NAG Library Manual
Keyword Index
Keyword Search (public)

Keywords Ordered by Routine Name for the NAG Library Manual, Mark 26

This document is to be used to assist with identifying related keywords to a new routine document. The routine name, the mark of introduction and details (i.e., the longname, short description and current keywords) are provided. The italic phrases in the keywords identify the chapter keyword and the roman phrases the current keywords. A link to the current Keyword Index is provided.

Routine Name Mark of
Introduction
Details
A00AAF 18 nagf_info_impl_details
Library identification, details of implementation and mark
Keywords: library identification; identification; implementation details; library details; mark
GAMS: R
A00ACF 21 nagf_info_licence
Check availability of a valid licence key
Keywords: library identification; licence, availability check
GAMS: R
A00ADF 22 nagf_info_impl_details_separate
Library identification, details of implementation, major and minor marks
Keywords: library identification; identification; implementation details; library details; mark
GAMS: R
A02AAF 2 nagf_complex_sqrt
Square root of complex number
Keywords: complex arithmetic; square root, complex
GAMS: C2
A02ABF 2 nagf_complex_abs
Modulus of complex number
Keywords: complex arithmetic; modulus complex number
GAMS: A4a
A02ACF 2 nagf_complex_divide
Quotient of two complex numbers
Keywords: complex arithmetic; division, complex
GAMS: A4a
C02AFF 14 nagf_zeros_poly_complex
All zeros of complex polynomial, modified Laguerre's method
Keywords: zeros of polynomials; Laguerre's method; root-finding
GAMS: F1a2
C02AGF 13 nagf_zeros_poly_real
All zeros of real polynomial, modified Laguerre's method
Keywords: zeros of polynomials; Laguerre's method; root-finding
GAMS: F1a1
C02AHF 14 nagf_zeros_quadratic_complex
All zeros of complex quadratic equation
Keywords: zeros of polynomials; quadratic polynomial; root-finding
GAMS: F1a2
C02AJF 14 nagf_zeros_quadratic_real
All zeros of real quadratic equation
Keywords: zeros of polynomials; quadratic polynomial; root-finding
GAMS: F1a1
C02AKF 20 nagf_zeros_cubic_real
All zeros of real cubic equation
Keywords: zeros of polynomials; cubic polynomial; root-finding
GAMS: F1a1
C02ALF 20 nagf_zeros_quartic_real
All zeros of real quartic equation
Keywords: zeros of polynomials; quartic polynomials; root-finding
GAMS: F1a1
C02AMF 20 nagf_zeros_cubic_complex
All zeros of complex cubic equation
Keywords: zeros of polynomials; cubic polynomial; root-finding
GAMS: F1a2
C02ANF 20 nagf_zeros_quartic_complex
All zeros of complex quartic equation
Keywords: zeros of polynomials; quartic polynomials; root-finding
GAMS: F1a2
C05AUF 23 nagf_roots_contfn_brent_interval
Zero of continuous function, Brent algorithm, from a given starting value, binary search for interval
Keywords: roots of transcendental equations; finance; Brent algorithm; root-finding; zeros of transcendental functions
GAMS: F1b
C05AVF 8 nagf_roots_contfn_interval_rcomm
Binary search for interval containing zero of continuous function (reverse communication)
Keywords: roots of transcendental equations; finance; root-finding; zeros of transcendental functions
GAMS: F1b
C05AWF 23 nagf_roots_contfn_cntin
Zero of continuous function, continuation method, from a given starting value
Keywords: roots of transcendental equations; finance; root-finding; zeros of transcendental functions
GAMS: F1b
C05AXF 8 nagf_roots_contfn_cntin_rcomm
Zero of continuous function, continuation method, from a given starting value (reverse communication)
Keywords: roots of transcendental equations; finance; root-finding; zeros of transcendental functions
GAMS: F1b
C05AYF 23 nagf_roots_contfn_brent
Zero of continuous function in a given interval, Brent algorithm
Keywords: roots of transcendental equations; finance; Brent algorithm; root-finding; zeros of transcendental functions
GAMS: F1b
C05AZF 7 nagf_roots_contfn_brent_rcomm
Zero of continuous function in a given interval, Brent algorithm (reverse communication)
Keywords: roots of transcendental equations; finance; Brent algorithm; root-finding; zeros of transcendental functions
GAMS: F1b
C05BAF 22 nagf_roots_lambertw_real
Real values of Lambert's W function, W x
Keywords: roots of transcendental equations; Lambert function
GAMS: C19
C05BBF 23 nagf_roots_lambertw_complex
Values of Lambert's W function, W z
Keywords: roots of transcendental equations; Lambert function
GAMS: C19
C05MDF 26 nagf_roots_sys_func_aa_rcomm
Solution of a system of nonlinear equations using Anderson acceleration (reverse communication)
