| Function Name |
Purpose |
| nag_roots_contfn_brent_interval (c05au) | Zero of continuous function, Brent algorithm, from a given starting value, binary search for interval |
| nag_roots_contfn_cntin (c05aw) | Zero of continuous function, continuation method, from a given starting value |
| nag_roots_contfn_brent (c05ay) | Zero of continuous function in a given interval, Brent algorithm |
| nag_roots_lambertw_complex (c05bb) | Values of Lambert's W function, W(z) |
| nag_roots_sys_func_easy (c05qb) | Solution of a system of nonlinear equations using function values only (easy-to-use) |
| nag_roots_sys_func_expert (c05qc) | Solution of a system of nonlinear equations using function values only (comprehensive) |
| nag_roots_sys_func_rcomm (c05qd) | Solution of a system of nonlinear equations using function values only (reverse communication) |
| nag_roots_sparsys_func_expert (c05qs) | Solution of a sparse system of nonlinear equations using function values only (easy-to-use) |
| nag_roots_sys_deriv_easy (c05rb) | Solution of a system of nonlinear equations using first derivatives (easy-to-use) |
| nag_roots_sys_deriv_expert (c05rc) | Solution of a system of nonlinear equations using first derivatives (comprehensive) |
| nag_roots_sys_deriv_rcomm (c05rd) | Solution of a system of nonlinear equations using first derivatives (reverse communication) |
| nag_roots_sys_deriv_check (c05zd) | Check user's function for calculating first derivatives of a set of nonlinear functions of several variables |
| nag_sum_chebyshev (c06dc) | Sum of a Chebyshev series at a set of points |
| nag_wav_2d_init (c09ab) | Two-dimensional wavelet filter initialization |
| nag_wav_1d_cont (c09ba) | One-dimensional real continuous wavelet transform |
| nag_wav_2d_sngl_fwd (c09ea) | Two-dimensional discrete wavelet transform |
| nag_wav_2d_sngl_inv (c09eb) | Two-dimensional inverse discrete wavelet transform |
| nag_wav_2d_multi_fwd (c09ec) | Two-dimensional multi-level discrete wavelet transform |
| nag_wav_2d_multi_inv (c09ed) | Two-dimensional inverse multi-level discrete wavelet transform |
| nag_ode_bvp_ps_lin_coeffs (d02ua) | Coefficients of Chebyshev interpolating polynomial from function values on Chebyshev grid |
| nag_ode_bvp_ps_lin_cgl_vals (d02ub) | Function or low-order-derivative values on Chebyshev grid from coefficients of Chebyshev interpolating polynomial |
| nag_ode_bvp_ps_lin_cgl_grid (d02uc) | Chebyshev Gauss–Lobatto grid generation |
| nag_ode_bvp_ps_lin_cgl_deriv (d02ud) | Differentiate a function by the FFT using function values on Chebyshev grid |
| nag_ode_bvp_ps_lin_solve (d02ue) | Solve linear constant coefficient boundary value problem on Chebyshev grid, Integral formulation |
| nag_ode_bvp_ps_lin_grid_vals (d02uw) | Interpolate a function from Chebyshev grid to uniform grid using barycentric Lagrange interpolation |
| nag_ode_bvp_ps_lin_quad_weights (d02uy) | Clenshaw–Curtis quadrature weights for integration using computed Chebyshev coefficients |
| nag_ode_bvp_ps_lin_cheb_eval (d02uz) | Chebyshev polynomial evaluation, Tk(x) |
| nag_numdiff_rcomm (d04ba) | Numerical differentiation, user-supplied function values, derivatives up to order 14, derivatives with respect to one real variable |
| nag_numdiff_sample (d04bb) | Generates sample points for function evaluations by nag_numdiff_rcomm (d04ba) |
| nag_interp_4d_scat_shep (e01tk) | Interpolating functions, modified Shepard's method, four variables |
| nag_interp_4d_scat_shep_eval (e01tl) | Interpolated values, evaluate interpolant computed by nag_interp_4d_scat_shep (e01tk), function and first derivatives, four variables |
| nag_interp_5d_scat_shep (e01tm) | Interpolating functions, modified Shepard's method, five variables |
| nag_interp_5d_scat_shep_eval (e01tn) | Interpolated values, evaluate interpolant computed by nag_interp_5d_scat_shep (e01tm), function and first derivatives, five variables |
| nag_fit_2dspline_derivm (e02dh) | Evaluation of spline surface at mesh of points with derivatives |
| nag_opt_bounds_bobyqa_func (e04jc) | Minimum by quadratic approximation, function of several variables, simple bounds, using function values only |
| nag_glopt_bnd_pso (e05sa) | Global optimization using particle swarm algorithm (PSO), bound constraints only |
