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Origin has included all functions from NAG MARK C LIBRARY since Origin 8 was released. These functions can be easily accessed from your Origin C function. In Origin 2017, the NAG library has been updated to the latest version Mark 25.

Linked Jira:   ORG-13393 - Getting issue details... STATUS



The details of each function can be referred to Origin C Guide: NAG C Library.

SummaryDetails
The header file <oc_nag8.h> has been replaced by <OC_nag.h>, and the header file <oc_nag_ex.h> have been withdrawn.

For example:

#include <OC_nag8.h>
#include <nag\OC_nag_ex.h>

has to be changed into:

#include <OC_nag.h>
//#include <nag\OC_nag_ex.h>//not need, only oc_nag.h required.

Some NAG functions have been withdrawn and replaced by other functions.

See the full list in the table below

If there is an error as below after compiling, it might be caused by the NAG function that have been withdrawn since the new release NAG C Library.

Error, function or variable ***** not found.


Referring to the following table Withdrawn Functions, the replacement function can be found and used instead. For example:

  • e01sac has been replaced by e01sjc since Mark 23.

    Origin C: Example: Interpolation and Gridding: XYZ Gridding by Renka Cline Method
    e01sac(method, nSize, vx, vy, vz, &comm, &optional, &fail);

    can be changed instead of:

    Origin C: Example: Interpolation and Gridding: XYZ Gridding by Renka Cline Method
    //The arguments triang and grads that were not included in e01sac should be declared before calling the function e01sjc
    e01sjc(nSize, vx, vy, vz, triang, grads, &fail); 
  • e01sbc has been replaced by e01skc since Mark 23.

    Origin C: Example: Interpolation and Gridding: XYZ Gridding by Renka Cline Method
    e01sbc(&comm, nRows*nCols, vxGrid, vyGrid, mat, &fail);

    can be changed instead of:

    Origin C: Example: Interpolation and Gridding: XYZ Gridding by Renka Cline Method
    //The arguments triang and grads that were not included in e01sbc should be declared before calling the function e01skc
    //More details of e01skc can be referred to NGA C Library
    for(int ii=0; ii < nRows; ii++)
    {
    	for(int jj=0; jj < nCols; jj++)
    	{
    		e01skc(nSize,vx, vy, vz, triang, grads, vxGrid[jj], vyGrid[ii], &mat[jj][ii], &fail);
        }
    }
  • d01ajc has been replaced by d01sjc since Mark 24.

    Origin C: Example: Quadrature Integral: Simple Integral Function
    d01ajc(func, a, b, epsabs, epsrel, max_num_subint, &result, &abserr, &qp, &fail);

    can be changed instead of:

    Origin C: Example: Quadrature Integral: Simple Integral Function
    d01sjc(func, a, b, epsabs, epsrel, max_num_subint,&result, &abserr, &qp, &comm, &fail);

    The examples usually indicate the minimum change necessary, but many of the replacement functions have additional flexibility. You are recommended to familiarize yourself with the replacement NAG function in NAG C Library.

Some NAG functions have been withdrawn without replacement. 

See the full list in the table below  

If there is no replacement required of the withdrawn function, it can be removed from the code file. For example:

  • e01szc has been withdrawn since Mark 23.

    Origin C: Example: Interpolation and Gridding: XYZ Gridding by Renka Cline Method
    if (fail.code != NE_NOERROR)
    {
    	printf("Error from e01sac: %s\n", fail.message);
    	//nag_2d_scat_free
    	e01szc(&comm);
    	return fail.code;
    }

    has to be changed into:

    Origin C: Example: Interpolation and Gridding: XYZ Gridding by Renka Cline Method
    if (fail.code != NE_NOERROR)
    {
    	printf("Error from e01sac: %s\n", fail.message);
    	return fail.code;
    }

Some NAG functions have been added.

See the full list in the table below

There are 551 new user-callable functions included in the NAG C Library of Origin 2017, which can be referred to the table New Functions as follow.

Generally speaking, the function is new to NAG library in Origin 2017, if its mark of introduction is 23, 24 or 25.