Keywords: roots of transcendental equations; Anderson acceleration; root-finding; zeros of transcendental functions
GAMS: F2
C05QBF 23 nagf_roots_sys_func_easy
Solution of a system of nonlinear equations using function values only (easy-to-use)
Keywords: roots of transcendental equations; finance; root-finding; zeros of transcendental functions
GAMS: F2
C05QCF 23 nagf_roots_sys_func_expert
Solution of a system of nonlinear equations using function values only (comprehensive)
Keywords: roots of transcendental equations; finance; root-finding; zeros of transcendental functions
GAMS: F2
C05QDF 23 nagf_roots_sys_func_rcomm
Solution of a system of nonlinear equations using function values only (reverse communication)
Keywords: roots of transcendental equations; finance; root-finding; zeros of transcendental functions
GAMS: F2
C05QSF 23 nagf_roots_sparsys_func_easy
Solution of a sparse system of nonlinear equations using function values only (easy-to-use)
Keywords: roots of transcendental equations; root-finding; zeros of transcendental functions; discretised system; sparse nonlinear system
GAMS: F2
C05RBF 23 nagf_roots_sys_deriv_easy
Solution of a system of nonlinear equations using first derivatives (easy-to-use)
Keywords: roots of transcendental equations; finance; root-finding; zeros of transcendental functions
GAMS: F2
C05RCF 23 nagf_roots_sys_deriv_expert
Solution of a system of nonlinear equations using first derivatives (comprehensive)
Keywords: roots of transcendental equations; finance; root-finding; zeros of transcendental functions
GAMS: F2
C05RDF 23 nagf_roots_sys_deriv_rcomm
Solution of a system of nonlinear equations using first derivatives (reverse communication)
Keywords: roots of transcendental equations; finance; root-finding; zeros of transcendental functions
GAMS: F2
C05ZDF 23 nagf_roots_sys_deriv_check
Check user's routine for calculating first derivatives of a set of nonlinear functions of several variables
Keywords: roots of transcendental equations; finance; check derivative
GAMS: F3
C06BAF 10 nagf_sum_accelerate
Acceleration of convergence of sequence, Shanks' transformation and epsilon algorithm
Keywords: summation of series; Shanks' transformation, epsilon algorithm; epsilon algorithm; sequence, accelerate
GAMS: A7; C3a2
C06DCF 23 nagf_sum_chebyshev
Sum of a Chebyshev series at a set of points
Keywords: summation of series; Chebyshev series, evaluation
GAMS: C3a2
C06FAF 8 nagf_sum_fft_real_1d_rfmt
Single one-dimensional real discrete Fourier transform, extra workspace for greater speed
Keywords: summation of series; Fast Fourier Transform; FFT
GAMS: J1a1
C06FBF 8 nagf_sum_fft_hermitian_1d_rfmt
Single one-dimensional Hermitian discrete Fourier transform, extra workspace for greater speed
Keywords: summation of series; Fast Fourier Transform; FFT
GAMS: J1a2
C06FCF 8 nagf_sum_fft_complex_1d_sep
Single one-dimensional complex discrete Fourier transform, extra workspace for greater speed
Keywords: summation of series; Fast Fourier Transform; FFT
GAMS: J1a2
C06FFF 11 nagf_sum_fft_complex_multid_1d_sep
One-dimensional complex discrete Fourier transform of multidimensional data
Keywords: summation of series; Fast Fourier Transform; FFT; complex Fourier transform
GAMS: J1a2
C06FJF 11 nagf_sum_fft_complex_multid_sep
Multidimensional complex discrete Fourier transform of multidimensional data
Keywords: summation of series; Fast Fourier Transform; FFT; complex Fourier transform
GAMS: J1b
C06FKF 11 nagf_sum_convcorr_real
Circular convolution or correlation of two real vectors, no restrictions on n
Keywords: summation of series; Fast Fourier Transform; FFT; convolution; correlation
GAMS: D1a10; J2
C06FXF 17 nagf_sum_fft_complex_3d_sep
Three-dimensional complex discrete Fourier transform
Keywords: summation of series; Fast Fourier Transform; FFT; complex Fourier transform
GAMS: J1b
C06LAF 12 nagf_sum_invlaplace_crump
Inverse Laplace transform, Crump's method
Keywords: summation of series; Crump's method; Laplace transform; inverse Laplace transform
GAMS: J3
C06LBF 14 nagf_sum_invlaplace_weeks
Inverse Laplace transform, modified Weeks' method
Keywords: summation of series; Laplace transform; Weeks method; inverse Laplace transform
GAMS: J3
C06LCF 14 nagf_sum_invlaplace_weeks_eval
Evaluate inverse Laplace transform as computed by C06LBF
Keywords: summation of series; inverse Laplace transform
GAMS: J3
C06PAF 19 nagf_sum_fft_realherm_1d
Single one-dimensional real and Hermitian complex discrete Fourier transform, using complex storage format for Hermitian sequences
Keywords: summation of series; Fast Fourier Transform; FFT; Fourier transforms, complex
