Function Name |
Mark of Introduction |
Purpose |
a00aac | 1 | nag_implementation_details Library identification, details of implementation and mark |
a00acc | 8 | nag_licence_query Check availability of a valid licence key |
a00adc | 9 | nag_implementation_separated_details Library identification, details of implementation, major and minor marks |
Function Name |
Mark of Introduction |
Purpose |
a02bac | 2 | nag_complex Complex number from real and imaginary parts |
a02bbc | 2 | nag_complex_real Real part of a complex number |
a02bcc | 2 | nag_complex_imag Imaginary part of a complex number |
a02cac | 2 | nag_complex_add Addition of two complex numbers |
a02cbc | 2 | nag_complex_subtract Subtraction of two complex numbers |
a02ccc | 2 | nag_complex_multiply Multiplication of two complex numbers |
a02cdc | 2 | nag_complex_divide Quotient of two complex numbers |
a02cec | 2 | nag_complex_negate Negation of a complex number |
a02cfc | 2 | nag_complex_conjg Conjugate of a complex number |
a02cgc | 2 | nag_complex_equal Equality of two complex numbers |
a02chc | 2 | nag_complex_not_equal Inequality of two complex numbers |
a02dac | 2 | nag_complex_arg Argument of a complex number |
a02dbc | 2 | nag_complex_abs Modulus of a complex number |
a02dcc | 2 | nag_complex_sqrt Square root of a complex number |
a02ddc | 2 | nag_complex_i_power Complex number raised to integer power |
a02dec | 2 | nag_complex_r_power Complex number raised to real power |
a02dfc | 2 | nag_complex_c_power Complex number raised to complex power |
a02dgc | 2 | nag_complex_log Complex logarithm |
a02dhc | 2 | nag_complex_exp Complex exponential |
a02djc | 2 | nag_complex_sin Complex sine |
a02dkc | 2 | nag_complex_cos Complex cosine |
a02dlc | 2 | nag_complex_tan Complex tangent |
Function Name |
Mark of Introduction |
Purpose |
c02afc | 2 | nag_zeros_complex_poly Zeros of a polynomial with complex coefficients |
c02agc | 2 | nag_zeros_real_poly Zeros of a polynomial with real coefficients |
c02akc | 6 | nag_cubic_roots Zeros of a cubic polynomial with real coefficients |
c02alc | 6 | nag_quartic_roots Zeros of a real quartic polynomial with real coefficients |
Function Name |
Mark of Introduction |
Purpose |
c05adc | 2 | nag_zero_cont_func_bd Zero of a continuous function of one variable Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
c05agc | 9 | nag_zero_cont_func_brent_bsrch Zero of continuous function, Brent algorithm, from given starting value, binary search for interval |
c05avc | 9 | nag_interval_zero_cont_func Binary search for interval containing zero of continuous function (reverse communication) |
c05axc | 9 | nag_zero_cont_func_cntin_rcomm Zero of continuous function by continuation method, from given starting value (reverse communication) |
c05azc | 9 | nag_zero_cont_func_brent_rcomm Zero in given interval of continuous function by Brent algorithm (reverse communication) |
c05bac | 9 | nag_lambertW Real values of Lambert's W function, W(x) |
c05nbc | 2 | nag_zero_nonlin_eqns Solution of a system of nonlinear equations (function values only) Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
c05pbc | 2 | nag_zero_nonlin_eqns_deriv Solution of a system of nonlinear equations (using first derivatives) Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
c05sdc | 5 | nag_zero_cont_func_bd_1 Zero of a continuous function of one variable, thread-safe |
c05tbc | 5 | nag_zero_nonlin_eqns_1 Solution of a system of nonlinear equations (function values only), thread-safe |
c05ubc | 5 | nag_zero_nonlin_eqns_deriv_1 Solution of a system of nonlinear equations (using first derivatives), thread-safe |
c05zbc | 2 | nag_check_deriv Derivative checker for nag_zero_nonlin_eqns_deriv (c05pbc) Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
c05zcc | 5 | nag_check_deriv_1 Derivative checker for nag_zero_nonlin_eqns_deriv_1 (c05ubc), thread-safe |
Function Name |
Mark of Introduction |
Purpose |
c06eac | 1 | nag_fft_real Single one-dimensional real discrete Fourier transform |
c06ebc | 1 | nag_fft_hermitian Single one-dimensional Hermitian discrete Fourier transform |
c06ecc | 1 | nag_fft_complex Single one-dimensional complex discrete Fourier transform |
c06ekc | 1 | nag_convolution_real Circular convolution or correlation of two real vectors |
c06fpc | 1 | nag_fft_multiple_real Multiple one-dimensional real discrete Fourier transforms |
c06fqc | 1 | nag_fft_multiple_hermitian Multiple one-dimensional Hermitian discrete Fourier transforms |
c06frc | 1 | nag_fft_multiple_complex Multiple one-dimensional complex discrete Fourier transforms |
c06fuc | 1 | nag_fft_2d_complex Two-dimensional complex discrete Fourier transform |
c06gbc | 1 | nag_conjugate_hermitian Complex conjugate of Hermitian sequence |
c06gcc | 1 | nag_conjugate_complex Complex conjugate of complex sequence |
c06gqc | 1 | nag_multiple_conjugate_hermitian Complex conjugate of multiple Hermitian sequences |
c06gsc | 1 | nag_multiple_hermitian_to_complex Convert Hermitian sequences to general complex sequences |
c06gzc | 1 | nag_fft_init_trig Initialization function for other c06 functions |
c06hac | 2 | nag_fft_multiple_sine Discrete sine transform |
c06hbc | 2 | nag_fft_multiple_cosine Discrete cosine transform |
c06hcc | 2 | nag_fft_multiple_qtr_sine Discrete quarter-wave sine transform |
c06hdc | 2 | nag_fft_multiple_qtr_cosine Discrete quarter-wave cosine transform |
c06pfc | 7 | nag_fft_multid_single One-dimensional complex discrete Fourier transform of multi-dimensional data (using Complex data type) |
c06pjc | 7 | nag_fft_multid_full Multi-dimensional complex discrete Fourier transform of multi-dimensional data (using Complex data type) |
c06pxc | 7 | nag_fft_3d Three-dimensional complex discrete Fourier transform, Complex data type |
Function Name |
Mark of Introduction |
Purpose |
c09aac | 9 | nag_wfilt Wavelet filter initialization |
c09cac | 9 | nag_dwt one-dimensional discrete wavelet transform |
c09cbc | 9 | nag_idwt one-dimensional inverse discrete wavelet transform |
c09ccc | 9 | nag_mldwt one-dimensional multi-level discrete wavelet transform |
c09cdc | 9 | nag_imldwt one-dimensional inverse multi-level discrete wavelet transform |
Function Name |
Mark of Introduction |
Purpose |
d01ajc | 2 | nag_1d_quad_gen One-dimensional adaptive quadrature, allowing for badly behaved integrands Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
d01akc | 2 | nag_1d_quad_osc One-dimensional adaptive quadrature, suitable for oscillating functions Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
d01alc | 2 | nag_1d_quad_brkpts One-dimensional adaptive quadrature, allowing for singularities at specified points Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
d01amc | 2 | nag_1d_quad_inf One-dimensional adaptive quadrature over infinite or semi-infinite interval Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
d01anc | 2 | nag_1d_quad_wt_trig One-dimensional adaptive quadrature, finite interval, sine or cosine weight functions |
d01apc | 2 | nag_1d_quad_wt_alglog One-dimensional adaptive quadrature, weight function with end-point singularities of algebraic-logarithmic type Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
d01aqc | 2 | nag_1d_quad_wt_cauchy One-dimensional adaptive quadrature, weight function 1 / (x - c), Cauchy principal value Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
d01asc | 2 | nag_1d_quad_inf_wt_trig One-dimensional adaptive quadrature, semi-infinite interval, sine or cosine weight function Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
d01bac | 2 | nag_1d_quad_gauss One-dimensional Gaussian quadrature rule evaluation Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
d01fcc | 2 | nag_multid_quad_adapt Multi-dimensional adaptive quadrature Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
d01gac | 2 | nag_1d_quad_vals One-dimensional integration of a function defined by data values only |
d01gbc | 2 | nag_multid_quad_monte_carlo Multi-dimensional quadrature, using Monte Carlo method Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
d01sjc | 5 | nag_1d_quad_gen_1 One-dimensional adaptive quadrature, allowing for badly behaved integrands, thread-safe |
d01skc | 5 | nag_1d_quad_osc_1 One-dimensional adaptive quadrature, suitable for oscillating functions, thread-safe |
d01slc | 5 | nag_1d_quad_brkpts_1 One-dimensional adaptive quadrature, allowing for singularities at specified points, thread-safe |
d01smc | 5 | nag_1d_quad_inf_1 One-dimensional adaptive quadrature over infinite or semi-infinite interval, thread-safe |
d01snc | 5 | nag_1d_quad_wt_trig_1 One-dimensional adaptive quadrature, finite interval, sine or cosine weight functions, thread-safe |
d01spc | 5 | nag_1d_quad_wt_alglog_1 One-dimensional adaptive quadrature, weight function with end-point singularities of algebraic-logarithmic type, thread-safe |
d01sqc | 5 | nag_1d_quad_wt_cauchy_1 One-dimensional adaptive quadrature, weight function 1 / (x - c), Cauchy principal value, thread-safe |
d01ssc | 5 | nag_1d_quad_inf_wt_trig_1 One-dimensional adaptive quadrature, semi-infinite interval, sine or cosine weight function, thread-safe |
d01tac | 5 | nag_1d_quad_gauss_1 One-dimensional Gaussian quadrature rule evaluation, thread-safe |
d01wcc | 5 | nag_multid_quad_adapt_1 Multi-dimensional adaptive quadrature, thread-safe |
d01xbc | 5 | nag_multid_quad_monte_carlo_1 Multi-dimensional quadrature, using Monte Carlo method, thread-safe |
Function Name |
Mark of Introduction |
Purpose |
d02cjc | 2 | nag_ode_ivp_adams_gen Ordinary differential equation solver using a variable-order variable-step Adams method (Black Box) |
d02ejc | 3 | nag_ode_ivp_bdf_gen Ordinary differential equations solver, stiff, initial value problems using the Backward Differentiation Formulae |
d02gac | 3 | nag_ode_bvp_fd_nonlin_fixedbc Ordinary differential equations solver, for simple nonlinear two-point boundary value problems, using a finite difference technique with deferred correction |
d02gbc | 3 | nag_ode_bvp_fd_lin_gen Ordinary differential equations solver, for general linear two-point boundary value problems, using a finite difference technique with deferred correction |
d02mcc | 9 | nag_dae_ivp_dassl_cont DASSL method continuation resetting function |
d02mwc | 9 | nag_dae_ivp_dassl_setup Implicit ordinary differential equations/DAEs, initial value problem, setup for nag_dae_ivp_dassl_gen (d02nec) |
d02nec | 9 | nag_dae_ivp_dassl_gen Implicit ordinary differential equations/DAEs, initial value problem, DASSL method integrator |
d02npc | 9 | nag_dae_ivp_dassl_linalg Implicit ordinary differential equations/DAEs, initial value problem linear algebra setup routine for nag_dae_ivp_dassl_gen (d02nec) |
d02pcc | 3 | nag_ode_ivp_rk_range Ordinary differential equations solver, initial value problems over a range using Runge–Kutta methods |
d02pdc | 3 | nag_ode_ivp_rk_onestep Ordinary differential equations solver, initial value problems, one time step using Runge–Kutta methods |
d02ppc | 3 | nag_ode_ivp_rk_free Freeing function for use with the Runge–Kutta suite (d02p functions) |
d02pvc | 3 | nag_ode_ivp_rk_setup Setup function for use with nag_ode_ivp_rk_range (d02pcc) and/or nag_ode_ivp_rk_onestep (d02pdc) |
d02pwc | 3 | nag_ode_ivp_rk_reset_tend A function to reset the end point following a call to nag_ode_ivp_rk_onestep (d02pdc) |
d02pxc | 3 | nag_ode_ivp_rk_interp Ordinary differential equations solver, computes the solution by interpolation anywhere on an integration step taken by nag_ode_ivp_rk_onestep (d02pdc) |
d02pzc | 3 | nag_ode_ivp_rk_errass A function to provide global error assessment during an integration with either nag_ode_ivp_rk_range (d02pcc) or nag_ode_ivp_rk_onestep (d02pdc) |
d02qfc | 2 | nag_ode_ivp_adams_roots Ordinary differential equation solver using Adams method (sophisticated use) |
d02qwc | 2 | nag_ode_ivp_adams_setup Setup function for nag_ode_ivp_adams_roots (d02qfc) |
d02qyc | 2 | nag_ode_ivp_adams_free Freeing function for use with nag_ode_ivp_adams_roots (d02qfc) |
d02qzc | 2 | nag_ode_ivp_adams_interp Interpolation function for use with nag_ode_ivp_adams_roots (d02qfc) |
d02rac | 3 | nag_ode_bvp_fd_nonlin_gen Ordinary differential equations solver, for general nonlinear two-point boundary value problems, using a finite difference technique with deferred correction |
Function Name |
Mark of Introduction |
Purpose |
d03ncc | 7 | nag_pde_bs_1d Finite difference solution of the Black–Scholes equations |
d03ndc | 7 | nag_pde_bs_1d_analytic Analytic solution of the Black–Scholes equations |
d03nec | 7 | nag_pde_bs_1d_means Compute average values for nag_pde_bs_1d_analytic (d03ndc) |
d03pcc | 7 | nag_pde_parab_1d_fd General system of parabolic PDEs, method of lines, finite differences, one space variable |
d03pdc | 7 | nag_pde_parab_1d_coll General system of parabolic PDEs, method of lines, Chebyshev C^{0} 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 C^{0} collocation, one space variable |
d03pkc | 7 | nag_pde_parab_1d_keller_ode General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretisation, one space variable |
d03plc | 7 | nag_pde_parab_1d_cd_ode General system of convection-diffusion PDEs with source terms in conservative form, coupled DAEs, method of lines, upwind scheme using numerical flux function based on Riemann solver, one space variable |
d03ppc | 7 | nag_pde_parab_1d_fd_ode_remesh General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, remeshing, one space variable |
d03prc | 7 | nag_pde_parab_1d_keller_ode_remesh General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretisation, remeshing, one space variable |
d03psc | 7 | nag_pde_parab_1d_cd_ode_remesh General system of convection-diffusion PDEs with source terms in conservative form, coupled DAEs, method of lines, upwind scheme using numerical flux function based on Riemann solver, remeshing, one space variable |
d03puc | 7 | nag_pde_parab_1d_euler_roe Roe's approximate Riemann solver for Euler equations in conservative form, for use with nag_pde_parab_1d_cd (d03pfc), nag_pde_parab_1d_cd_ode (d03plc) and nag_pde_parab_1d_cd_ode_remesh (d03psc) |
d03pvc | 7 | nag_pde_parab_1d_euler_osher Osher's approximate Riemann solver for Euler equations in conservative form, for use with nag_pde_parab_1d_cd (d03pfc), nag_pde_parab_1d_cd_ode (d03plc) and nag_pde_parab_1d_cd_ode_remesh (d03psc) |
d03pwc | 7 | nag_pde_parab_1d_euler_hll Modified HLL Riemann solver for Euler equations in conservative form, for use with nag_pde_parab_1d_cd (d03pfc), nag_pde_parab_1d_cd_ode (d03plc) and nag_pde_parab_1d_cd_ode_remesh (d03psc) |
d03pxc | 7 | nag_pde_parab_1d_euler_exact Exact Riemann Solver for Euler equations in conservative form, for use with nag_pde_parab_1d_cd (d03pfc), nag_pde_parab_1d_cd_ode (d03plc) and nag_pde_parab_1d_cd_ode_remesh (d03psc) |
d03pyc | 7 | nag_pde_interp_1d_coll PDEs, spatial interpolation with nag_pde_parab_1d_coll (d03pdc) or nag_pde_parab_1d_coll_ode (d03pjc) |
d03pzc | 7 | nag_pde_interp_1d_fd PDEs, spatial interpolation with nag_pde_parab_1d_fd (d03pcc), nag_pde_parab_1d_keller (d03pec), nag_pde_parab_1d_cd (d03pfc), nag_pde_parab_1d_fd_ode (d03phc), nag_pde_parab_1d_keller_ode (d03pkc), nag_pde_parab_1d_cd_ode (d03plc), nag_pde_parab_1d_fd_ode_remesh (d03ppc), nag_pde_parab_1d_keller_ode_remesh (d03prc) or nag_pde_parab_1d_cd_ode_remesh (d03psc) |
Function Name |
Mark of Introduction |
Purpose |
d06aac | 7 | nag_mesh2d_inc Generates a two-dimensional mesh using a simple incremental method |
d06abc | 7 | nag_mesh2d_delaunay Generates a two-dimensional mesh using a Delaunay–Voronoi process |
d06acc | 7 | nag_mesh2d_front Generates a two-dimensional mesh using an Advancing-front method |
d06bac | 7 | nag_mesh2d_bound Generates a boundary mesh |
d06cac | 7 | nag_mesh2d_smooth Uses a barycentering technique to smooth a given mesh |
d06cbc | 7 | nag_mesh2d_sparse Generates a sparsity pattern of a Finite Element matrix associated with a given mesh |
d06ccc | 7 | nag_mesh2d_renum Renumbers a given mesh using Gibbs method |
d06dac | 7 | nag_mesh2d_trans Generates a mesh resulting from an affine transformation of a given mesh |
d06dbc | 7 | nag_mesh2d_join Joins together two given adjacent (possibly overlapping) meshes |
Function Name |
Mark of Introduction |
Purpose |
e01aec | 7 | nag_1d_cheb_interp Interpolating functions, polynomial interpolant, data may include derivative values, one variable |
e01bac | 2 | nag_1d_spline_interpolant Interpolating function, cubic spline interpolant, one variable |
