| Function Name |
Purpose |
| nag_sum_fft_sine (c06re) | Multiple discrete sine transforms, simple |
| nag_sum_fft_cosine (c06rf) | Multiple discrete cosine transforms, simple |
| nag_sum_fft_qtrsine (c06rg) | Multiple discrete quarter-wave sine transforms, simple |
| nag_sum_fft_qtrcosine (c06rh) | Multiple discrete quarter-wave cosine transforms, simple |
| nag_wav_1d_mxolap_fwd (c09da) | One-dimensional maximal overlap discrete wavelet transform (MODWT) |
| nag_wav_1d_mxolap_inv (c09db) | One-dimensional inverse maximal overlap discrete wavelet transform (IMODWT) |
| nag_wav_1d_mxolap_multi_fwd (c09dc) | One-dimensional multi-level maximal overlap discrete wavelet transform (MODWT) |
| nag_wav_1d_mxolap_multi_inv (c09dd) | One-dimensional inverse multi-level maximal overlap discrete wavelet transform (IMODWT) |
| nag_wav_2d_coeff_ext (c09ey) | Two-dimensional discrete wavelet transform coefficient extraction |
| nag_wav_2d_coeff_ins (c09ez) | Two-dimensional discrete wavelet transform coefficient insertion |
| nag_wav_3d_coeff_ext (c09fy) | Three-dimensional discrete wavelet transform coefficient extraction |
| nag_wav_3d_coeff_ins (c09fz) | Three-dimensional discrete wavelet transform coefficient insertion |
| nag_quad_md_sgq_multi_vec (d01es) | Multi-dimensional quadrature using sparse grids |
| nag_ode_bvp_coll_nlin_solve (d02tl) | Ordinary differential equations, general nonlinear boundary value problem, collocation technique (thread safe) |
| nag_interp_2d_triangulate (e01ea) | Triangulation of two-dimensional scattered grid, method of Renka and Cline |
| nag_interp_2d_triang_bary_eval (e01eb) | Barycentric interpolation on function values provided on a two-dimensional scattered grid |
| nag_1d_minimax_polynomial (e02al) | Minimax curve fit by polynomials |
| nag_matop_real_gen_matrix_sqrt (f01en) | Real matrix square root |
| nag_matop_real_tri_matrix_sqrt (f01ep) | Real upper quasi-triangular matrix square root |
| nag_matop_real_gen_matrix_pow (f01eq) | General power of a real matrix |
| nag_matop_complex_gen_matrix_sqrt (f01fn) | Complex matrix square root |
| nag_matop_complex_tri_matrix_sqrt (f01fp) | Complex upper triangular matrix square root |
| nag_matop_complex_gen_matrix_pow (f01fq) | General power of a complex matrix |
| nag_matop_real_gen_matrix_cond_sqrt (f01jd) | Condition number for square root of real matrix |
| nag_matop_real_gen_matrix_cond_pow (f01je) | Condition number for real matrix power |
| nag_matop_real_gen_matrix_frcht_pow (f01jf) | Fréchet derivative of real matrix power |
| nag_matop_real_gen_matrix_cond_exp (f01jg) | Condition number for real matrix exponential |
| nag_matop_real_gen_matrix_frcht_exp (f01jh) | Fréchet derivative of real matrix exponential |
| nag_matop_real_gen_matrix_cond_log (f01jj) | Condition number for real matrix logarithm |
| nag_matop_real_gen_matrix_frcht_log (f01jk) | Fréchet derivative of real matrix logarithm |
| nag_matop_complex_gen_matrix_cond_sqrt (f01kd) | Condition number for square root of complex matrix |
| nag_matop_complex_gen_matrix_cond_pow (f01ke) | Condition number for complex matrix power |
| nag_matop_complex_gen_matrix_frcht_pow (f01kf) | Fréchet derivative of complex matrix power |
| nag_matop_complex_gen_matrix_cond_exp (f01kg) | Condition number for complex matrix exponential |
| nag_matop_complex_gen_matrix_frcht_exp (f01kh) | Fréchet derivative of complex matrix exponential |
| nag_matop_complex_gen_matrix_cond_log (f01kj) | Condition number for complex matrix logarithm |
| nag_matop_complex_gen_matrix_frcht_log (f01kk) | Fréchet derivative of complex matrix logarithm |
| nag_eigen_real_symm_sparse_arnoldi (f02fk) | Selected eigenvalues and eigenvectors of a real symmetric sparse matrix |
| nag_eigen_real_gen_quad (f02jc) | Solves the quadratic eigenvalue problem for real matrices |
| nag_eigen_complex_gen_quad (f02jq) | Solves the quadratic eigenvalue problem for complex matrices |
| nag_lapack_dgeqrt (f08ab) | Performs a factorization of real general rectangular matrix, with explicit blocking |