GAMS: J1a1
C06PCF 19 nagf_sum_fft_complex_1d
Single one-dimensional complex discrete Fourier transform, complex data type
Keywords: summation of series; Fast Fourier Transform; FFT; Fourier transforms, complex
GAMS: J1a2
C06PFF 19 nagf_sum_fft_complex_multid_1d
One-dimensional complex discrete Fourier transform of multidimensional data (using complex data type)
Keywords: summation of series; Fast Fourier Transform; FFT; Fourier transforms, complex
GAMS: J1a2
C06PJF 19 nagf_sum_fft_complex_multid
Multidimensional complex discrete Fourier transform of multidimensional data (using complex data type)
Keywords: summation of series; Fast Fourier Transform; FFT; Fourier transforms, complex
GAMS: J1b
C06PKF 19 nagf_sum_convcorr_complex
Circular convolution or correlation of two complex vectors
Keywords: summation of series; convolution, vectors
GAMS: D1a10; J2
C06PPF 19 nagf_sum_fft_realherm_1d_multi_row
Multiple one-dimensional real and Hermitian complex discrete Fourier transforms, using row ordered complex storage format for Hermitian sequences
Keywords: summation of series; Fast Fourier Transform; FFT; Fourier transforms, complex; Fourier transforms, real
GAMS: J1a1
C06PQF 19 nagf_sum_fft_realherm_1d_multi_col
Multiple one-dimensional real and Hermitian complex discrete Fourier transforms, using column ordered complex storage format for Hermitian sequences
Keywords: summation of series; Fast Fourier Transform; FFT; discrete; one-dimensional
GAMS: J1a1
C06PRF 19 nagf_sum_fft_complex_1d_multi_row
Multiple one-dimensional complex discrete Fourier transforms using complex data type
Keywords: summation of series; Fast Fourier Transform; FFT; Fourier transforms, complex
GAMS: J1a2
C06PSF 19 nagf_sum_fft_complex_1d_multi_col
Multiple one-dimensional complex discrete Fourier transforms, complex data type
Keywords: summation of series; Fast Fourier Transform; FFT; Fourier transforms, complex
GAMS: J1a2
C06PUF 19 nagf_sum_fft_complex_2d
Two-dimensional complex discrete Fourier transform, complex data type
Keywords: summation of series; Fast Fourier Transform; FFT; Fourier transforms, complex
GAMS: J1b
C06PVF 24 nagf_sum_fft_real_2d
Two-dimensional real-to-complex discrete Fourier transform
Keywords: summation of series; Fast Fourier Transform; FFT; Fourier transforms, complex
GAMS: J1b
C06PWF 24 nagf_sum_fft_hermitian_2d
Two-dimensional complex-to-real discrete Fourier transform
Keywords: summation of series; Fast Fourier Transform; FFT; Fourier transforms, complex
GAMS: J1b
C06PXF 19 nagf_sum_fft_complex_3d
Three-dimensional complex discrete Fourier transform, complex data type
Keywords: summation of series; Fast Fourier Transform; FFT; Fourier transforms, complex
GAMS: J1b
C06PYF 24 nagf_sum_fft_real_3d
Three-dimensional real-to-complex discrete Fourier transform
Keywords: summation of series; Fast Fourier Transform; FFT; Fourier transforms, complex
GAMS: J1b
C06PZF 24 nagf_sum_fft_hermitian_3d
Three-dimensional complex-to-real discrete Fourier transform
Keywords: summation of series; Fast Fourier Transform; FFT
GAMS: J1b
C06RAF 19 nagf_sum_fft_real_sine_simple
Discrete sine transform (easy-to-use)
Keywords: summation of series; sine transform
GAMS: J1a3
C06RBF 19 nagf_sum_fft_real_cosine_simple
Discrete cosine transform (easy-to-use)
Keywords: summation of series; cosine transform
GAMS: J1a3
C06RCF 19 nagf_sum_fft_real_qtrsine_simple
Discrete quarter-wave sine transform (easy-to-use)
Keywords: summation of series; sine transform
GAMS: J1a3
C06RDF 19 nagf_sum_fft_real_qtrcosine_simple
Discrete quarter-wave cosine transform (easy-to-use)
Keywords: summation of series; cosine transform
GAMS: J1a3
C06REF 25 nagf_sum_fft_sine
Multiple discrete sine transforms, simple
Keywords: summation of series; Discrete Fourier Transforms; Fast Fourier Transform; FFT; Fourier Transforms, real; sine transform
GAMS: J1a3
C06RFF 25 nagf_sum_fft_cosine
Multiple discrete cosine transforms, simple
Keywords: summation of series; Discrete Fourier Transforms; Fast Fourier Transform; FFT; Fourier Transforms, real; cosine transform
GAMS: J1a3
C06RGF 25 nagf_sum_fft_qtrsine
Multiple discrete quarter-wave sine transforms, simple
Keywords: summation of series; Discrete Fourier Transforms; Fast Fourier Transform; FFT; Fourier Transforms, real; quarter-wave; sine transform
GAMS: J1a3
C06RHF 25 nagf_sum_fft_qtrcosine
Multiple discrete quarter-wave cosine transforms, simple
Keywords: summation of series; Discrete Fourier Transforms; Fast Fourier Transform; FFT; Fourier Transforms, real; quarter-wave; cosine transform
GAMS: J1a3
C06SAF 26 nagf_sum_fast_gauss