e01bec | 1 | nag_monotonic_interpolant Interpolating function, monotonicity-preserving, piecewise cubic Hermite, one variable |
e01bfc | 1 | nag_monotonic_evaluate Evaluation of interpolant computed by nag_monotonic_interpolant (e01bec), function only |
e01bgc | 2 | nag_monotonic_deriv Evaluation of interpolant computed by nag_monotonic_interpolant (e01bec), function and first derivative |
e01bhc | 2 | nag_monotonic_intg Evaluation of interpolant computed by nag_monotonic_interpolant (e01bec), definite integral |
e01dac | 2 | nag_2d_spline_interpolant Interpolating function, bicubic spline interpolant, two variables |
e01rac | 7 | nag_1d_ratnl_interp Interpolating functions, rational interpolant, one variable |
e01rbc | 7 | nag_1d_ratnl_eval Interpolated values, evaluate rational interpolant computed by nag_1d_ratnl_interp (e01rac), one variable |
e01sac | 3 | nag_2d_scat_interpolant A function to generate a two-dimensional surface interpolating a set of data points, using either the method of Renka and Cline or the modified Shepard's method Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
e01sbc | 3 | nag_2d_scat_eval A function to evaluate, at a set of points, the two-dimensional interpolant function generated by nag_2d_scat_interpolant (e01sac) Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
e01sgc | 8 | nag_2d_shep_interp Interpolating functions, modified Shepard's method, two variables |
e01shc | 8 | nag_2d_shep_eval Interpolated values, evaluate interpolant computed by nag_2d_shep_interp (e01sgc), function and first derivatives, two variables |
e01sjc | 8 | nag_2d_triang_interp A function to generate a two-dimensional surface interpolating a set of data points, using the method of Renka and Cline |
e01skc | 8 | nag_2d_triang_eval A function to evaluate, at a set of points, the two-dimensional interpolant function generated by nag_2d_triang_interp (e01sjc) |
e01szc | 3 | nag_2d_scat_free Freeing function for use with nag_2d_scat_eval (e01sbc) Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
e01tgc | 7 | nag_3d_shep_interp Interpolating functions, modified Shepard's method, three variables |
e01thc | 7 | nag_3d_shep_eval Interpolated values, evaluate interpolant computed by nag_3d_shep_interp (e01tgc), function and first derivatives, three variables |
Function Name |
Mark of Introduction |
Purpose |
e02adc | 5 | nag_1d_cheb_fit Computes the coefficients of a Chebyshev series polynomial for arbitrary data |
e02aec | 5 | nag_1d_cheb_eval Evaluates the coefficients of a Chebyshev series polynomial |
e02afc | 5 | nag_1d_cheb_interp_fit Computes the coefficients of a Chebyshev series polynomial for interpolated data |
e02agc | 7 | nag_1d_cheb_fit_constr Least-squares polynomial fit, values and derivatives may be constrained, arbitrary data points |
e02ahc | 7 | nag_1d_cheb_deriv Derivative of fitted polynomial in Chebyshev series form |
e02ajc | 7 | nag_1d_cheb_intg Integral of fitted polynomial in Chebyshev series form |
e02akc | 7 | nag_1d_cheb_eval2 Evaluation of fitted polynomial in one variable from Chebyshev series form |
e02bac | 2 | nag_1d_spline_fit_knots Least-squares curve cubic spline fit (including interpolation), one variable |
e02bbc | 2 | nag_1d_spline_evaluate Evaluation of fitted cubic spline, function only |
e02bcc | 2 | nag_1d_spline_deriv Evaluation of fitted cubic spline, function and derivatives |
e02bdc | 2 | nag_1d_spline_intg Evaluation of fitted cubic spline, definite integral |
e02bec | 2 | nag_1d_spline_fit Least-squares cubic spline curve fit, automatic knot placement, one variable |
e02cac | 7 | nag_2d_cheb_fit_lines Least-squares surface fit by polynomials, data on lines parallel to one independent coordinate axis |
e02cbc | 7 | nag_2d_cheb_eval Evaluation of fitted polynomial in two variables |
e02dac | 8 | nag_2d_spline_fit_panel Least-squares surface fit, bicubic splines |
e02dcc | 2 | nag_2d_spline_fit_grid Least-squares bicubic spline fit with automatic knot placement, two variables (rectangular grid) |
e02ddc | 2 | nag_2d_spline_fit_scat Least-squares bicubic spline fit with automatic knot placement, two variables (scattered data) |
e02dec | 2 | nag_2d_spline_eval Evaluation of bicubic spline, at a set of points |
e02dfc | 2 | nag_2d_spline_eval_rect Evaluation of bicubic spline, at a mesh of points |
e02gac | 7 | nag_lone_fit L_{1}-approximation by general linear function |
e02gcc | 7 | nag_linf_fit L_{∞}-approximation by general linear function |
e02rac | 7 | nag_1d_pade Padé approximants |
e02rbc | 7 | nag_1d_pade_eval Evaluation of fitted rational function as computed by nag_1d_pade (e02rac) |
e02zac | 8 | nag_2d_panel_sort Sort two-dimensional data into panels for fitting bicubic splines |
Function Name |
Mark of Introduction |
Purpose |
e04abc | 5 | nag_opt_one_var_no_deriv Minimizes a function of one variable, using function values only |
e04bbc | 5 | nag_opt_one_var_deriv Minimizes a function of one variable, requires first derivatives |
e04cbc | 9 | nag_opt_simplex_easy Unconstrained minimization using simplex algorithm, function of several variables using function values only |
e04ccc | 4 | nag_opt_simplex Unconstrained minimization using simplex algorithm Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
e04dgc | 2 | nag_opt_conj_grad Unconstrained minimization using conjugate gradients |
e04fcc | 2 | nag_opt_lsq_no_deriv Unconstrained nonlinear least-squares (no derivatives required) |
e04gbc | 2 | nag_opt_lsq_deriv Unconstrained nonlinear least-squares (first derivatives required) |
e04hcc | 2 | nag_opt_check_deriv Derivative checker Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
e04hdc | 5 | nag_opt_check_2nd_deriv Checks second derivatives of a user-defined function Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
e04jbc | 2 | nag_opt_bounds_no_deriv Bound constrained nonlinear minimization (no derivatives required) Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
e04kbc | 2 | nag_opt_bounds_deriv Bound constrained nonlinear minimization (first derivatives required) Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
e04lbc | 5 | nag_opt_bounds_2nd_deriv Solves bound constrained problems (first and second derivatives required) |
e04mfc | 2 | nag_opt_lp Linear programming |
e04myc | 5 | nag_opt_sparse_mps_free Free memory allocated by nag_opt_sparse_mps_read (e04mzc) |
e04mzc | 5 | nag_opt_sparse_mps_read Read MPSX data for sparse LP or QP problem from a file |
e04ncc | 5 | nag_opt_lin_lsq Solves linear least-squares and convex quadratic programming problems (non-sparse) |
e04nfc | 2 | nag_opt_qp Quadratic programming |
e04nkc | 5 | nag_opt_sparse_convex_qp Solves sparse linear programming or convex quadratic programming problems |
e04npc | 8 | nag_opt_sparse_convex_qp_init Initialization function for nag_opt_sparse_convex_qp_solve (e04nqc) |
e04nqc | 8 | nag_opt_sparse_convex_qp_solve LP or QP problem (suitable for sparse problems) |
e04nrc | 8 | nag_opt_sparse_convex_qp_option_set_file Supply optional argument values for nag_opt_sparse_convex_qp_solve (e04nqc) from external file |
e04nsc | 8 | nag_opt_sparse_convex_qp_option_set_string Set a single option for nag_opt_sparse_convex_qp_solve (e04nqc) from a character string |
e04ntc | 8 | nag_opt_sparse_convex_qp_option_set_integer Set a single option for nag_opt_sparse_convex_qp_solve (e04nqc) from an integer argument |
e04nuc | 8 | nag_opt_sparse_convex_qp_option_set_double Set a single option for nag_opt_sparse_convex_qp_solve (e04nqc) from a real argument |
e04nxc | 8 | nag_opt_sparse_convex_qp_option_get_integer Get the setting of an integer valued option of nag_opt_sparse_convex_qp_solve (e04nqc) |
e04nyc | 8 | nag_opt_sparse_convex_qp_option_get_double Get the setting of a real valued option of nag_opt_sparse_convex_qp_solve (e04nqc) |
e04ucc | 4 | nag_opt_nlp Minimization with nonlinear constraints using a sequential QP method |
e04ugc | 6 | nag_opt_nlp_sparse NLP problem (sparse) |
e04unc | 5 | nag_opt_nlin_lsq Solves nonlinear least-squares problems using the sequential QP method |
e04vgc | 8 | nag_opt_sparse_nlp_init Initialization function for nag_opt_sparse_nlp_solve (e04vhc) |
e04vhc | 8 | nag_opt_sparse_nlp_solve General sparse nonlinear optimizer |
e04vjc | 8 | nag_opt_sparse_nlp_jacobian Determine the pattern of nonzeros in the Jacobian matrix for nag_opt_sparse_nlp_solve (e04vhc) |
e04vkc | 8 | nag_opt_sparse_nlp_option_set_file Supply optional argument values for nag_opt_sparse_nlp_solve (e04vhc) from external file |
e04vlc | 8 | nag_opt_sparse_nlp_option_set_string Set a single option for nag_opt_sparse_nlp_solve (e04vhc) from a character string |
e04vmc | 8 | nag_opt_sparse_nlp_option_set_integer Set a single option for nag_opt_sparse_nlp_solve (e04vhc) from an integer argument |
e04vnc | 8 | nag_opt_sparse_nlp_option_set_double Set a single option for nag_opt_sparse_nlp_solve (e04vhc) from a real argument |
e04vrc | 8 | nag_opt_sparse_nlp_option_get_integer Get the setting of an integer valued option of nag_opt_sparse_nlp_solve (e04vhc) |
e04vsc | 8 | nag_opt_sparse_nlp_option_get_double Get the setting of a real valued option of nag_opt_sparse_nlp_solve (e04vhc) |
e04wcc | 8 | nag_opt_nlp_init Initialization function for nag_opt_nlp_solve (e04wdc) |
e04wdc | 8 | nag_opt_nlp_solve Solves the nonlinear programming (NP) problem |
e04wec | 8 | nag_opt_nlp_option_set_file Supply optional argument values for nag_opt_nlp_solve (e04wdc) from external file |
e04wfc | 8 | nag_opt_nlp_option_set_string Set a single option for nag_opt_nlp_solve (e04wdc) from a character string |
e04wgc | 8 | nag_opt_nlp_option_set_integer Set a single option for nag_opt_nlp_solve (e04wdc) from an integer argument |
e04whc | 8 | nag_opt_nlp_option_set_double Set a single option for nag_opt_nlp_solve (e04wdc) from a real argument |
e04wkc | 8 | nag_opt_nlp_option_get_integer Get the setting of an integer valued option of nag_opt_nlp_solve (e04wdc) |
e04wlc | 8 | nag_opt_nlp_option_get_double Get the setting of a real valued option of nag_opt_nlp_solve (e04wdc) |
e04xac | 5 | nag_opt_estimate_deriv Computes an approximation to the gradient vector and/or the Hessian matrix |
e04xxc | 2 | nag_opt_init Initialization function for option setting |
e04xyc | 2 | nag_opt_read Read options from a text file |
e04xzc | 2 | nag_opt_free Memory freeing function for use with option setting |
e04yac | 2 | nag_opt_lsq_check_deriv Least-squares derivative checker for use with nag_opt_lsq_deriv (e04gbc) |
e04ycc | 2 | nag_opt_lsq_covariance Covariance matrix for nonlinear least-squares |
Function Name |
Mark of Introduction |
Purpose |
e05jac | 9 | nag_glopt_bnd_mcs_init Initialization function for nag_glopt_bnd_mcs_solve (e05jbc) |
e05jbc | 9 | nag_glopt_bnd_mcs_solve Global optimization by multi-level coordinate search, simple bounds, using function values only |
e05jcc | 9 | nag_glopt_bnd_mcs_optset_file Supply optional argument values for nag_glopt_bnd_mcs_solve (e05jbc) from external file |
e05jdc | 9 | nag_glopt_bnd_mcs_optset_string Set a single optional argument for nag_glopt_bnd_mcs_solve (e05jbc) from a character string |
e05jec | 9 | nag_glopt_bnd_mcs_optset_char Set a single optional argument for nag_glopt_bnd_mcs_solve (e05jbc) from an ‘ON’/‘OFF’-valued character argument |
e05jfc | 9 | nag_glopt_bnd_mcs_optset_int Set a single optional argument for nag_glopt_bnd_mcs_solve (e05jbc) from an integer argument |
e05jgc | 9 | nag_glopt_bnd_mcs_optset_real Set a single optional argument for nag_glopt_bnd_mcs_solve (e05jbc) from a real argument |
e05jhc | 9 | nag_glopt_bnd_mcs_option_check Determine whether an optional argument for nag_glopt_bnd_mcs_solve (e05jbc) has been set by you or not |
e05jkc | 9 | nag_glopt_bnd_mcs_optget_int Get the setting of an Integer valued optional argument of nag_glopt_bnd_mcs_solve (e05jbc) |
e05jlc | 9 | nag_glopt_bnd_mcs_optget_real Get the setting of a real valued optional argument of nag_glopt_bnd_mcs_solve (e05jbc) |
Function Name |
Mark of Introduction |
Purpose |
f01bnc | 1 | nag_complex_cholesky UU^{H} factorization of complex Hermitian positive-definite matrix |
f01ecc | 9 | nag_real_gen_matrix_exp Real matrix exponential |
f01edc | 9 | nag_real_symm_matrix_exp Real symmetric matrix exponential |
f01mcc | 1 | nag_real_cholesky_skyline LDL^{T} factorization of real symmetric positive-definite variable-bandwidth (skyline) matrix |
f01qcc | 1 | nag_real_qr QR factorization of realm by n matrix (m ≥ n) |
f01qdc | 1 | nag_real_apply_q Compute QB or Q^{T}B after factorization by nag_real_qr (f01qcc) |
f01qec | 1 | nag_real_form_q Form columns of Q after factorization by nag_real_qr (f01qcc) |
f01rcc | 1 | nag_complex_qr QR factorization of complex m by n matrix (m ≥ n) |
f01rdc | 1 | nag_complex_apply_q Compute QB or Q^{H}B after factorization by nag_complex_qr (f01rcc) |
f01rec | 1 | nag_complex_form_q Form columns of Q after factorization by nag_complex_qr (f01rcc) |
Function Name |
Mark of Introduction |
Purpose |
f02aac | 1 | nag_real_symm_eigenvalues All eigenvalues of real symmetric matrix |
f02abc | 1 | nag_real_symm_eigensystem All eigenvalues and eigenvectors of real symmetric matrix |
f02adc | 1 | nag_real_symm_general_eigenvalues All eigenvalues of generalized real symmetric-definite eigenproblem |
f02aec | 1 | nag_real_symm_general_eigensystem All eigenvalues and eigenvectors of generalized real symmetric-definite eigenproblem |
f02afc | 1 | nag_real_eigenvalues All eigenvalues of real matrix |
f02agc | 1 | nag_real_eigensystem All eigenvalues and eigenvectors of real matrix |
f02awc | 2 | nag_hermitian_eigenvalues All eigenvalues of complex Hermitian matrix |
f02axc | 2 | nag_hermitian_eigensystem All eigenvalues and eigenvectors of complex Hermitian matrix |
f02bjc | 2 | nag_real_general_eigensystem Computes all eigenvalues and, optionally, eigenvectors of real generalized eigenproblem, by QZ algorithm |
f02ecc | 5 | nag_real_eigensystem_sel Computes selected eigenvalues and eigenvectors of a real general matrix |
f02gcc | 5 | nag_complex_eigensystem_sel Computes selected eigenvalues and eigenvectors of a complex general matrix |
f02wec | 1 | nag_real_svd SVD of real matrix |
f02wgc | 9 | nag_real_partial_svd Computes leading terms in the singular value decomposition of a real general matrix; also computes corresponding left and right singular vectors |
f02xec | 1 | nag_complex_svd SVD of complex matrix |
Function Name |
Mark of Introduction |
Purpose |
f03aec | 1 | nag_real_cholesky LL^{T} 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 |
Function Name |
Mark of Introduction |
Purpose |
f04adc | 1 | nag_complex_lin_eqn_mult_rhs Approximate solution of complex simultaneous linear equations with multiple right-hand sides |
f04agc | 1 | nag_real_cholesky_solve_mult_rhs Approximate solution of real symmetric positive-definite simultaneous linear equations (coefficient matrix already factorized by nag_real_cholesky (f03aec)) |
f04ajc | 1 | nag_real_lu_solve_mult_rhs Approximate solution of real simultaneous linear equations (coefficient matrix already factorized by nag_real_lu (f03afc)) |
f04akc | 1 | nag_complex_lu_solve_mult_rhs Approximate solution of complex simultaneous linear equations (coefficient matrix already factorized by nag_complex_lu (f03ahc)) |
f04arc | 1 | nag_real_lin_eqn Approximate solution of real simultaneous linear equations, one right-hand side |
f04awc | 1 | nag_hermitian_lin_eqn_mult_rhs Approximate solution of complex Hermitian positive-definite simultaneous linear equations (coefficient matrix already factorized by nag_complex_cholesky (f01bnc)) |
f04bac | 8 | nag_real_gen_lin_solve Computes the solution and error-bound to a real system of linear equations |
f04bbc | 8 | nag_real_band_lin_solve Computes the solution and error-bound to a real banded system of linear equations |
f04bcc | 8 | nag_real_tridiag_lin_solve Computes the solution and error-bound to a real tridiagonal system of linear equations |
f04bdc | 8 | nag_real_sym_posdef_lin_solve Computes the solution and error-bound to a real symmetric positive-definite system of linear equations |
f04bec | 8 | nag_real_sym_posdef_packed_lin_solve Computes the solution and error-bound to a real symmetric positive-definite system of linear equations, packed storage |
f04bfc | 8 | nag_real_sym_posdef_band_lin_solve Computes the solution and error-bound to a real symmetric positive-definite banded system of linear equations |