| nag_glopt_nlp_pso (e05sb) | Global optimization using particle swarm algorithm (PSO), comprehensive |
| nag_glopt_nlp_multistart_sqp (e05uc) | Global optimization using multi-start, nonlinear constraints |
| nag_glopt_nlp_multistart_sqp_lsq (e05us) | Global optimization of a sum of squares problem using multi-start, nonlinear constraints |
| nag_glopt_optset (e05zk) | Option setting routine for nag_glopt_bnd_pso (e05sa) and nag_glopt_nlp_pso (e05sb) |
| nag_glopt_optget (e05zl) | Option getting routine for nag_glopt_bnd_pso (e05sa) and nag_glopt_nlp_pso (e05sb) |
| nag_matop_real_symm_matrix_exp (f01ed) | Real symmetric matrix exponential |
| nag_matop_real_symm_matrix_fun (f01ef) | Function of a real symmetric matrix |
| nag_matop_complex_gen_matrix_exp (f01fc) | Complex matrix exponential |
| nag_matop_complex_herm_matrix_exp (f01fd) | Complex Hermitian matrix exponential |
| nag_matop_complex_herm_matrix_fun (f01ff) | Function of a complex Hermitian matrix |
| nag_matop_dtrttp (f01va) | Copies a real triangular matrix from full format to packed format scheme |
| nag_matop_ztrttp (f01vb) | Copies a complex triangular matrix from full format to packed format scheme |
| nag_matop_dtpttr (f01vc) | Copies a real triangular matrix from packed format to full format scheme |
| nag_matop_ztpttr (f01vd) | Copies a complex triangular matrix from packed format to full format scheme |
| nag_matop_dtrttf (f01ve) | Copies a real triangular matrix from full format to Rectangular Full Packed format scheme |
| nag_matop_ztrttf (f01vf) | Copies a complex triangular matrix from full format to Rectangular Full Packed format scheme |
| nag_matop_dtfttr (f01vg) | Copies a real triangular matrix from Rectangular Full Packed format to full format scheme |
| nag_matop_ztfttr (f01vh) | Copies a complex triangular matrix from Rectangular Full Packed format to full format scheme |
| nag_matop_dtpttf (f01vj) | Copies a real triangular matrix from packed format to Rectangular Full Packed format scheme |
| nag_matop_ztpttf (f01vk) | Copies a complex triangular matrix from packed format to Rectangular Full Packed format scheme |
| nag_matop_dtfttp (f01vl) | Copies a real triangular matrix from Rectangular Full Packed format to packed format scheme |
| nag_matop_ztfttp (f01vm) | Copies a complex triangular matrix from Rectangular Full Packed format to packed format scheme |
| nag_det_real_gen (f03ba) | Determinant of real matrix, matrix already factorized by nag_lapack_dgetrf (f07ad) |
| nag_det_real_sym (f03bf) | Determinant of real symmetric positive definite matrix |
| nag_det_real_band_sym (f03bh) | Determinant of real symmetric positive definite banded matrix |
| nag_det_complex_gen (f03bn) | Determinant of complex matrix |
| nag_lapack_dsposv (f07fc) | Uses the Cholesky factorization to compute the solution for a real symmetric positive definite system of linear equations |
| nag_lapack_zcposv (f07fq) | Uses the Cholesky factorization to compute the solution for a complex Hermitian positive definite system of linear equations |
| nag_lapack_dpstrf (f07kd) | Cholesky factorization of real symmetric positive semidefinite matrix |
| nag_lapack_zpstrf (f07kr) | Cholesky factorization of complex Hermitian positive semidefinite matrix |
| nag_lapack_dpftrf (f07wd) | Cholesky factorization of real symmetric positive definite matrix, Rectangular Full Packed format |
| nag_lapack_dpftrs (f07we) | Solution of real symmetric positive definite system of linear equations, multiple right-hand sides, coefficient matrix already factorized by nag_lapack_dpftrf (f07wd), Rectangular Full Packed format |
| nag_lapack_dpftri (f07wj) | Inverse of real symmetric positive definite matrix, matrix already factorized by nag_lapack_dpftrf (f07wd), Rectangular Full Packed format |
| nag_lapack_dtftri (f07wk) | Inverse of real triangular matrix, Rectangular Full Packed format, expert driver |
| nag_lapack_zpftrf (f07wr) | Cholesky factorization of complex Hermitian positive definite matrix, Rectangular Full Packed format |
| nag_lapack_zpftrs (f07ws) | Solution of complex Hermitian positive definite system of linear equations, multiple right-hand sides, coefficient matrix already factorized by nag_lapack_zpftrf (f07wr), Rectangular Full Packed format |