Multidimensional fast Gauss transform
Keywords: summation of series; summation of series; Fast Gauss Transform
GAMS: J
C09AAF 22 nagf_wav_1d_init
One-dimensional wavelet filter initialization
Keywords: wavelet transforms; Daubechies wavelet; Haar wavelet; biorthogonal wavelet; wavelets; wavelets, one-dimensional
GAMS: J; L10a3
C09ABF 23 nagf_wav_2d_init
Two-dimensional wavelet filter initialization
Keywords: wavelet transforms; Daubechies wavelet; Haar wavelet; biorthogonal wavelet; wavelets; wavelets, two-dimensional
GAMS: J; L10a3
C09ACF 24 nagf_wav_3d_init
Three-dimensional wavelet filter initialization
Keywords: wavelet transforms; Daubechies wavelet; Haar wavelet; biorthogonal wavelet; wavelets; wavelets, three-dimensional
GAMS: J; L10a3
C09BAF 23 nagf_wav_1d_cont
One-dimensional real continuous wavelet transform
Keywords: wavelet transforms; Mexican hat wavelet; Morlet wavelet; derivative of a Gaussian wavelet; wavelet continuous; wavelets; wavelets, one-dimensional
GAMS: J; L10a3
C09CAF 22 nagf_wav_1d_sngl_fwd
One-dimensional discrete wavelet transform
Keywords: wavelet transforms; finance; discrete transform; wavelets; wavelets, one-dimensional
GAMS: J; L10a3
C09CBF 22 nagf_wav_1d_sngl_inv
One-dimensional inverse discrete wavelet transform
Keywords: wavelet transforms; finance; discrete transform; wavelets; wavelets, one-dimensional
GAMS: J; L10a3
C09CCF 22 nagf_wav_1d_multi_fwd
One-dimensional multi-level discrete wavelet transform
Keywords: wavelet transforms; finance; multi-level discrete transform; wavelets; wavelets, one-dimensional
GAMS: J; L10a3
C09CDF 22 nagf_wav_1d_multi_inv
One-dimensional inverse multi-level discrete wavelet transform
Keywords: wavelet transforms; finance; multi-level discrete transform; wavelets; wavelets, one-dimensional
GAMS: J; L10a3
C09DAF 25 nagf_wav_1d_mxolap_fwd
One-dimensional maximal overlap discrete wavelet transform (MODWT)
Keywords: wavelet transforms; stationary; maximal-overlap; discrete
GAMS: J; L10a3
C09DBF 25 nagf_wav_1d_mxolap_inv
One-dimensional inverse maximal overlap discrete wavelet transform (IMODWT)
Keywords: wavelet transforms; inverse; stationary; maximal-overlap; discrete
GAMS: J; L10a3
C09DCF 25 nagf_wav_1d_mxolap_multi_fwd
One-dimensional multi-level maximal overlap discrete wavelet transform (MODWT)
Keywords: wavelet transforms; multi-level; stationary; maximal-overlap; discrete
GAMS: J; L10a3
C09DDF 25 nagf_wav_1d_mxolap_multi_inv
One-dimensional inverse multi-level maximal overlap discrete wavelet transform (IMODWT)
Keywords: wavelet transforms; inverse; multi-level; stationary; maximal-overlap; discrete
GAMS: J; L10a3
C09EAF 23 nagf_wav_2d_sngl_fwd
Two-dimensional discrete wavelet transform
Keywords: wavelet transforms; discrete transform; wavelets; wavelets, two-dimensional
GAMS: J; L10a3
C09EBF 23 nagf_wav_2d_sngl_inv
Two-dimensional inverse discrete wavelet transform
Keywords: wavelet transforms; discrete transform; wavelets; wavelets, two-dimensional
GAMS: J; L10a3
C09ECF 23 nagf_wav_2d_multi_fwd
Two-dimensional multi-level discrete wavelet transform
Keywords: wavelet transforms; discrete transform; multi-level discrete transform; wavelets; wavelets, two-dimensional
GAMS: J; L10a3
C09EDF 23 nagf_wav_2d_multi_inv
Two-dimensional inverse multi-level discrete wavelet transform
Keywords: wavelet transforms; discrete transform; multi-level discrete transform; wavelets; wavelets, two-dimensional
GAMS: J; L10a3
C09EYF 25 nagf_wav_2d_coeff_ext
Two-dimensional discrete wavelet transform coefficient extraction
Keywords: wavelet transforms; wavelet; coefficients; two-dimensional; extract
GAMS: J; L10a3
C09EZF 25 nagf_wav_2d_coeff_ins
Two-dimensional discrete wavelet transform coefficient insertion
Keywords: wavelet transforms; wavelet; coefficients; two-dimensional; insert
GAMS: J; L10a3
C09FAF 24 nagf_wav_3d_sngl_fwd
Three-dimensional discrete wavelet transform
Keywords: wavelet transforms; discrete transform; wavelets; wavelets, three-dimensional
GAMS: J; L10a3
C09FBF 24 nagf_wav_3d_sngl_inv
Three-dimensional inverse discrete wavelet transform
Keywords: wavelet transforms; discrete transform; wavelets; wavelets, three-dimensional
GAMS: J; L10a3
C09FCF 24 nagf_wav_3d_multi_fwd
Three-dimensional multi-level discrete wavelet transform
Keywords: wavelet transforms; discrete transform; multi-level discrete transform; wavelets; wavelets, three-dimensional
GAMS: J; L10a3
C09FDF 24 nagf_wav_3d_mxolap_multi_inv
Three-dimensional inverse multi-level discrete wavelet transform
Keywords: wavelet transforms; discrete transform; multi-level discrete transform; wavelets; wavelets, three-dimensional
