| C02AKF |
All zeros of real cubic equation |
| C02ALF |
All zeros of real quartic equation |
| C02AMF |
All zeros of complex cubic equation |
| C02ANF |
All zeros of complex quartic equation |
| D01PAF |
Multi-dimensional quadrature over an n-simplex
|
| D02AGF |
ODEs, boundary value problem, shooting and matching technique, allowing interior matching point, general parameters to be
determined
|
| D02EJF |
ODEs, stiff IVP, BDF method, until function of solution is zero, intermediate output (simple driver) |
| D02HAF |
ODEs, boundary value problem, shooting and matching, boundary values to be determined |
| D02HBF |
ODEs, boundary value problem, shooting and matching, general parameters to be determined |
| D02NBF |
Explicit ODEs, stiff IVP, full Jacobian (comprehensive) |
| D02NCF |
Explicit ODEs, stiff IVP, banded Jacobian (comprehensive) |
| D02NDF |
Explicit ODEs, stiff IVP, sparse Jacobian (comprehensive) |
| D02NGF |
Implicit/algebraic ODEs, stiff IVP, full Jacobian (comprehensive) |
| D02NHF |
Implicit/algebraic ODEs, stiff IVP, banded Jacobian (comprehensive) |
| D02NJF |
Implicit/algebraic ODEs, stiff IVP, sparse Jacobian (comprehensive) |
| D02NMF |
Explicit ODEs, stiff IVP (reverse communication, comprehensive) |
| D02NNF |
Implicit/algebraic ODEs, stiff IVP (reverse communication, comprehensive) |
| D02SAF |
ODEs, boundary value problem, shooting and matching technique, subject to extra algebraic equations, general parameters to
be determined
|
| D02TKF |
ODEs, general nonlinear boundary value problem, collocation technique |
| D03FAF |
Elliptic PDE, Helmholtz equation, three-dimensional Cartesian co-ordinates |
| D03NCF |
Finite difference solution of the Black–Scholes equations |
| D03PCF |
General system of parabolic PDEs, method of lines, finite differences, one space variable |
| D03PDF |
General system of parabolic PDEs, method of lines, Chebyshev C0 collocation, one space variable
|
| D03PEF |
General system of first-order PDEs, method of lines, Keller box discretisation, one space variable |
| D03PFF |
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
|
| D03PHF |
General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable |
| D03PJF |
General system of parabolic PDEs, coupled DAEs, method of lines, Chebyshev C0 collocation, one space variable
|
| D03PKF |
General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretisation, one space variable |
| D03PLF |
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
|
| D03PPF |
General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, remeshing, one space variable |
| D03PRF |
General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretisation, remeshing, one space variable |
| D03PSF |
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
|
| D05AAF |
Linear non-singular Fredholm integral equation, second kind, split kernel |
| D05ABF |
Linear non-singular Fredholm integral equation, second kind, smooth kernel |
| E02RAF |
Padé approximants |
| E04FCF |
Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm using function values only
(comprehensive)
|
| E04FYF |
Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm using function values only
(easy-to-use)
|
| E04GBF |
Unconstrained minimum of a sum of squares, combined Gauss–Newton and quasi-Newton algorithm using first derivatives (comprehensive) |
| E04GDF |
Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm using first derivatives (comprehensive) |
| E04GYF |
Unconstrained minimum of a sum of squares, combined Gauss–Newton and quasi-Newton algorithm, using first derivatives (easy-to-use) |
| E04GZF |
Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm using first derivatives (easy-to-use) |
| E04HEF |
Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using second derivatives (comprehensive) |
| E04HYF |
Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using second derivatives (easy-to-use) |
| E04NCF |
Convex QP problem or linearly-constrained linear least-squares problem (dense) |
| E04UFF |
Minimum, function of several variables, sequential QP method, nonlinear constraints, using function values and optionally
first derivatives (reverse communication, comprehensive)
