| Function Name |
Purpose |
| c06fkc | Circular convolution or correlation of two real vectors, no restrictions on |
| c06pac | Single one-dimensional real and Hermitian complex discrete Fourier transform, using complex storage format for Hermitian sequences |
| c06pcc | Single one-dimensional complex discrete Fourier transform, complex data type |
| c06psc | Multiple one-dimensional complex discrete Fourier transforms, complex data type |
| c06puc | Two-dimensional complex discrete Fourier transform, complex data type |
| c06pvc | Two-dimensional real-to-complex discrete Fourier transform |
| c06pwc | Two-dimensional complex-to-real discrete Fourier transform |
| c06pyc | Three-dimensional real-to-complex discrete Fourier transform |
| c06pzc | Three-dimensional complex-to-real discrete Fourier transform |
| c06rec | Multiple discrete sine transforms, simple |
| c06rfc | Multiple discrete cosine transforms, simple |
| c06rgc | Multiple discrete quarter-wave sine transforms, simple |
| c06rhc | Multiple discrete quarter-wave cosine transforms, simple |
| c09acc | Three-dimensional wavelet filter initialization |
| c09dac | One-dimensional maximal overlap discrete wavelet transform (MODWT) |
| c09dbc | One-dimensional inverse maximal overlap discrete wavelet transform (IMODWT) |
| c09dcc | One-dimensional multi-level maximal overlap discrete wavelet transform (MODWT) |
| c09ddc | One-dimensional inverse multi-level maximal overlap discrete wavelet transform (IMODWT) |
| c09eyc | Two-dimensional discrete wavelet transform coefficient extraction |
| c09ezc | Two-dimensional discrete wavelet transform coefficient insertion |
| c09fac | Three-dimensional discrete wavelet transform |
| c09fbc | Three-dimensional inverse discrete wavelet transform |
| c09fcc | Three-dimensional multi-level discrete wavelet transform |
| c09fdc | Three-dimensional inverse multi-level discrete wavelet transform |
| c09fyc | Three-dimensional discrete wavelet transform coefficient extraction |
| c09fzc | Three-dimensional discrete wavelet transform coefficient insertion |
| d01rac | One-dimensional quadrature, adaptive, finite interval, multiple integrands, vectorized abscissae, reverse communication |
| d01rcc | Determine required array dimensions for nag_quad_1d_gen_vec_multi_rcomm (d01rac) |
| d01rgc | One-dimensional quadrature, adaptive, finite interval, strategy due to Gonnet, allowing for badly behaved integrands |
| d01uac | One-dimensional Gaussian quadrature, choice of weight functions (vectorized) |
| d01zkc | Option setting function |
| d01zlc | Option getting function |
| d02pec | Ordinary differential equations, initial value problem, Runge–Kutta method, integration over range with output |
| d02pfc | Ordinary differential equations, initial value problem, Runge–Kutta method, integration over one step |
| d02pqc | Ordinary differential equations, initial value problem, setup for nag_ode_ivp_rkts_range (d02pec) and nag_ode_ivp_rkts_onestep (d02pfc) |
| d02prc | Ordinary differential equations, initial value problem, resets end of range for nag_ode_ivp_rkts_onestep (d02pfc) |
| d02psc | Ordinary differential equations, initial value problem, interpolation for nag_ode_ivp_rkts_onestep (d02pfc) |
| d02ptc | Ordinary differential equations, initial value problem, integration diagnostics for nag_ode_ivp_rkts_range (d02pec) and nag_ode_ivp_rkts_onestep (d02pfc) |
| d02puc | Ordinary differential equations, initial value problem, error assessment diagnostics for nag_ode_ivp_rkts_range (d02pec) and nag_ode_ivp_rkts_onestep (d02pfc) |
| d02tlc | Ordinary differential equations, general nonlinear boundary value problem, collocation technique |
| d02tvc | Ordinary differential equations, general nonlinear boundary value problem, setup for nag_ode_bvp_coll_nlin_solve (d02tlc) |
| d02txc | Ordinary differential equations, general nonlinear boundary value problem, continuation facility for nag_ode_bvp_coll_nlin_solve (d02tlc) |
| d02tyc | Ordinary differential equations, general nonlinear boundary value problem, interpolation for nag_ode_bvp_coll_nlin_solve (d02tlc) |
| d02tzc | Ordinary differential equations, general nonlinear boundary value problem, diagnostics for nag_ode_bvp_coll_nlin_solve (d02tlc) |