f04bgc | 8 | nag_real_sym_posdef_tridiag_lin_solve Computes the solution and error-bound to a real symmetric positive-definite tridiagonal system of linear equations |
f04bhc | 8 | nag_real_sym_lin_solve Computes the solution and error-bound to a real symmetric system of linear equations |
f04bjc | 8 | nag_real_sym_packed_lin_solve Computes the solution and error-bound to a real symmetric system of linear equations, packed storage |
f04cac | 8 | nag_complex_gen_lin_solve Computes the solution and error-bound to a complex system of linear equations |
f04cbc | 8 | nag_complex_band_lin_solve Computes the solution and error-bound to a complex banded system of linear equations |
f04ccc | 8 | nag_complex_tridiag_lin_solve Computes the solution and error-bound to a complex tridiagonal system of linear equations |
f04cdc | 8 | nag_herm_posdef_lin_solve Computes the solution and error-bound to a complex Hermitian positive-definite system of linear equations |
f04cec | 8 | nag_herm_posdef_packed_lin_solve Computes the solution and error-bound to a complex Hermitian positive-definite system of linear equations, packed storage |
f04cfc | 8 | nag_herm_posdef_band_lin_solve Computes the solution and error-bound to a complex Hermitian positive-definite banded system of linear equations |
f04cgc | 8 | nag_herm_posdef_tridiag_lin_solve Computes the solution and error-bound to a complex Hermitian positive-definite tridiagonal system of linear equations |
f04chc | 8 | nag_herm_lin_solve Computes the solution and error-bound to a complex Hermitian system of linear equations |
f04cjc | 8 | nag_herm_packed_lin_solve Computes the solution and error-bound to a complex Hermitian system of linear equations, packed storage |
f04dhc | 8 | nag_complex_sym_lin_solve Computes the solution and error-bound to a complex symmetric system of linear equations |
f04djc | 8 | nag_complex_sym_packed_lin_solve Computes the solution and error-bound to a complex symmetric system of linear equations, packed storage. |
f04mcc | 1 | nag_real_cholesky_skyline_solve Approximate solution of real symmetric positive-definite variable-bandwidth simultaneous linear equations (coefficient matrix already factorized by nag_real_cholesky_skyline (f01mcc)) |
Function Name |
Mark of Introduction |
Purpose |
f06fec | 8 | nag_drscl Multiply real vector by reciprocal of scalar |
f06kec | 8 | nag_zrscl Multiply complex vector by reciprocal of real scalar |
f06pac | 3 | old_dgemv Matrix-vector product, real rectangular matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06pbc | 3 | old_dgbmv Matrix-vector product, real rectangular band matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06pcc | 3 | old_dsymv Matrix-vector product, real symmetric matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06pdc | 3 | old_dsbmv Matrix-vector product, real symmetric band matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06pec | 3 | old_dspmv Matrix-vector product, real symmetric packed matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06pfc | 3 | old_dtrmv Matrix-vector product, real triangular matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06pgc | 3 | old_dtbmv Matrix-vector product, real triangular band matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06phc | 3 | old_dtpmv Matrix-vector product, real triangular packed matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06pjc | 3 | old_dtrsv System of equations, real triangular matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06pkc | 3 | old_dtbsv System of equations, real triangular band matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06plc | 3 | old_dtpsv System of equations, real triangular packed matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06pmc | 3 | old_dger Rank-1 update, real rectangular matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06ppc | 3 | old_dsyr Rank-1 update, real symmetric matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06pqc | 3 | old_dspr Rank-1 update, real symmetric packed matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06prc | 3 | old_dsyr2 Rank-2 update, real symmetric matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06psc | 3 | old_dspr2 Rank-2 update, real symmetric packed matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06sac | 3 | old_zgemv Matrix-vector product, complex rectangular matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06sbc | 3 | old_zgbmv Matrix-vector product, complex rectangular band matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06scc | 3 | old_zhemv Matrix-vector product, complex Hermitian matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06sdc | 3 | old_zhbmv Matrix-vector product, complex Hermitian band matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06sec | 3 | old_zhpmv Matrix-vector product, complex Hermitian packed matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06sfc | 3 | old_ztrmv Matrix-vector product, complex triangular matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06sgc | 3 | old_ztbmv Matrix-vector product, complex triangular band matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06shc | 3 | old_ztpmv Matrix-vector product, complex triangular packed matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06sjc | 3 | old_ztrsv System of equations, complex triangular matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06skc | 3 | old_ztbsv System of equations, complex triangular band matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06slc | 3 | old_ztpsv System of equations, complex triangular packed matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06smc | 3 | old_zgeru Rank-1 update, complex rectangular matrix, unconjugated vector Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06snc | 3 | old_zgerc Rank-1 update, complex rectangular matrix, conjugated vector Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06spc | 3 | old_zher Rank-1 update, complex Hermitian matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06sqc | 3 | old_zhpr Rank-1 update, complex Hermitian packed matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06src | 3 | old_zher2 Rank-2 update, complex Hermitian matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06ssc | 3 | old_zhpr2 Rank-2 update, complex Hermitian packed matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06yac | 3 | old_dgemm Matrix-matrix product, two real rectangular matrices Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06ycc | 3 | old_dsymm Matrix-matrix product, one real symmetric matrix, one real rectangular matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06yfc | 3 | old_dtrmm Matrix-matrix product, one real triangular matrix, one real rectangular matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06yjc | 3 | old_dtrsm Solves a system of equations with multiple right-hand sides, real triangular coefficient matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06ypc | 3 | old_dsyrk Rank-k update of a real symmetric matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06yrc | 3 | old_dsyr2k Rank-2k update of a real symmetric matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06zac | 3 | old_zgemm Matrix-matrix product, two complex rectangular matrices Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06zcc | 3 | old_zhemm Matrix-matrix product, one complex Hermitian matrix, one complex rectangular matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06zfc | 3 | old_ztrmm Matrix-matrix product, one complex triangular matrix, one complex rectangular matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06zjc | 3 | old_ztrsm Solves system of equations with multiple right-hand sides, complex triangular coefficient matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06zpc | 3 | old_zherk Rank-k update of a complex Hermitian matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06zrc | 3 | old_zher2k Rank-2k update of a complex Hermitian matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06ztc | 3 | old_zsymm Matrix-matrix product, one complex symmetric matrix, one complex rectangular matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06zuc | 3 | old_zsyrk Rank-k update of a complex symmetric matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
f06zwc | 3 | old_zsyr2k Rank-2k update of a complex symmetric matrix Note: this function is scheduled for withdrawal at Mark 10, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
Function Name |
Mark of Introduction |
Purpose |
f07adc | 7 | nag_dgetrf LU factorization of realm by n matrix |
f07aec | 7 | nag_dgetrs Solution of real system of linear equations, multiple right-hand sides, matrix already factorized by nag_dgetrf (f07adc) |
f07agc | 7 | nag_dgecon Estimate condition number of real matrix, matrix already factorized by nag_dgetrf (f07adc) |
f07ahc | 7 | nag_dgerfs Refined solution with error bounds of real system of linear equations, multiple right-hand sides |
f07ajc | 7 | nag_dgetri Inverse of real matrix, matrix already factorized by nag_dgetrf (f07adc) |
f07arc | 7 | nag_zgetrf LU factorization of complex m by n matrix |
f07asc | 7 | nag_zgetrs Solution of complex system of linear equations, multiple right-hand sides, matrix already factorized by nag_zgetrf (f07arc) |
f07auc | 7 | nag_zgecon Estimate condition number of complex matrix, matrix already factorized by nag_zgetrf (f07arc) |
f07avc | 7 | nag_zgerfs Refined solution with error bounds of complex system of linear equations, multiple right-hand sides |
f07awc | 7 | nag_zgetri Inverse of complex matrix, matrix already factorized by nag_zgetrf (f07arc) |
f07bdc | 7 | nag_dgbtrf LU factorization of realm by n band matrix |
f07bec | 7 | nag_dgbtrs Solution of real band system of linear equations, multiple right-hand sides, matrix already factorized by nag_dgbtrf (f07bdc) |
f07bgc | 7 | nag_dgbcon Estimate condition number of real band matrix, matrix already factorized by nag_dgbtrf (f07bdc) |
f07bhc | 7 | nag_dgbrfs Refined solution with error bounds of real band system of linear equations, multiple right-hand sides |
f07brc | 7 | nag_zgbtrf LU factorization of complex m by n band matrix |
f07bsc | 7 | nag_zgbtrs Solution of complex band system of linear equations, multiple right-hand sides, matrix already factorized by nag_zgbtrf (f07brc) |
f07buc | 7 | nag_zgbcon Estimate condition number of complex band matrix, matrix already factorized by nag_zgbtrf (f07brc) |
f07bvc | 7 | nag_zgbrfs Refined solution with error bounds of complex band system of linear equations, multiple right-hand sides |
f07fdc | 7 | nag_dpotrf Cholesky factorization of real symmetric positive-definite matrix |
f07fec | 7 | nag_dpotrs Solution of real symmetric positive-definite system of linear equations, multiple right-hand sides, matrix already factorized by nag_dpotrf (f07fdc) |
f07fgc | 7 | nag_dpocon Estimate condition number of real symmetric positive-definite matrix, matrix already factorized by nag_dpotrf (f07fdc) |
f07fhc | 7 | nag_dporfs Refined solution with error bounds of real symmetric positive-definite system of linear equations, multiple right-hand sides |
f07fjc | 7 | nag_dpotri Inverse of real symmetric positive-definite matrix, matrix already factorized by nag_dpotrf (f07fdc) |
f07frc | 7 | nag_zpotrf Cholesky factorization of complex Hermitian positive-definite matrix |
f07fsc | 7 | nag_zpotrs Solution of complex Hermitian positive-definite system of linear equations, multiple right-hand sides, matrix already factorized by nag_zpotrf (f07frc) |
f07fuc | 7 | nag_zpocon Estimate condition number of complex Hermitian positive-definite matrix, matrix already factorized by nag_zpotrf (f07frc) |
f07fvc | 7 | nag_zporfs Refined solution with error bounds of complex Hermitian positive-definite system of linear equations, multiple right-hand sides |
f07fwc | 7 | nag_zpotri Inverse of complex Hermitian positive-definite matrix, matrix already factorized by nag_zpotrf (f07frc) |
f07gdc | 7 | nag_dpptrf Cholesky factorization of real symmetric positive-definite matrix, packed storage |
f07gec | 7 | nag_dpptrs Solution of real symmetric positive-definite system of linear equations, multiple right-hand sides, matrix already factorized by nag_dpptrf (f07gdc), packed storage |
f07ggc | 7 | nag_dppcon Estimate condition number of real symmetric positive-definite matrix, matrix already factorized by nag_dpptrf (f07gdc), packed storage |
f07ghc | 7 | nag_dpprfs Refined solution with error bounds of real symmetric positive-definite system of linear equations, multiple right-hand sides, packed storage |
f07gjc | 7 | nag_dpptri Inverse of real symmetric positive-definite matrix, matrix already factorized by nag_dpptrf (f07gdc), packed storage |
f07grc | 7 | nag_zpptrf Cholesky factorization of complex Hermitian positive-definite matrix, packed storage |
f07gsc | 7 | nag_zpptrs Solution of complex Hermitian positive-definite system of linear equations, multiple right-hand sides, matrix already factorized by nag_zpptrf (f07grc), packed storage |
f07guc | 7 | nag_zppcon Estimate condition number of complex Hermitian positive-definite matrix, matrix already factorized by nag_zpptrf (f07grc), packed storage |
f07gvc | 7 | nag_zpprfs Refined solution with error bounds of complex Hermitian positive-definite system of linear equations, multiple right-hand sides, packed storage |
f07gwc | 7 | nag_zpptri Inverse of complex Hermitian positive-definite matrix, matrix already factorized by nag_zpptrf (f07grc), packed storage |
f07hdc | 7 | nag_dpbtrf Cholesky factorization of real symmetric positive-definite band matrix |
f07hec | 7 | nag_dpbtrs Solution of real symmetric positive-definite band system of linear equations, multiple right-hand sides, matrix already factorized by nag_dpbtrf (f07hdc) |
f07hgc | 7 | nag_dpbcon Estimate condition number of real symmetric positive-definite band matrix, matrix already factorized by nag_dpbtrf (f07hdc) |
f07hhc | 7 | nag_dpbrfs Refined solution with error bounds of real symmetric positive-definite band system of linear equations, multiple right-hand sides |
f07hrc | 7 | nag_zpbtrf Cholesky factorization of complex Hermitian positive-definite band matrix |
f07hsc | 7 | nag_zpbtrs Solution of complex Hermitian positive-definite band system of linear equations, multiple right-hand sides, matrix already factorized by nag_zpbtrf (f07hrc) |
f07huc | 7 | nag_zpbcon Estimate condition number of complex Hermitian positive-definite band matrix, matrix already factorized by nag_zpbtrf (f07hrc) |
f07hvc | 7 | nag_zpbrfs Refined solution with error bounds of complex Hermitian positive-definite band system of linear equations, multiple right-hand sides |
f07mdc | 7 | nag_dsytrf Bunch–Kaufman factorization of real symmetric indefinite matrix |
f07mec | 7 | nag_dsytrs Solution of real symmetric indefinite system of linear equations, multiple right-hand sides, matrix already factorized by nag_dsytrf (f07mdc) |
f07mgc | 7 | nag_dsycon Estimate condition number of real symmetric indefinite matrix, matrix already factorized by nag_dsytrf (f07mdc) |
f07mhc | 7 | nag_dsyrfs Refined solution with error bounds of real symmetric indefinite system of linear equations, multiple right-hand sides |
f07mjc | 7 | nag_dsytri Inverse of real symmetric indefinite matrix, matrix already factorized by nag_dsytrf (f07mdc) |
f07mrc | 7 | nag_zhetrf Bunch–Kaufman factorization of complex Hermitian indefinite matrix |
f07msc | 7 | nag_zhetrs Solution of complex Hermitian indefinite system of linear equations, multiple right-hand sides, matrix already factorized by nag_zhetrf (f07mrc) |
f07muc | 7 | nag_zhecon Estimate condition number of complex Hermitian indefinite matrix, matrix already factorized by nag_zhetrf (f07mrc) |
f07mvc | 7 | nag_zherfs Refined solution with error bounds of complex Hermitian indefinite system of linear equations, multiple right-hand sides |
f07mwc | 7 | nag_zhetri Inverse of complex Hermitian indefinite matrix, matrix already factorized by nag_zhetrf (f07mrc) |
f07nrc | 7 | nag_zsytrf Bunch–Kaufman factorization of complex symmetric matrix |
f07nsc | 7 | nag_zsytrs Solution of complex symmetric system of linear equations, multiple right-hand sides, matrix already factorized by nag_zsytrf (f07nrc) |
f07nuc | 7 | nag_zsycon Estimate condition number of complex symmetric matrix, matrix already factorized by nag_zsytrf (f07nrc) |