|
| E04USF |
Minimum of a sum of squares, nonlinear constraints, sequential QP method, using function values and optionally first derivatives
(comprehensive)
|
| E04YCF |
Covariance matrix for nonlinear least-squares problem (unconstrained) |
| F01ABF |
Inverse of real symmetric positive-definite matrix using iterative refinement |
| F01ADF |
Inverse of real symmetric positive-definite matrix |
| F02ECF |
Selected eigenvalues and eigenvectors of real nonsymmetric matrix (Black Box) |
| F02FJF |
Selected eigenvalues and eigenvectors of sparse symmetric eigenproblem (Black Box) |
| F02GCF |
Selected eigenvalues and eigenvectors of complex nonsymmetric matrix (Black Box) |
| F02WDF |
QR factorization, possibly followed by SVD
|
| F02WUF |
SVD of real upper triangular matrix (Black Box) |
| F02XUF |
SVD of complex upper triangular matrix (Black Box) |
| F03AAF |
Determinant of real matrix (Black Box) |
| F03ABF |
Determinant of real symmetric positive-definite matrix (Black Box) |
| F03ADF |
Determinant of complex matrix (Black Box) |
| F03AEF |
LLT factorization and determinant of real symmetric positive-definite matrix
|
| F03AFF |
LU factorization and determinant of real matrix
|
| F04ABF |
Solution of real symmetric positive-definite simultaneous linear equations with multiple right-hand sides using iterative
refinement (Black Box)
|
| F04AEF |
Solution of real simultaneous linear equations with multiple right-hand sides using iterative refinement (Black Box) |
| F04ASF |
Solution of real symmetric positive-definite simultaneous linear equations, one right-hand side using iterative refinement
(Black Box)
|
| F04ATF |
Solution of real simultaneous linear equations, one right-hand side using iterative refinement (Black Box) |
| F04BAF |
Computes the solution and error-bound to a real system of linear equations |
| F04BBF |
Computes the solution and error-bound to a real banded system of linear equations |
| F04BDF |
Computes the solution and error-bound to a real symmetric positive-definite system of linear equations |
| F04BEF |
Computes the solution and error-bound to a real symmetric positive-definite system of linear equations, packed storage |
| F04BFF |
Computes the solution and error-bound to a real symmetric positive-definite banded system of linear equations |
| F04CAF |
Computes the solution and error-bound to a complex system of linear equations |
| F04CBF |
Computes the solution and error-bound to a complex banded system of linear equations |
| F04CDF |
Computes the solution and error-bound to a complex Hermitian positive-definite system of linear equations |
| F04CEF |
Computes the solution and error-bound to a complex Hermitian positive-definite system of linear equations, packed storage |
| F04CFF |
Computes the solution and error-bound to a complex Hermitian positive-definite banded system of linear equations |
| F04JGF |
Least-squares (if rank =n) or minimal least-squares (if rank <n) solution of m real equations in n unknowns, rank ≤n, m≥n |
| F07AAF |
Computes the solution to a real system of linear equations |
| F07ABF |
Uses the LU factorization to compute the solution, error-bound and condition estimate for a real system of linear equations
|
| F07ANF |
Computes the solution to a complex system of linear equations |
| F07APF |
Uses the LU factorization to compute the solution, error-bound and condition estimate for a complex system of linear equations
|
| F07BAF |
Computes the solution to a real banded system of linear equations |
| F07BBF |
Uses the LU factorization to compute the solution, error-bound and condition estimate for a real banded system of linear equations
|
| F07BNF |
Computes the solution to a complex banded system of linear equations |
| F07BPF |
Uses the LU factorization to compute the solution, error-bound and condition estimate for a complex banded system of linear equations
|
| F07CBF |
Uses the LU factorization to compute the solution, error-bound and condition estimate for a real tridiagonal system of linear equations
|
| F07CPF |
Uses the LU factorization to compute the solution, error-bound and condition estimate for a complex tridiagonal system of linear equations
