Routine Name |
Purpose |
C05AUF | Zero of continuous function, Brent algorithm, from a given starting value, binary search for interval |
C05AWF | Zero of continuous function, continuation method, from a given starting value |
C05AYF | Zero of continuous function in a given interval, Brent algorithm |
C05BBF | Values of Lambert's W function, W(z) |
C05QBF | Solution of a system of nonlinear equations using function values only (easy-to-use) |
C05QCF | Solution of a system of nonlinear equations using function values only (comprehensive) |
C05QDF | Solution of a system of nonlinear equations using function values only (reverse communication) |
C05QSF | Solution of a sparse system of nonlinear equations using function values only (easy-to-use) |
C05RBF | Solution of a system of nonlinear equations using first derivatives (easy-to-use) |
C05RCF | Solution of a system of nonlinear equations using first derivatives (comprehensive) |
C05RDF | Solution of a system of nonlinear equations using first derivatives (reverse communication) |
C05ZDF | Check user's routine for calculating first derivatives of a set of nonlinear functions of several variables |
C06DCF | Sum of a Chebyshev series at a set of points |
C09ABF | Two-dimensional wavelet filter initialization |
C09BAF | One-dimensional real continuous wavelet transform |
C09EAF | Two-dimensional discrete wavelet transform |
C09EBF | Two-dimensional inverse discrete wavelet transform |
C09ECF | Two-dimensional multi-level discrete wavelet transform |
C09EDF | Two-dimensional inverse multi-level discrete wavelet transform |
D02UAF | Coefficients of Chebyshev interpolating polynomial from function values on Chebyshev grid |
D02UBF | Function or low-order-derivative values on Chebyshev grid from coefficients of Chebyshev interpolating polynomial |
D02UCF | Chebyshev Gauss–Lobatto grid generation |
D02UDF | Differentiate a function by the FFT using function values on Chebyshev grid |
D02UEF | Solve linear constant coefficient boundary value problem on Chebyshev grid, Integral formulation |
D02UWF | Interpolate a function from Chebyshev grid to uniform grid using barycentric Lagrange interpolation |
D02UYF | Clenshaw–Curtis quadrature weights for integration using computed Chebyshev coefficients |
D02UZF | Chebyshev polynomial evaluation, T_{k}(x) |
D04BAF | Numerical differentiation, user-supplied function values, derivatives up to order 14, derivatives with respect to one real variable |
D04BBF | Generates sample points for function evaluations by D04BAF |
E01TKF | Interpolating functions, modified Shepard's method, four variables |
E01TLF | Interpolated values, evaluate interpolant computed by E01TKF, function and first derivatives, four variables |
E01TMF | Interpolating functions, modified Shepard's method, five variables |
E01TNF | Interpolated values, evaluate interpolant computed by E01TMF, function and first derivatives, five variables |
E02DHF | Evaluation of spline surface at mesh of points with derivatives |
E04JCF | Minimum by quadratic approximation, function of several variables, simple bounds, using function values only |
E05SAF | Global optimization using particle swarm algorithm (PSO), bound constraints only |
E05SBF | Global optimization using particle swarm algorithm (PSO), comprehensive |
E05ZKF | Option setting routine for E05SAF and E05SBF |
E05ZLF | Option getting routine for E05SAF and E05SBF |
F01EDF | Real symmetric matrix exponential |
F01EFF | Function of a real symmetric matrix |
F01FCF | Complex matrix exponential |
F01FDF | Complex Hermitian matrix exponential |
F01FFF | Function of a complex Hermitian matrix |
F01VAF | Copies a real triangular matrix from full format to packed format scheme |
F01VBF | Copies a complex triangular matrix from full format to packed format scheme |
F01VCF | Copies a real triangular matrix from packed format to full format scheme |