f07nvc | 7 | nag_zsyrfs Refined solution with error bounds of complex symmetric system of linear equations, multiple right-hand sides |
f07nwc | 7 | nag_zsytri Inverse of complex symmetric matrix, matrix already factorized by nag_zsytrf (f07nrc) |
f07pdc | 7 | nag_dsptrf Bunch–Kaufman factorization of real symmetric indefinite matrix, packed storage |
f07pec | 7 | nag_dsptrs Solution of real symmetric indefinite system of linear equations, multiple right-hand sides, matrix already factorized by nag_dsptrf (f07pdc), packed storage |
f07pgc | 7 | nag_dspcon Estimate condition number of real symmetric indefinite matrix, matrix already factorized by nag_dsptrf (f07pdc), packed storage |
f07phc | 7 | nag_dsprfs Refined solution with error bounds of real symmetric indefinite system of linear equations, multiple right-hand sides, packed storage |
f07pjc | 7 | nag_dsptri Inverse of real symmetric indefinite matrix, matrix already factorized by nag_dsptrf (f07pdc), packed storage |
f07prc | 7 | nag_zhptrf Bunch–Kaufman factorization of complex Hermitian indefinite matrix, packed storage |
f07psc | 7 | nag_zhptrs Solution of complex Hermitian indefinite system of linear equations, multiple right-hand sides, matrix already factorized by nag_zhptrf (f07prc), packed storage |
f07puc | 7 | nag_zhpcon Estimate condition number of complex Hermitian indefinite matrix, matrix already factorized by nag_zhptrf (f07prc), packed storage |
f07pvc | 7 | nag_zhprfs Refined solution with error bounds of complex Hermitian indefinite system of linear equations, multiple right-hand sides, packed storage |
f07pwc | 7 | nag_zhptri Inverse of complex Hermitian indefinite matrix, matrix already factorized by nag_zhptrf (f07prc), packed storage |
f07qrc | 7 | nag_zsptrf Bunch–Kaufman factorization of complex symmetric matrix, packed storage |
f07qsc | 7 | nag_zsptrs Solution of complex symmetric system of linear equations, multiple right-hand sides, matrix already factorized by nag_zsptrf (f07qrc), packed storage |
f07quc | 7 | nag_zspcon Estimate condition number of complex symmetric matrix, matrix already factorized by nag_zsptrf (f07qrc), packed storage |
f07qvc | 7 | nag_zsprfs Refined solution with error bounds of complex symmetric system of linear equations, multiple right-hand sides, packed storage |
f07qwc | 7 | nag_zsptri Inverse of complex symmetric matrix, matrix already factorized by nag_zsptrf (f07qrc), packed storage |
f07tec | 7 | nag_dtrtrs Solution of real triangular system of linear equations, multiple right-hand sides |
f07tgc | 7 | nag_dtrcon Estimate condition number of real triangular matrix |
f07thc | 7 | nag_dtrrfs Error bounds for solution of real triangular system of linear equations, multiple right-hand sides |
f07tjc | 7 | nag_dtrtri Inverse of real triangular matrix |
f07tsc | 7 | nag_ztrtrs Solution of complex triangular system of linear equations, multiple right-hand sides |
f07tuc | 7 | nag_ztrcon Estimate condition number of complex triangular matrix |
f07tvc | 7 | nag_ztrrfs Error bounds for solution of complex triangular system of linear equations, multiple right-hand sides |
f07twc | 7 | nag_ztrtri Inverse of complex triangular matrix |
f07uec | 7 | nag_dtptrs Solution of real triangular system of linear equations, multiple right-hand sides, packed storage |
f07ugc | 7 | nag_dtpcon Estimate condition number of real triangular matrix, packed storage |
f07uhc | 7 | nag_dtprfs Error bounds for solution of real triangular system of linear equations, multiple right-hand sides, packed storage |
f07ujc | 7 | nag_dtptri Inverse of real triangular matrix, packed storage |
f07usc | 7 | nag_ztptrs Solution of complex triangular system of linear equations, multiple right-hand sides, packed storage |
f07uuc | 7 | nag_ztpcon Estimate condition number of complex triangular matrix, packed storage |
f07uvc | 7 | nag_ztprfs Error bounds for solution of complex triangular system of linear equations, multiple right-hand sides, packed storage |
f07uwc | 7 | nag_ztptri Inverse of complex triangular matrix, packed storage |
f07vec | 7 | nag_dtbtrs Solution of real band triangular system of linear equations, multiple right-hand sides |
f07vgc | 7 | nag_dtbcon Estimate condition number of real band triangular matrix |
f07vhc | 7 | nag_dtbrfs Error bounds for solution of real band triangular system of linear equations, multiple right-hand sides |
f07vsc | 7 | nag_ztbtrs Solution of complex band triangular system of linear equations, multiple right-hand sides |
f07vuc | 7 | nag_ztbcon Estimate condition number of complex band triangular matrix |
f07vvc | 7 | nag_ztbrfs Error bounds for solution of complex band triangular system of linear equations, multiple right-hand sides |
Function Name |
Mark of Introduction |
Purpose |
f08aec | 7 | nag_dgeqrf QR factorization of real general rectangular matrix |
f08afc | 7 | nag_dorgqr Form all or part of orthogonal Q from QR factorization determined by nag_dgeqrf (f08aec) or nag_dgeqpf (f08bec) |
f08agc | 7 | nag_dormqr Apply orthogonal transformation determined by nag_dgeqrf (f08aec) or nag_dgeqpf (f08bec) |
f08ahc | 7 | nag_dgelqf LQ factorization of real general rectangular matrix |
f08ajc | 7 | nag_dorglq Form all or part of orthogonal Q from LQ factorization determined by nag_dgelqf (f08ahc) |
f08akc | 7 | nag_dormlq Apply orthogonal transformation determined by nag_dgelqf (f08ahc) |
f08asc | 7 | nag_zgeqrf QR factorization of complex general rectangular matrix |
f08atc | 7 | nag_zungqr Form all or part of unitary Q from QR factorization determined by nag_zgeqrf (f08asc) or nag_zgeqpf (f08bsc) |
f08auc | 7 | nag_zunmqr Apply unitary transformation determined by nag_zgeqrf (f08asc) or nag_zgeqpf (f08bsc) |
f08avc | 7 | nag_zgelqf LQ factorization of complex general rectangular matrix |
f08awc | 7 | nag_zunglq Form all or part of unitary Q from LQ factorization determined by nag_zgelqf (f08avc) |
f08axc | 7 | nag_zunmlq Apply unitary transformation determined by nag_zgelqf (f08avc) |
f08bec | 7 | nag_dgeqpf QR factorization of real general rectangular matrix with column pivoting |
f08bsc | 7 | nag_zgeqpf QR factorization of complex general rectangular matrix with column pivoting |
f08fcc | 7 | nag_dsyevd Computes all eigenvalues and, optionally, all eigenvectors of real symmetric matrix (divide-and-conquer) |
f08fec | 7 | nag_dsytrd Orthogonal reduction of real symmetric matrix to symmetric tridiagonal form |
f08ffc | 7 | nag_dorgtr Generate orthogonal transformation matrix from reduction to tridiagonal form determined by nag_dsytrd (f08fec) |
f08fgc | 7 | nag_dormtr Apply orthogonal transformation determined by nag_dsytrd (f08fec) |
f08fqc | 7 | nag_zheevd Computes all eigenvalues and, optionally, all eigenvectors of complex Hermitian matrix (divide-and-conquer) |
f08fsc | 7 | nag_zhetrd Unitary reduction of complex Hermitian matrix to real symmetric tridiagonal form |
f08ftc | 7 | nag_zungtr Generate unitary transformation matrix from reduction to tridiagonal form determined by nag_zhetrd (f08fsc) |
f08fuc | 7 | nag_zunmtr Apply unitary transformation matrix determined by nag_zhetrd (f08fsc) |
f08gcc | 7 | nag_dspevd Computes all eigenvalues and, optionally, all eigenvectors of real symmetric matrix, packed storage (divide-and-conquer) |
f08gec | 7 | nag_dsptrd Orthogonal reduction of real symmetric matrix to symmetric tridiagonal form, packed storage |
f08gfc | 7 | nag_dopgtr Generate orthogonal transformation matrix from reduction to tridiagonal form determined by nag_dsptrd (f08gec) |
f08ggc | 7 | nag_dopmtr Apply orthogonal transformation determined by nag_dsptrd (f08gec) |
f08gqc | 7 | nag_zhpevd Computes all eigenvalues and, optionally, all eigenvectors of complex Hermitian matrix, packed storage (divide-and-conquer) |
f08gsc | 7 | nag_zhptrd Unitary reduction of complex Hermitian matrix to real symmetric tridiagonal form, packed storage |
f08gtc | 7 | nag_zupgtr Generate unitary transformation matrix from reduction to tridiagonal form determined by nag_zhptrd (f08gsc) |
f08guc | 7 | nag_zupmtr Apply unitary transformation matrix determined by nag_zhptrd (f08gsc) |
f08hcc | 7 | nag_dsbevd Computes all eigenvalues and, optionally, all eigenvectors of real symmetric band matrix (divide-and-conquer) |
f08hec | 7 | nag_dsbtrd Orthogonal reduction of real symmetric band matrix to symmetric tridiagonal form |
f08hqc | 7 | nag_zhbevd Computes all eigenvalues and, optionally, all eigenvectors of complex Hermitian band matrix (divide-and-conquer) |
f08hsc | 7 | nag_zhbtrd Unitary reduction of complex Hermitian band matrix to real symmetric tridiagonal form |
f08jcc | 7 | nag_dstevd Computes all eigenvalues and, optionally, all eigenvectors of real symmetric tridiagonal matrix (divide-and-conquer) |
f08jec | 7 | nag_dsteqr All eigenvalues and eigenvectors of real symmetric tridiagonal matrix, reduced from real symmetric matrix using the implicit QL or QR algorithm |
f08jfc | 7 | nag_dsterf All eigenvalues of real symmetric tridiagonal matrix, root-free variant of the QL or QR algorithm |
f08jgc | 7 | nag_dpteqr Computes all eigenvalues and eigenvectors of real symmetric positive-definite tridiagonal matrix, reduced from real symmetric positive-definite matrix |
f08jjc | 7 | nag_dstebz Selected eigenvalues of real symmetric tridiagonal matrix by bisection |
f08jkc | 7 | nag_dstein Selected eigenvectors of real symmetric tridiagonal matrix by inverse iteration, storing eigenvectors in real array |
f08jsc | 7 | nag_zsteqr All eigenvalues and eigenvectors of real symmetric tridiagonal matrix, reduced from complex Hermitian matrix, using the implicit QL or QR algorithm |
f08juc | 7 | nag_zpteqr Computes all eigenvalues and eigenvectors of real symmetric positive-definite tridiagonal matrix, reduced from complex Hermitian positive-definite matrix |
f08jxc | 7 | nag_zstein Selected eigenvectors of real symmetric tridiagonal matrix by inverse iteration, storing eigenvectors in complex array |
f08kec | 7 | nag_dgebrd Orthogonal reduction of real general rectangular matrix to bidiagonal form |
f08kfc | 7 | nag_dorgbr Generate orthogonal transformation matrices from reduction to bidiagonal form determined by nag_dgebrd (f08kec) |
f08kgc | 7 | nag_dormbr Apply orthogonal transformations from reduction to bidiagonal form determined by nag_dgebrd (f08kec) |
f08ksc | 7 | nag_zgebrd Unitary reduction of complex general rectangular matrix to bidiagonal form |
f08ktc | 7 | nag_zungbr Generate unitary transformation matrices from reduction to bidiagonal form determined by nag_zgebrd (f08ksc) |
f08kuc | 7 | nag_zunmbr Apply unitary transformations from reduction to bidiagonal form determined by nag_zgebrd (f08ksc) |
f08lec | 7 | nag_dgbbrd Reduction of real rectangular band matrix to upper bidiagonal form |
f08lsc | 7 | nag_zgbbrd Reduction of complex rectangular band matrix to upper bidiagonal form |
f08mec | 7 | nag_dbdsqr SVD of real bidiagonal matrix reduced from real general matrix |
f08msc | 7 | nag_zbdsqr SVD of real bidiagonal matrix reduced from complex general matrix |
f08nec | 7 | nag_dgehrd Orthogonal reduction of real general matrix to upper Hessenberg form |
f08nfc | 7 | nag_dorghr Generate orthogonal transformation matrix from reduction to Hessenberg form determined by nag_dgehrd (f08nec) |
f08ngc | 7 | nag_dormhr Apply orthogonal transformation matrix from reduction to Hessenberg form determined by nag_dgehrd (f08nec) |
f08nhc | 7 | nag_dgebal Balance real general matrix |
f08njc | 7 | nag_dgebak Transform eigenvectors of real balanced matrix to those of original matrix supplied to nag_dgebal (f08nhc) |
f08nsc | 7 | nag_zgehrd Unitary reduction of complex general matrix to upper Hessenberg form |
f08ntc | 7 | nag_zunghr Generate unitary transformation matrix from reduction to Hessenberg form determined by nag_zgehrd (f08nsc) |
f08nuc | 7 | nag_zunmhr Apply unitary transformation matrix from reduction to Hessenberg form determined by nag_zgehrd (f08nsc) |
f08nvc | 7 | nag_zgebal Balance complex general matrix |
f08nwc | 7 | nag_zgebak Transform eigenvectors of complex balanced matrix to those of original matrix supplied to nag_zgebal (f08nvc) |
f08pec | 7 | nag_dhseqr Computes the eigenvalues and Schur factorization of real upper Hessenberg matrix reduced from real general matrix |
f08pkc | 7 | nag_dhsein Selected right and/or left eigenvectors of real upper Hessenberg matrix by inverse iteration |
f08psc | 7 | nag_zhseqr Computes the eigenvalues and Schur factorization of complex upper Hessenberg matrix reduced from complex general matrix |
f08pxc | 7 | nag_zhsein Selected right and/or left eigenvectors of complex upper Hessenberg matrix by inverse iteration |
f08qfc | 7 | nag_dtrexc Reorder Schur factorization of real matrix using orthogonal similarity transformation |
f08qgc | 7 | nag_dtrsen Reorder Schur factorization of real matrix, form orthonormal basis of right invariant subspace for selected eigenvalues, with estimates of sensitivities |
f08qhc | 7 | nag_dtrsyl Solve real Sylvester matrix equation AX + XB = C, A and B are upper quasi-triangular or transposes |
f08qkc | 7 | nag_dtrevc Left and right eigenvectors of real upper quasi-triangular matrix |
f08qlc | 7 | nag_dtrsna Estimates of sensitivities of selected eigenvalues and eigenvectors of real upper quasi-triangular matrix |
f08qtc | 7 | nag_ztrexc Reorder Schur factorization of complex matrix using unitary similarity transformation |
f08quc | 7 | nag_ztrsen Reorder Schur factorization of complex matrix, form orthonormal basis of right invariant subspace for selected eigenvalues, with estimates of sensitivities |
f08qvc | 7 | nag_ztrsyl Solve complex Sylvester matrix equation AX + XB = C, A and B are upper triangular or conjugate-transposes |
f08qxc | 7 | nag_ztrevc Left and right eigenvectors of complex upper triangular matrix |
f08qyc | 7 | nag_ztrsna Estimates of sensitivities of selected eigenvalues and eigenvectors of complex upper triangular matrix |
f08sec | 7 | nag_dsygst Reduction to standard form of real symmetric-definite generalized eigenproblem Ax = λBx, ABx = λx or BAx = λx, B factorized by nag_dpotrf (f07fdc) |
f08ssc | 7 | nag_zhegst Reduction to standard form of complex Hermitian-definite generalized eigenproblem Ax = λBx, ABx = λx or BAx = λx, B factorized by nag_zpotrf (f07frc) |
f08tec | 7 | nag_dspgst Reduction to standard form of real symmetric-definite generalized eigenproblem Ax = λBx, ABx = λx or BAx = λx, packed storage, B factorized by nag_dpptrf (f07gdc) |
f08tsc | 7 | nag_zhpgst Reduction to standard form of complex Hermitian-definite generalized eigenproblem Ax = λBx, ABx = λx or BAx = λx, packed storage, B factorized by nag_zpptrf (f07grc) |
f08uec | 7 | nag_dsbgst Reduction of real symmetric-definite banded generalized eigenproblem Ax = λBx to standard form Cy = λy, such that C has the same bandwidth as A |
f08ufc | 7 | nag_dpbstf Computes a split Cholesky factorization of real symmetric positive-definite band matrix A |
f08usc | 7 | nag_zhbgst Reduction of complex Hermitian-definite banded generalized eigenproblem Ax = λBx to standard form Cy = λy, such that C has the same bandwidth as A |
f08utc | 7 | nag_zpbstf Computes a split Cholesky factorization of complex Hermitian positive-definite band matrix A |
f08vac | 9 | nag_dggsvd Computes the generalized singular value decomposition of a real matrix pair |
f08vnc | 9 | nag_zggsvd Computes the generalized singular value decomposition of a complex matrix pair |
f08wec | 7 | nag_dgghrd Orthogonal reduction of a pair of real general matrices to generalized upper Hessenberg form |
f08whc | 7 | nag_dggbal Balance a pair of real general matrices |
f08wjc | 7 | nag_dggbak Transform eigenvectors of a pair of real balanced matrices to those of original matrix pair supplied to nag_dggbal (f08whc) |
f08wsc | 7 | nag_zgghrd Unitary reduction of a pair of complex general matrices to generalized upper Hessenberg form |
f08wvc | 7 | nag_zggbal Balance a pair of complex general matrices |
f08wwc | 7 | nag_zggbak Transform eigenvectors of a pair of complex balanced matrices to those of original matrix pair supplied to nag_zggbal (f08wvc) |
f08xec | 7 | nag_dhgeqz Eigenvalues and generalized Schur factorization of real generalized upper Hessenberg form reduced from a pair of real general matrices |
f08xsc | 7 | nag_zhgeqz Eigenvalues and generalized Schur factorization of complex generalized upper Hessenberg form reduced from a pair of complex general matrices |