|
| F07FAF |
Computes the solution to a real symmetric positive-definite system of linear equations |
| F07FBF |
Uses the Cholesky factorization to compute the solution, error-bound and condition estimate for a real symmetric positive-definite
system of linear equations
|
| F07FNF |
Computes the solution to a complex Hermitian positive-definite system of linear equations |
| F07FPF |
Uses the Cholesky factorization to compute the solution, error-bound and condition estimate for a complex Hermitian positive-definite
system of linear equations
|
| F07GAF |
Computes the solution to a real symmetric positive-definite system of linear equations, packed storage |
| F07GBF |
Uses the Cholesky factorization to compute the solution, error-bound and condition estimate for a real symmetric positive-definite
system of linear equations, packed storage
|
| F07GNF |
Computes the solution to a complex Hermitian positive-definite system of linear equations, packed storage |
| F07GPF |
Uses the Cholesky factorization to compute the solution, error-bound and condition estimate for a complex Hermitian positive-definite
system of linear equations, packed storage
|
| F07HAF |
Computes the solution to a real symmetric positive-definite banded system of linear equations |
| F07HBF |
Uses the Cholesky factorization to compute the solution, error-bound and condition estimate for a real symmetric positive-definite
banded system of linear equations
|
| F07HNF |
Computes the solution to a complex Hermitian positive-definite banded system of linear equations |
| F07HPF |
Uses the Cholesky factorization to compute the solution, error-bound and condition estimate for a complex Hermitian positive-definite
banded system of linear equations
|
| F07JBF |
Uses the modified Cholesky factorization to compute the solution, error-bound and condition estimate for a real symmetric
positive-definite tridiagonal system of linear equations
|
| F07JPF |
Uses the modified Cholesky factorization to compute the solution, error-bound and condition estimate for a complex Hermitian
positive-definite tridiagonal system of linear equations
|
| F07MBF |
Uses the diagonal pivoting factorization to compute the solution to a real symmetric system of linear equations |
| F07MPF |
Uses the diagonal pivoting factorization to compute the solution to a complex Hermitian system of linear equations |
| F07NPF |
Uses the diagonal pivoting factorization to compute the solution to a complex symmetric system of linear equations |
| F07PBF |
Uses the diagonal pivoting factorization to compute the solution to a real symmetric system of linear equations, packed storage |
| F07PPF |
Uses the diagonal pivoting factorization to compute the solution to a complex Hermitian system of linear equations, packed
storage
|
| F07QPF |
Uses the diagonal pivoting factorization to compute the solution to a complex symmetric system of linear equations, packed
storage
|
| F08AAF |
Solves an overdetermined or underdetermined real linear system |
| F08ANF |
Solves an overdetermined or underdetermined complex linear system |
| F08BAF |
Computes the minimum-norm solution to a real linear least-squares problem |
| F08BFF |
QR factorization of real general rectangular matrix with column pivoting, using BLAS-3
|
| F08BNF |
Computes the minimum-norm solution to a complex linear least-squares problem |
| F08BTF |
QR factorization of complex general rectangular matrix with column pivoting, using BLAS-3
|
| F08FAF |
Computes all eigenvalues and, optionally, eigenvectors of a real symmetric matrix |
| F08FBF |
Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix |
| F08FCF |
All eigenvalues and optionally all eigenvectors of real symmetric matrix (divide-and-conquer) |
| F08FDF |
Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix (Relatively Robust Representations) |
| F08FGF |
Apply orthogonal transformation determined by F08FEF (DSYTRD) |
| F08FNF |
Computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix |
| F08FPF |
Computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix |
| F08FQF |
All eigenvalues and optionally all eigenvectors of complex Hermitian matrix (divide-and-conquer) |