F01VDF | Copies a complex triangular matrix from packed format to full format scheme |
F01VEF | Copies a real triangular matrix from full format to Rectangular Full Packed format scheme |
F01VFF | Copies a complex triangular matrix from full format to Rectangular Full Packed format scheme |
F01VGF | Copies a real triangular matrix from Rectangular Full Packed format to full format scheme |
F01VHF | Copies a complex triangular matrix from Rectangular Full Packed format to full format scheme |
F01VJF | Copies a real triangular matrix from packed format to Rectangular Full Packed format scheme |
F01VKF | Copies a complex triangular matrix from packed format to Rectangular Full Packed format scheme |
F01VLF | Copies a real triangular matrix from Rectangular Full Packed format to packed format scheme |
F01VMF | Copies a complex triangular matrix from Rectangular Full Packed format to packed format scheme |
F03BAF | Determinant of real matrix, matrix already factorized by F07ADF (DGETRF) |
F03BFF | Determinant of real symmetric positive definite matrix |
F03BHF | Determinant of real symmetric positive definite banded matrix |
F03BNF | Determinant of complex matrix |
F06ABF | Constructs a modified Givens transformation matrix |
F06EQF | Applies a modified givens transformation to two row vectors |
F06WAF | 1-norm, ∞-norm, Frobenius norm, largest absolute element, real symmetric matrix, Rectangular Full Packed format |
F06WBF | Solves a system of equations with multiple right-hand sides, real triangular coefficient matrix, Rectangular Full Packed format |
F06WCF | Rank-k update of a real symmetric matrix, Rectangular Full Packed format |
F06WNF | 1-norm, ∞-norm, Frobenius norm, largest absolute element, complex Hermitian matrix, Rectangular Full Packed format |
F06WPF | Solves system of equations with multiple right-hand sides, complex triangular coefficient matrix, Rectangular Full Packed format |
F06WQF | Rank-k update of a complex Hermitian matrix, Rectangular Full Packed format |
F07FCF | Uses the Cholesky factorization to compute the solution for a real symmetric positive definite system of linear equations |
F07FQF | Uses the Cholesky factorization to compute the solution for a complex Hermitian positive definite system of linear equations |
F07KDF | Cholesky factorization of real symmetric positive semidefinite matrix |
F07KRF | Cholesky factorization of complex Hermitian positive semidefinite matrix |
F07WDF | Cholesky factorization of real symmetric positive definite matrix, Rectangular Full Packed format |
F07WEF | Solution of real symmetric positive definite system of linear equations, multiple right-hand sides, coefficient matrix already factorized by F07WDF (DPFTRF), Rectangular Full Packed format |
F07WJF | Inverse of real symmetric positive definite matrix, matrix already factorized by F07WDF (DPFTRF), Rectangular Full Packed format |
F07WKF | Inverse of real triangular matrix, Rectangular Full Packed format, expert driver |
F07WRF | Cholesky factorization of complex Hermitian positive definite matrix, Rectangular Full Packed format |
F07WSF | Solution of complex Hermitian positive definite system of linear equations, multiple right-hand sides, coefficient matrix already factorized by F07WRF (ZPFTRF), Rectangular Full Packed format |
F07WWF | Inverse of complex Hermitian positive definite matrix, matrix already factorized by F07WRF (ZPFTRF), Rectangular Full Packed format |
F07WXF | Inverse of complex triangular matrix, Rectangular Full Packed format |
F08KHF | Computes the singular value decomposition of a real matrix, optionally computing the left and/or right singular vectors (preconditioned Jacobi) |
F08KJF | Computes the singular value decomposition of a real matrix, optionally computing the left and/or right singular vectors (fast Jacobi) |
F16RBF | 1-norm, ∞-norm, Frobenius norm, largest absolute element, real band matrix |