Withdrawn Functions

Withdrawn FunctionMark of ExitReplacement Function(s)Withdrawn FunctionMark of ExitReplacement Function(s)
e01sac23nag_2d_shep_interp (e01sgc) or nag_2d_triang_interp (e01sjc)g05ehc24nag_rand_permute (g05ncc)
e01sbc23nag_2d_shep_eval (e01shc) or nag_2d_triang_eval (e01skc)g05ejc24nag_rand_sample (g05ndc)
e01szc23No longer required.g05exc24nag_rand_gen_discrete (g05tdc)
f06pac23nag_dgemv (f16pac)g05eyc24nag_rand_gen_discrete (g05tdc)
f06pbc23nag_dgbmv (f16pbc)g05ezc24nag_rand_matrix_multi_normal (g05rzc)
f06pcc23nag_dsymv (f16pcc)g05fec24nag_rand_beta (g05sbc)
f06pdc23nag_dsbmv (f16pdc)g05ffc24nag_rand_gamma (g05sjc)
f06pec23nag_dspmv (f16pec)g05hac24nag_rand_arma (g05phc)
f06pfc23nag_dtrmv (f16pfc)g05hkc24nag_rand_agarchI (g05pdc)
f06pgc23nag_dtbmv (f16pgc)g05hlc24nag_rand_agarchII (g05pec)
f06phc23nag_dtpmv (f16phc)g05hmc24nag_rand_garchGJR (g05pfc)
f06pjc23nag_dtrsv (f16pjc)g05kac24nag_rand_basic (g05sac)
f06pkc23nag_dtbsv (f16pkc)g05kbc24nag_rand_init_repeatable (g05kfc)
f06plc23nag_dtpsv (f16plc)g05kcc24nag_rand_init_nonrepeatable (g05kgc)
f06pmc23nag_dger (f16pmc)g05kec24nag_rand_logical (g05tbc)
f06ppc23nag_dsyr (f16ppc)g05lac24nag_rand_normal (g05skc)
f06pqc23nag_dspr (f16pqc)g05lbc24nag_rand_students_t (g05snc)
f06prc23nag_dsyr2 (f16prc)g05lcc24nag_rand_chi_sq (g05sdc)
f06psc23nag_dspr2 (f16psc)g05ldc24nag_rand_f (g05shc)
f06sac23nag_zgemv (f16sac)g05lec24nag_rand_beta (g05sbc)
f06sbc23nag_zgbmv (f16sbc)g05lfc24nag_rand_gamma (g05sjc)
f06scc23nag_zhemv (f16scc)g05lgc24nag_rand_uniform (g05sqc)
f06sdc23nag_zhbmv (f16sdc)g05lhc24nag_rand_triangular (g05spc)
f06sec23nag_zhpmv (f16sec)g05ljc24nag_rand_exp (g05sfc)
f06sfc23nag_ztrmv (f16sfc)g05lkc24nag_rand_lognormal (g05smc)
f06sgc23nag_ztbmv (f16sgc)g05llc24nag_rand_cauchy (g05scc)
f06shc23nag_ztpmv (f16shc)g05lmc24nag_rand_weibull (g05ssc)
f06sjc23nag_ztrsv (f16sjc)g05lnc24nag_rand_logistic (g05slc)
f06skc23nag_ztbsv (f16skc)g05lpc24nag_rand_von_mises (g05src)
f06slc23nag_ztpsv (f16slc)g05lqc24nag_rand_exp_mix (g05sgc)
f06smc23nag_zger (f16smc)g05lxc24nag_rand_matrix_multi_students_t (g05ryc)
f06snc23nag_zger (f16smc)g05lyc24nag_rand_matrix_multi_normal (g05rzc)
f06spc23nag_zher (f16spc)g05lzc24nag_rand_matrix_multi_normal (g05rzc)
f06sqc23nag_zhpr (f16sqc)g05mac24nag_rand_discrete_uniform (g05tlc)
f06src23nag_zher2 (f16src)g05mbc24nag_rand_geom (g05tcc)
f06ssc23nag_zhpr2 (f16ssc)g05mcc24nag_rand_neg_bin (g05thc)
f06yac23nag_dgemm (f16yac)g05mdc24nag_rand_logarithmic (g05tfc)
f06ycc23nag_dsymm (f16ycc)g05mec24nag_rand_compd_poisson (g05tkc)
f06yfc23nag_dtrmm (f16yfc)g05mjc24nag_rand_binomial (g05tac)
f06yjc23nag_dtrsm (f16yjc)g05mkc24nag_rand_poisson (g05tjc)
f06ypc23nag_dsyrk (f16ypc)g05mlc24nag_rand_hypergeometric (g05tec)
f06yrc23nag_dsyr2k (f16yrc)g05mrc24nag_rand_gen_multinomial (g05tgc)
f06zac23nag_zgemm (f16zac)g05mzc24nag_rand_gen_discrete (g05tdc)
f06zcc23nag_zhemm (f16zcc)g05nac24nag_rand_permute (g05ncc)
f06zfc23nag_ztrmm (f16zfc)g05nbc24nag_rand_sample (g05ndc)
f06zjc23nag_ztrsm (f16zjc)g05pac24nag_rand_arma (g05phc)
f06zpc23nag_zherk (f16zpc)g05pcc24nag_rand_varma (g05pjc)
f06zrc23nag_zher2k (f16zrc)g05qac24nag_rand_orthog_matrix (g05pxc)
f06ztc23nag_zsymm (f16ztc)g05qbc24nag_rand_corr_matrix (g05pyc)
f06zuc23nag_zsyrk (f16zuc)g05qdc24nag_rand_2_way_table (g05pzc)
f06zwc23nag_zsyr2k (f16zwc)g05rac24nag_rand_copula_normal (g05rdc)
c05adc24nag_zero_cont_func_brent (c05ayc)g05rbc24nag_rand_copula_students_t (g05rcc)
c05nbc24nag_zero_nonlin_eqns_easy (c05qbc)g05yac24nag_quasi_init (g05ylc) and nag_quasi_rand_uniform (g05ymc)
c05pbc24nag_zero_nonlin_eqns_deriv_easy (c05rbc)g05ybc24nag_quasi_rand_normal (g05yjc) and nag_quasi_init (g05ylc)
c05tbc24nag_zero_nonlin_eqns_easy (c05qbc)x02dac24No longer required.
c05zbc24nag_check_derivs (c05zdc)x02djc24No longer required.
c05zcc24nag_check_derivs (c05zdc)c05agc25nag_zero_cont_func_brent_binsrch (c05auc)
d01ajc24nag_1d_quad_gen_1 (d01sjc)c05sdc25nag_zero_cont_func_brent (c05ayc)
d01akc24nag_1d_quad_osc_1 (d01skc)c05ubc25nag_zero_nonlin_eqns_deriv_easy (c05rbc)
d01alc24nag_1d_quad_brkpts_1 (d01slc)d01fcc25nag_multid_quad_adapt_1 (d01wcc)
d01amc24nag_1d_quad_inf_1 (d01smc)d01gbc25nag_multid_quad_monte_carlo_1 (d01xbc)
d01anc24nag_1d_quad_wt_trig_1 (d01snc)f01bnc25nag_zpotrf (f07frc)
d01apc24nag_1d_quad_wt_alglog_1 (d01spc)f01qcc25nag_dgeqrf (f08aec)
d01aqc24nag_1d_quad_wt_cauchy_1 (d01sqc)f01qdc25nag_dormqr (f08agc)
d01asc24nag_1d_quad_inf_wt_trig_1 (d01ssc)f01qec25nag_dorgqr (f08afc)
d01bac24nag_quad_1d_gauss_vec (d01uac)f01rcc25nag_zgeqrf (f08asc)
e04ccc24nag_opt_simplex_easy (e04cbc)f01rdc25nag_zunmqr (f08auc)
g01cec24nag_deviates_normal (g01fac)f01rec25nag_zungqr (f08atc)
g05cac24nag_rand_basic (g05sac)f03aec25nag_dpotrf (f07fdc) and nag_det_real_sym (f03bfc)
g05cbc24nag_rand_init_repeatable (g05kfc)f03afc25nag_dgetrf (f07adc) and nag_det_real_gen (f03bac)
g05ccc24nag_rand_init_nonrepeatable (g05kgc)f03ahc25nag_zgetrf (f07arc) and nag_det_complex_gen (f03bnc)
g05cfc24No longer required.f04adc25nag_complex_gen_lin_solve (f04cac)
g05cgc24No longer required.f04agc25nag_dpotrs (f07fec)
g05dac24nag_rand_uniform (g05sqc)f04ajc25nag_dgetrs (f07aec)
g05dbc24nag_rand_exp (g05sfc)f04akc25nag_zgetrs (f07asc)
g05ddc24nag_rand_normal (g05skc)f04arc25nag_real_gen_lin_solve (f04bac)
g05dyc24nag_rand_discrete_uniform (g05tlc)f04awc25nag_zpotrs (f07fsc)
g05eac24nag_rand_matrix_multi_normal (g05rzc)g02ewc25nag_full_step_regsn_monfun (g02efh) (see monfun in nag_full_step_regsn (g02efc))
g05ecc24nag_rand_poisson (g05tjc)x04aec25No replacement required.
g05edc24nag_rand_binomial (g05tac)