| F08FRF |
Computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix (Relatively Robust Representations) |
| F08FUF |
Apply unitary transformation matrix determined by F08FSF (ZHETRD) |
| F08GAF |
Computes all eigenvalues and, optionally, eigenvectors of a real symmetric matrix, packed storage |
| F08GBF |
Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix, packed storage |
| F08GCF |
All eigenvalues and optionally all eigenvectors of real symmetric matrix, packed storage (divide-and-conquer) |
| F08GNF |
Computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix, packed storage |
| F08GPF |
Computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix, packed storage |
| F08GQF |
All eigenvalues and optionally all eigenvectors of complex Hermitian matrix, packed storage (divide-and-conquer) |
| F08HAF |
Computes all eigenvalues and, optionally, eigenvectors of a real symmetric band matrix |
| F08HBF |
Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric band matrix |
| F08HCF |
All eigenvalues and optionally all eigenvectors of real symmetric band matrix (divide-and-conquer) |
| F08HNF |
Computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian band matrix |
| F08HPF |
Computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian band matrix |
| F08HQF |
All eigenvalues and optionally all eigenvectors of complex Hermitian band matrix (divide-and-conquer) |
| F08JAF |
Computes all eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix |
| F08JBF |
Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix |
| F08JCF |
All eigenvalues and optionally all eigenvectors of real symmetric tridiagonal matrix (divide-and-conquer) |
| F08JDF |
Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix (Relatively Robust Representations) |
| F08JGF |
All eigenvalues and eigenvectors of real symmetric positive-definite tridiagonal matrix, reduced from real symmetric positive-definite
matrix
|
| F08JHF |
Computes all eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix or a matrix reduced to this
form (divide-and-conquer)
|
| F08JLF |
Computes all eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix or a symmetric matrix reduced
to this form (Relatively Robust Representations)
|
| F08JUF |
All eigenvalues and eigenvectors of real symmetric positive-definite tridiagonal matrix, reduced from complex Hermitian positive-definite
matrix
|
| F08JVF |
Computes all eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix or a complex Hermitian matrix
reduced to this form (divide-and-conquer)
|
| F08JYF |
Computes all eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix or a complex Hermitian matrix
reduced to this form (Relatively Robust Representations)
|
| F08KAF |
Computes the minimum-norm solution to a real linear least-squares problem using singular value decomposition |
| F08KBF |
Computes the singular value decomposition of a real matrix, optionally computing the left and/or right singular vectors |
| F08KCF |
Computes the minimum-norm solution to a real linear least-squares problem using singular value decomposition (divide-and-conquer) |
| F08KDF |
Computes the singular value decomposition of a real matrix, optionally computing the left and/or right singular vectors (divide-and-conquer) |
| F08KFF |
Generate orthogonal transformation matrices from reduction to bidiagonal form determined by F08KEF (DGEBRD) |
| F08KGF |
Apply orthogonal transformations from reduction to bidiagonal form determined by F08KEF (DGEBRD) |
| F08KNF |
Computes the minimum-norm solution to a complex linear least-squares problem using singular value decomposition |
| F08KPF |
Computes the singular value decomposition of a complex matrix, optionally computing the left and/or right singular vectors |
| F08KQF |
Computes the minimum-norm solution to a complex linear least-squares problem using singular value decomposition (divide-and-conquer) |
| F08KRF |
Computes the singular value decomposition of a complex matrix, optionally computing the left and/or right singular vectors
(divide-and-conquer)
|
| F08KTF |
Generate unitary transformation matrices from reduction to bidiagonal form determined by F08KSF (ZGEBRD) |