F16UBF | 1-norm, ∞-norm, Frobenius norm, largest absolute element, complex band matrix |
G01ANF | Calculates approximate quantiles from a data stream of known size |
G01APF | Calculates approximate quantiles from a data stream of unknown size |
G01HCF | Computes probabilities for the bivariate Student's t-distribution |
G01KAF | Calculates the value for the probability density function of the Normal distribution at a chosen point |
G01KFF | Calculates the value for the probability density function of the gamma distribution at a chosen point |
G02ABF | Computes the nearest correlation matrix to a real square matrix, augmented G02AAF to incorporate weights and bounds |
G02AEF | Computes the nearest correlation matrix with k-factor structure to a real square matrix |
G02JCF | Hierarchical mixed effects regression, initialization routine for G02JDF and G02JEF |
G02JDF | Hierarchical mixed effects regression using Restricted Maximum Likelihood (REML) |
G02JEF | Hierarchical mixed effects regression using Maximum Likelihood (ML) |
G02QFF | Quantile linear regression, simple interface, independent, identically distributed (IID) errors |
G02QGF | Quantile linear regression, comprehensive interface |
G02ZKF | Option setting routine for G02QGF |
G02ZLF | Option getting routine for G02QGF |
G05KKF | Primes a pseudorandom number generator for generating multiple streams using skip-ahead, skipping ahead a power of 2 |
G05NEF | Pseudorandom sample, without replacement, unequal weights |
G05REF | Generates a matrix of pseudorandom numbers from a bivariate Clayton/Cook–Johnson copula |
G05RFF | Generates a matrix of pseudorandom numbers from a bivariate Frank copula |
G05RGF | Generates a matrix of pseudorandom numbers from a bivariate Plackett copula |
G05RHF | Generates a matrix of pseudorandom numbers from a multivariate Clayton/Cook–Johnson copula |
G05RJF | Generates a matrix of pseudorandom numbers from a multivariate Frank copula |
G05RKF | Generates a matrix of pseudorandom numbers from a Gumbel–Hougaard copula |
G07BFF | Estimates parameter values of the generalized Pareto distribution |
G07GAF | Outlier detection using method of Peirce, raw data or single variance supplied |
G07GBF | Outlier detection using method of Peirce, two variances supplied |
G08CHF | Calculates the Anderson–Darling goodness-of-fit test statistic |
G08CJF | Calculates the Anderson–Darling goodness-of-fit test statistic and its probability for the case of uniformly distributed data |
G08CKF | Calculates the Anderson–Darling goodness-of-fit test statistic and its probability for the case of a fully-unspecified Normal distribution |
G08CLF | Calculates the Anderson–Darling goodness-of-fit test statistic and its probability for the case of an unspecified exponential distribution |
G12ABF | Computes rank statistics for comparing survival curves |
S14AHF | Scaled log gamma function |
S30NBF | Heston's model option pricing formula with Greeks |
Routine Name |
Purpose |
C09EAF | Two-dimensional discrete wavelet transform |
C09EBF | Two-dimensional inverse discrete wavelet transform |
C09ECF | Two-dimensional multi-level discrete wavelet transform |
C09EDF | Two-dimensional inverse multi-level discrete wavelet transform |
D03FAF | Elliptic PDE, Helmholtz equation, three-dimensional Cartesian coordinates |
E01TKF | Interpolating functions, modified Shepard's method, four variables |
E01TLF | Interpolated values, evaluate interpolant computed by E01TKF, function and first derivatives, four variables |
E01TMF | Interpolating functions, modified Shepard's method, five variables |
E01TNF | Interpolated values, evaluate interpolant computed by E01TMF, function and first derivatives, five variables |
E05SAF | Global optimization using particle swarm algorithm (PSO), bound constraints only |
E05SBF | Global optimization using particle swarm algorithm (PSO), comprehensive |
