7 nag_dsytrf
Bunch–Kaufman factorization of real symmetric indefinite matrix
f07mec 7 nag_dsytrs
Solution of real symmetric indefinite system of linear equations, multiple right-hand sides, matrix already factorized by f07mdc
f07mgc 7 nag_dsycon
Estimate condition number of real symmetric indefinite matrix, matrix already factorized by f07mdc
f07mhc 7 nag_dsyrfs
Refined solution with error bounds of real symmetric indefinite system of linear equations, multiple right-hand sides
f07mjc 7 nag_dsytri
Inverse of real symmetric indefinite matrix, matrix already factorized by f07mdc
f07mrc 7 nag_zhetrf
Bunch–Kaufman factorization of complex Hermitian indefinite matrix
f07msc 7 nag_zhetrs
Solution of complex Hermitian indefinite system of linear equations, multiple right-hand sides, matrix already factorized by f07mrc
f07muc 7 nag_zhecon
Estimate condition number of complex Hermitian indefinite matrix, matrix already factorized by f07mrc
f07mvc 7 nag_zherfs
Refined solution with error bounds of complex Hermitian indefinite system of linear equations, multiple right-hand sides
f07mwc 7 nag_zhetri
Inverse of complex Hermitian indefinite matrix, matrix already factorized by f07mrc
f07nrc 7 nag_zsytrf
Bunch–Kaufman factorization of complex symmetric matrix
f07nsc 7 nag_zsytrs
Solution of complex symmetric system of linear equations, multiple right-hand sides, matrix already factorized by f07nrc
f07nuc 7 nag_zsycon
Estimate condition number of complex symmetric matrix, matrix already factorized by f07nrc
f07nvc 7 nag_zsyrfs
Refined solution with error bounds of complex symmetric system of linear equations, multiple right-hand sides
f07nwc 7 nag_zsytri
Inverse of complex symmetric matrix, matrix already factorized by f07nrc
f07pdc 7 nag_dsptrf
Bunch–Kaufman factorization of real symmetric indefinite matrix, packed storage
f07pec 7 nag_dsptrs
Solution of real symmetric indefinite system of linear equations, multiple right-hand sides, matrix already factorized by f07pdc, packed storage
f07pgc 7 nag_dspcon
Estimate condition number of real symmetric indefinite matrix, matrix already factorized by f07pdc, packed storage
f07phc 7 nag_dsprfs
Refined solution with error bounds of real symmetric indefinite system of linear equations, multiple right-hand sides, packed storage
f07pjc 7 nag_dsptri
Inverse of real symmetric indefinite matrix, matrix already factorized by f07pdc, packed storage
f07prc 7 nag_zhptrf
Bunch–Kaufman factorization of complex Hermitian indefinite matrix, packed storage
f07psc 7 nag_zhptrs
Solution of complex Hermitian indefinite system of linear equations, multiple right-hand sides, matrix already factorized by f07prc, packed storage
f07puc 7 nag_zhpcon
Estimate condition number of complex Hermitian indefinite matrix, matrix already factorized by f07prc, packed storage
f07pvc 7 nag_zhprfs
Refined solution with error bounds of complex Hermitian indefinite system of linear equations, multiple right-hand sides, packed storage
f07pwc 7 nag_zhptri
Inverse of complex Hermitian indefinite matrix, matrix already factorized by f07prc, packed storage
f07qrc 7 nag_zsptrf
Bunch–Kaufman factorization of complex symmetric matrix, packed storage
f07qsc 7 nag_zsptrs
Solution of complex symmetric system of linear equations, multiple right-hand sides, matrix already factorized by f07qrc, packed storage
f07quc 7 nag_zspcon
Estimate condition number of complex symmetric matrix, matrix already factorized by f07qrc, packed storage
f07qvc 7 nag_zsprfs
Refined solution with error bounds of complex symmetric system of linear equations, multiple right-hand sides, packed storage
f07qwc 7 nag_zsptri
Inverse of complex symmetric matrix, matrix already factorized by f07qrc, packed storage
f07tec 7 nag_dtrtrs
Solution of real triangular system of linear equations, multiple right-hand sides
f07tgc 7 nag_dtrcon
Estimate condition number of real triangular matrix
f07thc 7 nag_dtrrfs