| nag_lapack_zpftri (f07ww) | Inverse of complex Hermitian positive definite matrix, matrix already factorized by nag_lapack_zpftrf (f07wr), Rectangular Full Packed format |
| nag_lapack_ztftri (f07wx) | Inverse of complex triangular matrix, Rectangular Full Packed format |
| nag_lapack_dgejsv (f08kh) | Computes the singular value decomposition of a real matrix, optionally computing the left and/or right singular vectors (preconditioned Jacobi) |
| nag_lapack_dgesvj (f08kj) | Computes the singular value decomposition of a real matrix, optionally computing the left and/or right singular vectors (fast Jacobi) |
| nag_blast_dgb_norm (f16rb) | 1-norm, ∞-norm, Frobenius norm, largest absolute element, real band matrix |
| nag_blast_zgb_norm (f16ub) | 1-norm, ∞-norm, Frobenius norm, largest absolute element, complex band matrix |
| nag_stat_quantiles_stream_fixed (g01an) | Calculates approximate quantiles from a data stream of known size |
| nag_stat_quantiles_stream_arbitrary (g01ap) | Calculates approximate quantiles from a data stream of unknown size |
| nag_stat_prob_bivariate_students_t (g01hc) | Computes probabilities for the bivariate Student's t-distribution |
| nag_stat_pdf_normal (g01ka) | Calculates the value for the probability density function of the Normal distribution at a chosen point |
| nag_stat_pdf_gamma (g01kf) | Calculates the value for the probability density function of the gamma distribution at a chosen point |
| nag_stat_pdf_gamma_vector (g01kk) | Calculates a vector of values for the probability density function of the gamma distribution at chosen points |
| nag_stat_pdf_normal_vector (g01kq) | Calculates a vector of values for the probability density function of the Normal distribution at chosen points |
| nag_stat_prob_normal_vector (g01sa) | Computes a vector of probabilities for the standard Normal distribution |
| nag_stat_prob_students_t_vector (g01sb) | Computes a vector of probabilities for Student's t-distribution |
| nag_stat_prob_chisq_vector (g01sc) | Computes a vector of probabilities for χ2 distribution |
| nag_stat_prob_f_vector (g01sd) | Computes a vector of probabilities for F-distribution |
| nag_stat_prob_beta_vector (g01se) | Computes a vector of probabilities for the beta distribution |
| nag_stat_prob_gamma_vector (g01sf) | Computes a vector of probabilities for the gamma distribution |
| nag_stat_prob_binomial_vector (g01sj) | Computes a vector of the binomial distribution |
| nag_stat_prob_poisson_vector (g01sk) | Computes a vector of the Poisson distribution |
| nag_stat_prob_hypergeom_vector (g01sl) | Computes a vector of the hypergeometeric distribution |
| nag_stat_inv_cdf_normal_vector (g01ta) | Computes a vector of deviates for the standard Normal distribution |
| nag_stat_inv_cdf_students_t_vector (g01tb) | Computes a vector of deviates for Student's t-distribution |
| nag_stat_inv_cdf_chisq_vector (g01tc) | Computes a vector of deviates for χ2 distribution |
| nag_stat_inv_cdf_f_vector (g01td) | Computes deviates for F-distribution |
| nag_stat_inv_cdf_beta_vector (g01te) | Computes a vector of deviates for the beta distribution |
| nag_stat_inv_cdf_gamma_vector (g01tf) | Computes a vector of deviates for the gamma distribution |
| nag_correg_corrmat_nearest_bounded (g02ab) | Computes the nearest correlation matrix to a real square matrix, augmented nag_correg_corrmat_nearest (g02aa) to incorporate weights and bounds |
| nag_correg_corrmat_nearest_kfactor (g02ae) | Computes the nearest correlation matrix with k-factor structure to a real square matrix |
| nag_correg_mixeff_hier_init (g02jc) | Hierarchical mixed effects regression, initialization function for nag_correg_mixeff_hier_reml (g02jd) and nag_correg_mixeff_hier_ml (g02je) |
| nag_correg_mixeff_hier_reml (g02jd) | Hierarchical mixed effects regression using Restricted Maximum Likelihood (REML) |
| nag_correg_mixeff_hier_ml (g02je) | Hierarchical mixed effects regression using Maximum Likelihood (ML) |
| nag_correg_quantile_linreg_easy (g02qf) | Quantile linear regression, simple interface, independent, identically distributed (IID) errors |
| nag_correg_quantile_linreg (g02qg) | Quantile linear regression, comprehensive interface |