New Functions

Function NameMark of IntroductionPurposeFunction NameMark of IntroductionPurpose
c05auc23Zero of continuous function, Brent algorithm, from a given starting value, binary search for intervalf11jqc23Solution of complex sparse Hermitian linear system, conjugate gradient/Lanczos method, preconditioner computed by nag_sparse_herm_chol_fac (f11jnc) (Black Box)
c05awc23Zero of continuous function, continuation method, from a given starting valuef11jrc23Solution of linear system involving preconditioning matrix generated by applying SSOR to complex sparse Hermitian matrix
c05ayc23Zero of continuous function in a given interval, Brent algorithmf11jsc23Solution of complex sparse Hermitian linear system, conjugate gradient/Lanczos method, Jacobi or SSOR preconditioner (Black Box)
c05bbc23Values of Lambert's W function, Wzf11xac23Real sparse nonsymmetric matrix vector multiply
c05qbc23Solution of a system of nonlinear equations using function values only (easy-to-use)f11xec23Real sparse symmetric matrix vector multiply
c05qcc23Solution of a system of nonlinear equations using function values only (comprehensive)f11xnc23Complex sparse non-Hermitian matrix vector multiply
c05qdc23Solution of a system of nonlinear equations using function values only (reverse communication)f11xsc23Complex sparse Hermitian matrix vector multiply
c05qsc23Solution of a sparse system of nonlinear equations using function values only (easy-to-use)f11znc23Complex sparse non-Hermitian matrix reorder function
c05rbc23Solution of a system of nonlinear equations using first derivatives (easy-to-use)f11zpc23Complex sparse Hermitian matrix reorder function
c05rcc23Solution of a system of nonlinear equations using first derivatives (comprehensive)g01anc23Calculates approximate quantiles from a data stream of known size
c05rdc23Solution of a system of nonlinear equations using first derivatives (reverse communication)g01apc23Calculates approximate quantiles from a data stream of unknown size
c05zdc23Check user's function for calculating first derivatives of a set of nonlinear functions of several variablesg01hcc23Computes probabilities for the bivariate Student's t-distribution
c06dcc23Sum of a Chebyshev series at a set of pointsg01kkc23Calculates a vector of values for the probability density function of the gamma distribution at chosen points
c09abc23Two-dimensional wavelet filter initializationg01kqc23Calculates a vector of values for the probability density function of the Normal distribution at chosen points
c09bac23One-dimensional real continuous wavelet transformg01sac23Computes a vector of probabilities for the standard Normal distribution
c09eac23Two-dimensional discrete wavelet transformg01sbc23Computes a vector of probabilities for Student's t-distribution
c09ebc23Two-dimensional inverse discrete wavelet transformg01scc23Computes a vector of probabilities for χ2 distribution
c09ecc23Two-dimensional multi-level discrete wavelet transformg01sdc23Computes a vector of probabilities for F-distribution
c09edc23Two-dimensional inverse multi-level discrete wavelet transformg01sec23Computes a vector of probabilities for the beta distribution
d01bdc23One-dimensional quadrature, non-adaptive, finite intervalg01sfc23Computes a vector of probabilities for the gamma distribution
d01dac23Two-dimensional quadrature, finite regiong01sjc23Computes a vector of the binomial distribution
d01fbc23Multidimensional Gaussian quadrature over hyper-rectangleg01skc23Computes a vector of the Poisson distribution
d01fdc23Multidimensional quadrature, Sag–Szekeres method, general product region or n-sphereg01slc23Computes a vector of the hypergeometeric distribution
d01gdc23Multidimensional quadrature, general product region, number-theoretic methodg01tac23Computes a vector of deviates for the standard Normal distribution
d01gyc23Korobov optimal coefficients for use in nag_quad_md_numth_vec (d01gdc), when number of points is primeg01tbc23Computes a vector of deviates for Student's t-distribution
d01gzc23Korobov optimal coefficients for use in nag_quad_md_numth_vec (d01gdc), when number of points is product of two primesg01tcc23Computes a vector of deviates for χ2 distribution
d01pac23Multidimensional quadrature over an n-simplexg01tdc23Computes deviates for F-distribution
d01tbc23Pre-computed weights and abscissae for Gaussian quadrature rules, restricted choice of ruleg01tec23Computes a vector of deviates for the beta distribution
d01tcc23Calculation of weights and abscissae for Gaussian quadrature rules, general choice of ruleg01tfc23Computes a vector of deviates for the gamma distribution
d02uac23Coefficients of Chebyshev interpolating polynomial from function values on Chebyshev gridg02abc23Computes the nearest correlation matrix to a real square matrix, augmented nag_nearest_correlation (g02aac) to incorporate weights and bounds
d02ubc23Function or low-order-derivative values on Chebyshev grid from coefficients of Chebyshev interpolating polynomialg02aec23Computes the nearest correlation matrix with k-factor structure to a real square matrix
d02ucc23Chebyshev Gauss–Lobatto grid generationg02qfc23Quantile linear regression, simple interface, independent, identically distributed (IID) errors
d02udc23Differentiate a function by the FFT using function values on Chebyshev gridg02qgc23Quantile linear regression, comprehensive interface
d02uec23Solve linear constant coefficient boundary value problem on Chebyshev grid, Integral formulationg02zkc23Option setting function for nag_regsn_quant_linear (g02qgc)
d02uwc23Interpolate a function from Chebyshev grid to uniform grid using barycentric Lagrange interpolationg02zlc23Option getting function for nag_regsn_quant_linear (g02qgc)
d02uyc23Clenshaw–Curtis quadrature weights for integration using computed Chebyshev coefficientsg05kkc23Primes a pseudorandom number generator for generating multiple streams using skip-ahead, skipping ahead a power of 2
d02uzc23Chebyshev polynomial evaluation, Tkxg05nec23Pseudorandom sample, without replacement, unequal weights
d04aac23Numerical differentiation, derivatives up to order 14, function of one real variableg07gac23Outlier detection using method of Peirce, raw data or single variance supplied
d04bac23Numerical differentiation, user-supplied function values, derivatives up to order 14, derivatives with respect to one real variableg07gbc23Outlier detection using method of Peirce, two variances supplied
d04bbc23Generates sample points for function evaluations by nag_numdiff_1d_real_eval (d04bac)g08chc23Calculates the Anderson–Darling goodness-of-fit test statistic
d05aac23Linear non-singular Fredholm integral equation, second kind, split kernelg08cjc23Calculates the Anderson–Darling goodness-of-fit test statistic and its probability for the case of uniformly distributed data
d05abc23Linear non-singular Fredholm integral equation, second kind, smooth kernelg08ckc23Calculates the Anderson–Darling goodness-of-fit test statistic and its probability for the case of a fully-unspecified Normal distribution
d05bac23Nonlinear Volterra convolution equation, second kindg08clc23Calculates the Anderson–Darling goodness-of-fit test statistic and its probability for the case of an unspecified exponential distribution
d05bdc23Nonlinear convolution Volterra–Abel equation, second kind, weakly singularg12abc23Computes rank statistics for comparing survival curves
d05bec23Nonlinear convolution Volterra–Abel equation, first kind, weakly singulars14cbc23Logarithm of the beta function lnB,a,b
d05bwc23Generate weights for use in solving Volterra equationss14ccc23Incomplete beta function Ixa,b and its complement 1-Ix
d05byc23Generate weights for use in solving weakly singular Abel-type equationss17aqc23Bessel function vectorized Y0x
e01aac23Interpolated values, Aitken's technique, unequally spaced data, one variables17arc23Bessel function vectorized Y1x
e01abc23Interpolated values, Everett's formula, equally spaced data, one variables17asc23Bessel function vectorized J0x
e01tkc23Interpolating functions, modified Shepard's method, four variabless17atc23Bessel function vectorized J1x
e01tlc23Interpolated values, evaluate interpolant computed by nag_4d_shep_interp (e01tkc), function and first derivatives, four variabless17auc23Airy function vectorized Aix
e01tmc23Interpolating functions, modified Shepard's method, five variabless17avc23Airy function vectorized Bix
e01tnc23Interpolated values, evaluate interpolant computed by nag_5d_shep_interp (e01tmc), function and first derivatives, five variabless17awc23Airy function vectorized Ai′x