| e01zmc | Interpolating function, modified Shepard's method, dimensions |
| e01znc | Interpolated values, evaluate interpolant computed by nag_nd_shep_interp (e01zmc), function and first derivatives, dimensions |
| e02alc | Minimax curve fit by polynomials |
| e02bfc | Evaluation of fitted cubic spline, function and optionally derivatives at a vector of points |
| e02jdc | Spline approximation to a set of scattered data using a two-stage approximation method |
| e02jec | Evaluation at a vector of points of a spline computed by nag_2d_spline_fit_ts_scat (e02jdc) |
| e02jfc | Evaluation at a mesh of points of a spline computed by nag_2d_spline_fit_ts_scat (e02jdc) |
| e02zkc | Option setting routine |
| e02zlc | Option getting routine |
| e04mxc | Reads MPS data file defining LP, QP, MILP or MIQP problem |
| e04pcc | Computes 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 |
| e05usc | Global optimization of a sum of squares problem using multi-start, nonlinear constraints |
| f01elc | Function of a real matrix (using numerical differentiation) |
| f01enc | Real matrix square root |
| f01epc | Real upper quasi-triangular matrix square root |
| f01eqc | General power of a real matrix |
| f01flc | Function of a complex matrix (using numerical differentiation) |
| f01fnc | Complex matrix square root |
| f01fpc | Complex upper triangular matrix square root |
| f01fqc | General power of a complex matrix |
| f01gac | Action of a real matrix exponential on a real matrix |
| f01gbc | Action of a real matrix exponential on a real matrix (reverse communication) |
| f01hac | Action of a complex matrix exponential on a complex matrix |
| f01hbc | Action of a complex matrix exponential on a complex matrix (reverse communication) |
| f01jac | Condition number for the exponential, logarithm, sine, cosine, sinh or cosh of a real matrix |
| f01jbc | Condition number for a function of a real matrix (using numerical differentiation) |
| f01jcc | Condition number for a function of a real matrix (using user-supplied derivatives) |
| f01jdc | Condition number for square root of real matrix |
| f01jec | Condition number for real matrix power |
| f01jfc | Fréchet derivative of real matrix power |
| f01jgc | Condition number for real matrix exponential |
| f01jhc | Fréchet derivative of real matrix exponential |
| f01jjc | Condition number for real matrix logarithm |
| f01jkc | Fréchet derivative of real matrix logarithm |
| f01kac | Condition number for the exponential, logarithm, sine, cosine, sinh or cosh of a complex matrix |
| f01kbc | Condition number for a function of a complex matrix (using numerical differentiation) |
| f01kcc | Condition number for a function of a complex matrix (using user-supplied derivatives) |
| f01kdc | Condition number for square root of complex matrix |
| f01kec | Condition number for complex matrix power |
| f01kfc | Fréchet derivative of complex matrix power |
| f01kgc | Condition number for complex matrix exponential |
| f01khc | Fréchet derivative of complex matrix exponential |
| f01kjc | Condition number for complex matrix logarithm |
| f01kkc | Fréchet derivative of complex matrix logarithm |
| f02ekc | Selected eigenvalues and eigenvectors of a real sparse general matrix |
| f02jcc | Solves the quadratic eigenvalue problem for real matrices |
| f02jqc | Solves the quadratic eigenvalue problem for complex matrices |
| f04ydc | Norm estimation (for use in condition estimation), real rectangular matrix |
| f04zdc | Norm estimation (for use in condition estimation), complex rectangular matrix |
| f08abc | Performs a factorization of real general rectangular matrix, with explicit blocking |
| f08acc | Applies the orthogonal transformation determined by nag_dgeqrt (f08abc) |
| f08apc | Performs a factorization of complex general rectangular matrix using recursive algorithm |
| f08aqc | Applies the unitary transformation determined by nag_zgeqrt (f08apc) |
| f08bbc | factorization of real general triangular-pentagonal matrix |
| f08bcc | Applies the orthogonal transformation determined by nag_dtpqrt (f08bbc) |
| f08bpc | factorization of complex triangular-pentagonal matrix |