Error bounds for solution of real triangular system of linear equations, multiple right-hand sides
f07tjc 7 nag_dtrtri
Inverse of real triangular matrix
f07tsc 7 nag_ztrtrs
Solution of complex triangular system of linear equations, multiple right-hand sides
f07tuc 7 nag_ztrcon
Estimate condition number of complex triangular matrix
f07tvc 7 nag_ztrrfs
Error bounds for solution of complex triangular system of linear equations, multiple right-hand sides
f07twc 7 nag_ztrtri
Inverse of complex triangular matrix
f07uec 7 nag_dtptrs
Solution of real triangular system of linear equations, multiple right-hand sides, packed storage
f07ugc 7 nag_dtpcon
Estimate condition number of real triangular matrix, packed storage
f07uhc 7 nag_dtprfs
Error bounds for solution of real triangular system of linear equations, multiple right-hand sides, packed storage
f07ujc 7 nag_dtptri
Inverse of real triangular matrix, packed storage
f07usc 7 nag_ztptrs
Solution of complex triangular system of linear equations, multiple right-hand sides, packed storage
f07uuc 7 nag_ztpcon
Estimate condition number of complex triangular matrix, packed storage
f07uvc 7 nag_ztprfs
Error bounds for solution of complex triangular system of linear equations, multiple right-hand sides, packed storage
f07uwc 7 nag_ztptri
Inverse of complex triangular matrix, packed storage
f07vec 7 nag_dtbtrs
Solution of real band triangular system of linear equations, multiple right-hand sides
f07vgc 7 nag_dtbcon
Estimate condition number of real band triangular matrix
f07vhc 7 nag_dtbrfs
Error bounds for solution of real band triangular system of linear equations, multiple right-hand sides
f07vsc 7 nag_ztbtrs
Solution of complex band triangular system of linear equations, multiple right-hand sides
f07vuc 7 nag_ztbcon
Estimate condition number of complex band triangular matrix
f07vvc 7 nag_ztbrfs
Error bounds for solution of complex band triangular system of linear equations, multiple right-hand sides

f08 – Least-squares and Eigenvalue Problems (LAPACK)

A list of the LAPACK equivalent names is included in f08 Chapter Introduction.

Routine
Name
Mark of
Introduction

Purpose
f08aec 7 nag_dgeqrf
QR factorization of real general rectangular matrix
f08afc 7 nag_dorgqr
Form all or part of orthogonal Q from QR factorization determined by f08aec or f08bec
f08agc 7 nag_dormqr
Apply orthogonal transformation determined by f08aec or f08bec
f08ahc 7 nag_dgelqf
LQ factorization of real general rectangular matrix
f08ajc 7 nag_dorglq
Form all or part of orthogonal Q from LQ factorization determined by f08ahc
f08akc 7 nag_dormlq
Apply orthogonal transformation determined by f08ahc
f08asc 7 nag_zgeqrf
QR factorization of complex general rectangular matrix
f08atc 7 nag_zungqr
Form all or part of unitary Q from QR factorization determined by f08asc or f08bsc
f08auc 7 nag_zunmqr
Apply unitary transformation determined by f08asc or f08bsc
f08avc 7 nag_zgelqf
LQ factorization of complex general rectangular matrix
f08awc 7 nag_zunglq
Form all or part of unitary Q from LQ factorization determined by f08avc
f08axc 7 nag_zunmlq
Apply unitary transformation determined by f08avc
f08bec 7 nag_dgeqpf
QR factorization of real general rectangular matrix with column pivoting
f08bsc 7 nag_zgeqpf
QR factorization of complex general rectangular matrix with column pivoting
f08fcc 7 nag_dsyevd
All eigenvalues and optionally all eigenvectors of real symmetric matrix, using divide and conquer
f08fec 7 nag_dsytrd
Orthogonal reduction of real symmetric matrix to symmetric tridiagonal form
f08ffc 7 nag_dorgtr
Generate orthogonal transformation matrix from reduction to tridiagonal form determined by f08fec
f08fgc 7 nag_dormtr
Apply orthogonal transformation determined by f08fec
f08fqc 7 nag_zheevd
All eigenvalues and optionally all eigenvectors of complex Hermitian matrix, using divide and conquer
f08fsc 7 nag_zhetrd
Unitary reduction of complex Hermitian matrix to real symmetric tridiagonal form
f08ftc 7 nag_zungtr