e02dhc23Evaluation of spline surface at mesh of points with derivativess17axc23Airy function vectorized Bi′x
e04jcc23Minimum by quadratic approximation, function of several variables, simple bounds, using function values onlys18aqc23Modified Bessel function vectorized K0x
e04udc23Supply optional argument values for nag_opt_nlp (e04ucc) or nag_opt_nlp_revcomm (e04ufc) from external files18arc23Modified Bessel function vectorized K1x
e04uec23Supply optional argument values to nag_opt_nlp (e04ucc) or nag_opt_nlp_revcomm (e04ufc)s18asc23Modified Bessel function vectorized I0x
e04ufc23Minimum, function of several variables, sequential QP method, nonlinear constraints, using function values and optionally first derivatives (reverse communication, comprehensive)s18atc23Modified Bessel function vectorized I1x
e04wbc23Initialization function for nag_opt_nlp_revcomm (e04ufc)s18cqc23Scaled modified Bessel function vectorized exK0x
e05sac23Global optimization using particle swarm algorithm (PSO), bound constraints onlys18crc23Scaled modified Bessel function vectorized exK1x
e05sbc23Global optimization using particle swarm algorithm (PSO), comprehensives18csc23Scaled modified Bessel function vectorized e-xI0x
e05ucc23Global optimization using multi-start, nonlinear constraintss18ctc23Scaled modified Bessel function vectorized e-xI1x
e05zkc23Option setting routine for nag_glopt_bnd_pso (e05sac), nag_glopt_nlp_pso (e05sbc) and nag_glopt_nlp_multistart_sqp (e05ucc)s19anc23Kelvin function vectorized ber⁡x
e05zlc23Option getting routine for nag_glopt_bnd_pso (e05sac), nag_glopt_nlp_pso (e05sbc) and nag_glopt_nlp_multistart_sqp (e05ucc)s19apc23Kelvin function vectorized bei⁡x
f01efc23Function of a real symmetric matrixs19aqc23Kelvin function vectorized ker⁡x
f01ejc23Real matrix logarithms19arc23Kelvin function vectorized kei⁡x
f01ekc23Exponential, sine, cosine, sinh or cosh of a real matrix (Schur–Parlett algorithm)s20aqc23Fresnel integral vectorized Sx
f01emc23Function of a real matrix (using user-supplied derivatives)s20arc23Fresnel integral vectorized Cx
f01fcc23Complex matrix exponentials30nbc23Heston's model option pricing formula with Greeks
f01fdc23Complex Hermitian matrix exponentialc06fkc24Circular convolution or correlation of two real vectors, no restrictions on n
f01ffc23Function of a complex Hermitian matrixc06pac24Single one-dimensional real and Hermitian complex discrete Fourier transform, using complex storage format for Hermitian sequences
f01fjc23Complex matrix logarithmc06pcc24Single one-dimensional complex discrete Fourier transform, complex data type
f01fkc23Exponential, sine, cosine, sinh or cosh of a complex matrix (Schur–Parlett algorithm)c06psc24Multiple one-dimensional complex discrete Fourier transforms, complex data type
f01fmc23Function of a complex matrix (using user-supplied derivatives)c06puc24Two-dimensional complex discrete Fourier transform, complex data type
f03bac23LU factorization and determinant of real matrixc06pvc24Two-dimensional real-to-complex discrete Fourier transform
f03bfc23LLT factorization and determinant of real symmetric positive definite matrixc06pwc24Two-dimensional complex-to-real discrete Fourier transform
f03bhc23Determinant of real symmetric positive definite banded matrixc06pyc24Three-dimensional real-to-complex discrete Fourier transform
f03bnc23Determinant of complex matrixc06pzc24Three-dimensional complex-to-real discrete Fourier transform
f07aac23Computes the solution to a real system of linear equationsc06rec24Multiple discrete sine transforms, simple
f07abc23Uses the LU factorization to compute the solution, error-bound and condition estimate for a real system of linear equationsc06rfc24Multiple discrete cosine transforms, simple
f07acc23Mixed precision real system solverc06rgc24Multiple discrete quarter-wave sine transforms, simple
f07afc23Computes row and column scalings intended to equilibrate a general real matrix and reduce its condition numberc06rhc24Multiple discrete quarter-wave cosine transforms, simple
f07anc23Computes the solution to a complex system of linear equationsc09acc24Three-dimensional wavelet filter initialization
f07apc23Uses the LU factorization to compute the solution, error-bound and condition estimate for a complex system of linear equationsc09dac24One-dimensional maximal overlap discrete wavelet transform (MODWT)
f07aqc23Mixed precision complex system solverc09dbc24One-dimensional inverse maximal overlap discrete wavelet transform (IMODWT)
f07atc23Computes row and column scalings intended to equilibrate a general complex matrix and reduce its condition numberc09dcc24One-dimensional multi-level maximal overlap discrete wavelet transform (MODWT)
f07bac23Computes the solution to a real banded system of linear equationsc09ddc24One-dimensional inverse multi-level maximal overlap discrete wavelet transform (IMODWT)
f07bbc23Uses the LU factorization to compute the solution, error-bound and condition estimate for a real banded system of linear equationsc09eyc24Two-dimensional discrete wavelet transform coefficient extraction
f07bfc23Computes row and column scalings intended to equilibrate a real banded matrix and reduce its condition numberc09ezc24Two-dimensional discrete wavelet transform coefficient insertion
f07bnc23Computes the solution to a complex banded system of linear equationsc09fac24Three-dimensional discrete wavelet transform
f07bpc23Uses the LU factorization to compute the solution, error-bound and condition estimate for a complex banded system of linear equationsc09fbc24Three-dimensional inverse discrete wavelet transform
f07btc23Computes row and column scalings intended to equilibrate a complex banded matrix and reduce its condition numberc09fcc24Three-dimensional multi-level discrete wavelet transform
f07cac23Computes the solution to a real tridiagonal system of linear equationsc09fdc24Three-dimensional inverse multi-level discrete wavelet transform
f07cbc23Uses the LU factorization to compute the solution, error-bound and condition estimate for a real tridiagonal system of linear equationsc09fyc24Three-dimensional discrete wavelet transform coefficient extraction
f07cdc23LU factorization of real tridiagonal matrixc09fzc24Three-dimensional discrete wavelet transform coefficient insertion
f07cec23Solves a real tridiagonal system of linear equations using the LU factorization computed by nag_dgttrf (f07cdc)d01rac24One-dimensional quadrature, adaptive, finite interval, multiple integrands, vectorized abscissae, reverse communication
f07cgc23Estimates the reciprocal of the condition number of a real tridiagonal matrix using the LU factorization computed by nag_dgttrf (f07cdc)d01rcc24Determine required array dimensions for nag_quad_1d_gen_vec_multi_rcomm (d01rac)
f07chc23Refined solution with error bounds of real tridiagonal system of linear equations, multiple right-hand sidesd01rgc24One-dimensional quadrature, adaptive, finite interval, strategy due to Gonnet, allowing for badly behaved integrands
f07cnc23Computes the solution to a complex tridiagonal system of linear equationsd01uac24One-dimensional Gaussian quadrature, choice of weight functions (vectorized)
f07cpc23Uses the LU factorization to compute the solution, error-bound and condition estimate for a complex tridiagonal system of linear equationsd01zkc24Option setting function
f07crc23LU factorization of complex tridiagonal matrixd01zlc24Option getting function
f07csc23Solves a complex tridiagonal system of linear equations using the LU factorization computed by nag_dgttrf (f07cdc)d02pec24Ordinary differential equations, initial value problem, Runge–Kutta method, integration over range with output
f07cuc23Estimates the reciprocal of the condition number of a complex tridiagonal matrix using the LU factorization computed by nag_dgttrf (f07cdc)d02pfc24Ordinary differential equations, initial value problem, Runge–Kutta method, integration over one step
f07cvc23Refined solution with error bounds of complex tridiagonal system of linear equations, multiple right-hand sidesd02pqc24Ordinary differential equations, initial value problem, setup for nag_ode_ivp_rkts_range (d02pec) and nag_ode_ivp_rkts_onestep (d02pfc)
f07fac23Computes the solution to a real symmetric positive definite system of linear equationsd02prc24Ordinary differential equations, initial value problem, resets end of range for nag_ode_ivp_rkts_onestep (d02pfc)