GAMS: J; L10a3
C09FYF 25 nagf_wav_3d_coeff_ext
Three-dimensional discrete wavelet transform coefficient extraction
Keywords: wavelet transforms; wavelet; coefficients; three-dimensional; extract
GAMS: J; L10a3
C09FZF 25 nagf_wav_3d_coeff_ins
Three-dimensional discrete wavelet transform coefficient insertion
Keywords: wavelet transforms; wavelet; coefficients; three-dimensional; insert
GAMS: J; L10a3
D01AHF 8 nagf_quad_1d_fin_well
One-dimensional quadrature, adaptive, finite interval, strategy due to Patterson, suitable for well-behaved integrands
Keywords: quadrature; finance; integration, adaptive; quadrature, adaptive
GAMS: H2a1a1
D01AJF 8 nagf_quad_1d_fin_bad
One-dimensional quadrature, adaptive, finite interval, strategy due to Piessens and de Doncker, allowing for badly behaved integrands
Keywords: quadrature; finance; Gauss–Kronrod quadrature; QAGS; QUADPACK; integration, adaptive; quadrature, adaptive
GAMS: H2a1a1
D01AKF 8 nagf_quad_1d_fin_osc
One-dimensional quadrature, adaptive, finite interval, method suitable for oscillating functions
Keywords: quadrature; finance; Gauss–Kronrod quadrature; QAG; QUADPACK; integration, adaptive; quadrature, adaptive
GAMS: H2a1a1
D01ALF 8 nagf_quad_1d_fin_sing
One-dimensional quadrature, adaptive, finite interval, allowing for singularities at user-specified break-points
Keywords: quadrature; finance; Gauss–Kronrod quadrature; QAGP; QUADPACK; integration, adaptive; quadrature, adaptive
GAMS: H2a2a1
D01AMF 8 nagf_quad_1d_inf
One-dimensional quadrature, adaptive, infinite or semi-infinite interval
Keywords: quadrature; finance; Gauss–Kronrod quadrature; QAGI; QUADPACK; integration, adaptive; integration, infinite interval; quadrature, adaptive
GAMS: H2a3a1; H2a4a1
D01ANF 8 nagf_quad_1d_fin_wtrig
One-dimensional quadrature, adaptive, finite interval, weight function cos ω x or sin ω x
Keywords: quadrature; finance; Gauss–Kronrod quadrature; QFOUR; QUADPACK; integration, adaptive; quadrature, adaptive
GAMS: H2a2a1
D01APF 8 nagf_quad_1d_fin_wsing
One-dimensional quadrature, adaptive, finite interval, weight function with end-point singularities of algebraico-logarithmic type
Keywords: quadrature; finance; Gauss–Kronrod quadrature; QAWSE; QUADPACK; integration, adaptive; quadrature, adaptive
GAMS: H2a2a1
D01AQF 8 nagf_quad_1d_fin_wcauchy
One-dimensional quadrature, adaptive, finite interval, weight function 1 / x - c , Cauchy principal value (Hilbert transform)
Keywords: quadrature; finance; Cauchy principal value; Gauss–Kronrod quadrature; Hilbert transform; QAWC; QUADPACK; integration, adaptive; quadrature, adaptive
GAMS: H2a2a1; J4
D01ARF 10 nagf_quad_1d_indef
One-dimensional quadrature, non-adaptive, finite interval with provision for indefinite integrals
Keywords: quadrature; finance; quadrature non-adaptive
GAMS: H2a1a1
D01ASF 13 nagf_quad_1d_inf_wtrig
One-dimensional quadrature, adaptive, semi-infinite interval, weight function cos ω x or sin ω x
Keywords: quadrature; finance; Gauss–Kronrod quadrature; QAWFE; QUADPACK; integration, adaptive; integration, infinite interval; quadrature, adaptive; vectorized quadrature
GAMS: H2a3a1
D01ATF 13 nagf_quad_1d_fin_bad_vec
One-dimensional quadrature, adaptive, finite interval, variant of D01AJF efficient on vector machines
Keywords: quadrature; Gauss–Kronrod quadrature; QAG; QAGS; QUADPACK; integration, adaptive; quadrature, adaptive; vectorized quadrature
GAMS: H2a1a1
D01AUF 13 nagf_quad_1d_fin_osc_vec
One-dimensional quadrature, adaptive, finite interval, variant of D01AKF efficient on vector machines
Keywords: quadrature; finance; integration, adaptive; quadrature, adaptive
GAMS: H2a1a1
D01BCF 8 nagf_quad_1d_gauss_wgen
Calculation of weights and abscissae for Gaussian quadrature rules, general choice of rule
Keywords: quadrature; finance; abscissae; cubature; integration, non-adaptive; weights and abscissae
GAMS: H2c
D01BDF 8 nagf_quad_1d_fin_smooth
One-dimensional quadrature, non-adaptive, finite interval
Keywords: quadrature; finance; integration, non-adaptive; quadrature non-adaptive
GAMS: H2a1a1
D01DAF 5 nagf_quad_2d_fin
Two-dimensional quadrature, finite region
Keywords: quadrature; finance; integration, multidimensional; quadrature, adaptive
GAMS: H2b1a1
D01EAF 12 nagf_quad_md_adapt_multi
Multidimensional adaptive quadrature over hyper-rectangle, multiple integrands
Keywords: quadrature; integration, adaptive; integration, multidimensional; quadrature, adaptive; vectorized quadrature
GAMS: H2b1a1
D01ESF 25 nagf_quad_md_sgq_multi_vec
Multi-dimensional quadrature using sparse grids
Keywords: quadrature; automatic; multidimensional; multiple integrands; sparse; vectorized