| F08KUF |
Apply unitary transformations from reduction to bidiagonal form determined by F08KSF (ZGEBRD) |
| F08MDF |
Computes the singular value decomposition of a real bidiagonal matrix, optionally computing the singular vectors (divide-and-conquer) |
| F08NAF |
Computes all eigenvalues and, optionally, left and/or right eigenvectors of a real nonsymmetric matrix |
| F08NBF |
Computes all eigenvalues and, optionally, left and/or right eigenvectors of a real nonsymmetric matrix; also, optionally,
the balancing transformation, the reciprocal condition numbers for the eigenvalues and for the right eigenvectors
|
| F08NFF |
Generate orthogonal transformation matrix from reduction to Hessenberg form determined by F08NEF (DGEHRD) |
| F08NGF |
Apply orthogonal transformation matrix from reduction to Hessenberg form determined by F08NEF (DGEHRD) |
| F08NNF |
Computes all eigenvalues and, optionally, left and/or right eigenvectors of a complex nonsymmetric matrix |
| F08NPF |
Computes all eigenvalues and, optionally, left and/or right eigenvectors of a complex nonsymmetric matrix; also, optionally,
the balancing transformation, the reciprocal condition numbers for the eigenvalues and for the right eigenvectors
|
| F08NTF |
Generate unitary transformation matrix from reduction to Hessenberg form determined by F08NSF (ZGEHRD) |
| F08NUF |
Apply unitary transformation matrix from reduction to Hessenberg form determined by F08NSF (ZGEHRD) |
| F08PAF |
Computes for real square nonsymmetric matrix, the eigenvalues, the real Schur form, and, optionally, the matrix of Schur vectors |
| F08PBF |
Computes for real square nonsymmetric matrix, the eigenvalues, the real Schur form, and, optionally, the matrix of Schur vectors;
also, optionally, computes reciprocal condition numbers for selected eigenvalues
|
| F08PNF |
Computes for complex square nonsymmetric matrix, the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors |
| F08PPF |
Computes for real square nonsymmetric matrix, the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors;
also, optionally, computes reciprocal condition numbers for selected eigenvalues
|
| F08SAF |
Computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem |
| F08SBF |
Computes selected eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem |
| F08SCF |
Computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem (divide-and-conquer) |
| F08SNF |
Computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem |
| F08SPF |
Computes selected eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem |
| F08SQF |
Computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem (divide-and-conquer) |
| F08UAF |
Computes all the eigenvalues, and optionally, the eigenvectors of a real banded generalized symmetric-definite eigenproblem |
| F08UBF |
Computes selected eigenvalues, and optionally, the eigenvectors of a real banded generalized symmetric-definite eigenproblem |
| F08UCF |
Computes all the eigenvalues, and optionally, the eigenvectors of a real banded generalized symmetric-definite eigenproblem
(divide-and-conquer)
|
| F08UNF |
Computes all the eigenvalues, and optionally, the eigenvectors of a complex banded generalized Hermitian-definite eigenproblem |
| F08UPF |
Computes selected eigenvalues, and optionally, the eigenvectors of a complex banded generalized Hermitian-definite eigenproblem |
| F08UQF |
Computes all the eigenvalues, and optionally, the eigenvectors of a complex banded generalized Hermitian-definite eigenproblem
(divide-and-conquer)
|
| F08WAF |
Computes, for a real nonsymmetric matrix pair, the generalized eigenvalues, and optionally, the left and/or right generalized
eigenvectors
|
| F08WBF |
Computes, for a real nonsymmetric matrix pair, the generalized eigenvalues, and optionally, the left and/or right generalized
eigenvectors; also, optionally, the balancing transformation, the reciprocal condition numbers for the eigenvalues and for
the right eigenvectors
|
| F08WNF |
Computes, for a complex nonsymmetric matrix pair, the generalized eigenvalues, and optionally, the left and/or right generalized
eigenvectors
|
| F08WPF |