Generate unitary transformation matrix from reduction to tridiagonal form determined by f08fsc
f08fuc 7 nag_zunmtr
Apply unitary transformation matrix determined by f08fsc
f08gcc 7 nag_dspevd
All eigenvalues and optionally all eigenvectors of real symmetric matrix, packed storage, using divide and conquer
f08gec 7 nag_dsptrd
Orthogonal reduction of real symmetric matrix to symmetric tridiagonal form, packed storage
f08gfc 7 nag_dopgtr
Generate orthogonal transformation matrix from reduction to tridiagonal form determined by f08gec
f08ggc 7 nag_dopmtr
Apply orthogonal transformation determined by f08gec
f08gqc 7 nag_zhpevd
All eigenvalues and optionally all eigenvectors of complex Hermitian matrix, packed storage, using divide and conquer
f08gsc 7 nag_zhptrd
Unitary reduction of complex Hermitian matrix to real symmetric tridiagonal form, packed storage
f08gtc 7 nag_zupgtr
Generate unitary transformation matrix from reduction to tridiagonal form determined by f08gsc
f08guc 7 nag_zupmtr
Apply unitary transformation matrix determined by f08gsc
f08hcc 7 nag_dsbevd
All eigenvalues and optionally all eigenvectors of real symmetric band matrix, using divide and conquer
f08hec 7 nag_dsbtrd
Orthogonal reduction of real symmetric band matrix to symmetric tridiagonal form
f08hqc 7 nag_zhbevd
All eigenvalues and optionally all eigenvectors of complex Hermitian band matrix, using divide and conquer
f08hsc 7 nag_zhbtrd
Unitary reduction of complex Hermitian band matrix to real symmetric tridiagonal form
f08jcc 7 nag_dstevd
All eigenvalues and optionally all eigenvectors of real symmetric tridiagonal matrix, using divide and conquer
f08jec 7 nag_dsteqr
All eigenvalues and eigenvectors of real symmetric tridiagonal matrix, reduced from real symmetric matrix using implicit QL or QR
f08jfc 7 nag_dsterf
All eigenvalues of real symmetric tridiagonal matrix, root-free variant of QL or QR
f08jgc 7 nag_dpteqr
All eigenvalues and eigenvectors of real symmetric positive-definite tridiagonal matrix, reduced from real symmetric positive-definite matrix
f08jjc 7 nag_dstebz
Selected eigenvalues of real symmetric tridiagonal matrix by bisection
f08jkc 7 nag_dstein
Selected eigenvectors of real symmetric tridiagonal matrix by inverse iteration, storing eigenvectors in real array
f08jsc 7 nag_zsteqr
All eigenvalues and eigenvectors of real symmetric tridiagonal matrix, reduced from complex Hermitian matrix, using implicit QL or QR
f08juc 7 nag_zpteqr
All eigenvalues and eigenvectors of real symmetric positive-definite tridiagonal matrix, reduced from complex Hermitian positive-definite matrix
f08jxc 7 nag_zstein
Selected eigenvectors of real symmetric tridiagonal matrix by inverse iteration, storing eigenvectors in complex array
f08kec 7 nag_dgebrd
Orthogonal reduction of real general rectangular matrix to bidiagonal form
f08kfc 7 nag_dorgbr
Generate orthogonal transformation matrices from reduction to bidiagonal form determined by f08kec
f08kgc 7 nag_dormbr
Apply orthogonal transformations from reduction to bidiagonal form determined by f08kec
f08ksc 7 nag_zgebrd
Unitary reduction of complex general rectangular matrix to bidiagonal form
f08ktc 7 nag_zungbr
Generate unitary transformation matrices from reduction to bidiagonal form determined by f08ksc
f08kuc 7 nag_zunmbr
Apply unitary transformations from reduction to bidiagonal form determined by f08ksc
f08lec 7 nag_dgbbrd
Reduction of real rectangular band matrix to upper bidiagonal form
f08lsc 7 nag_zgbbrd
Reduction of complex rectangular band matrix to upper bidiagonal form
f08mec 7 nag_dbdsqr
SVD of real bidiagonal matrix reduced from real general matrix
f08msc 7 nag_zbdsqr
SVD of real bidiagonal matrix reduced from complex general matrix
f08nec 7 nag_dgehrd
Orthogonal reduction of real general matrix to upper Hessenberg form
f08nfc 7 nag_dorghr
Generate orthogonal transformation matrix from reduction to Hessenberg form determined by f08nec
f08ngc 7 nag_dormhr