f07fbc23Uses the Cholesky factorization to compute the solution, error-bound and condition estimate for a real symmetric positive definite system of linear equationsd02psc24Ordinary differential equations, initial value problem, interpolation for nag_ode_ivp_rkts_onestep (d02pfc)
f07ffc23Computes row and column scalings intended to equilibrate a real symmetric positive definite matrix and reduce its condition numberd02ptc24Ordinary differential equations, initial value problem, integration diagnostics for nag_ode_ivp_rkts_range (d02pec) and nag_ode_ivp_rkts_onestep (d02pfc)
f07fnc23Computes the solution to a complex Hermitian positive definite system of linear equationsd02puc24Ordinary differential equations, initial value problem, error assessment diagnostics for nag_ode_ivp_rkts_range (d02pec) and nag_ode_ivp_rkts_onestep (d02pfc)
f07fpc23Uses the Cholesky factorization to compute the solution, error-bound and condition estimate for a complex Hermitian positive definite system of linear equationsd02tlc24Ordinary differential equations, general nonlinear boundary value problem, collocation technique
f07ftc23Computes row and column scalings intended to equilibrate a complex Hermitian positive definite matrix and reduce its condition numberd02tvc24Ordinary differential equations, general nonlinear boundary value problem, setup for nag_ode_bvp_coll_nlin_solve (d02tlc)
f07gac23Computes the solution to a real symmetric positive definite system of linear equations, packed storaged02txc24Ordinary differential equations, general nonlinear boundary value problem, continuation facility for nag_ode_bvp_coll_nlin_solve (d02tlc)
f07gbc23Uses the Cholesky factorization to compute the solution, error-bound and condition estimate for a real symmetric positive definite system of linear equations, packed storaged02tyc24Ordinary differential equations, general nonlinear boundary value problem, interpolation for nag_ode_bvp_coll_nlin_solve (d02tlc)
f07gfc23Computes row and column scalings intended to equilibrate a real symmetric positive definite matrix and reduce its condition number, packed storaged02tzc24Ordinary differential equations, general nonlinear boundary value problem, diagnostics for nag_ode_bvp_coll_nlin_solve (d02tlc)
f07gnc23Computes the solution to a complex Hermitian positive definite system of linear equations, packed storagee01zmc24Interpolating function, modified Shepard's method, d dimensions
f07gpc23Uses the Cholesky factorization to compute the solution, error-bound and condition estimate for a complex Hermitian positive definite system of linear equations, packed storagee01znc24Interpolated values, evaluate interpolant computed by nag_nd_shep_interp (e01zmc), function and first derivatives, d dimensions
f07gtc23Computes row and column scalings intended to equilibrate a complex Hermitian positive definite matrix and reduce its condition number, packed storagee02alc24Minimax curve fit by polynomials
f07hac23Computes the solution to a real symmetric positive definite banded system of linear equationse02bfc24Evaluation of fitted cubic spline, function and optionally derivatives at a vector of points
f07hbc23Uses the Cholesky factorization to compute the solution, error-bound and condition estimate for a real symmetric positive definite banded system of linear equationse02jdc24Spline approximation to a set of scattered data using a two-stage approximation method
f07hfc23Computes row and column scalings intended to equilibrate a real symmetric positive definite banded matrix and reduce its condition numbere02jec24Evaluation at a vector of points of a spline computed by nag_2d_spline_fit_ts_scat (e02jdc)
f07hnc23Computes the solution to a complex Hermitian positive definite banded system of linear equationse02jfc24Evaluation at a mesh of points of a spline computed by nag_2d_spline_fit_ts_scat (e02jdc)
f07hpc23Uses the Cholesky factorization to compute the solution, error-bound and condition estimate for a complex Hermitian positive definite banded system of linear equationse02zkc24Option setting routine
f07htc23Computes row and column scalings intended to equilibrate a complex Hermitian positive definite banded matrix and reduce its condition numbere02zlc24Option getting routine
f07jac23Computes the solution to a real symmetric positive definite tridiagonal system of linear equationse04mxc24Reads MPS data file defining LP, QP, MILP or MIQP problem
f07jbc23Uses the modified Cholesky factorization to compute the solution, error-bound and condition estimate for a real symmetric positive definite tridiagonal system of linear equationse04pcc24Computes the least squares solution to a set of linear equations subject to fixed upper and lower bounds on the variables. An option is provided to return a minimal length solution if a solution is not unique
f07jdc23Computes the modified Cholesky factorization of a real symmetric positive definite tridiagonal matrixe05usc24Global optimization of a sum of squares problem using multi-start, nonlinear constraints
f07jec23Solves a real symmetric positive definite tridiagonal system using the modified Cholesky factorization computed by nag_dpttrf (f07jdc)f01elc24Function of a real matrix (using numerical differentiation)
f07jgc23Computes the reciprocal of the condition number of a real symmetric positive definite tridiagonal system using the modified Cholesky factorization computed by nag_dpttrf (f07jdc)f01enc24Real matrix square root
f07jhc23Refined solution with error bounds of real symmetric positive definite tridiagonal system of linear equations, multiple right-hand sidesf01epc24Real upper quasi-triangular matrix square root
f07jnc23Computes the solution to a complex Hermitian positive definite tridiagonal system of linear equationsf01eqc24General power of a real matrix
f07jpc23Uses the modified Cholesky factorization to compute the solution, error-bound and condition estimate for a complex Hermitian positive definite tridiagonal system of linear equationsf01flc24Function of a complex matrix (using numerical differentiation)
f07jrc23Computes the modified Cholesky factorization of a complex Hermitian positive definite tridiagonal matrixf01fnc24Complex matrix square root
f07jsc23Solves a complex Hermitian positive definite tridiagonal system using the modified Cholesky factorization computed by nag_zpttrf (f07jrc)f01fpc24Complex upper triangular matrix square root
f07juc23Computes the reciprocal of the condition number of a complex Hermitian positive definite tridiagonal system using the modified Cholesky factorization computed by nag_zpttrf (f07jrc)f01fqc24General power of a complex matrix
f07jvc23Refined solution with error bounds of complex Hermitian positive definite tridiagonal system of linear equations, multiple right-hand sidesf01gac24Action of a real matrix exponential on a real matrix
f07mac23Computes the solution to a real symmetric system of linear equationsf01gbc24Action of a real matrix exponential on a real matrix (reverse communication)
f07mbc23Uses the diagonal pivoting factorization to compute the solution to a real symmetric system of linear equationsf01hac24Action of a complex matrix exponential on a complex matrix
f07mnc23Computes the solution to a complex Hermitian system of linear equationsf01hbc24Action of a complex matrix exponential on a complex matrix (reverse communication)
f07mpc23Uses the diagonal pivoting factorization to compute the solution to a complex Hermitian system of linear equationsf01jac24Condition number for the exponential, logarithm, sine, cosine, sinh or cosh of a real matrix
f07nnc23Computes the solution to a complex symmetric system of linear equationsf01jbc24Condition number for a function of a real matrix (using numerical differentiation)
f07npc23Uses the diagonal pivoting factorization to compute the solution to a complex symmetric system of linear equationsf01jcc24Condition number for a function of a real matrix (using user-supplied derivatives)
f07pac23Computes the solution to a real symmetric system of linear equations, packed storagef01jdc24Condition number for square root of real matrix
f07pbc23Uses the diagonal pivoting factorization to compute the solution to a real symmetric system of linear equations, packed storagef01jec24Condition number for real matrix power
f07pnc23Computes the solution to a complex Hermitian system of linear equations, packed storagef01jfc24Fréchet derivative of real matrix power
f07ppc23Uses the diagonal pivoting factorization to compute the solution to a complex Hermitian system of linear equations, packed storagef01jgc24Condition number for real matrix exponential