GAMS: H2b1a1
D01FBF 8 nagf_quad_md_gauss
Multidimensional Gaussian quadrature over hyper-rectangle
Keywords: quadrature; finance; integration, multidimensional; integration, non-adaptive; quadrature non-adaptive
GAMS: H2b1a2
D01FCF 8 nagf_quad_md_adapt
Multidimensional adaptive quadrature over hyper-rectangle
Keywords: quadrature; finance; integration, adaptive; integration, multidimensional; quadrature, adaptive
GAMS: H2b1a1
D01FDF 10 nagf_quad_md_sphere
Multidimensional quadrature, Sag–Szekeres method, general product region or n -sphere
Keywords: quadrature; Sag–Szekeres method; integration, multidimensional
GAMS: H2b1a2
D01GAF 5 nagf_quad_1d_data
One-dimensional quadrature, integration of function defined by data values, Gill–Miller method
Keywords: quadrature; finance; Gill–Miller quadrature; integration, non-adaptive; quadrature non-adaptive
GAMS: H2a1b2
D01GBF 10 nagf_quad_md_mcarlo
Multidimensional quadrature over hyper-rectangle, Monte–Carlo method
Keywords: quadrature; Monte–Carlo method; integration, multidimensional; quadrature non-adaptive
GAMS: H2b1a1
D01GCF 10 nagf_quad_md_numth
Multidimensional quadrature, general product region, number-theoretic method
Keywords: quadrature; Korobov–Conroy method, numerical integration; integration, multidimensional; numerical integration; quadrature non-adaptive
GAMS: H2b1a2
D01GDF 14 nagf_quad_md_numth_vec
Multidimensional quadrature, general product region, number-theoretic method, variant of D01GCF efficient on vector machines
Keywords: quadrature; finance; integration, multidimensional; quadrature non-adaptive
GAMS: H2b1a2
D01GYF 10 nagf_quad_md_numth_coeff_prime
Korobov optimal coefficients for use in D01GCF or D01GDF, when number of points is prime
Keywords: quadrature; finance; Korobov–Conroy method, numerical integration
GAMS: H2c
D01GZF 10 nagf_quad_md_numth_coeff_2prime
Korobov optimal coefficients for use in D01GCF or D01GDF, when number of points is product of two primes
Keywords: quadrature; finance; Korobov–Conroy method, numerical integration
GAMS: H2c
D01JAF 10 nagf_quad_md_sphere_bad
Multidimensional quadrature over an n -sphere, allowing for badly behaved integrands
Keywords: quadrature; finance; integration, multidimensional; quadrature non-adaptive
GAMS: H2b2a1
D01PAF 10 nagf_quad_md_simplex
Multidimensional quadrature over an n -simplex
Keywords: quadrature; finance; integration, multidimensional; quadrature non-adaptive
GAMS: H2b2a2
D01RAF 24 nagf_quad_1d_gen_vec_multi_rcomm
One-dimensional quadrature, adaptive, finite interval, multiple integrands, vectorized abscissae, reverse communication
Keywords: quadrature; integration, adaptive; quadrature, adaptive
GAMS: H2a1a1
D01RCF 24 nagf_quad_1d_gen_vec_multi_dimreq
Determine required array dimensions for D01RAF
Keywords: quadrature; integration, adaptive; quadrature, adaptive
GAMS: H2c
D01RGF 24 nagf_quad_1d_fin_gonnet_vec
One-dimensional quadrature, adaptive, finite interval, strategy due to Gonnet, allowing for badly behaved integrands
Keywords: quadrature; finance; Gonnet method, quadrature; integration, adaptive; quadrature, adaptive
GAMS: H2a1a1
D01TBF 24 nagf_quad_1d_gauss_wres
Pre-computed weights and abscissae for Gaussian quadrature rules, restricted choice of rule
Keywords: quadrature; abscissae; weights and abscissae
GAMS: H2c
D01TDF 26 nagf_quad_1d_gauss_wrec
Calculation of weights and abscissae for Gaussian quadrature rules, method of Golub and Welsch
Keywords: quadrature; abscissae; cubature; Gaussian; Golub; Golub and Welsch; integration; non-adaptive; weights and abscissae; Welsch
GAMS: H2c
D01TEF 26 nagf_quad_1d_gauss_recm
Generates recursion coefficients needed by D01TDF to calculate a Gaussian quadrature rule
Keywords: quadrature; abscissae; cubature; Gaussian; Golub; Golub and Welsch; integration; non-adaptive; recursion coefficients; Welsch
GAMS: H2c
D01UAF 24 nagf_quad_1d_gauss_vec
One-dimensional Gaussian quadrature, choice of weight functions (vectorized)
Keywords: quadrature; integration, non-adaptive; quadrature non-adaptive
GAMS: H2a1; H2a2; H2a3; H2a4
D01UBF 26 nagf_quad_1d_inf_exp_wt
Non-automatic routine to evaluate 0 exp - x 2 f x   d x
Keywords: quadrature; quadrature non-adaptive; integration, semi-infinite interval; integration, non-adaptive
GAMS: H2a3a2
D01ZKF 24 nagf_quad_opt_set
Option setting routine
Keywords: quadrature; integration, options; options, computational; quadrature, options
GAMS: H2c
D01ZLF 24 nagf_quad_opt_get
Option getting routine
Keywords: quadrature; integration, options; options, computational; quadrature, options
GAMS: H2c
