Mark 8 Library Contents (pdf version)
NAG C Library Manual

Mark 8 Library Contents

a00 – Library Identification


Routine Name 		Mark of
Introduction
Purpose
a00aac 1 nag_implementation_details
Library identification, details of implementation and mark
a00acc 8 nag_check_licensing
Check availability of a valid licence key

a02 – Complex Arithmetic


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

c02 – Zeros of Polynomials


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

c05 – Roots of One or More Transcendental Equations


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

c06 – Fourier Transforms


Routine Name 		Mark of
Introduction
Purpose
c06eac 1 nag_fft_real
Single one-dimensional real discrete Fourier transform
c06ebc 1 nag_fft_hermitian
Single one-dimensional Hermitian discrete Fourier transform
c06ecc 1 nag_fft_complex
Single one-dimensional complex discrete Fourier transform
c06ekc 1 nag_convolution_real
Circular convolution or correlation of two real vectors
c06fpc 1 nag_fft_multiple_real
Multiple one-dimensional real discrete Fourier transforms
c06fqc 1 nag_fft_multiple_hermitian
Multiple one-dimensional Hermitian discrete Fourier transforms
c06frc 1 nag_fft_multiple_complex
Multiple one-dimensional complex discrete Fourier transforms
c06fuc 1 nag_fft_2d_complex
Two-dimensional complex discrete Fourier transform
c06gbc 1 nag_conjugate_hermitian
Complex conjugate of Hermitian sequence
c06gcc 1 nag_conjugate_complex
Complex conjugate of complex sequence
c06gqc 1 nag_multiple_conjugate_hermitian
Complex conjugate of multiple Hermitian sequences
c06gsc 1 nag_multiple_hermitian_to_complex
Convert Hermitian sequences to general complex sequences
c06gzc 1 nag_fft_init_trig
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 format

d01 – Quadrature


Routine Name 		Mark of
Introduction
Purpose
d01ajc 2 nag_1d_quad_gen
One-dimensional adaptive quadrature, allowing for badly behaved integrands
d01akc 2 nag_1d_quad_osc
One-dimensional adaptive quadrature, suitable for oscillating functions
d01alc 2 nag_1d_quad_brkpts
One-dimensional adaptive quadrature, allowing for singularities at specified points
d01amc 2 nag_1d_quad_inf
One-dimensional adaptive quadrature over infinite or semi-infinite interval
d01anc 2 nag_1d_quad_wt_trig
One-dimensional adaptive quadrature, finite interval, sine or cosine weight functions
d01apc 2 nag_1d_quad_wt_alglog
One-dimensional adaptive quadrature, weight function with end-point singularities of algebraic-logarithmic type
d01aqc 2 nag_1d_quad_wt_cauchy
One-dimensional adaptive quadrature, weight function 1 / (x-c) , Cauchy principal value
d01asc 2 nag_1d_quad_inf_wt_trig
One-dimensional adaptive quadrature, semi-infinite interval, sine or cosine weight function
d01bac 2 nag_1d_quad_gauss
One-dimensional Gaussian quadrature rule evaluation
d01fcc 2 nag_multid_quad_adapt
Multi-dimensional adaptive quadrature
d01gac 2 nag_1d_quad_vals
One-dimensional integration of a function defined by data values only
d01gbc 2 nag_multid_quad_monte_carlo
Multi-dimensional quadrature, using Monte Carlo method
d01sjc 5 nag_1d_quad_gen_1
One-dimensional adaptive quadrature, allowing for badly behaved integrands, thread-safe
d01skc 5 nag_1d_quad_osc_1
One-dimensional adaptive quadrature, suitable for oscillating functions, thread-safe
d01slc 5 nag_1d_quad_brkpts_1
One-dimensional adaptive quadrature, allowing for singularities at specified points, thread-safe
d01smc 5 nag_1d_quad_inf_1
One-dimensional adaptive quadrature over infinite or semi-infinite interval, thread-safe
d01snc 5 nag_1d_quad_wt_trig_1
One-dimensional adaptive quadrature, finite interval, sine or cosine weight functions, thread-safe
d01spc 5 nag_1d_quad_wt_alglog_1
One-dimensional adaptive quadrature, weight function with end-point singularities of algebraic-logarithmic type, thread-safe
d01sqc 5 nag_1d_quad_wt_cauchy_1
One-dimensional adaptive quadrature, weight function 1 / (x-c) , Cauchy principal value, thread-safe
d01ssc 5 nag_1d_quad_inf_wt_trig_1
One-dimensional adaptive quadrature, semi-infinite interval, sine or cosine weight function, thread-safe
d01tac 5 nag_1d_quad_gauss_1
One-dimensional Gaussian quadrature rule evaluation, thread-safe
d01wcc 5 nag_multid_quad_adapt_1
Multi-dimensional adaptive quadrature, thread-safe
d01xbc 5 nag_multid_quad_monte_carlo_1
Multi-dimensional quadrature, using Monte Carlo method, thread-safe