f07qnc23Computes the solution to a complex symmetric system of linear equations, packed storagef01jhc24Fréchet derivative of real matrix exponential
f07qpc23Uses the diagonal pivoting factorization to compute the solution to a complex symmetric system of linear equations, packed storagef01jjc24Condition number for real matrix logarithm
f08aac23Solves an overdetermined or underdetermined real linear systemf01jkc24Fréchet derivative of real matrix logarithm
f08anc23Solves an overdetermined or underdetermined complex linear systemf01kac24Condition number for the exponential, logarithm, sine, cosine, sinh or cosh of a complex matrix
f08bac23Computes the minimum-norm solution to a real linear least squares problemf01kbc24Condition number for a function of a complex matrix (using numerical differentiation)
f08bfc23QR factorization of real general rectangular matrix with column pivoting, using BLAS-3f01kcc24Condition number for a function of a complex matrix (using user-supplied derivatives)
f08bhc23Reduces a real upper trapezoidal matrix to upper triangular formf01kdc24Condition number for square root of complex matrix
f08bkc23Apply orthogonal transformation determined by nag_dtzrzf (f08bhc)f01kec24Condition number for complex matrix power
f08bnc23Computes the minimum-norm solution to a complex linear least squares problemf01kfc24Fréchet derivative of complex matrix power
f08btc23QR factorization of complex general rectangular matrix with column pivoting, using BLAS-3f01kgc24Condition number for complex matrix exponential
f08bvc23Reduces a complex upper trapezoidal matrix to upper triangular formf01khc24Fréchet derivative of complex matrix exponential
f08bxc23Apply unitary transformation determined by nag_ztzrzf (f08bvc)f01kjc24Condition number for complex matrix logarithm
f08cec23QL factorization of real general rectangular matrixf01kkc24Fréchet derivative of complex matrix logarithm
f08cfc23Form all or part of orthogonal Q from QL factorization determined by nag_dgeqlf (f08cec)f02ekc24Selected eigenvalues and eigenvectors of a real sparse general matrix
f08cgc23Apply orthogonal transformation determined by nag_dgeqlf (f08cec)f02jcc24Solves the quadratic eigenvalue problem for real matrices
f08chc23RQ factorization of real general rectangular matrixf02jqc24Solves the quadratic eigenvalue problem for complex matrices
f08cjc23Form all or part of orthogonal Q from RQ factorization determined by nag_dgerqf (f08chc)f04ydc24Norm estimation (for use in condition estimation), real rectangular matrix
f08ckc23Apply orthogonal transformation determined by nag_dgerqf (f08chc)f04zdc24Norm estimation (for use in condition estimation), complex rectangular matrix
f08csc23QL factorization of complex general rectangular matrixf08abc24Performs a QR factorization of real general rectangular matrix, with explicit blocking
f08ctc23Form all or part of orthogonal Q from QL factorization determined by nag_zgeqlf (f08csc)f08acc24Applies the orthogonal transformation determined by nag_dgeqrt (f08abc)
f08cuc23Apply unitary transformation determined by nag_zgeqlf (f08csc)f08apc24Performs a QR factorization of complex general rectangular matrix using recursive algorithm
f08cvc23RQ factorization of complex general rectangular matrixf08aqc24Applies the unitary transformation determined by nag_zgeqrt (f08apc)
f08cwc23Form all or part of orthogonal Q from RQ factorization determined by nag_zgerqf (f08cvc)f08bbc24QR factorization of real general triangular-pentagonal matrix
f08cxc23Apply unitary transformation determined by nag_zgerqf (f08cvc)f08bcc24Applies the orthogonal transformation determined by nag_dtpqrt (f08bbc)
f08fac23Computes all eigenvalues and, optionally, eigenvectors of a real symmetric matrixf08bpc24QR factorization of complex triangular-pentagonal matrix
f08fbc23Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrixf08bqc24Applies the unitary transformation determined by nag_ztpqrt (f08bpc)
f08fdc23Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix (Relatively Robust Representations)f08rac24Computes the CS decomposition of an orthogonal matrix partitioned into four real submatrices
f08flc23Computes the reciprocal condition numbers for the eigenvectors of a real symmetric or complex Hermitian matrix or for the left or right singular vectors of a general matrixf08rnc24Computes the CS decomposition of an unitary matrix partitioned into four complex submatrices
f08fnc23Computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian matrixf11dfc24Real sparse nonsymmetric linear system, incomplete LU factorization of local or overlapping diagonal blocks
f08fpc23Computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrixf11dgc24Solution of real sparse nonsymmetric linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, incomplete LU block diagonal preconditioner computed by nag_sparse_nsym_precon_bdilu (f11dfc)
f08frc23Computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix (Relatively Robust Representations)f11dtc24Complex, sparse, non-Hermitian linear system, incomplete LU factorization of local or overlapping diagonal blocks
f08gac23Computes all eigenvalues and, optionally, eigenvectors of a real symmetric matrix, packed storagef11duc24Solution of complex, sparse, non-Hermitian linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, incomplete LU block diagonal preconditioner computed by nag_sparse_nherm_precon_bdilu (f11dtc)
f08gbc23Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix, packed storagef12atc24Initialization function for nag_complex_banded_eigensystem_solve (f12auc) computing selected eigenvalues and, optionally, eigenvectors of a complex banded (standard or generalized) eigenproblem.
f08gnc23Computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix, packed storagef12auc24Selected eigenvalues and, optionally, eigenvectors of complex non-Hermitian banded eigenproblem, driver
f08gpc23Computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix, packed storagef16eac24Dot product of two vectors, allows scaling and accumulation.
f08hac23Computes all eigenvalues and, optionally, eigenvectors of a real symmetric band matrixf16gcc24Complex weighted vector addition
f08hbc23Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric band matrixg01atc24Computes univariate summary information: mean, variance, skewness, kurtosis
f08hnc23Computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian band matrixg01auc24Combines multiple sets of summary information, for use after nag_summary_stats_onevar (g01atc)
f08hpc23Computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian band matrixg01hdc24Computes the probability for the multivariate Student's t-distribution
f08jac23Computes all eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrixg01lbc24Computes a vector of values for the probability density function of the multivariate Normal distribution
f08jbc23Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrixg01wac24Computes the mean and standard deviation using a rolling window
f08jdc23Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix (Relatively Robust Representations)g02ajc24Computes the nearest correlation matrix to a real square matrix, using element-wise weighting
f08jhc23Computes all eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix or a matrix reduced to this form (divide-and-conquer)g02bzc24Combines two sums of squares matrices, for use after nag_sum_sqs (g02buc)
f08jlc23Computes all eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix or a symmetric matrix reduced to this form (Relatively Robust Representations)g03gac24Fits a Gaussian mixture model
f08jvc23Computes all eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix or a complex Hermitian matrix reduced to this form (divide-and-conquer)g05xac24Initializes the Brownian bridge generator
f08jyc23Computes all eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix or a complex Hermitian matrix reduced to this form (Relatively Robust Representations)g05xbc24Generate paths for a free or non-free Wiener process using the Brownian bridge algorithm
f08kac23Computes the minimum-norm solution to a real linear least squares problem using singular value decompositiong05xcc24Initializes the generator which backs out the increments of sample paths generated by a Brownian bridge algorithm
f08kbc23Computes the singular value decomposition of a real matrix, optionally computing the left and/or right singular vectorsg05xdc24Backs out the increments from sample paths generated by a Brownian bridge algorithm