| f08bqc | Applies the unitary transformation determined by nag_ztpqrt (f08bpc) |
| f08rac | Computes the CS decomposition of an orthogonal matrix partitioned into four real submatrices |
| f08rnc | Computes the CS decomposition of an unitary matrix partitioned into four complex submatrices |
| f11dfc | Real sparse nonsymmetric linear system, incomplete factorization of local or overlapping diagonal blocks |
| f11dgc | Solution of real sparse nonsymmetric linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, incomplete block diagonal preconditioner computed by nag_sparse_nsym_precon_bdilu (f11dfc) |
| f11dtc | Complex, sparse, non-Hermitian linear system, incomplete factorization of local or overlapping diagonal blocks |
| f11duc | Solution of complex, sparse, non-Hermitian linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, incomplete block diagonal preconditioner computed by nag_sparse_nherm_precon_bdilu (f11dtc) |
| f12atc | Initialization function for nag_complex_banded_eigensystem_solve (f12auc) computing selected eigenvalues and, optionally, eigenvectors of a complex banded (standard or generalized) eigenproblem. |
| f12auc | Selected eigenvalues and, optionally, eigenvectors of complex non-Hermitian banded eigenproblem, driver |
| f16eac | Dot product of two vectors, allows scaling and accumulation. |
| f16gcc | Complex weighted vector addition |
| g01atc | Computes univariate summary information: mean, variance, skewness, kurtosis |
| g01auc | Combines multiple sets of summary information, for use after nag_summary_stats_onevar (g01atc) |
| g01hdc | Computes the probability for the multivariate Student's -distribution |
| g01lbc | Computes a vector of values for the probability density function of the multivariate Normal distribution |
| g01wac | Computes the mean and standard deviation using a rolling window |
| g02ajc | Computes the nearest correlation matrix to a real square matrix, using element-wise weighting |
| g02bzc | Combines two sums of squares matrices, for use after nag_sum_sqs (g02buc) |
| g03gac | Fits a Gaussian mixture model |
| g05xac | Initializes the Brownian bridge generator |
| g05xbc | Generate paths for a free or non-free Wiener process using the Brownian bridge algorithm |
| g05xcc | Initializes the generator which backs out the increments of sample paths generated by a Brownian bridge algorithm |
| g05xdc | Backs out the increments from sample paths generated by a Brownian bridge algorithm |
| g05xec | Creates a Brownian bridge construction order out of a set of input times |
| g05zmc | Setup for simulating one-dimensional random fields, user-defined variogram |
| g05znc | Setup for simulating one-dimensional random fields |
| g05zpc | Generates realizations of a one-dimensional random field |
| g05zqc | Setup for simulating two-dimensional random fields, user-defined variogram |
| g05zrc | Setup for simulating two-dimensional random fields, preset variogram |
| g05zsc | Generates realizations of a two-dimensional random field |
| g05ztc | Generates realizations of fractional Brownian motion |
| g10bbc | Kernel density estimate using Gaussian kernel (thread safe) |
| g13mec | Computes the iterated exponential moving average for a univariate inhomogeneous time series |
| g13mfc | Computes the iterated exponential moving average for a univariate inhomogeneous time series, intermediate results are also returned |
| g13mgc | Computes the exponential moving average for a univariate inhomogeneous time series |
| h05aac | Best subsets of size (reverse communication) |
| h05abc | Best subsets of size (direct communication) |
| s22bac | Real confluent hypergeometric function |
| s22bbc | Real confluent hypergeometric function in scaled form |
| s22bec | Real Gauss hypergeometric function |
| s22bfc | Real Gauss hypergeometric function in scaled form. |
| s30ncc | Heston's model option pricing with term structure |
| x07aac | Determines whether its argument has a finite value |
| x07abc | Determines whether its argument is a NaN (Not A Number) |
| x07bac | Creates a signed infinite value. |
| x07bbc | Creates a NaN (Not A Number) |
| x07cac | Gets current behaviour of floating-point exceptions |
| x07cbc | Sets behaviour of floating-point exceptions |