f08ykc | 7 | nag_dtgevc Left and right eigenvectors of a pair of real upper quasi-triangular matrices |
f08yxc | 7 | nag_ztgevc Left and right eigenvectors of a pair of complex upper triangular matrices |
f08zac | 9 | nag_dgglse Solves the real linear equality-constrained least-squares (LSE) problem |
f08zbc | 9 | nag_dggglm Solves a real general Gauss–Markov linear model (GLM) problem |
f08znc | 9 | nag_zgglse Solves the complex linear equality-constrained least-squares (LSE) problem |
f08zpc | 9 | nag_zggglm Solves a complex general Gauss–Markov linear model (GLM) problem |
Function Name |
Mark of Introduction |
Purpose |
f11dac | 5 | nag_sparse_nsym_fac Incomplete LU factorization (nonsymmetric) |
f11dcc | 5 | nag_sparse_nsym_fac_sol Solver with incomplete LU preconditioning (nonsymmetric) |
f11dec | 5 | nag_sparse_nsym_sol Solver with no Jacobi/SSOR preconditioning (nonsymmetric) |
f11jac | 5 | nag_sparse_sym_chol_fac Incomplete Cholesky factorization (symmetric) |
f11jcc | 5 | nag_sparse_sym_chol_sol Solver with incomplete Cholesky preconditioning (symmetric) |
f11jec | 5 | nag_sparse_sym_sol Solver with Jacobi, SSOR, or no preconditioning (symmetric) |
f11mdc | 8 | nag_superlu_column_permutation Real sparse nonsymmetric linear systems, setup for nag_superlu_lu_factorize (f11mec) |
f11mec | 8 | nag_superlu_lu_factorize LU factorization of real sparse matrix |
f11mfc | 8 | nag_superlu_solve_lu Solution of real sparse simultaneous linear equations (coefficient matrix already factorized) |
f11mgc | 8 | nag_superlu_condition_number_lu Estimate condition number of real matrix, matrix already factorized by nag_superlu_lu_factorize (f11mec) |
f11mhc | 8 | nag_superlu_refine_lu Refined solution with error bounds of real system of linear equations, multiple right-hand sides |
f11mkc | 8 | nag_superlu_matrix_product Real sparse nonsymmetric matrix-matrix multiply, compressed column storage |
f11mlc | 8 | nag_superlu_matrix_norm 1-norm, ∞-norm, largest absolute element, real general matrix |
f11mmc | 8 | nag_superlu_diagnostic_lu Real sparse nonsymmetric linear systems, diagnostic for nag_superlu_lu_factorize (f11mec) |
f11zac | 5 | nag_sparse_nsym_sort Sparse sort (nonsymmetric) |
f11zbc | 5 | nag_sparse_sym_sort Sparse sort (symmetric) |
Function Name |
Mark of Introduction |
Purpose |
f12aac | 8 | nag_real_sparse_eigensystem_init Initialization routine for (nag_real_sparse_eigensystem_iter (f12abc)) computing selected eigenvalues and, optionally, eigenvectors of a real nonsymmetric sparse (standard or generalized) eigenproblem |
f12abc | 8 | nag_real_sparse_eigensystem_iter Implements a reverse communication interface for the Implicitly Restarted Arnoldi iteration for computing selected eigenvalues and, optionally, eigenvectors of a real nonsymmetric sparse (standard or generalized) eigenproblem |
f12acc | 8 | nag_real_sparse_eigensystem_sol Returns the converged approximations (as determined by nag_real_sparse_eigensystem_iter (f12abc)) to eigenvalues of a real nonsymmetric sparse (standard or generalized) eigenproblem and, optionally, the corresponding approximate eigenvectors and/or an orthonormal basis for the associated approximate invariant subspace |
f12adc | 8 | nag_real_sparse_eigensystem_option Set a single option from a string (nag_real_sparse_eigensystem_iter (f12abc)/nag_real_sparse_eigensystem_sol (f12acc)/nag_real_banded_sparse_eigensystem_sol (f12agc)) |
f12aec | 8 | nag_real_sparse_eigensystem_monit Provides monitoring information for nag_real_sparse_eigensystem_iter (f12abc) |
f12afc | 8 | nag_real_banded_sparse_eigensystem_init Initialization routine for (nag_real_banded_sparse_eigensystem_sol (f12agc)) computing selected eigenvalues and, optionally, eigenvectors of a real nonsymmetric banded (standard or generalized) eigenproblem |
f12agc | 8 | nag_real_banded_sparse_eigensystem_sol Computes approximations to selected eigenvalues of a real nonsymmetric banded (standard or generalized) eigenproblem and, optionally, the corresponding approximate eigenvectors and/or an orthonormal basis for the associated approximate invariant subspace |
f12anc | 8 | nag_complex_sparse_eigensystem_init Initialization routine for (nag_complex_sparse_eigensystem_iter (f12apc)) computing selected eigenvalues and, optionally, eigenvectors of a complex sparse (standard or generalized) eigenproblem |
f12apc | 8 | nag_complex_sparse_eigensystem_iter Implements a reverse communication interface for the Implicitly Restarted Arnoldi iteration for computing selected eigenvalues and, optionally, eigenvectors of a complex sparse (standard or generalized) eigenproblem |
f12aqc | 8 | nag_complex_sparse_eigensystem_sol Returns the converged approximations (as determined by nag_complex_sparse_eigensystem_iter (f12apc)) to eigenvalues of a complex sparse (standard or generalized) eigenproblem and, optionally, the corresponding approximate eigenvectors and/or an orthonormal basis for the associated approximate invariant subspace |
f12arc | 8 | nag_complex_sparse_eigensystem_option Set a single option from a string (nag_complex_sparse_eigensystem_iter (f12apc)/nag_complex_sparse_eigensystem_sol (f12aqc)) |
f12asc | 8 | nag_complex_sparse_eigensystem_monit Provides monitoring information for nag_complex_sparse_eigensystem_iter (f12apc) |
f12fac | 8 | nag_real_symm_sparse_eigensystem_init Initialization routine for (nag_real_symm_sparse_eigensystem_iter (f12fbc)) computing selected eigenvalues and, optionally, eigenvectors of a real symmetric sparse (standard or generalized) eigenproblem |
f12fbc | 8 | nag_real_symm_sparse_eigensystem_iter Implements a reverse communication interface for the Implicitly Restarted Arnoldi iteration for computing selected eigenvalues and, optionally, eigenvectors of a real symmetric sparse (standard or generalized) eigenproblem |
f12fcc | 8 | nag_real_symm_sparse_eigensystem_sol Returns the converged approximations (as determined by nag_real_symm_sparse_eigensystem_iter (f12fbc)) to eigenvalues of a real symmetric sparse (standard or generalized) eigenproblem and, optionally, the corresponding approximate eigenvectors and/or an orthonormal basis for the associated approximate invariant subspace |
f12fdc | 8 | nag_real_symm_sparse_eigensystem_option Set a single option from a string (nag_real_symm_sparse_eigensystem_iter (f12fbc)/nag_real_symm_sparse_eigensystem_sol (f12fcc)/nag_real_symm_banded_sparse_eigensystem_sol (f12fgc)) |
f12fec | 8 | nag_real_symm_sparse_eigensystem_monit Provides monitoring information for nag_real_symm_sparse_eigensystem_iter (f12fbc) |
f12ffc | 8 | nag_real_symm_banded_sparse_eigensystem_init Initialization routine for (nag_real_symm_banded_sparse_eigensystem_sol (f12fgc)) computing selected eigenvalues and, optionally, eigenvectors of a real symmetric banded (standard or generalized) eigenproblem |
f12fgc | 8 | nag_real_symm_banded_sparse_eigensystem_sol Computes approximations to selected eigenvalues of a real symmetric banded (standard or generalized) eigenproblem and, optionally, the corresponding approximate eigenvectors and/or an orthonormal basis for the associated approximate invariant subspace |
Function Name |
Mark of Introduction |
Purpose |
f16dbc | 7 | nag_iload Broadcast scalar into integer vector |
f16dlc | 9 | nag_isum Sum elements of integer vector |
f16dnc | 9 | nag_imax_val Maximum value and location, integer vector |
f16dpc | 9 | nag_imin_val Minimum value and location, integer vector |
f16dqc | 9 | nag_iamax_val Maximum absolute value and location, integer vector |
f16drc | 9 | nag_iamin_val Minimum absolute value and location, integer vector |
f16ecc | 7 | nag_daxpby Multiply real vector by scalar, preserving input vector |
f16ehc | 9 | nag_dwaxpby Real scaled vector addition preserving input |
f16elc | 9 | nag_dsum Sum elements of real vector |
f16fbc | 7 | nag_dload Broadcast scalar into real vector |
f16ghc | 9 | nag_zwaxpby Complex scaled vector addition preserving input |
f16glc | 9 | nag_zsum Sum elements of complex vector |
f16hbc | 7 | nag_zload Broadcast scalar into complex vector |
f16jnc | 9 | nag_dmax_val Maximum value and location, real vector |
f16jpc | 9 | nag_dmin_val Minimum value and location, real vector |
f16jqc | 9 | nag_damax_val Maximum absolute value and location, real vector |
f16jrc | 9 | nag_damin_val Minimum absolute value and location, real vector |
f16jsc | 9 | nag_zamax_val Maximum absolute value and location, complex vector |
f16jtc | 9 | nag_zamin_val Minimum absolute value and location, complex vector |
f16pac | 8 | nag_dgemv Matrix-vector product, real rectangular matrix |
f16pbc | 8 | nag_dgbmv Matrix-vector product, real rectangular band matrix |
f16pcc | 8 | nag_dsymv Matrix-vector product, real symmetric matrix |
f16pdc | 8 | nag_dsbmv Matrix-vector product, real symmetric band matrix |
f16pec | 8 | nag_dspmv Matrix-vector product, real symmetric packed matrix |
f16pfc | 8 | nag_dtrmv Matrix-vector product, real triangular matrix |
f16pgc | 8 | nag_dtbmv Matrix-vector product, real triangular band matrix |
f16phc | 8 | nag_dtpmv Matrix-vector product, real triangular packed matrix |
f16pjc | 7 | nag_dtrsv System of equations, real triangular matrix |
f16pkc | 8 | nag_dtbsv System of equations, real triangular band matrix |
f16plc | 8 | nag_dtpsv System of equations, real triangular packed matrix |
f16pmc | 8 | nag_dger Rank-1 update, real rectangular matrix |
f16ppc | 8 | nag_dsyr Rank-1 update, real symmetric matrix |
f16pqc | 8 | nag_dspr Rank-1 update, real symmetric packed matrix |
f16prc | 8 | nag_dsyr2 Rank-2 update, real symmetric matrix |
f16psc | 8 | nag_dspr2 Rank-2 update, real symmetric packed matrix |
f16qec | 7 | nag_dtr_copy Matrix copy, real triangular matrix |
f16qfc | 7 | nag_dge_copy Matrix copy, real rectangular matrix |
f16qgc | 7 | nag_dtr_load Matrix initialization, real triangular matrix |
f16qhc | 7 | nag_dge_load Matrix initialization, real rectangular matrix |
f16rac | 7 | nag_dge_norm 1-norm, ∞-norm, Frobenius norm, largest absolute element, real general matrix |
f16rbc | 7 | nag_dgb_norm 1-norm, ∞-norm, Frobenius norm, largest absolute element, real band matrix |
f16rcc | 7 | nag_dsy_norm 1-norm, ∞-norm, Frobenius norm, largest absolute element, real symmetric matrix |
f16rdc | 7 | nag_dsp_norm 1-norm, ∞-norm, Frobenius norm, largest absolute element, real symmetric matrix, packed storage |
f16rec | 7 | nag_dsb_norm 1-norm, ∞-norm, Frobenius norm, largest absolute element, real symmetric band matrix |
f16sac | 8 | nag_zgemv Matrix-vector product, complex rectangular matrix |
f16sbc | 8 | nag_zgbmv Matrix-vector product, complex rectangular band matrix |
f16scc | 8 | nag_zhemv Matrix-vector product, complex Hermitian matrix |
f16sdc | 8 | nag_zhbmv Matrix-vector product, complex Hermitian band matrix |
f16sec | 8 | nag_zhpmv Matrix-vector product, complex Hermitian packed matrix |
f16sfc | 8 | nag_ztrmv Matrix-vector product, complex triangular matrix |
f16sgc | 8 | nag_ztbmv Matrix-vector product, complex triangular band matrix |
f16shc | 8 | nag_ztpmv Matrix-vector product, complex triangular packed matrix |
f16sjc | 7 | nag_ztrsv System of equations, complex triangular matrix |
f16skc | 8 | nag_ztbsv System of equations, complex triangular band matrix |
f16slc | 8 | nag_ztpsv System of equations, complex triangular packed matrix |
f16smc | 8 | nag_zger Rank-1 update, complex rectangular matrix, unconjugated vector |
f16spc | 8 | nag_zher Rank-1 update, complex Hermitian matrix |
f16sqc | 8 | nag_zhpr Rank-1 update, complex Hermitian packed matrix |
f16src | 8 | nag_zher2 Rank-2 update, complex Hermitian matrix |
f16ssc | 8 | nag_zhpr2 Rank-2 update, complex Hermitian packed matrix |
f16tac | 8 | nag_zsymv Matrix-vector product, complex symmetric matrix |
f16tcc | 8 | nag_zspmv Matrix-vector product, complex symmetric packed matrix |
f16tec | 7 | nag_ztr_copy Matrix copy, complex triangular matrix |
f16tfc | 7 | nag_zge_copy Matrix copy, complex rectangular matrix |
f16tgc | 7 | nag_ztr_load Matrix initialization, complex triangular matrix |
f16thc | 7 | nag_zge_load Matrix initialization, complex rectangular matrix |
f16uac | 7 | nag_zge_norm 1-norm, ∞-norm, Frobenius norm, largest absolute element, complex general matrix |
f16ubc | 7 | nag_zgb_norm 1-norm, ∞-norm, Frobenius norm, largest absolute element, complex band matrix |
f16ucc | 7 | nag_zhe_norm 1-norm, ∞-norm, Frobenius norm, largest absolute element, complex Hermitian matrix |
f16udc | 7 | nag_zhp_norm 1-norm, ∞-norm, Frobenius norm, largest absolute element, complex Hermitian matrix, packed storage |
f16uec | 7 | nag_zhb_norm 1-norm, ∞-norm, Frobenius norm, largest absolute element, complex Hermitian band matrix |
f16ufc | 7 | nag_zsy_norm 1-norm, ∞-norm, Frobenius norm, largest absolute element, complex symmetric matrix |
f16ugc | 7 | nag_zsp_norm 1-norm, ∞-norm, Frobenius norm, largest absolute element, complex symmetric matrix, packed storage |
f16yac | 8 | nag_dgemm Matrix-matrix product, two real rectangular matrices |
f16ycc | 8 | nag_dsymm Matrix-matrix product, one real symmetric matrix, one real rectangular matrix |
f16yfc | 8 | nag_dtrmm Matrix-matrix product, one real triangular matrix, one real rectangular matrix |
f16yjc | 7 | nag_dtrsm Solves a system of equations with multiple right-hand sides, real triangular coefficient matrix |
f16ypc | 8 | nag_dsyrk Rank-k update of a real symmetric matrix |
f16yrc | 8 | nag_dsyr2k Rank-2k update of a real symmetric matrix |
f16zac | 8 | nag_zgemm Matrix-matrix product, two complex rectangular matrices |
f16zcc | 8 | nag_zhemm Matrix-matrix product, one complex Hermitian matrix, one complex rectangular matrix |
f16zfc | 8 | nag_ztrmm Matrix-matrix product, one complex triangular matrix, one complex rectangular matrix |
f16zjc | 7 | nag_ztrsm Solves system of equations with multiple right-hand sides, complex triangular coefficient matrix |
f16zpc | 8 | nag_zherk Rank-k update of a complex Hermitian matrix |
f16zrc | 8 | nag_zher2k Rank-2k update of a complex Hermitian matrix |
f16ztc | 8 | nag_zsymm Matrix-matrix product, one complex symmetric matrix, one complex rectangular matrix |
f16zuc | 8 | nag_zsyrk Rank-k update of a complex symmetric matrix |
f16zwc | 8 | nag_zsyr2k Rank-2k update of a complex symmetric matrix |
Function Name |
Mark of Introduction |
Purpose |
g01aac | 1 | nag_summary_stats_1var Mean, variance, skewness, kurtosis, etc., one variable, from raw data |
g01adc | 7 | nag_summary_stats_freq Mean, variance, skewness, kurtosis, etc., one variable, from frequency table |
g01aec | 6 | nag_frequency_table Frequency table from raw data |
g01alc | 4 | nag_5pt_summary_stats Five-point summary (median, hinges and extremes) |
g01amc | 9 | nag_double_quantiles Quantiles of a set of unordered values |
g01bjc | 4 | nag_binomial_dist Binomial distribution function |
g01bkc | 4 | nag_poisson_dist Poisson distribution function |
g01blc | 4 | nag_hypergeom_dist Hypergeometric distribution function |
g01cec | 1 | nag_deviates_normal_dist Deviate of Normal distribution function Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g01dac | 7 | nag_normal_scores_exact Normal scores, accurate values |
g01dcc | 7 | nag_normal_scores_var Normal scores, approximate variance-covariance matrix |
g01ddc | 4 | nag_shapiro_wilk_test Shapiro and Wilk's W test for Normality |
g01dhc | 4 | nag_ranks_and_scores Ranks, Normal scores, approximate Normal scores or exponential (Savage) scores |
g01eac | 4 | nag_prob_normal Probabilities for the standard Normal distribution |
g01ebc | 1 | nag_prob_students_t Probabilities for Student's t-distribution |
g01ecc | 1 | nag_prob_chi_sq Probabilities for χ^{2} distribution |
g01edc | 1 | nag_prob_f_dist Probabilities for F-distribution |
g01eec | 1 | nag_prob_beta_dist Upper and lower tail probabilities and probability density function for the beta distribution |
g01efc | 1 | nag_gamma_dist Probabilities for the gamma distribution |
g01emc | 7 | nag_prob_studentized_range Computes probability for the Studentized range statistic |
g01epc | 7 | nag_prob_durbin_watson Computes bounds for the significance of a Durbin–Watson statistic |
g01erc | 7 | nag_prob_von_mises Computes probability for von Mises distribution |
g01etc | 7 | nag_prob_landau Landau distribution function Φ(λ) |
g01euc | 7 | nag_prob_vavilov Vavilov distribution function Φ_{V}(λ ; κ,β^{2}) |
g01eyc | 7 | nag_prob_1_sample_ks Computes probabilities for the one-sample Kolmogorov–Smirnov distribution |