f08kcc23Computes the minimum-norm solution to a real linear least squares problem using singular value decomposition (divide-and-conquer)g05xec24Creates a Brownian bridge construction order out of a set of input times
f08kdc23Computes the singular value decomposition of a real matrix, optionally computing the left and/or right singular vectors (divide-and-conquer)g05zmc24Setup for simulating one-dimensional random fields, user-defined variogram
f08khc23Computes the singular value decomposition of a real matrix, optionally computing the left and/or right singular vectors (preconditioned Jacobi)g05znc24Setup for simulating one-dimensional random fields
f08kjc23Computes the singular value decomposition of a real matrix, optionally computing the left and/or right singular vectors (fast Jacobi)g05zpc24Generates realizations of a one-dimensional random field
f08knc23Computes the minimum-norm solution to a complex linear least squares problem using singular value decompositiong05zqc24Setup for simulating two-dimensional random fields, user-defined variogram
f08kpc23Computes the singular value decomposition of a complex matrix, optionally computing the left and/or right singular vectorsg05zrc24Setup for simulating two-dimensional random fields, preset variogram
f08kqc23Computes the minimum-norm solution to a complex linear least squares problem using singular value decomposition (divide-and-conquer)g05zsc24Generates realizations of a two-dimensional random field
f08krc23Computes the singular value decomposition of a complex matrix, optionally computing the left and/or right singular vectors (divide-and-conquer)g05ztc24Generates realizations of fractional Brownian motion
f08mdc23Computes the singular value decomposition of a real bidiagonal matrix, optionally computing the singular vectors (divide-and-conquer)g10bbc24Kernel density estimate using Gaussian kernel (thread safe)
f08nac23Computes all eigenvalues and, optionally, left and/or right eigenvectors of a real nonsymmetric matrixg13mec24Computes the iterated exponential moving average for a univariate inhomogeneous time series
f08nbc23Computes 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 eigenvectorsg13mfc24Computes the iterated exponential moving average for a univariate inhomogeneous time series, intermediate results are also returned
f08nnc23Computes all eigenvalues and, optionally, left and/or right eigenvectors of a complex nonsymmetric matrixg13mgc24Computes the exponential moving average for a univariate inhomogeneous time series
f08npc23Computes 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 eigenvectorsh05aac24Best n subsets of size p (reverse communication)
f08pac23Computes for real square nonsymmetric matrix, the eigenvalues, the real Schur form, and, optionally, the matrix of Schur vectorsh05abc24Best n subsets of size p (direct communication)
f08pbc23Computes 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 eigenvaluess22bac24Real confluent hypergeometric function F 1 1 a;b;x
f08pnc23Computes for complex square nonsymmetric matrix, the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectorss22bbc24Real confluent hypergeometric function F 1 1 a;b;x  in scaled form
f08ppc23Computes 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 eigenvaluess22bec24Real Gauss hypergeometric function F1 2 a,b;c;x
f08sac23Computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblems22bfc24Real Gauss hypergeometric function F 1 2 a,b; c;x  in scaled form.
f08sbc23Computes selected eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblems30ncc24Heston's model option pricing with term structure
f08scc23Computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem (divide-and-conquer)x07aac24Determines whether its argument has a finite value
f08snc23Computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblemx07abc24Determines whether its argument is a NaN (Not A Number)
f08spc23Computes selected eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblemx07bac24Creates a signed infinite value.
f08sqc23Computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem (divide-and-conquer)x07bbc24Creates a NaN (Not A Number)
f08tac23Computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem, packed storagex07cac24Gets current behaviour of floating-point exceptions
f08tbc23Computes selected eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem, packed storagex07cbc24Sets behaviour of floating-point exceptions
f08tcc23Computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem, packed storage (divide-and-conquer)d01esc25Multi-dimensional quadrature using sparse grids
f08tnc23Computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem, packed storagee01eac25Triangulation of two-dimensional scattered grid, method of Renka and Cline
f08tpc23Computes selected eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem, packed storagee01ebc25Barycentric interpolation on function values provided on a two-dimensional scattered grid
f08tqc23Computes selected eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem, packed storage (divide-and-conquer)f01vac25Copies a real triangular matrix from full format to packed format
f08uac23Computes all the eigenvalues, and optionally, the eigenvectors of a real banded generalized symmetric-definite eigenproblemf01vbc25Copies a complex triangular matrix from full format to packed format
f08ubc23Computes selected eigenvalues, and optionally, the eigenvectors of a real banded generalized symmetric-definite eigenproblemf01vcc25Copies a real triangular matrix from packed format to full format
f08ucc23Computes all the eigenvalues, and optionally, the eigenvectors of a real banded generalized symmetric-definite eigenproblem (divide-and-conquer)f01vdc25Copies a complex triangular matrix from packed format to full format
f08unc23Computes all the eigenvalues, and optionally, the eigenvectors of a complex banded generalized Hermitian-definite eigenproblemf01vec25Copies a real triangular matrix from full format to Rectangular Full Packed format
f08upc23Computes selected eigenvalues, and optionally, the eigenvectors of a complex banded generalized Hermitian-definite eigenproblemf01vfc25Copies a complex triangular matrix from full format to Rectangular Full Packed format
f08uqc23Computes all the eigenvalues, and optionally, the eigenvectors of a complex banded generalized Hermitian-definite eigenproblem (divide-and-conquer)f01vgc25Copies a real triangular matrix from Rectangular Full Packed format to full format
f08vec23Computes orthogonal matrices as processing steps for computing the generalized singular value decomposition of a real matrix pairf01vhc25Copies a complex triangular matrix from Rectangular Full Packed format to full format
f08vsc23Computes orthogonal matrices as processing steps for computing the generalized singular value decomposition of a complex matrix pairf01vjc25Copies a real triangular matrix from packed format to Rectangular Full Packed format
f08wac23Computes, for a real nonsymmetric matrix pair, the generalized eigenvalues, and optionally, the left and/or right generalized eigenvectorsf01vkc25Copies a complex triangular matrix from packed format to Rectangular Full Packed format
f08wbc23Computes, 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 eigenvectorsf01vlc25Copies a real triangular matrix from Rectangular Full Packed format to packed format
f08wnc23Computes, for a complex nonsymmetric matrix pair, the generalized eigenvalues, and optionally, the left and/or right generalized eigenvectorsf01vmc25Copies a complex triangular matrix from Rectangular Full Packed format to packed format
f08wpc23Computes, 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 eigenvectorsf02fkc25Selected eigenvalues and eigenvectors of a real symmetric sparse matrix
f08xac23Computes, for a real nonsymmetric matrix pair, the generalized eigenvalues, the generalized real Schur form and, optionally, the left and/or right matrices of Schur vectorsf07kdc25Cholesky factorization, with complete pivoting, of a real, symmetric, positive semidefinite matrix
f08xbc23Computes, 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 eigenvaluesf07krc25Cholesky factorization of complex Hermitian positive semidefinite matrix
f08xnc23Computes, for a complex nonsymmetric matrix pair, the generalized eigenvalues, the generalized complex Schur form and, optionally, the left and/or right matrices of Schur vectorsf07wdc25Cholesky factorization of real symmetric positive definite matrix, Rectangular Full Packed format