D02AGF 2 nagf_ode_bvp_shoot_genpar_intern
Ordinary differential equations, boundary value problem, shooting and matching technique, allowing interior matching point, general parameters to be determined
Keywords: ODE, ordinary differential equations; BVP; boundary value problem; shooting method, ODE
GAMS: I1b2; I1b3
D02BGF 7 nagf_ode_ivp_rkm_val_simple
Ordinary differential equations, initial value problem, Runge–Kutta–Merson method, until a component attains given value (simple driver)
Keywords: ODE, ordinary differential equations; IVP, initial value problem; Runge–Kutta–Merson, ODE; initial value problem
GAMS: I1a1a
D02BHF 7 nagf_ode_ivp_rkm_zero_simple
Ordinary differential equations, initial value problem, Runge–Kutta–Merson method, until function of solution is zero (simple driver)
Keywords: ODE, ordinary differential equations; IVP, initial value problem; Runge–Kutta–Merson, ODE; initial value problem
GAMS: I1a1a
D02BJF 18 nagf_ode_ivp_rk_zero_simple
Ordinary differential equations, initial value problem, Runge–Kutta method, until function of solution is zero, integration over range with intermediate output (simple driver)
Keywords: ODE, ordinary differential equations; IVP, initial value problem; RK45; Runge–Kutta–Merson, ODE; initial value problem
GAMS: I1a1a
D02CJF 13 nagf_ode_ivp_adams_zero_simple
Ordinary differential equations, initial value problem, Adams' method, until function of solution is zero, intermediate output (simple driver)
Keywords: ODE, ordinary differential equations; Adams' method; IVP, initial value problem; initial value problem; Nonstiff; first-order system; stop at roots
GAMS: I1a1b
D02EJF 12 nagf_ode_ivp_bdf_zero_simple
Ordinary differential equations, stiff initial value problem, backward differentiation formulae method, until function of solution is zero, intermediate output (simple driver)
Keywords: ODE, ordinary differential equations; BDF, backward differentiation formula; IVP, initial value problem; backward difference formula; initial value problem; stiff differential equations
GAMS: I1a2
D02GAF 8 nagf_ode_bvp_fd_nonlin_fixedbc
Ordinary differential equations, boundary value problem, finite difference technique with deferred correction, simple nonlinear problem
Keywords: ODE, ordinary differential equations; BVP; boundary value problem; finite difference method, ODE
GAMS: I1b2
D02GBF 8 nagf_ode_bvp_fd_lin_gen
Ordinary differential equations, boundary value problem, finite difference technique with deferred correction, general linear problem
Keywords: ODE, ordinary differential equations; BVP; boundary value problem; finite difference method, ODE
GAMS: I1b1
D02HAF 8 nagf_ode_bvp_shoot_bval
Ordinary differential equations, boundary value problem, shooting and matching, boundary values to be determined
Keywords: ODE, ordinary differential equations; BVP; boundary value problem; shooting method, ODE
GAMS: I1b2
D02HBF 8 nagf_ode_bvp_shoot_genpar
Ordinary differential equations, boundary value problem, shooting and matching, general parameters to be determined
Keywords: ODE, ordinary differential equations; BVP; boundary value problem; shooting method, ODE
GAMS: I1b2; I1b3
D02JAF 8 nagf_ode_bvp_coll_nth
Ordinary differential equations, boundary value problem, collocation and least squares, single n th-order linear equation
Keywords: ODE, ordinary differential equations; BVP; boundary value problem; collocation method
GAMS: I1b1
D02JBF 8 nagf_ode_bvp_coll_sys
Ordinary differential equations, boundary value problem, collocation and least squares, system of first-order linear equations
Keywords: ODE, ordinary differential equations; BVP; boundary value problem; collocation method
GAMS: I1b1
D02KAF 7 nagf_ode_sl2_reg_finite
Second-order Sturm–Liouville problem, regular system, finite range, eigenvalue only
Keywords: ODE, ordinary differential equations; Sturm–Liouville equations; eigenproblem; BVP; boundary value problem
GAMS: I1b3
D02KDF 7 nagf_ode_sl2_breaks_vals
Second-order Sturm–Liouville problem, regular/singular system, finite/infinite range, eigenvalue only, user-specified break-points
Keywords: ODE, ordinary differential equations; Sturm–Liouville equations; eigenproblem; BVP; boundary value problem; general
GAMS: I1b3
D02KEF 8 nagf_ode_sl2_breaks_funs
Second-order Sturm–Liouville problem, regular/singular system, finite/infinite range, eigenvalue and eigenfunction, user-specified break-points
Keywords: ODE, ordinary differential equations; Sturm–Liouville equations; eigenproblem; BVP; boundary value problem
GAMS: I1b3
D02LAF 13 nagf_ode_ivp_2nd_rkn