Computes, for a complex nonsymmetric matrix pair, the generalized eigenvalues, and optionally, the left and/or right generalized
eigenvectors; also, optionally, the balancing transformation, the reciprocal condition numbers for the eigenvalues and for
the right eigenvectors
|
| F08XAF |
Computes, for a real nonsymmetric matrix pair, the generalized eigenvalues, the generalized real Schur form and, optionally,
the left and/or right matrices of Schur vectors
|
| F08XBF |
Computes, for a real nonsymmetric matrix pair, the generalized eigenvalues, the generalized real Schur form and, optionally,
the left and/or right matrices of Schur vectors; also, optionally, computes reciprocal condition numbers for selected eigenvalues
|
| F08XNF |
Computes, for a complex nonsymmetric matrix pair, the generalized eigenvalues, the generalized complex Schur form and, optionally,
the left and/or right matrices of Schur vectors
|
| F08XPF |
Computes, for a complex nonsymmetric matrix pair, the generalized eigenvalues, the generalized complex Schur form and, optionally,
the left and/or right matrices of Schur vectors; also, optionally, computes reciprocal condition numbers for selected eigenvalues
|
| F08ZAF |
Solves the real linear equality-constrained least-squares (LSE) problem |
| F08ZBF |
Solves a real general Gauss–Markov linear model (GLM) problem |
| F08ZEF |
Computes a generalized QR factorization of a real matrix pair
|
| F08ZFF |
Computes a generalized RQ factorization of a real matrix pair
|
| F08ZNF |
Solves the complex linear equality-constrained least-squares (LSE) problem |
| F08ZPF |
Solves a complex general Gauss–Markov linear model (GLM) problem |
| F08ZSF |
Computes a generalized QR factorization of a complex matrix pair
|
| F08ZTF |
Computes a generalized RQ factorization of a complex matrix pair
|
| F11DCF |
Solution of real sparse nonsymmetric linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, preconditioner computed by F11DAF |
| F11DEF |
Solution of real sparse nonsymmetric linear system, RGMRES, CGS, Bi-CGSTAB, or TFQMR method, Jacobi or SSOR preconditioner
(Black Box)
|
| F11DKF |
Real sparse nonsymmetric linear systems, line Jacobi preconditioner |
| F11DQF |
Solution of complex sparse non-Hermitian linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, preconditioner computed by
F11DNF (Black Box)
|
| F11DSF |
Solution of complex sparse non-Hermitian linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, Jacobi or SSOR preconditioner
Black Box
|
| F11DXF |
Complex sparse nonsymmetric linear systems, line Jacobi preconditioner |
| F11JCF |
Solution of real sparse symmetric linear system, conjugate gradient/Lanczos method, preconditioner computed by F11JAF (Black Box)
|
| F11JEF |
Solution of real sparse symmetric linear system, conjugate gradient/Lanczos method, Jacobi or SSOR preconditioner (Black Box) |
| F11JQF |
Solution of complex sparse Hermitian linear system, conjugate gradient/Lanczos method, preconditioner computed by F11JNF (Black Box)
|
| F11JSF |
Solution of complex sparse Hermitian linear system, conjugate gradient/Lanczos method, Jacobi or SSOR preconditioner (Black
Box)
|
| F12FCF |
Returns the converged approximations (as determined by F12ABF) 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
|
| F12FGF |
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
|
| G01HBF |
Computes probabilities for the multivariate Normal distribution |
| G02BYF |
Computes partial correlation/variance-covariance matrix from correlation/variance-covariance matrix computed by G02BXF |
| G02CGF |
Multiple linear regression, from correlation coefficients, with constant term |
| G02CHF |
Multiple linear regression, from correlation-like coefficients, without constant term |
| G02DAF |
Fits a general (multiple) linear regression model |
| G02DDF |
Estimates of linear parameters and general linear regression model from updated model |
| G02DEF |
Add a new independent variable to a general linear regression model |
| G02DGF |
Fits a general linear regression model to new dependent variable |
| G02DKF |
Estimates and standard errors of parameters of a general linear regression model for given constraints |
| G02EAF |