Apply orthogonal transformation matrix from reduction to Hessenberg form determined by f08nec
f08nhc 7 nag_dgebal
Balance real general matrix
f08njc 7 nag_dgebak
Transform eigenvectors of real balanced matrix to those of original matrix supplied to f08nhc
f08nsc 7 nag_zgehrd
Unitary reduction of complex general matrix to upper Hessenberg form
f08ntc 7 nag_zunghr
Generate unitary transformation matrix from reduction to Hessenberg form determined by f08nsc
f08nuc 7 nag_zunmhr
Apply unitary transformation matrix from reduction to Hessenberg form determined by f08nsc
f08nvc 7 nag_zgebal
Balance complex general matrix
f08nwc 7 nag_zgebak
Transform eigenvectors of complex balanced matrix to those of original matrix supplied to f08nvc
f08pec 7 nag_dhseqr
Eigenvalues and Schur factorization of real upper Hessenberg matrix reduced from real general matrix
f08pkc 7 nag_dhsein
Selected right and/or left eigenvectors of real upper Hessenberg matrix by inverse iteration
f08psc 7 nag_zhseqr
Eigenvalues and Schur factorization of complex upper Hessenberg matrix reduced from complex general matrix
f08pxc 7 nag_zhsein
Selected right and/or left eigenvectors of complex upper Hessenberg matrix by inverse iteration
f08qfc 7 nag_dtrexc
Reorder Schur factorization of real matrix using orthogonal similarity transformation
f08qgc 7 nag_dtrsen
Reorder Schur factorization of real matrix, form orthonormal basis of right invariant subspace for selected eigenvalues, with estimates of sensitivities
f08qhc 7 nag_dtrsyl
Solve real Sylvester matrix equation AX + XB = C, A and B are upper quasi-triangular or transposes
f08qkc 7 nag_dtrevc
Left and right eigenvectors of real upper quasi-triangular matrix
f08qlc 7 nag_dtrsna
Estimates of sensitivities of selected eigenvalues and eigenvectors of real upper quasi-triangular matrix
f08qtc 7 nag_ztrexc
Reorder Schur factorization of complex matrix using unitary similarity transformation
f08quc 7 nag_ztrsen
Reorder Schur factorization of complex matrix, form orthonormal basis of right invariant subspace for selected eigenvalues, with estimates of sensitivities
f08qvc 7 nag_ztrsyl
Solve complex Sylvester matrix equation AX + XB = C, A and B are upper triangular or conjugate-transposes
f08qxc 7 nag_ztrevc
Left and right eigenvectors of complex upper triangular matrix
f08qyc 7 nag_ztrsna
Estimates of sensitivities of selected eigenvalues and eigenvectors of complex upper triangular matrix
f08sec 7 nag_dsygst
Reduction to standard form of real symmetric-definite generalized eigenproblem Ax = λ Bx, ABx = λ x or BAx = λ x, B factorized by f07fdc
f08ssc 7 nag_zhegst
Reduction to standard form of complex Hermitian-definite generalized eigenproblem Ax = λ Bx, ABx = λ x or BAx = λ x, B factorized by f07frc
f08tec 7 nag_dspgst
Reduction to standard form of real symmetric-definite generalized eigenproblem Ax=λ Bx, ABx = λ x or BAx = λ x, packed storage, B factorized by f07gdc
f08tsc 7 nag_zhpgst
Reduction to standard form of complex Hermitian-definite generalized eigenproblem Ax=λ Bx, ABx = λ x or BAx = λ x, packed storage, B factorized by f07grc
f08uec 7 nag_dsbgst
Reduction of real symmetric-definite banded generalized eigenproblem Ax = λ Bx to standard form Cy = λ y, such that C has the same bandwidth as A
f08ufc 7 nag_dpbstf
Computes a split Cholesky factorization of real symmetric positive-definite band matrix A
f08usc 7 nag_zhbgst
Reduction of complex Hermitian-definite banded generalized eigenproblem Ax = λ Bx to standard form Cy = λ y, such that C has the same bandwidth as A
f08utc 7 nag_zpbstf
Computes a split Cholesky factorization of complex Hermitian positive-definite band matrix A
f08wec 7 nag_dgghrd
Orthogonal reduction of a pair of real general matrices to generalized upper Hessenberg form
f08whc 7 nag_dggbal
Balance a pair of real general matrices
f08wjc 7 nag_dggbak
Transform eigenvectors of a pair of real balanced matrices to those of original matrix pair supplied to f08whc
f08wsc 7