| nag_lapack_dgemqrt (f08ac) | Applies the orthogonal transformation determined by nag_lapack_dgeqrt (f08ab) |
| nag_lapack_zgeqrt (f08ap) | Performs a factorization of complex general rectangular matrix using recursive algorithm |
| nag_lapack_zgemqrt (f08aq) | Applies the unitary transformation determined by nag_lapack_zgeqrt (f08ap) |
| nag_lapack_dtpqrt (f08bb) | factorization of real general triangular-pentagonal matrix |
| nag_lapack_dtpmqrt (f08bc) | Applies the orthogonal transformation determined by nag_lapack_dtpqrt (f08bb) |
| nag_lapack_ztpqrt (f08bp) | factorization of complex triangular-pentagonal matrix |
| nag_lapack_ztpmqrt (f08bq) | Applies the unitary transformation determined by nag_lapack_ztpqrt (f08bp) |
| nag_lapack_dorcsd (f08ra) | Computes the CS decomposition of an orthogonal matrix partitioned into four real submatrices |
| nag_lapack_zuncsd (f08rn) | Computes the CS decomposition of a unitary matrix partitioned into four complex submatrices |
| nag_sparse_sym_rcm (f11ye) | Reverse Cuthill–McKee reordering of a sparse symmetric matrix in CCS format |
| nag_blast_ddot (f16ea) | Dot product of two vectors, allows scaling and accumulation. |
| nag_stat_prob_dickey_fuller_unit (g01ew) | Computes probabilities for the Dickey–Fuller unit root test |
| nag_nearest_correlation_shrinking (g02an) | Computes a correlation matrix from an approximate matrix with fixed submatrix |
| nag_correg_lars (g02ma) | Least angle regression (LARS), least absolute shrinkage and selection operator (LASSO) and forward stagewise regression |
| nag_correg_lars_xtx (g02mb) | Least Angle Regression (LARS), Least Absolute Shrinkage and Selection Operator (LASSO) and forward stagewise regression using the cross-products matrix |
| nag_correg_lars_param (g02mc) | Additional parameter calculate following Least Angle Regression (LARS), Least Absolute Shrinkage and Selection Operator (LASSO) or forward stagewise regression |
| nag_rand_kfold_xyw (g05pv) | Permutes a matrix, vector, vector triplet into a form suitable for -fold cross validation |
| nag_rand_subsamp_xyw (g05pw) | Permutes a matrix, vector, vector triplet into a form suitable for random sub-sampling validation |
| nag_smooth_kerndens_gauss2 (g10bb) | Kernel density estimate using Gaussian kernel (thread safe) |
| nag_tsa_uni_dickey_fuller_unit (g13aw) | Computes (augmented) Dickey–Fuller unit root test statistic |
| nag_tsa_kalman_unscented_state_revcom (g13ej) | Combined time and measurement update, one iteration of the Unscented Kalman Filter for a nonlinear state space model, with additive noise (reverse communication) |
| nag_tsa_kalman_unscented_state (g13ek) | Combined time and measurement update, one iteration of the Unscented Kalman Filter for a nonlinear state space model, with additive noise |
| nag_tsa_cp_pelt (g13na) | Change point detection, using the PELT algorithm |
| nag_tsa_cp_pelt_user (g13nb) | Change points detection using the PELT algorithm, user supplied cost function |
| nag_tsa_cp_binary (g13nd) | Change point detection, using binary segmentation |
| nag_tsa_cp_binary_user (g13ne) | Change point detection, using binary segmentation, user supplied cost function |
| nag_mip_sqp (h02da) | Mixed integer nonlinear programming |
| nag_mip_optset (h02zk) | Option setting routine for nag_mip_sqp (h02da) |
| nag_mip_optget (h02zl) | Option getting routine for nag_mip_sqp (h02da) |
| nag_mip_tsp_simann (h03bb) | Travelling Salesman Problem, simulated annealing |
| nag_specfun_2f1_real (s22be) | Real Gauss hypergeometric function |
| nag_specfun_2f1_real_scaled (s22bf) | Real Gauss hypergeometric function in scaled form. |
| nag_specfun_opt_heston_term (s30nc) | Heston's model option pricing with term structure |
| nag_omp_set_num_threads (x06aa) | Sets the number of threads for OpenMP parallel regions |
| nag_omp_get_max_threads (x06ac) | An upper bound on the number of threads in the next parallel region |