Computes residual sums of squares for all possible linear regressions for a set of independent variables |
| G02EEF |
Fits a linear regression model by forward selection |
| G02GAF |
Fits a generalized linear model with Normal errors |
| G02GBF |
Fits a generalized linear model with binomial errors |
| G02GCF |
Fits a generalized linear model with Poisson errors |
| G02GDF |
Fits a generalized linear model with gamma errors |
| G02GKF |
Estimates and standard errors of parameters of a general linear model for given constraints |
| G02HAF |
Robust regression, standard M-estimates
|
| G02HDF |
Robust regression, compute regression with user-supplied functions and weights |
| G02HFF |
Robust regression, variance-covariance matrix following G02HDF |
| G02JAF |
Linear mixed effects regression using Restricted Maximum Likelihood (REML) |
| G03AAF |
Performs principal component analysis |
| G03ACF |
Performs canonical variate analysis |
| G03ADF |
Performs canonical correlation analysis |
| G03BAF |
Computes orthogonal rotations for loading matrix, generalized orthomax criterion |
| G03BCF |
Computes Procrustes rotations |
| G03CAF |
Computes maximum likelihood estimates of the parameters of a factor analysis model, factor loadings, communalities and residual
correlations
|
| G03DAF |
Computes test statistic for equality of within-group covariance matrices and matrices for discriminant analysis |
| G03FAF |
Performs principal co-ordinate analysis, classical metric scaling |
| G04BBF |
Analysis of variance, randomized block or completely randomized design, treatment means and standard errors |
| G04BCF |
Analysis of variance, general row and column design, treatment means and standard errors |
| G05PCF |
Generates a realisation of a multivariate time series from a VARMA model |
| G08RAF |
Regression using ranks, uncensored data |
| G08RBF |
Regression using ranks, right-censored data |
| G11CAF |
Returns parameter estimates for the conditional analysis of stratified data |
| G11SAF |
Contingency table, latent variable model for binary data |
| G12BAF |
Fits Cox's proportional hazard model |
| G13ADF |
Univariate time series, preliminary estimation, seasonal ARIMA model |
| G13AEF |
Univariate time series, estimation, seasonal ARIMA model (comprehensive) |
| G13AFF |
Univariate time series, estimation, seasonal ARIMA model (easy-to-use) |
| G13AJF |
Univariate time series, state set and forecasts, from fully specified seasonal ARIMA model |
| G13ASF |
Univariate time series, diagnostic checking of residuals, following G13AEF or G13AFF |
| G13BAF |
Multivariate time series, filtering (pre-whitening) by an ARIMA model |
| G13BBF |
Multivariate time series, filtering by a transfer function model |
| G13BDF |
Multivariate time series, preliminary estimation of transfer function model |
| G13BEF |
Multivariate time series, estimation of multi-input model |
| G13BJF |
Multivariate time series, state set and forecasts from fully specified multi-input model |
| G13DBF |
Multivariate time series, multiple squared partial autocorrelations |
| G13DCF |
Multivariate time series, estimation of VARMA model |
| G13DJF |
Multivariate time series, forecasts and their standard errors |
| G13DNF |
Multivariate time series, sample partial lag correlation matrices, χ2 statistics and significance levels
|
| G13DPF |
Multivariate time series, partial autoregression matrices |
| G13DSF |
Multivariate time series, diagnostic checking of residuals, following G13DCF |
| G13DXF |
Calculates the zeros of a vector autoregressive (or moving average) operator |
| G13EBF |
Combined measurement and time update, one iteration of Kalman filter, time-invariant, square root covariance filter |
| G13FAF |
Univariate time series, parameter estimation for either a symmetric GARCH process or a GARCH process with asymmetry of the
form (εt-1+γ)2 |
| G13FCF |
Univariate time series, parameter estimation for a GARCH process with asymmetry of the form (|εt-1|+γεt-1)2 |
| G13FEF |
Univariate time series, parameter estimation for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process |
| G13FGF |
Univariate time series, parameter estimation for an exponential GARCH (EGARCH) process |