F12APF | Selected eigenvalues and, optionally, eigenvectors of a complex sparse eigenproblem, reverse communication |
F12FBF | Selected eigenvalues and, optionally, eigenvectors of a real symmetric sparse eigenproblem, reverse communication |
G02JDF | Hierarchical mixed effects regression using Restricted Maximum Likelihood (REML) |
G02JEF | Hierarchical mixed effects regression using Maximum Likelihood (ML) |
G05REF | Generates a matrix of pseudorandom numbers from a bivariate Clayton/Cook–Johnson copula |
G05RFF | Generates a matrix of pseudorandom numbers from a bivariate Frank copula |
G05RGF | Generates a matrix of pseudorandom numbers from a bivariate Plackett copula |
G05RHF | Generates a matrix of pseudorandom numbers from a multivariate Clayton/Cook–Johnson copula |
G05RJF | Generates a matrix of pseudorandom numbers from a multivariate Frank copula |
G05RKF | Generates a matrix of pseudorandom numbers from a Gumbel–Hougaard copula |
G05RYF | Generates a matrix of pseudorandom numbers from a multivariate Student's t-distribution |
G05SAF | Generates a vector of pseudorandom numbers from a uniform distribution over (0,1] |
G05SBF | Generates a vector of pseudorandom numbers from a beta distribution |
G05SCF | Generates a vector of pseudorandom numbers from a Cauchy distribution |
G05SDF | Generates a vector of pseudorandom numbers from a χ^{2} distribution |
G05SEF | Generates a vector of pseudorandom numbers from a Dirichlet distribution |
G05SFF | Generates a vector of pseudorandom numbers from an exponential distribution |
G05SGF | Generates a vector of pseudorandom numbers from an exponential mix distribution |
G05SHF | Generates a vector of pseudorandom numbers from an F-distribution |
G05SJF | Generates a vector of pseudorandom numbers from a gamma distribution |
G05SKF | Generates a vector of pseudorandom numbers from a Normal distribution |
G05SLF | Generates a vector of pseudorandom numbers from a logistic distribution |
G05SMF | Generates a vector of pseudorandom numbers from a log-normal distribution |
G05SNF | Generates a vector of pseudorandom numbers from a Student's t-distribution |
G05SPF | Generates a vector of pseudorandom numbers from a triangular distribution |
G05SQF | Generates a vector of pseudorandom numbers from a uniform distribution over [a,b] |
G05SRF | Generates a vector of pseudorandom numbers from a von Mises distribution |
G05SSF | Generates a vector of pseudorandom numbers from a Weibull distribution |
S30NBF | Heston's model option pricing formula with Greeks |
Routine Name |
Purpose |
C05QBF | Solution of a system of nonlinear equations using function values only (easy-to-use) |
C05QCF | Solution of a system of nonlinear equations using function values only (comprehensive) |
C05QDF | Solution of a system of nonlinear equations using function values only (reverse communication) |
C05QSF | Solution of a sparse system of nonlinear equations using function values only (easy-to-use) |
C05RBF | Solution of a system of nonlinear equations using first derivatives (easy-to-use) |
C05RCF | Solution of a system of nonlinear equations using first derivatives (comprehensive) |
C05RDF | Solution of a system of nonlinear equations using first derivatives (reverse communication) |
D01GBF | Multidimensional quadrature over hyper-rectangle, Monte–Carlo method |
D01GCF | Multidimensional quadrature, general product region, number-theoretic method |
D01GDF | Multidimensional quadrature, general product region, number-theoretic method, variant of D01GCF efficient on vector machines |
D02UAF | Coefficients of Chebyshev interpolating polynomial from function values on Chebyshev grid |
D02UBF | Function or low-order-derivative values on Chebyshev grid from coefficients of Chebyshev interpolating polynomial |
D02UEF | Solve linear constant coefficient boundary value problem on Chebyshev grid, Integral formulation |
E04UGF | NLP problem (sparse) |
F01EDF | Real symmetric matrix exponential |