g01ezc | 7 | nag_prob_2_sample_ks Computes probabilities for the two-sample Kolmogorov–Smirnov distribution |
g01fac | 4 | nag_deviates_normal Deviates for the Normal distribution |
g01fbc | 1 | nag_deviates_students_t Deviates for Student's t-distribution |
g01fcc | 1 | nag_deviates_chi_sq Deviates for the χ^{2} distribution |
g01fdc | 1 | nag_deviates_f_dist Deviates for the F-distribution |
g01fec | 1 | nag_deviates_beta Deviates for the beta distribution |
g01ffc | 1 | nag_deviates_gamma_dist Deviates for the gamma distribution |
g01fmc | 7 | nag_deviates_studentized_range Computes deviates for the Studentized range statistic |
g01ftc | 7 | nag_deviates_landau Landau inverse function Ψ(x) |
g01gbc | 6 | nag_prob_non_central_students_t Computes probabilities for the non-central Student's t-distribution |
g01gcc | 6 | nag_prob_non_central_chi_sq Computes probabilities for the non-central χ^{2} distribution |
g01gdc | 6 | nag_prob_non_central_f_dist Computes probabilities for the non-central F-distribution |
g01gec | 6 | nag_prob_non_central_beta_dist Computes probabilities for the non-central beta distribution |
g01hac | 1 | nag_bivariate_normal_dist Probability for the bivariate Normal distribution |
g01hbc | 6 | nag_multi_normal Computes probabilities for the multivariate Normal distribution |
g01jcc | 7 | nag_prob_lin_non_central_chi_sq Computes probability for a positive linear combination of χ^{2} variables |
g01jdc | 7 | nag_prob_lin_chi_sq Computes lower tail probability for a linear combination of (central) χ^{2} variables |
g01kac | 9 | nag_normal_pdf Calculates the value for the probability density function of the Normal distribution at a chosen point. |
g01kfc | 9 | nag_gamma_pdf Calculates the value for the probability density function of the γ distribution at a chosen point. |
g01mbc | 7 | nag_mills_ratio Computes reciprocal of Mills' Ratio |
g01mtc | 7 | nag_prob_density_landau Landau density function φ(λ) |
g01muc | 7 | nag_prob_density_vavilov Vavilov density function φ_{V}(λ ; κ,β^{2}) |
g01nac | 7 | nag_moments_quad_form Cumulants and moments of quadratic forms in Normal variables |
g01nbc | 7 | nag_moments_ratio_quad_forms Moments of ratios of quadratic forms in Normal variables, and related statistics |
g01ptc | 7 | nag_moment_1_landau Landau first moment function Φ_{1}(x) |
g01qtc | 7 | nag_moment_2_landau Landau second moment function Φ_{2}(x) |
g01rtc | 7 | nag_prob_der_landau Landau derivative function φ^{ ′ }(λ) |
g01zuc | 7 | nag_init_vavilov Initialization function for nag_prob_density_vavilov (g01muc) and nag_prob_vavilov (g01euc) |
Function Name |
Mark of Introduction |
Purpose |
g02aac | 9 | nag_nearest_correlation Computes the nearest correlation matrix to a real square matrix, using the method of Qi and Sun |
g02brc | 3 | nag_ken_spe_corr_coeff Kendall and/or Spearman non-parametric rank correlation coefficients, allows variables and observations to be selectively disregarded |
g02btc | 7 | nag_sum_sqs_update Update a weighted sum of squares matrix with a new observation |
g02buc | 7 | nag_sum_sqs Computes a weighted sum of squares matrix |
g02bwc | 7 | nag_cov_to_corr Computes a correlation matrix from a sum of squares matrix |
g02bxc | 3 | nag_corr_cov Product-moment correlation, unweighted/weighted correlation and covariance matrix, allows variables to be disregarded |
g02byc | 6 | nag_partial_corr Computes partial correlation/variance-covariance matrix from correlation/variance-covariance matrix computed by nag_corr_cov (g02bxc) |
g02cac | 3 | nag_simple_linear_regression Simple linear regression with or without a constant term, data may be weighted |
g02cbc | 3 | nag_regress_confid_interval Simple linear regression confidence intervals for the regression line and individual points |
g02dac | 1 | nag_regsn_mult_linear Fits a general (multiple) linear regression model |
g02dcc | 2 | nag_regsn_mult_linear_addrem_obs Add/delete an observation to/from a general linear regression model |
g02ddc | 2 | nag_regsn_mult_linear_upd_model Estimates of regression parameters from an updated model |
g02dec | 2 | nag_regsn_mult_linear_add_var Add a new independent variable to a general linear regression model |
g02dfc | 2 | nag_regsn_mult_linear_delete_var Delete an independent variable from a general linear regression model |
g02dgc | 1 | nag_regsn_mult_linear_newyvar Fits a general linear regression model to new dependent variable |
g02dkc | 2 | nag_regsn_mult_linear_tran_model Estimates of parameters of a general linear regression model for given constraints |
g02dnc | 2 | nag_regsn_mult_linear_est_func Estimate of an estimable function for a general linear regression model |
g02eac | 7 | nag_all_regsn Computes residual sums of squares for all possible linear regressions for a set of independent variables |
g02ecc | 7 | nag_cp_stat Calculates R^{2} and C_{P} values from residual sums of squares |
g02eec | 7 | nag_step_regsn Fits a linear regression model by forward selection |
g02efc | 8 | nag_full_step_regsn Stepwise linear regression |
g02ewc | 8 | nag_full_step_regsn_monit Monitor function for full stepwise regression |
g02fac | 1 | nag_regsn_std_resid_influence Calculates standardized residuals and influence statistics |
g02fcc | 7 | nag_durbin_watson_stat Computes Durbin–Watson test statistic |
g02gac | 4 | nag_glm_normal Fits a generalized linear model with Normal errors |
g02gbc | 4 | nag_glm_binomial Fits a generalized linear model with binomial errors |
g02gcc | 4 | nag_glm_poisson Fits a generalized linear model with Poisson errors |
g02gdc | 4 | nag_glm_gamma Fits a generalized linear model with gamma errors |
g02gkc | 4 | nag_glm_tran_model Estimates and standard errors of parameters of a general linear model for given constraints |
g02gnc | 4 | nag_glm_est_func Estimable function and the standard error of a generalized linear model |
g02gpc | 9 | nag_glm_predict Computes a predicted value and its associated standard error based on a previously fitted generalized linear model. |
g02hac | 4 | nag_robust_m_regsn_estim Robust regression, standard M-estimates |
g02hbc | 7 | nag_robust_m_regsn_wts Robust regression, compute weights for use with nag_robust_m_regsn_user_fn (g02hdc) |
g02hdc | 7 | nag_robust_m_regsn_user_fn Robust regression, compute regression with user-supplied functions and weights |
g02hfc | 7 | nag_robust_m_regsn_param_var Robust regression, variance-covariance matrix following nag_robust_m_regsn_user_fn (g02hdc) |
g02hkc | 4 | nag_robust_corr_estim Robust estimation of a correlation matrix, Huber's weight function |
g02hlc | 7 | nag_robust_m_corr_user_fn Calculates a robust estimation of a correlation matrix, user-supplied weight function plus derivatives |
g02hmc | 7 | nag_robust_m_corr_user_fn_no_derr Calculates a robust estimation of a correlation matrix, user-supplied weight function |
g02jac | 8 | nag_reml_mixed_regsn Linear mixed effects regression using Restricted Maximum Likelihood (REML) |
g02jbc | 8 | nag_ml_mixed_regsn Linear mixed effects regression using Maximum Likelihood (ML) |
g02jcc | 9 | nag_hier_mixed_init Hierarchical mixed effects regression, initialization |
g02jdc | 9 | nag_reml_hier_mixed_regsn Hierarchical mixed effects regression using restricted maximum likelihood |
g02jec | 9 | nag_ml_hier_mixed_regsn Hierarchical mixed effects regression using maximum likelihood |
g02kac | 9 | nag_regsn_ridge_opt Ridge regression, optimizing a ridge regression parameter |
g02kbc | 9 | nag_regsn_ridge Ridge regression using a number of supplied ridge regression parameters |
g02lac | 9 | nag_pls_orth_scores_svd Partial least-squares (PLS) regression using singular value decomposition |
g02lbc | 9 | nag_pls_orth_scores_wold Partial least-squares (PLS) regression using Wold's iterative method |
g02lcc | 9 | nag_pls_orth_scores_fit PLS parameter estimates following partial least-squares regression by nag_pls_orth_scores_svd (g02lac) or nag_pls_orth_scores_wold (g02lbc) |
g02ldc | 9 | nag_pls_orth_scores_pred PLS predictions based on parameter estimates from nag_pls_orth_scores_fit (g02lcc) |
Function Name |
Mark of Introduction |
Purpose |
g03aac | 5 | nag_mv_prin_comp Principal component analysis |
g03acc | 5 | nag_mv_canon_var Canonical variate analysis |
g03adc | 5 | nag_mv_canon_corr Canonical correlation analysis |
g03bac | 5 | nag_mv_orthomax Orthogonal rotations for loading matrix |
g03bcc | 5 | nag_mv_procustes Procrustes rotations |
g03bdc | 9 | nag_mv_promax ProMax rotations |
g03cac | 5 | nag_mv_factor Maximum likelihood estimates of parameters |
g03ccc | 5 | nag_mv_fac_score Factor score coefficients, following nag_mv_factor (g03cac) |
g03dac | 5 | nag_mv_discrim Test for equality of within-group covariance matrices |
g03dbc | 5 | nag_mv_discrim_mahaldist Mahalanobis squared distances, following nag_mv_discrim (g03dac) |
g03dcc | 5 | nag_mv_discrim_group Allocates observations to groups, following nag_mv_discrim (g03dac) |
g03eac | 5 | nag_mv_distance_mat Compute distance (dissimilarity) matrix |
g03ecc | 5 | nag_mv_hierar_cluster_analysis Hierarchical cluster analysis |
g03efc | 5 | nag_mv_kmeans_cluster_analysis K-means |
g03ehc | 5 | nag_mv_dendrogram Construct dendogram following nag_mv_hierar_cluster_analysis (g03ecc) |
g03ejc | 5 | nag_mv_cluster_indicator Construct clusters following nag_mv_hierar_cluster_analysis (g03ecc) |
g03fac | 5 | nag_mv_prin_coord_analysis Principal coordinate analysis |
g03fcc | 5 | nag_mv_ordinal_multidimscale Multidimensional scaling |
g03xzc | 5 | nag_mv_dend_free Frees memory allocated to the dendrogram array in nag_mv_dendrogram (g03ehc) |
g03zac | 5 | nag_mv_z_scores Standardize values of a data matrix |
Function Name |
Mark of Introduction |
Purpose |
g04bbc | 5 | nag_anova_random General block design or completely randomized design |
g04bcc | 6 | nag_anova_row_col Analysis of variance, general row and column design, treatment means and standard errors |
g04cac | 5 | nag_anova_factorial Complete factorial design |
g04czc | 5 | nag_anova_factorial_free Memory freeing function for nag_anova_factorial (g04cac) |
g04dbc | 6 | nag_anova_confid_interval Computes confidence intervals for differences between means computed by nag_anova_random (g04bbc) or nag_anova_row_col (g04bcc) |
g04eac | 6 | nag_dummy_vars Computes orthogonal polynomials or dummy variables for factor/classification variable |
Function Name |
Mark of Introduction |
Purpose |
g05cac | 1 | nag_random_continuous_uniform Pseudorandom real numbers, uniform distribution over (0,1) Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05cbc | 1 | nag_random_init_repeatable Initialize random number generating functions to give repeatable sequence Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05ccc | 1 | nag_random_init_nonrepeatable Initialize random number generating functions to give non-repeatable sequence Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05cfc | 1 | nag_save_random_state Save state of random number generating functions Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05cgc | 1 | nag_restore_random_state Restore state of random number generating functions Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05dac | 1 | nag_random_continuous_uniform_ab Pseudorandom real numbers, uniform distribution over (a,b) Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05dbc | 1 | nag_random_exp Pseudorandom real numbers, (negative) exponential distribution Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05ddc | 1 | nag_random_normal Pseudorandom real numbers, Normal distribution Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05dyc | 1 | nag_random_discrete_uniform Pseudorandom integer from uniform distribution Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05eac | 2 | nag_ref_vec_multi_normal Set up reference vector for multivariate Normal distribution Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05ecc | 2 | nag_ref_vec_poisson Set up reference vector for generating pseudorandom integers, Poisson distribution Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05edc | 2 | nag_ref_vec_binomial Set up reference vector for generating pseudorandom integers, binomial distribution Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05ehc | 3 | nag_ran_permut_vec Pseudorandom permutation of an integer vector Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05ejc | 3 | nag_ran_sample_vec pseudorandom sample without replacement from an integer vector Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05exc | 2 | nag_ref_vec_discrete_pdf_cdf Set up reference vector from supplied cumulative distribution function or probability distribution function Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05eyc | 2 | nag_return_discrete Pseudorandom integer from reference vector Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05ezc | 2 | nag_return_multi_normal Pseudorandom multivariate Normal vector from reference vector Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05fec | 2 | nag_random_beta pseudorandom real numbers from the beta distribution Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05ffc | 2 | nag_random_gamma pseudorandom real numbers from the gamma distribution Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05hac | 3 | nag_arma_time_series ARMA time series of n terms Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05hkc | 6 | nag_generate_agarchI Univariate time series, generate n terms of either a symmetric GARCH process or a GARCH process with asymmetry of the form (ε_{t - 1} + γ)^{2} Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05hlc | 6 | nag_generate_agarchII Univariate time series, generate n terms of a GARCH process with asymmetry of the form (|ε_{t - 1}| + γε_{t - 1})^{2} Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05hmc | 6 | nag_generate_garchGJR Univariate time series, generate n terms of an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05kac | 7 | nag_rngs_basic Pseudorandom real numbers, uniform distribution over (0,1), seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05kbc | 7 | nag_rngs_init_repeatable Initialize seeds of a given generator for random number generating functions (that pass seeds explicitly) to give a repeatable sequence Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05kcc | 7 | nag_rngs_init_nonrepeatable Initialize seeds of a given generator for random number generating functions (that pass seeds expicitly) to give non-repeatable sequence Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05kec | 7 | nag_rngs_logical Pseudorandom logical (boolean) value, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05kfc | 9 | nag_rand_init_repeatable Initializes a pseudorandom number generator to give a repeatable sequence |
g05kgc | 9 | nag_rand_init_nonrepeatable Initializes a pseudorandom number generator to give a non-repeatable sequence |
g05khc | 9 | nag_rand_leap_frog Primes a pseudorandom number generator for generating multiple streams using leap-frog |
g05kjc | 9 | nag_rand_skip_ahead Primes a pseudorandom number generator for generating multiple streams using skip-ahead |