f08xpc23Computes, 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 eigenvaluesf07wec25Solution of real symmetric positive definite system of linear equations, multiple right-hand sides, coefficient matrix already factorized by nag_dpftrf (f07wdc), Rectangular Full Packed format
f08yec23Computes the generalized singular value decomposition of a real upper triangular (or trapezoidal) matrix pairf07wjc25Inverse of real symmetric positive definite matrix, matrix already factorized by nag_dpftrf (f07wdc), Rectangular Full Packed format
f08yfc23Reorders the generalized real Schur decomposition of a real matrix pair using an orthogonal equivalence transformationf07wkc25Inverse of real triangular matrix, Rectangular Full Packed format
f08ygc23Reorders the generalized real Schur decomposition of a real matrix pair using an orthogonal equivalence transformation, computes the generalized eigenvalues of the reordered pair and, optionally, computes the estimates of reciprocal condition numbers for eigenvalues and eigenspacesf07wrc25Cholesky factorization of complex Hermitian positive definite matrix, Rectangular Full Packed format
f08yhc23Solves the real-valued generalized Sylvester equationf07wsc25Solution of complex Hermitian positive definite system of linear equations, multiple right-hand sides, coefficient matrix already factorized by nag_zpftrf (f07wrc), Rectangular Full Packed format
f08ylc23Estimates reciprocal condition numbers for specified eigenvalues and/or eigenvectors of a real matrix pair in generalized real Schur canonical formf07wwc25Inverse of complex Hermitian positive definite matrix, matrix already factorized by nag_zpftrf (f07wrc), Rectangular Full Packed format
f08ysc23Computes the generalized singular value decomposition of a complex upper triangular (or trapezoidal) matrix pairf07wxc25Inverse of complex triangular matrix, Rectangular Full Packed format
f08ytc23Reorders the generalized Schur decomposition of a complex matrix pair using an unitary equivalence transformationf11yec25Reverse Cuthill–McKee reordering of a sparse symmetric matrix in CCS format
f08yuc23Reorders the generalized Schur decomposition of a complex matrix pair using an unitary equivalence transformation, computes the generalized eigenvalues of the reordered pair and, optionally, computes the estimates of reciprocal condition numbers for eigenvalues and eigenspacesf16rkc251-norm, ∞-norm, Frobenius norm, largest absolute element, real symmetric matrix, Rectangular Full Packed format
f08yvc23Solves the complex generalized Sylvester equationf16ukc251-norm, ∞-norm, Frobenius norm, largest absolute element, complex Hermitian matrix, Rectangular Full Packed format
f08yyc23Estimates reciprocal condition numbers for specified eigenvalues and/or eigenvectors of a complex matrix pair in generalized Schur canonical formf16ylc25Solves a system of equations with multiple right-hand sides, real triangular coefficient matrix, Rectangular Full Packed format
f08zec23Computes a generalized QR factorization of a real matrix pairf16yqc25Rank-k update of a real symmetric matrix, Rectangular Full Packed format
f08zfc23Computes a generalized RQ factorization of a real matrix pairf16zlc25Solves system of equations with multiple right-hand sides, complex triangular coefficient matrix, Rectangular Full Packed format
f08zsc23Computes a generalized QR factorization of a complex matrix pairf16zqc25Rank-k update of a complex Hermitian matrix, Rectangular Full Packed format
f08ztc23Computes a generalized RQ factorization of a complex matrix pairg01ewc25Computes probabilities for the Dickey–Fuller unit root test
f11bdc23Real sparse nonsymmetric linear systems, setup for nag_sparse_nsym_basic_solver (f11bec)g02anc25Computes a correlation matrix from an approximate matrix with fixed submatrix
f11bec23Real sparse nonsymmetric linear systems, preconditioned RGMRES, CGS, Bi-CGSTAB or TFQMR methodg02mac25Least angle regression (LARS), least absolute shrinkage and selection operator (LASSO) and forward stagewise regression
f11bfc23Real sparse nonsymmetric linear systems, diagnostic for nag_sparse_nsym_basic_solver (f11bec)g02mbc25Least Angle Regression (LARS), Least Absolute Shrinkage and Selection Operator (LASSO) and forward stagewise regression using the cross-products matrix
f11brc23Complex sparse non-Hermitian linear systems, setup for nag_sparse_nherm_basic_solver (f11bsc)g02mcc25Additional parameter calculate following Least Angle Regression (LARS), Least Absolute Shrinkage and Selection Operator (LASSO) or forward stagewise regression
f11bsc23Complex sparse non-Hermitian linear systems, preconditioned RGMRES, CGS, Bi-CGSTAB or TFQMR methodg05pvc25Permutes a matrix, vector, vector triplet into a form suitable for K-fold cross validation
f11btc23Complex sparse non-Hermitian linear systems, diagnostic for nag_sparse_nherm_basic_solver (f11bsc)g05pwc25Permutes a matrix, vector, vector triplet into a form suitable for random sub-sampling validation
f11dbc23Solution of linear system involving incomplete LU preconditioning matrix generated by nag_sparse_nsym_fac (f11dac)g13awc25Computes (augmented) Dickey–Fuller unit root test statistic
f11ddc23Solution of linear system involving preconditioning matrix generated by applying SSOR to real sparse nonsymmetric matrixg13ejc25Combined time and measurement update, one iteration of the Unscented Kalman Filter for a nonlinear state space model, with additive noise (reverse communication)
f11dkc23Real sparse nonsymmetric linear systems, line Jacobi preconditionerg13ekc25Combined time and measurement update, one iteration of the Unscented Kalman Filter for a nonlinear state space model, with additive noise
f11dnc23Complex sparse non-Hermitian linear systems, incomplete LU factorizationg13nac25Change point detection, using the PELT algorithm
f11dpc23Solution of complex linear system involving incomplete LU preconditioning matrix generated by nag_sparse_nherm_fac (f11dnc)g13nbc25Change points detection using the PELT algorithm, user supplied cost function
f11dqc23Solution of complex sparse non-Hermitian linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, preconditioner computed by nag_sparse_nherm_fac (f11dnc) (Black Box)g13ndc25Change point detection, using binary segmentation
f11drc23Solution of linear system involving preconditioning matrix generated by applying SSOR to complex sparse non-Hermitian matrixg13nec25Change point detection, using binary segmentation, user supplied cost function
f11dsc23Solution of complex sparse non-Hermitian linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, Jacobi or SSOR preconditioner Black Boxh02dac25Mixed integer nonlinear programming
f11dxc23Complex sparse nonsymmetric linear systems, line Jacobi preconditionerh02zkc25Option setting routine for nag_mip_sqp (h02dac)
f11gdc23Real sparse symmetric linear systems, setup for nag_sparse_sym_basic_solver (f11gec)h02zlc25Option getting routine for nag_mip_sqp (h02dac)
f11gec23Real sparse symmetric linear systems, preconditioned conjugate gradient or Lanczos method or the MINRES algorithmh03bbc25Travelling Salesman Problem, simulated annealing
f11gfc23Real sparse symmetric linear systems, diagnostic for nag_sparse_sym_basic_solver (f11gec)x06aac25Sets the number of threads for OpenMP parallel regions
f11grc23Complex sparse Hermitian linear systems, setup for nag_sparse_herm_basic_solver (f11gsc)x06abc25The number of OpenMP threads in the current team
f11gsc23Complex sparse Hermitian linear systems, preconditioned conjugate gradient or Lanczosx06acc25An upper bound on the number of threads in the next parallel region
f11gtc23Complex sparse Hermitian linear systems, diagnostic for nag_sparse_herm_basic_solver (f11gsc)x06adc25The OpenMP thread number of the calling thread
f11jbc23Solution of linear system involving incomplete Cholesky preconditioning matrix generated by nag_sparse_sym_chol_fac (f11jac)x06afc25Tests for an active OpenMP parallel region
f11jdc23Solution of linear system involving preconditioning matrix generated by applying SSOR to real sparse symmetric matrixx06agc25Enables or disables nested OpenMP parallelism
f11jnc23Complex sparse Hermitian matrix, incomplete Cholesky factorizationx06ahc25Tests the status of nested OpenMP parallelism
f11jpc23Solution of complex linear system involving incomplete Cholesky preconditioning matrix generated by nag_sparse_herm_chol_fac (f11jnc)

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