NAG Library Manual, Mark 26

Contents

• Copyright Statement
• Foreword

Introduction

• How to Use the NAG Library and its Documentation
• NAG Fortran Library News, Mark 26
• Implementation-specific Details for Users
• Advice on Replacement Calls for Withdrawn/Superseded Routines
• Code Contributors
• Support from NAG
• Keyword and GAMS Search

NAG AD Library

• NAG AD Library Contents
• NAG AD Library Introduction
• X10 – Automatic Differentiation Utilities

Chapters of the Library

• A00 – Library Identification
• A02 – Complex Arithmetic
• C02 – Zeros of Polynomials
• C05 – Roots of One or More Transcendental Equations
• C06 – Summation of Series
• C09 – Wavelet Transforms
• D01 – Quadrature
• D02 – Ordinary Differential Equations
• D03 – Partial Differential Equations
• D04 – Numerical Differentiation
• D05 – Integral Equations
• D06 – Mesh Generation
• E01 – Interpolation
• E02 – Curve and Surface Fitting
• E04 – Minimizing or Maximizing a Function
• E05 – Global Optimization of a Function
• F – Linear Algebra
• F01 – Matrix Operations, Including Inversion
• F02 – Eigenvalues and Eigenvectors
• F03 – Determinants
• F04 – Simultaneous Linear Equations
• F05 – Orthogonalization
• F06 – Linear Algebra Support Routines
• F07 – Linear Equations (LAPACK)
• F08 – Least Squares and Eigenvalue Problems (LAPACK)
• F11 – Large Scale Linear Systems
• F12 – Large Scale Eigenproblems
• F16 – Further Linear Algebra Support Routines
• G01 – Simple Calculations on Statistical Data
• G02 – Correlation and Regression Analysis
• G03 – Multivariate Methods
• G04 – Analysis of Variance
• G05 – Random Number Generators
• G07 – Univariate Estimation
• G08 – Nonparametric Statistics
• G10 – Smoothing in Statistics
• G11 – Contingency Table Analysis
• G12 – Survival Analysis
• G13 – Time Series Analysis
• G22 – Linear Model Specification
• H – Operations Research
• M01 – Sorting and Searching
• S – Approximations of Special Functions
• X01 – Mathematical Constants
• X02 – Machine Constants
• X03 – Inner Products
• X04 – Input/Output Utilities
• X05 – Date and Time Utilities
• X06 – OpenMP Utilities
• X07 – IEEE Arithmetic
• X10 – Automatic Differentiation Utilities