| nag_correg_optset (g02zk) | Option setting function for nag_correg_quantile_linreg (g02qg) |
| nag_correg_optget (g02zl) | Option getting function for nag_correg_quantile_linreg (g02qg) |
| nag_rand_init_skipahead_power2 (g05kk) | Primes a pseudorandom number generator for generating multiple streams using skip-ahead, skipping ahead a power of 2 |
| nag_rand_sample_wgt (g05ne) | Pseudorandom sample, without replacement, unequal weights |
| nag_rand_copula_clayton_bivar (g05re) | Generates a matrix of pseudorandom numbers from a bivariate Clayton/Cook–Johnson copula |
| nag_rand_copula_frank_bivar (g05rf) | Generates a matrix of pseudorandom numbers from a bivariate Frank copula |
| nag_rand_copula_plackett_bivar (g05rg) | Generates a matrix of pseudorandom numbers from a bivariate Plackett copula |
| nag_rand_copula_clayton (g05rh) | Generates a matrix of pseudorandom numbers from a multivariate Clayton/Cook–Johnson copula |
| nag_rand_copula_frank (g05rj) | Generates a matrix of pseudorandom numbers from a multivariate Frank copula |
| nag_rand_copula_gumbel (g05rk) | Generates a matrix of pseudorandom numbers from a Gumbel–Hougaard copula |
| nag_univar_estim_genpareto (g07bf) | Estimates parameter values of the generalized Pareto distribution |
| nag_univar_outlier_peirce_1var (g07ga) | Outlier detection using method of Peirce, raw data or single variance supplied |
| nag_univar_outlier_peirce_2var (g07gb) | Outlier detection using method of Peirce, two variances supplied |
| nag_nonpar_gofstat_anddar (g08ch) | Calculates the Anderson–Darling goodness-of-fit test statistic |
| nag_nonpar_gofstat_anddar_unif (g08cj) | Calculates the Anderson–Darling goodness-of-fit test statistic and its probability for the case of uniformly distributed data |
| nag_nonpar_gofstat_anddar_normal (g08ck) | Calculates the Anderson–Darling goodness-of-fit test statistic and its probability for the case of a fully-unspecified Normal distribution |
| nag_nonpar_gofstat_anddar_exp (g08cl) | Calculates the Anderson–Darling goodness-of-fit test statistic and its probability for the case of an unspecified exponential distribution |
| nag_surviv_logrank (g12ab) | Computes rank statistics for comparing survival curves |
| nag_specfun_gamma_log_scaled_real (s14ah) | Scaled log gamma function |
| nag_specfun_bessel_y0_real_vector (s17aq) | Bessel function vectorized Y0(x) |
| nag_specfun_bessel_y1_real_vector (s17ar) | Bessel function vectorized Y1(x) |
| nag_specfun_bessel_j0_real_vector (s17as) | Bessel function vectorized J0(x) |
| nag_specfun_bessel_j1_real_vector (s17at) | Bessel function vectorized J1(x) |
| nag_specfun_airy_ai_real_vector (s17au) | Airy function vectorized Ai(x) |
| nag_specfun_airy_bi_real_vector (s17av) | Airy function vectorized Bi(x) |
| nag_specfun_airy_ai_deriv_vector (s17aw) | Airy function vectorized Ai′(x) |
| nag_specfun_airy_bi_deriv_vector (s17ax) | Airy function vectorized Bi′(x) |
| nag_specfun_bessel_k0_real_vector (s18aq) | Modified Bessel function vectorized K0(x) |
| nag_specfun_bessel_k1_real_vector (s18ar) | Modified Bessel function vectorized K1(x) |
| nag_specfun_bessel_i0_real_vector (s18as) | Modified Bessel function vectorized I0(x) |
| nag_specfun_bessel_i1_real_vector (s18at) | Modified Bessel function vectorized I1(x) |
| nag_specfun_bessel_k0_scaled_vector (s18cq) | Scaled modified Bessel function vectorized exK0(x) |
| nag_specfun_bessel_k1_scaled_vector (s18cr) | Scaled modified Bessel function vectorized exK1(x) |
| nag_specfun_bessel_i0_scaled_vector (s18cs) | Scaled modified Bessel function vectorized e − |x|I0(x) |
| nag_specfun_bessel_i1_scaled_vector (s18ct) | Scaled modified Bessel function vectorized e − |x|I1(x) |
| nag_specfun_kelvin_ber_vector (s19an) | Kelvin function vectorized berx |
| nag_specfun_kelvin_bei_vector (s19ap) | Kelvin function vectorized beix |
| nag_specfun_kelvin_ker_vector (s19aq) | Kelvin function vectorized kerx |
| nag_specfun_kelvin_kei_vector (s19ar) | Kelvin function vectorized keix |
| nag_specfun_fresnel_s_vector (s20aq) | Fresnel integral vectorized S(x) |
| nag_specfun_fresnel_c_vector (s20ar) | Fresnel integral vectorized C(x) |
| nag_specfun_opt_heston_greeks (s30nb) | Heston's model option pricing formula with Greeks |