d02 – Ordinary Differential Equations


Routine Name 		Mark of
Introduction
Purpose
d02cjc 2 nag_ode_ivp_adams_gen
Ordinary differential equation solver using a variable-order variable-step Adams method (Black Box)
d02ejc 3 nag_ode_ivp_bdf_gen
Ordinary differential equations solver, stiff, initial value problems using the Backward Differentiation Formulae
d02gac 3 nag_ode_bvp_fd_nonlin_fixedbc
Ordinary differential equations solver, for simple nonlinear two-point boundary value problems, using a finite difference technique with deferred correction
d02gbc 3 nag_ode_bvp_fd_lin_gen
Ordinary differential equations solver, for general linear two-point boundary value problems, using a finite difference technique with deferred correction
d02pcc 3 nag_ode_ivp_rk_range
Ordinary differential equations solver, initial value problems over a range using Runge–Kutta methods
d02pdc 3 nag_ode_ivp_rk_onestep
Ordinary differential equations solver, initial value problems, one time step using Runge–Kutta methods
d02ppc 3 nag_ode_ivp_rk_free
Freeing function for use with the Runge–Kutta suite (d02p functions)
d02pvc 3 nag_ode_ivp_rk_setup
Setup function for use with 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 re-set 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

d03 – Partial Differential Equations


Routine Name 		Mark of
Introduction
Purpose
d03ncc 7 nag_pde_bs_1d
Finite difference solution of the Black–Scholes equations
d03ndc 7 nag_pde_bs_1d_analytic
Analytic solution of the Black–Scholes equations
d03nec 7 nag_pde_bs_1d_means
Compute average values for 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 C0  collocation, one space variable
d03pec 7 nag_pde_parab_1d_keller
General system of first-order PDEs, method of lines, Keller box discretisation, one space variable
d03pfc 7 nag_pde_parab_1d_cd
General system of convection-diffusion PDEs with source terms in conservative form, method of lines, upwind scheme using numerical flux function based on Riemann solver, one space variable
d03phc 7 nag_pde_parab_1d_fd_ode
General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable
d03pjc 7 nag_pde_parab_1d_coll_ode
General system of parabolic PDEs, coupled DAEs, method of lines, Chebyshev C0  collocation, one space variable
d03pkc 7 nag_pde_parab_1d_keller_ode
General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretisation, one space variable
d03plc 7 nag_pde_parab_1d_cd_ode
General system of convection-diffusion PDEs with source terms in conservative form, coupled DAEs, method of lines, upwind scheme using numerical flux function based on Riemann solver, one space variable
d03ppc 7 nag_pde_parab_1d_fd_ode_remesh
General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, remeshing, one space variable
d03prc 7 nag_pde_parab_1d_keller_ode_remesh
General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretisation, remeshing, one space variable
d03psc 7 nag_pde_parab_1d_cd_ode_remesh
General system of convection-diffusion PDEs with source terms in conservative form, coupled DAEs, method of lines, upwind scheme using numerical flux function based on Riemann solver, remeshing, one space variable
d03puc 7 nag_pde_parab_1d_euler_roe
Roe's approximate Riemann solver for Euler equations in conservative form, for use with 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)

d06 – Mesh Generation


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

e01 – Interpolation


Routine Name 		Mark of
Introduction
Purpose
e01aec 7 nag_1d_cheb_interp
Interpolating functions, polynomial interpolant, data may include derivative values, one variable
e01bac 2 nag_1d_spline_interpolant
Interpolating function, cubic spline interpolant, one variable
e01bec 1 nag_monotonic_interpolant
Interpolating function, monotonicity-preserving, piecewise cubic Hermite, one variable
e01bfc 1 nag_monotonic_evaluate
Evaluation of interpolant computed by 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
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 either the method of Renka and Cline or the modified Shepard's method
e01skc 8 nag_2d_triang_eval
A function to evaluate, at a set of points, the two-dimensional interpolant function generated by nag_2d_shep_interp (e01sgc) or nag_2d_triang_interp (e01sjc)
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