g05lac | 7 | nag_rngs_normal Generates a vector of random numbers from a Normal distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05lbc | 7 | nag_rngs_students_t Generates a vector of random numbers from a Student's t-distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05lcc | 7 | nag_rngs_chi_sq Generates a vector of random numbers from a χ^{2} distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05ldc | 7 | nag_rngs_f Generates a vector of random numbers from an F-distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05lec | 7 | nag_rngs_beta Generates a vector of random numbers from a β distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05lfc | 7 | nag_rngs_gamma Generates a vector of random numbers from a γ distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05lgc | 7 | nag_rngs_uniform Generates a vector of random numbers from a uniform distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05lhc | 7 | nag_rngs_triangular Generates a vector of random numbers from a triangular distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05ljc | 7 | nag_rngs_exp Generates a vector of random numbers from an exponential distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05lkc | 7 | nag_rngs_lognormal Generates a vector of random numbers from a log-normal distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05llc | 7 | nag_rngs_cauchy Generates a vector of random numbers from a Cauchy distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05lmc | 7 | nag_rngs_weibull Generates a vector of random numbers from a Weibull distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05lnc | 7 | nag_rngs_logistic Generates a vector of random numbers from a logistic distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05lpc | 7 | nag_rngs_von_mises Generates a vector of random numbers from a von Mises distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05lqc | 7 | nag_rngs_exp_mix Generates a vector of random numbers from an exponential mixture distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05lxc | 8 | nag_rngs_matrix_multi_students_t Generates a matrix of random numbers from a multivariate Student's t-distribution, seeds and generator passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05lyc | 8 | nag_rgsn_matrix_multi_normal Generates a matrix of random numbers from a multivariate Normal distribution, seeds and generator passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05lzc | 7 | nag_rngs_multi_normal Generates a vector of random numbers from a multivariate Normal distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05mac | 7 | nag_rngs_discrete_uniform Generates a vector of random integers from a uniform distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05mbc | 7 | nag_rngs_geom Generates a vector of random integers from a geometric distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05mcc | 7 | nag_rngs_neg_bin Generates a vector of random integers from a negative binomial distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05mdc | 7 | nag_rngs_logarithmic Generates a vector of random integers from a logarithmic distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05mec | 7 | nag_rngs_compd_poisson Generates a vector of random integers from a Poisson distribution with varying mean, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05mjc | 7 | nag_rngs_binomial Generates a vector of random integers from a binomial distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05mkc | 7 | nag_rngs_poisson Generates a vector of random integers from a Poisson distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05mlc | 7 | nag_rngs_hypergeometric Generates a vector of random integers from a hypergeometric distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05mrc | 7 | nag_rngs_gen_multinomial Generates a vector of random integers from a multinomial distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05mzc | 7 | nag_rngs_gen_discrete Generates a vector of random integers from a general discrete distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05nac | 7 | nag_rngs_permute Pseudorandom permutation of an integer vector Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05nbc | 7 | nag_rngs_sample Pseudorandom sample from an integer vector Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05ncc | 9 | nag_rand_permute Pseudorandom permutation of an integer vector |
g05ndc | 9 | nag_rand_sample Pseudorandom sample from an integer vector |
g05pac | 7 | nag_rngs_arma_time_series Generates a realization of a time series from an ARMA model Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05pcc | 7 | nag_rngs_varma_time_series Generates a realization of a multivariate time series from a VARMA model Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05pdc | 9 | nag_rand_agarchI Generates a realization of a time series from a GARCH process with asymmetry of the form (ε_{t - 1} + γ)^{2} |
g05pec | 9 | nag_rand_agarchII Generates a realization of a time series from a GARCH process with asymmetry of the form (|ε_{t - 1}| + γε_{t - 1})^{2} |
g05pfc | 9 | nag_rand_garchGJR Generates a realization of a time series from an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process |
g05pgc | 9 | nag_rand_egarch Generates a realization of a time series from an exponential GARCH (EGARCH) process |
g05phc | 9 | nag_rand_arma Generates a realization of a time series from an ARMA model |
g05pjc | 9 | nag_rand_varma Generates a realization of a multivariate time series from a VARMA model |
g05pmc | 9 | nag_rand_exp_smooth Generates a realization of a time series from an exponential smoothing model |
g05pxc | 9 | nag_rand_orthog_matrix Generates a random orthogonal matrix |
g05pyc | 9 | nag_rand_corr_matrix Generates a random correlation matrix |
g05pzc | 9 | nag_rand_2_way_table Generates a random two-way table |
g05qac | 7 | nag_rngs_orthog_matrix Computes a random orthogonal matrix Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05qbc | 7 | nag_rngs_corr_matrix Computes a random correlation matrix Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05qdc | 7 | nag_rngs_2_way_table Generates a random table matrix Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05rac | 8 | nag_rngs_copula_normal Generates a matrix of random numbers from a Gaussian copula, seeds and generator passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05rbc | 8 | nag_rngs_copula_students_t Generates a matrix of random numbers from a Student's t-copula, seeds and generator passed explicitly Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05rcc | 9 | nag_rand_copula_students_t Generates a matrix of pseudorandom numbers from a Student's t-copula |
g05rdc | 9 | nag_rand_copula_normal Generates a matrix of pseudorandom numbers from a Gaussian copula |
g05rec | 9 | nag_rand_bivariate_copula_clayton Generates a matrix of pseudorandom numbers from a bivariate Clayton/Cook–Johnson copula |
g05rfc | 9 | nag_rand_bivariate_copula_frank Generates a matrix of pseudorandom numbers from a bivariate Frank copula |
g05rgc | 9 | nag_rand_bivariate_copula_plackett Generates a matrix of pseudorandom numbers from a bivariate Plackett copula |
g05rhc | 9 | nag_rand_copula_clayton Generates a matrix of pseudorandom numbers from a multivariate Clayton/Cook–Johnson copula |
g05rjc | 9 | nag_rand_copula_frank Generates a matrix of pseudorandom numbers from a multivariate Frank copula |
g05rkc | 9 | nag_rand_copula_gumbel Generates a matrix of pseudorandom numbers from a Gumbel–Hougaard copula |
g05ryc | 9 | nag_rand_matrix_multi_students_t Generates a matrix of pseudorandom numbers from a multivariate Student's t-distribution |
g05rzc | 9 | nag_rand_matrix_multi_normal Generates a matrix of pseudorandom numbers from a multivariate Normal distribution |
g05sac | 9 | nag_rand_basic Generates a vector of pseudorandom numbers from a uniform distribution over (0,1] |
g05sbc | 9 | nag_rand_beta Generates a vector of pseudorandom numbers from a beta distribution |
g05scc | 9 | nag_rand_cauchy Generates a vector of pseudorandom numbers from a Cauchy distribution |
g05sdc | 9 | nag_rand_chi_sq Generates a vector of pseudorandom numbers from a χ^{2} distribution |
g05sec | 9 | nag_rand_dirichlet Generates a vector of pseudorandom numbers from a Dirichlet distribution |
g05sfc | 9 | nag_rand_exp Generates a vector of pseudorandom numbers from an exponential distribution |
g05sgc | 9 | nag_rand_exp_mix Generates a vector of pseudorandom numbers from an exponential mix distribution |
g05shc | 9 | nag_rand_f Generates a vector of pseudorandom numbers from an F-distribution |
g05sjc | 9 | nag_rand_gamma Generates a vector of pseudorandom numbers from a gamma distribution |
g05skc | 9 | nag_rand_normal Generates a vector of pseudorandom numbers from a Normal distribution |
g05slc | 9 | nag_rand_logistic Generates a vector of pseudorandom numbers from a logistic distribution |
g05smc | 9 | nag_rand_lognormal Generates a vector of pseudorandom numbers from a log-normal distribution |
g05snc | 9 | nag_rand_students_t Generates a vector of pseudorandom numbers from a Student's t-distribution |
g05spc | 9 | nag_rand_triangular Generates a vector of pseudorandom numbers from a triangular distribution |
g05sqc | 9 | nag_rand_uniform Generates a vector of pseudorandom numbers from a uniform distribution over [a,b] |
g05src | 9 | nag_rand_von_mises Generates a vector of pseudorandom numbers from a von Mises distribution |
g05ssc | 9 | nag_rand_weibull Generates a vector of pseudorandom numbers from a Weibull distribution |
g05tac | 9 | nag_rand_binomial Generates a vector of pseudorandom integers from a binomial distribution |
g05tbc | 9 | nag_rand_logical Generates a vector of pseudorandom logical values |
g05tcc | 9 | nag_rand_geom Generates a vector of pseudorandom integers from a geometric distribution |
g05tdc | 9 | nag_rand_gen_discrete Generates a vector of pseudorandom integers from a general discrete distribution |
g05tec | 9 | nag_rand_hypergeometric Generates a vector of pseudorandom integers from a hypergeometric distribution |
g05tfc | 9 | nag_rand_logarithmic Generates a vector of pseudorandom integers from a logarithmic distribution |
g05tgc | 9 | nag_rand_gen_multinomial Generates a vector of pseudorandom integers from a multinomial distribution |
g05thc | 9 | nag_rand_neg_bin Generates a vector of pseudorandom integers from a negative binomial distribution |
g05tjc | 9 | nag_rand_poisson Generates a vector of pseudorandom integers from a Poisson distribution |
g05tkc | 9 | nag_rand_compd_poisson Generates a vector of pseudorandom integers from a Poisson distribution with varying mean |
g05tlc | 9 | nag_rand_discrete_uniform Generates a vector of pseudorandom integers from a uniform distribution |
g05yac | 7 | nag_quasi_random_uniform Multi-dimensional quasi-random number generator with a uniform probability distribution Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05ybc | 7 | nag_quasi_random_normal Multi-dimensional quasi-random number generator with a Gaussian or log-normal probability distribution Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
g05yjc | 9 | nag_quasi_rand_normal Generates a Normal quasi-random number sequence |
g05ykc | 9 | nag_quasi_rand_lognormal Generates a log-normal quasi-random number sequence |
g05ylc | 9 | nag_quasi_init Initializes a quasi-random number generator |
g05ymc | 9 | nag_quasi_rand_uniform Generates a uniform quasi-random number sequence |
g05ync | 9 | nag_quasi_init_scrambled Initializes a scrambled quasi-random number generator |
Function Name |
Mark of Introduction |
Purpose |
g07aac | 7 | nag_binomial_ci Computes confidence interval for the parameter of a binomial distribution |
g07abc | 7 | nag_poisson_ci Computes confidence interval for the parameter of a Poisson distribution |
g07bbc | 7 | nag_censored_normal Computes maximum likelihood estimates for parameters of the Normal distribution from grouped and/or censored data |
g07bec | 7 | nag_estim_weibull Computes maximum likelihood estimates for parameters of the Weibull distribution |
g07bfc | 9 | nag_estim_gen_pareto Estimates parameter values of the generalized Pareto distribution |
g07cac | 4 | nag_2_sample_t_test Computes t-test statistic for a difference in means between two Normal populations, confidence interval |
g07dac | 3 | nag_median_1var Robust estimation, median, median absolute deviation, robust standard deviation |
g07dbc | 4 | nag_robust_m_estim_1var Robust estimation, M-estimates for location and scale parameters, standard weight functions |
g07dcc | 7 | nag_robust_m_estim_1var_usr Robust estimation, M-estimates for location and scale parameters, user-defined weight functions |
g07ddc | 4 | nag_robust_trimmed_1var Trimmed and winsorized mean of a sample with estimates of the variances of the two means |
g07eac | 7 | nag_rank_ci_1var Robust confidence intervals, one-sample |
g07ebc | 7 | nag_rank_ci_2var Robust confidence intervals, two-sample |
Function Name |
Mark of Introduction |
Purpose |
g08aac | 6 | nag_sign_test Sign test on two paired samples |
g08acc | 6 | nag_median_test Median test on two samples of unequal size |
g08aec | 6 | nag_friedman_test Friedman two-way analysis of variance on k matched samples |
g08afc | 6 | nag_kruskal_wallis_test Kruskal–Wallis one-way analysis of variance on k samples of unequal size |
g08agc | 6 | nag_wilcoxon_test Performs the Wilcoxon one-sample (matched pairs) signed rank test |
g08amc | 6 | nag_mann_whitney Performs the Mann–Whitney U test on two independent samples |
g08cbc | 6 | nag_1_sample_ks_test Performs the one-sample Kolmogorov–Smirnov test for standard distributions |
g08cdc | 6 | nag_2_sample_ks_test Performs the two-sample Kolmogorov–Smirnov test |
g08cgc | 6 | nag_chi_sq_goodness_of_fit_test Performs the χ^{2} goodness of fit test, for standard continuous distributions |
g08eac | 6 | nag_runs_test Performs the runs up or runs down test for randomness |
g08ebc | 6 | nag_pairs_test Performs the pairs (serial) test for randomness |
g08ecc | 6 | nag_triplets_test Performs the triplets test for randomness |
g08edc | 6 | nag_gaps_test Performs the gaps test for randomness |
g08rac | 7 | nag_rank_regsn Regression using ranks, uncensored data |
g08rbc | 7 | nag_rank_regsn_censored Regression using ranks, right-censored data |
Function Name |
Mark of Introduction |
Purpose |
g10abc | 6 | nag_smooth_spline_fit Fit cubic smoothing spline, smoothing parameter given |
g10acc | 6 | nag_smooth_spline_estim Fit cubic smoothing spline, smoothing parameter estimated |
g10bac | 6 | nag_kernel_density_estim Kernel density estimate using Gaussian kernel |
g10cac | 3 | nag_running_median_smoother Compute smoothed data sequence using running median smoothers |
g10zac | 6 | nag_order_data Reorder data to give ordered distinct observations |
Function Name |
Mark of Introduction |
Purpose |
g11aac | 4 | nag_chi_sq_2_way_table χ^{2} statistics for two-way contingency table |
g11bac | 6 | nag_tabulate_stats Computes multiway table from set of classification factors using selected statistic |
g11bbc | 6 | nag_tabulate_percentile Computes multiway table from set of classification factors using given percentile/quantile |
g11bcc | 7 | nag_tabulate_margin Computes marginal tables for multiway table computed by nag_tabulate_stats (g11bac) or nag_tabulate_percentile (g11bbc) |
g11cac | 7 | nag_condl_logistic Returns parameter estimates for the conditional analysis of stratified data |
g11sac | 7 | nag_binary_factor Contingency table, latent variable model for binary data |
g11sbc | 7 | nag_binary_factor_service Frequency count for nag_binary_factor (g11sac) |
Function Name |
Mark of Introduction |
Purpose |
g12aac | 4 | nag_prod_limit_surviv_fn Computes Kaplan–Meier (product-limit) estimates of survival probabilities |
g12bac | 6 | nag_surviv_cox_model Fits Cox's proportional hazard model |
g12zac | 7 | nag_surviv_risk_sets Creates the risk sets associated with the Cox proportional hazards model for fixed covariates |
Function Name |
Mark of Introduction |
Purpose |
g13aac | 7 | nag_tsa_diff Univariate time series, seasonal and non-seasonal differencing |
g13abc | 2 | nag_tsa_auto_corr Sample autocorrelation function |
g13acc | 2 | nag_tsa_auto_corr_part Partial autocorrelation function |
g13amc | 9 | nag_tsa_exp_smooth Univariate time series, exponential smoothing |
g13asc | 6 | nag_tsa_resid_corr Univariate time series, diagnostic checking of residuals, following nag_tsa_multi_inp_model_estim (g13bec) |
g13auc | 7 | nag_tsa_mean_range Computes quantities needed for range-mean or standard deviation-mean plot |
g13bac | 7 | nag_tsa_arma_filter Multivariate time series, filtering (pre-whitening) by an ARIMA model |
g13bbc | 7 | nag_tsa_transf_filter Multivariate time series, filtering by a transfer function model |
g13bcc | 7 | nag_tsa_cross_corr Multivariate time series, cross-correlations |
g13bdc | 7 | nag_tsa_transf_prelim_fit Multivariate time series, preliminary estimation of transfer function model |
g13bec | 2 | nag_tsa_multi_inp_model_estim Estimation for time series models |
g13bgc | 8 | nag_tsa_multi_inp_update Multivariate time series, update state set for forecasting from multi-input model |
g13bjc | 2 | nag_tsa_multi_inp_model_forecast Forecasting function |
g13bxc | 2 | nag_tsa_options_init Initialization function for option setting |
g13byc | 2 | nag_tsa_transf_orders Allocates memory to transfer function model orders |
g13bzc | 2 | nag_tsa_trans_free Freeing function for the structure holding the transfer function model orders |
g13cac | 7 | nag_tsa_spectrum_univar_cov Univariate time series, smoothed sample spectrum using rectangular, Bartlett, Tukey or Parzen lag window |