F01EFF | Function of a real symmetric matrix |
F01FCF | Complex matrix exponential |
F01FDF | Complex Hermitian matrix exponential |
F01FFF | Function of a complex Hermitian matrix |
F07FCF | Uses the Cholesky factorization to compute the solution for a real symmetric positive definite system of linear equations |
F07FQF | Uses the Cholesky factorization to compute the solution for a complex Hermitian positive definite system of linear equations |
F07WDF | Cholesky factorization of real symmetric positive definite matrix, Rectangular Full Packed format |
F07WRF | Cholesky factorization of complex Hermitian positive definite matrix, Rectangular Full Packed format |
F08KHF | Computes the singular value decomposition of a real matrix, optionally computing the left and/or right singular vectors (preconditioned Jacobi) |
G01ANF | Calculates approximate quantiles from a data stream of known size |
G01APF | Calculates approximate quantiles from a data stream of unknown size |
G02ABF | Computes the nearest correlation matrix to a real square matrix, augmented G02AAF to incorporate weights and bounds |
G02AEF | Computes the nearest correlation matrix with k-factor structure to a real square matrix |
G02QFF | Quantile linear regression, simple interface, independent, identically distributed (IID) errors |
G02QGF | Quantile linear regression, comprehensive interface |
G05PDF | Generates a realization of a time series from a GARCH process with asymmetry of the form (ε_{t − 1} + γ)^{2} |
G05PEF | Generates a realization of a time series from a GARCH process with asymmetry of the form (|ε_{t − 1}| + γε_{t − 1})^{2} |
G05PFF | Generates a realization of a time series from an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process |
G05PGF | Generates a realization of a time series from an exponential GARCH (EGARCH) process |
G05RZF | Generates a matrix of pseudorandom numbers from a multivariate Normal distribution |
G07BFF | Estimates parameter values of the generalized Pareto distribution |
G12ABF | Computes rank statistics for comparing survival curves |
G13BCF | Multivariate time series, cross-correlations |
Routines Scheduled for Withdrawal |
Replacement Routine(s) |
E04CCF | E04CBF |
E04ZCF | No longer required |
G05HKF | G05PDF |
G05HLF | G05PEF |
G05HMF | G05PFF |
G05HNF | G05PGF |
G05KAF | G05SAF |
G05KBF | G05KFF |
G05KCF | G05KGF |
G05KEF | G05TBF |
G05LAF | G05SKF |
G05LBF | G05SNF |
G05LCF | G05SDF |
G05LDF | G05SHF |
G05LEF | G05SBF |
G05LFF | G05SJF |
G05LGF | G05SQF |
G05LHF | G05SPF |
G05LJF | G05SFF |
G05LKF | G05SMF |
G05LLF | G05SJF |
G05LMF | G05SSF |
G05LNF | G05SLF |
G05LPF | G05SRF |
G05LQF | G05SGF |
G05LXF | G05RYF |
G05LYF | G05RZF |
G05LZF | G05RZF |
G05MAF | G05TLF |
G05MBF | G05TCF |
G05MCF | G05THF |
G05MDF | G05TFF |
G05MEF | G05TKF |
G05MJF | G05TAF |
G05MKF | G05TJF |
G05MLF | G05TEF |
G05MRF | G05TGF |
G05MZF | G05TDF |
G05NAF | G05NCF |
G05NBF | G05NDF |
G05PAF | G05PHF |
G05PCF | G05PJF |
G05QAF | G05PXF |
G05QBF | G05PYF |
G05QDF | G05PZF |
G05RAF | G05RDF |
G05RBF | G05RCF |
G05YCF | G05YLF |
G05YDF | G05YMF |
G05YEF | G05YLF |
G05YFF | G05YMF |
G05YGF | G05YLF |
G05YHF | G05YMF |
G13DCF | G13DDF |
P01ABF | No longer required |
X02DAF | No longer required |
X02DJF | No longer required |
Superseded Routine |
Replacement Routine(s) |
C05ADF | C05AYF |
C05AGF | C05AUF |
C05AJF | C05AWF |
C05NBF | C05QBF |
C05NCF | C05QCF |
C05NDF | C05QDF |
C05PBF | C05RBF |
C05PCF | C05RCF |
C05PDF | C05RDF |
C05ZAF | C05ZDF |
C06DBF | C06DCF |
F03AAF | F07ADF (DGETRF) and F03BAF |
F03ABF | F07FDF (DPOTRF) and F03BFF |
F03ACF | F07HDF (DPBTRF) and F03BHF |
F03ADF | F07ARF (ZGETRF) and F03BNF |
F03AEF | F07FDF (DPOTRF) and F03BFF |
F03AFF | F07ADF (DGETRF) and F03BAF |
F04AFF | No replacement routine required |
F04AGF | No replacement routine required |
F04AHF | No replacement routine required |
F04AJF | No replacement routine required |