e02 – Curve and Surface Fitting


Routine Name 		Mark of
Introduction
Purpose
e02adc 5 nag_1d_cheb_fit
Computes the coefficients of a Chebyshev series polynomial for arbitrary data
e02aec 5 nag_1d_cheb_eval
Evaluates the coefficients of a Chebyshev series polynomial
e02afc 5 nag_1d_cheb_interp_fit
Computes the coefficients of a Chebyshev series polynomial for interpolated data
e02agc 7 nag_1d_cheb_fit_constr
Least-squares polynomial fit, values and derivatives may be constrained, arbitrary data points
e02ahc 7 nag_1d_cheb_deriv
Derivative of fitted polynomial in Chebyshev series form
e02ajc 7 nag_1d_cheb_intg
Integral of fitted polynomial in Chebyshev series form
e02akc 7 nag_1d_cheb_eval2
Evaluation of fitted polynomial in one variable from Chebyshev series form
e02bac 2 nag_1d_spline_fit_knots
Least-squares curve cubic spline fit (including interpolation), one variable
e02bbc 2 nag_1d_spline_evaluate
Evaluation of fitted cubic spline, function only
e02bcc 2 nag_1d_spline_deriv
Evaluation of fitted cubic spline, function and derivatives
e02bdc 2 nag_1d_spline_intg
Evaluation of fitted cubic spline, definite integral
e02bec 2 nag_1d_spline_fit
Least-squares cubic spline curve fit, automatic knot placement, one variable
e02cac 7 nag_2d_cheb_fit_lines
Least-squares surface fit by polynomials, data on lines
e02cbc 7 nag_2d_cheb_eval
Evaluation of fitted polynomial in two variables
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
L1 -approximation by general linear function
e02gcc 7 nag_linf_fit
L∞ -approximation by general linear function
e02rac 7 nag_1d_pade
Padé-approximants
e02rbc 7 nag_1d_pade_eval
Evaluation of fitted rational function as computed by nag_1d_pade (e02rac)
e02zac 8 nag_2d_panel_sort
Sort two-dimensional data into panels for fitting bicubic splines

e04 – Minimizing or Maximizing a Function


Routine Name 		Mark of
Introduction
Purpose
e04abc 5 nag_opt_one_var_no_deriv
Minimizes a function of one variable, using function values only
e04bbc 5 nag_opt_one_var_deriv
Minimizes a function of one variable, requires first derivatives
e04ccc 4 nag_opt_simplex
Unconstrained minimization using simplex algorithm
e04dgc 2 nag_opt_conj_grad
Unconstrained minimization using conjugate gradients
e04fcc 2 nag_opt_lsq_no_deriv
Unconstrained nonlinear least-squares (no derivatives required)
e04gbc 2 nag_opt_lsq_deriv
Unconstrained nonlinear least-squares (first derivatives required)
e04hcc 2 nag_opt_check_deriv
Derivative checker
e04hdc 5 nag_opt_check_2nd_deriv
Checks second derivatives of a user-defined function
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
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 parameter 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 double 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 double valued option of nag_opt_sparse_convex_qp_solve (e04nqc)
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 parameter 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 double 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 double 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 parameter 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 double 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 double 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

f01 – Matrix Factorizations


Routine Name 		Mark of
Introduction
Purpose
f01bnc 1 nag_complex_cholesky
U UH  factorization of complex Hermitian positive-definite matrix
f01mcc 1 nag_real_cholesky_skyline
L D LT  factorization of real symmetric positive-definite variable-bandwidth (skyline) matrix
f01qcc 1 nag_real_qr
Q R  factorization of real m  by n  matrix (m≥n)  
f01qdc 1 nag_real_apply_q
Compute Q B  or QT 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
Q R  factorization of complex m  by n  matrix (m≥n)  
f01rdc 1 nag_complex_apply_q
Compute Q B  or QH 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)

f02 – Eigenvalues and Eigenvectors


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

f03 – Determinants


Routine Name 		Mark of
Introduction
Purpose
f03aec 1 nag_real_cholesky
L LT  factorization and determinant of real symmetric positive-definite matrix
f03afc 1 nag_real_lu
L U  factorization and determinant of real matrix
f03ahc 1 nag_complex_lu
L U  factorization and determinant of complex matrix

f04 – Simultaneous Linear Equations


Routine Name 		Mark of
Introduction
Purpose
f04adc 1 nag_complex_lin_eqn_mult_rhs
Approximate solution of complex simultaneous linear equations with multiple right-hand sides
f04agc 1 nag_real_cholesky_solve_mult_rhs
Approximate solution of real symmetric positive-definite simultaneous linear equations (coefficient matrix already factorized by 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))

f06 – Linear Algebra Support Functions


Routine 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 dgemv
Matrix-vector product, real rectangular matrix
f06pbc 3