g13cbc | 4 | nag_tsa_spectrum_univar Univariate time series, smoothed sample spectrum using spectral smoothing by the trapezium frequency (Daniell) window |
g13ccc | 7 | nag_tsa_spectrum_bivar_cov Multivariate time series, smoothed sample cross spectrum using rectangular, Bartlett, Tukey or Parzen lag window |
g13cdc | 4 | nag_tsa_spectrum_bivar Multivariate time series, smoothed sample cross spectrum using spectral smoothing by the trapezium frequency (Daniell) window |
g13cec | 4 | nag_tsa_cross_spectrum_bivar Multivariate time series, cross amplitude spectrum, squared coherency, bounds, univariate and bivariate (cross) spectra |
g13cfc | 4 | nag_tsa_gain_phase_bivar Multivariate time series, gain, phase, bounds, univariate and bivariate (cross) spectra |
g13cgc | 4 | nag_tsa_noise_spectrum_bivar Multivariate time series, noise spectrum, bounds, impulse response function and its standard error |
g13dbc | 7 | nag_tsa_multi_auto_corr_part Multivariate time series, multiple squared partial autocorrelations |
g13ddc | 8 | nag_tsa_varma_estimate Multivariate time series, estimation of VARMA model |
g13djc | 8 | nag_tsa_varma_forecast Multivariate time series, forecasts and their standard errors |
g13dkc | 8 | nag_tsa_varma_update Multivariate time series, updates forecasts and their standard errors |
g13dlc | 7 | nag_tsa_multi_diff Multivariate time series, differences and/or transforms |
g13dmc | 7 | nag_tsa_multi_cross_corr Multivariate time series, sample cross-correlation or cross-covariance matrices |
g13dnc | 7 | nag_tsa_multi_part_lag_corr Multivariate time series, sample partial lag correlation matrices, χ^{2} statistics and significance levels |
g13dpc | 7 | nag_tsa_multi_part_regsn Multivariate time series, partial autoregression matrices |
g13dsc | 8 | nag_tsa_varma_diagnostic Multivariate time series, diagnostic checking of residuals, following nag_tsa_varma_estimate (g13ddc) |
g13dxc | 7 | nag_tsa_arma_roots Calculates the zeros of a vector autoregressive (or moving average) operator |
g13eac | 3 | nag_kalman_sqrt_filt_cov_var One iteration step of the time-varying Kalman filter recursion using the square root covariance implementation |
g13ebc | 3 | nag_kalman_sqrt_filt_cov_invar One iteration step of the time-invariant Kalman filter recursion using the square root covariance implementation with (A,C) in lower observer Hessenberg form |
g13ecc | 3 | nag_kalman_sqrt_filt_info_var One iteration step of the time-varying Kalman filter recursion using the square root information implementation |
g13edc | 3 | nag_kalman_sqrt_filt_info_invar One iteration step of the time-invariant Kalman filter recursion using the square root information implementation with (A^{ - 1},A^{ - 1}B) in upper controller Hessenberg form |
g13ewc | 3 | nag_trans_hessenberg_observer Unitary state-space transformation to reduce (A,C) to lower or upper observer Hessenberg form |
g13exc | 3 | nag_trans_hessenberg_controller Unitary state-space transformation to reduce (B,A) to lower or upper controller Hessenberg form |
g13fac | 6 | nag_estimate_agarchI Univariate time series, parameter estimation for either a symmetric GARCH process or a GARCH process with asymmetry of the form (ε_{t - 1} + γ)^{2} |
g13fbc | 6 | nag_forecast_agarchI Univariate time series, forecast function for either a symmetric GARCH process or a GARCH process with asymmetry of the form (ε_{t - 1} + γ)^{2} |
g13fcc | 6 | nag_estimate_agarchII Univariate time series, parameter estimation for a GARCH process with asymmetry of the form (|ε_{t - 1}| + γε_{t - 1})^{2} |
g13fdc | 6 | nag_forecast_agarchII Univariate time series, forecast function for a GARCH process with asymmetry of the form (|ε_{t - 1}| + γε_{t - 1})^{2} |
g13fec | 6 | nag_estimate_garchGJR Univariate time series, parameter estimation for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process |
g13ffc | 6 | nag_forecast_garchGJR Univariate time series, forecast function for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process |
g13xzc | 2 | nag_tsa_free Freeing function for use with g13 option setting |
Function Name |
Mark of Introduction |
Purpose |
h02bbc | 5 | nag_ip_bb Solves integer programming problems using a branch and bound method |
h02buc | 5 | nag_ip_mps_read Read MPSX data for IP, LP or QP problem from a file |
h02bvc | 5 | nag_ip_mps_free Free memory allocated by nag_ip_mps_read (h02buc) |
h02xxc | 5 | nag_ip_init Initialize option structure to null values |
h02xyc | 5 | nag_ip_read Read optional argument values from a file |
h02xzc | 5 | nag_ip_free Free NAG allocated memory from option structures |
h03abc | 3 | nag_transport Classical transportation algorithm |
Function Name |
Mark of Introduction |
Purpose |
m01cac | 1 | nag_double_sort Quicksort of set of values of data type double |
m01csc | 1 | nag_quicksort Quicksort of set of values of arbitrary data type |
m01ctc | 1 | nag_stable_sort Stable sort of set of values of arbitrary data type |
m01cuc | 1 | nag_chain_sort Chain sort of linked list |
m01dsc | 1 | nag_rank_sort Rank sort of set of values of arbitrary data type |
m01esc | 1 | nag_reorder_vector Reorders set of values of arbitrary data type into the order specified by a set of indices |
m01fsc | 1 | nag_search_vector Searches a vector for either the first or last match to a given value |
m01nac | 9 | nag_search_double Binary search in set of real numbers |
m01nbc | 9 | nag_search_int Binary search in set of integer numbers |
m01ncc | 9 | nag_search_char Binary search in set of character data |
m01zac | 1 | nag_make_indices Inverts a permutation converting a rank vector to an index vector or vice versa |
Function Name |
Mark of Introduction |
Purpose |
s01bac | 7 | nag_shifted_log ln(1 + x) |
s10aac | 1 | nag_tanh Hyperbolic tangent, tanh x |
s10abc | 1 | nag_sinh Hyperbolic sine, sinh x |
s10acc | 1 | nag_cosh Hyperbolic cosine, cosh x |
s11aac | 1 | nag_arctanh Inverse hyperbolic tangent, arctanh x |
s11abc | 1 | nag_arcsinh Inverse hyperbolic sine, arcsinh x |
s11acc | 1 | nag_arccosh Inverse hyperbolic cosine, arccosh x |
s13aac | 1 | nag_exp_integral Exponential integral E_{1}(x) |
s13acc | 1 | nag_cos_integral Cosine integral Ci(x) |
s13adc | 1 | nag_sin_integral Sine integral Si(x) |
s14aac | 1 | nag_gamma Gamma function Γ(x) |
s14abc | 1 | nag_log_gamma Log gamma function ln(Γ(x)) |
s14acc | 7 | nag_polygamma_fun ψ(x) - lnx |
s14adc | 7 | nag_polygamma_deriv Scaled derivatives of ψ(x) |
s14aec | 6 | nag_real_polygamma Derivative of the psi function ψ(x) |
s14afc | 6 | nag_complex_polygamma Derivative of the psi function ψ(z) |
s14agc | 7 | nag_complex_log_gamma Logarithm of the gamma function lnΓ(z) |
s14ahc | 9 | nag_scaled_log_gamma Scaled log gamma function lnG(x), where G(x) = γ(x + 1) / (x / e) |
s14bac | 1 | nag_incomplete_gamma Incomplete gamma functions P(a,x) and Q(a,x) |
s15abc | 1 | nag_cumul_normal Cumulative Normal distribution function P(x) |
s15acc | 1 | nag_cumul_normal_complem Complement of cumulative Normal distribution function Q(x) |
s15adc | 1 | nag_erfc Complement of error function erfc(x) |
s15aec | 1 | nag_erf Error function erf(x) |
s15afc | 7 | nag_dawson Dawson's integral |
s15agc | 9 | nag_erfcx Scaled complement of error function, erfcx(x) |
s15ddc | 7 | nag_complex_erfc Scaled complex complement of error function, exp( - z^{2})erfc( - iz) |
s17acc | 1 | nag_bessel_y0 Bessel function Y_{0}(x) |
s17adc | 1 | nag_bessel_y1 Bessel function Y_{1}(x) |
s17aec | 1 | nag_bessel_j0 Bessel function J_{0}(x) |
s17afc | 1 | nag_bessel_j1 Bessel function J_{1}(x) |
s17agc | 1 | nag_airy_ai Airy function Ai(x) |
s17ahc | 1 | nag_airy_bi Airy function Bi(x) |
s17ajc | 1 | nag_airy_ai_deriv Airy function Ai^{ ′ }(x) |
s17akc | 1 | nag_airy_bi_deriv Airy function Bi^{ ′ }(x) |
s17alc | 6 | nag_bessel_zeros Zeros of Bessel functions J_{α}(x), J_{α}^{ ′ }(x), Y_{α}(x) or Y_{α}^{ ′ }(x) |
s17dcc | 7 | nag_complex_bessel_y Bessel functions Y_{ν + a}(z), reala ≥ 0, complex z, ν = 0,1,2, … |
s17dec | 7 | nag_complex_bessel_j Bessel functions J_{ν + a}(z), reala ≥ 0, complex z, ν = 0,1,2, … |
s17dgc | 7 | nag_complex_airy_ai Airy functions Ai(z) and Ai^{ ′ }(z), complex z |
s17dhc | 7 | nag_complex_airy_bi Airy functions Bi(z) and Bi^{ ′ }(z), complex z |
s17dlc | 7 | nag_complex_hankel Hankel functions H_{ν + a}^{(j)}(z), j = 1,2, reala ≥ 0, complex z, ν=0,1,2, … |
s18acc | 1 | nag_bessel_k0 Modified Bessel function K_{0}(x) |
s18adc | 1 | nag_bessel_k1 Modified Bessel function K_{1}(x) |
s18aec | 1 | nag_bessel_i0 Modified Bessel function I_{0}(x) |
s18afc | 1 | nag_bessel_i1 Modified Bessel function I_{1}(x) |
s18ccc | 2 | nag_bessel_k0_scaled Scaled modified Bessel function e^{x}K_{0}(x) |
s18cdc | 2 | nag_bessel_k1_scaled Scaled modified Bessel function e^{x}K_{1}(x) |
s18cec | 2 | nag_bessel_i0_scaled Scaled modified Bessel function e^{ - |x|}I_{0}(x) |
s18cfc | 2 | nag_bessel_i1_scaled Scaled modified Bessel function e^{ - |x|}I_{1}(x) |
s18dcc | 7 | nag_complex_bessel_k Modified Bessel functions K_{ν + a}(z), reala ≥ 0, complex z, ν = 0,1,2, … |
s18dec | 7 | nag_complex_bessel_i Modified Bessel functions I_{ν + a}(z), reala ≥ 0, complex z, ν = 0,1,2, … |
s18ecc | 6 | nag_bessel_i_nu_scaled Scaled modified Bessel function e^{ - x}I_{ν / 4}(x) |
s18edc | 6 | nag_bessel_k_nu_scaled Scaled modified Bessel function e^{x}K_{ν / 4}(x) |
s18eec | 6 | nag_bessel_i_nu Modified Bessel function I_{ν / 4}(x) |
s18efc | 6 | nag_bessel_k_nu Modified Bessel function K_{ν / 4}(x) |
s18egc | 6 | nag_bessel_k_alpha Modified Bessel functions K_{α + n}(x) for realx > 0, selected values of α ≥ 0 and n = 0,1, … ,N |
s18ehc | 6 | nag_bessel_k_alpha_scaled Scaled modified Bessel functions e^{x}K_{α + n}(x) for realx > 0, selected values of α ≥ 0 and n = 0,1, … ,N |
s18ejc | 6 | nag_bessel_i_alpha Modified Bessel functions I_{α + n - 1}(x) or I_{α - n + 1}(x) for realx ≠ 0, non-negative α < 1 and n = 1,2, … ,|N| + 1 |
s18ekc | 6 | nag_bessel_j_alpha Bessel functions J_{α + n - 1}(x) or J_{α - n + 1}(x) for real x ≠ 0, non-negative α < 1 and n = 1,2, … ,|N| + 1 |
s18gkc | 7 | nag_complex_bessel_j_seq Bessel function of the 1st kind J_{α ± n}(z) |
s19aac | 1 | nag_kelvin_ber Kelvin function berx |
s19abc | 1 | nag_kelvin_bei Kelvin function beix |
s19acc | 1 | nag_kelvin_ker Kelvin function kerx |
s19adc | 1 | nag_kelvin_kei Kelvin function keix |
s20acc | 1 | nag_fresnel_s Fresnel integral S(x) |
s20adc | 1 | nag_fresnel_c Fresnel integral C(x) |
s21bac | 1 | nag_elliptic_integral_rc Degenerate symmetrised elliptic integral of 1st kind R_{C}(x,y) |
s21bbc | 1 | nag_elliptic_integral_rf Symmetrised elliptic integral of 1st kind R_{F}(x,y,z) |
s21bcc | 1 | nag_elliptic_integral_rd Symmetrised elliptic integral of 2nd kind R_{D}(x,y,z) |
s21bdc | 1 | nag_elliptic_integral_rj Symmetrised elliptic integral of 3rd kind R_{J}(x,y,z,r) |
s21bec | 9 | nag_elliptic_integral_F Elliptic integral of 1st kind, Legendre form, F(φ|m) |
s21bfc | 9 | nag_elliptic_integral_E Elliptic integral of 2nd kind, Legendre form, E(φ|m) |
s21bgc | 9 | nag_elliptic_integral_pi Elliptic integral of 3rd kind, Legendre form, Π(n ; φ|m) |
s21bhc | 9 | nag_elliptic_integral_complete_K Complete elliptic integral of 1st kind, Legendre form, K(m) |
s21bjc | 9 | nag_elliptic_integral_complete_E Complete elliptic integral of 2nd kind, Legendre form, E(m) |
s21cac | 7 | nag_real_jacobian_elliptic Jacobian elliptic functions sn, cn and dn of real argument |
s21cbc | 6 | nag_jacobian_elliptic Jacobian elliptic functions sn, cn and dn of complex argument |
s21ccc | 6 | nag_jacobian_theta Jacobian theta functions with real arguments |
s21dac | 6 | nag_elliptic_integral_f Elliptic integrals of the second kind with complex arguments |
s22aac | 6 | nag_legendre_p Legendre and associated Legendre functions of the first kind with real arguments |
s30aac | 9 | nag_bsm_price Black–Scholes–Merton option pricing formula |
s30abc | 9 | nag_bsm_greeks Black–Scholes–Merton option pricing formula with Greeks |
s30bac | 9 | nag_lookback_fls_price Floating-strike lookback option pricing formula |
s30bbc | 9 | nag_lookback_fls_greeks Floating-strike lookback option pricing formula with Greeks |
s30cac | 9 | nag_binary_con_price Binary option: cash-or-nothing pricing formula |
s30cbc | 9 | nag_binary_con_greeks Binary option: cash-or-nothing pricing formula with Greeks |
s30ccc | 9 | nag_binary_aon_price Binary option: asset-or-nothing pricing formula |
s30cdc | 9 | nag_binary_aon_greeks Binary option: asset-or-nothing pricing formula with Greeks |
s30fac | 9 | nag_barrier_std_price Standard barrier option pricing formula |
s30jac | 9 | nag_jumpdiff_merton_price Jump-diffusion, Merton's model, option pricing formula |
s30jbc | 9 | nag_jumpdiff_merton_greeks Jump-diffusion, Merton's model, option pricing formula with Greeks |
s30nac | 9 | nag_heston_price Heston's model option pricing formula |
s30qcc | 9 | nag_amer_bs_price American option: Bjerksund and Stensland pricing formula |
s30sac | 9 | nag_asian_geom_price Asian option: geometric continuous average rate pricing formula |
s30sbc | 9 | nag_asian_geom_greeks Asian option: geometric continuous average rate pricing formula with Greeks |
Function Name |
Mark of Introduction |
Purpose |
x01aac | 1 | nag_pi π |
x01abc | 1 | nag_euler_constant Euler's constant, γ |
Function Name |
Mark of Introduction |
Purpose |
x02ahc | 1 | nag_max_sine_argument The largest permissible argument for sin and cos |
x02ajc | 1 | nag_machine_precision The machine precision |
x02akc | 1 | nag_real_smallest_number The smallest positive model number |
x02alc | 1 | nag_real_largest_number The largest positive model number |
x02amc | 1 | nag_real_safe_small_number Safe range of floating-point arithmetic |
x02anc | 6 | nag_complex_safe_small_number Safe range of NAG complex floating-point arithmetic |
x02bbc | 1 | nag_max_integer The largest representable integer |
x02bec | 1 | nag_decimal_digits The maximum number of decimal digits that can be represented |
x02bhc | 1 | nag_real_base Parameter b of model of floating-point arithmetic |
x02bjc | 1 | nag_real_base_digits Parameter p of model of floating-point arithmetic |
x02bkc | 1 | nag_real_min_exponent Parameter e_{min} of model of floating-point arithmetic |
x02blc | 1 | nag_real_max_exponent Parameter e_{max} of model of floating-point arithmetic |
x02dac | 1 | nag_underflow_flag Switch for taking precautions to avoid underflow Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information. |
x02djc | 1 | nag_real_arithmetic_rounds Parameter ROUNDS of model of floating-point arithmetic |
Function Name |
Mark of Introduction |
Purpose |
x04acc | 8 | nag_open_file Open unit number for reading, writing or appending, and associate unit with named file |
x04adc | 8 | nag_close_file Close file associated with given unit number |
x04aec | 9 | nag_example_file_io Open file mentioned on command line and return associated file pointer |
x04bac | 8 | nag_write_line Write formatted record to external file |
x04bbc | 8 | nag_read_line Read formatted record from external file |
x04cac | 7 | nag_gen_real_mat_print Print real general matrix (easy-to-use) |
x04cbc | 7 | nag_gen_real_mat_print_comp Print real general matrix (comprehensive) |
x04ccc | 7 | nag_pack_real_mat_print Print real packed triangular matrix (easy-to-use) |
x04cdc | 7 | nag_pack_real_mat_print_comp Print real packed triangular matrix (comprehensive) |
x04cec | 7 | nag_band_real_mat_print Print real packed banded matrix (easy-to-use) |
x04cfc | 7 | nag_band_real_mat_print_comp Print real packed banded matrix (comprehensive) |
x04dac | 7 | nag_gen_complx_mat_print Print complex general matrix (easy-to-use) |
x04dbc | 7 | nag_gen_complx_mat_print_comp Print complex general matrix (comprehensive) |
x04dcc | 7 | nag_pack_complx_mat_print Print complex packed triangular matrix (easy-to-use) |
x04ddc | 7 | nag_pack_complx_mat_print_comp Print complex packed triangular matrix (comprehensive) |
x04dec | 7 | nag_band_complx_mat_print Print complex packed banded matrix (easy-to-use) |
x04dfc | 7 | nag_band_complx_mat_print_comp Print complex packed banded matrix (comprehensive) |
x04nac | 8 | nag_enum_name_to_value Converts NAG enum member name to a value |
x04nbc | 8 | nag_enum_value_to_name Converts NAG enum member value to its name |
x04ncc | 8 | nag_error_name_to_code Converts NAG error name to its code value |
x04ndc | 9 | nag_code_to_error_name Returns the string error name corresponding to a C Libary exit error code |