Second-order ordinary differential equations, initial value problem, Runge–Kutta–Nystrom method
Keywords: ODE, ordinary differential equations; IVP, initial value problem; Runge–Kutta–Nystrom, ODE; initial value problem
GAMS: I1a1a
D02LXF 13 nagf_ode_ivp_2nd_rkn_setup
Second-order ordinary differential equations, initial value problem, setup for D02LAF
Keywords: ODE, ordinary differential equations; IVP, initial value problem; Runge–Kutta–Nystrom, ODE; initial value problem
GAMS: I1c
D02LYF 13 nagf_ode_ivp_2nd_rkn_diag
Second-order ordinary differential equations, initial value problem, diagnostics for D02LAF
Keywords: ODE, ordinary differential equations; IVP, initial value problem; Runge–Kutta–Nystrom, ODE; initial value problem
GAMS: I1c
D02LZF 13 nagf_ode_ivp_2nd_rkn_interp
Second-order ordinary differential equations, initial value problem, interpolation for D02LAF
Keywords: ODE, ordinary differential equations; IVP, initial value problem; Runge–Kutta–Nystrom, ODE; initial value problem
GAMS: I1c
D02MCF 22 nagf_ode_dae_dassl_cont
Implicit ordinary differential equations/DAEs, initial value problem, DASSL method continuation for D02NEF
Keywords: ODE, ordinary differential equations; DAE, differential algebraic equations; DASSL, ordinary differential equations; IVP, initial value problem; implicit algebraic ordinary differential equations; initial value problem; stiff differential equations
GAMS: I1; I1c
D02MVF 14 nagf_ode_ivp_stiff_dassl
Ordinary differential equations, initial value problem, DASSL method, setup for d02m–n routines
Keywords: ODE, ordinary differential equations; DASSL, ordinary differential equations; IVP, initial value problem; implicit algebraic ordinary differential equations; initial value problem; stiff differential equations
GAMS: I1c
D02MWF 22 nagf_ode_dae_dassl_setup
Implicit ordinary differential equations/DAEs, initial value problem, setup for D02NEF
Keywords: ODE, ordinary differential equations; DASSL, ordinary differential equations; IVP, initial value problem; initial value problem; stiff differential equations
GAMS: I1c
D02MZF 14 nagf_ode_ivp_stiff_interp
Ordinary differential equations, initial value problem, interpolation for d02m–n routines (all integration methods), natural interpolant
Keywords: ODE, ordinary differential equations; IVP, initial value problem; initial value problem; interpolation
GAMS: I1c
D02NBF 12 nagf_ode_ivp_stiff_exp_fulljac
Explicit ordinary differential equations, stiff initial value problem, full Jacobian (comprehensive)
Keywords: ODE, ordinary differential equations; IVP, initial value problem; Jacobian; backward difference formula; initial value problem; stiff differential equations
GAMS: I1a2
D02NCF 12 nagf_ode_ivp_stiff_exp_bandjac
Explicit ordinary differential equations, stiff initial value problem, banded Jacobian (comprehensive)
Keywords: ODE, ordinary differential equations; BDF, backward differentiation formula; Jacobian; backward difference formula; initial value problem; stiff differential equations
GAMS: I1a2
D02NDF 12 nagf_ode_ivp_stiff_exp_sparjac
Explicit ordinary differential equations, stiff initial value problem, sparse Jacobian (comprehensive)
Keywords: ODE, ordinary differential equations; BDF, backward differentiation formula; IVP, initial value problem; backward difference formula; initial value problem; stiff differential equations
GAMS: I1a2
D02NEF 22 nagf_ode_dae_dassl_gen
Implicit ordinary differential equations/DAEs, initial value problem, DASSL method integrator
Keywords: ODE, ordinary differential equations; DAE, differential algebraic equations; DASSL, ordinary differential equations; IVP, initial value problem; implicit algebraic ordinary differential equations; initial value problem
GAMS: I1a
D02NGF 12 nagf_ode_ivp_stiff_imp_fulljac
Implicit/algebraic ordinary differential equations, stiff initial value problem, full Jacobian (comprehensive)
Keywords: ODE, ordinary differential equations; BDF, backward differentiation formula; IVP, initial value problem; Jacobian; backward difference formula; implicit algebraic ordinary differential equations; initial value problem; stiff differential equations
GAMS: I1a2
D02NHF 12 nagf_ode_ivp_stiff_imp_bandjac
Implicit/algebraic ordinary differential equations, stiff initial value problem, banded Jacobian (comprehensive)
Keywords: ODE, ordinary differential equations; BDF, backward differentiation formula; IVP, initial value problem; Jacobian; backward difference formula; implicit algebraic ordinary differential equations; initial value problem; stiff differential equations
GAMS: I1a2
D02NJF 12 nagf_ode_ivp_stiff_imp_sparjac
Implicit/algebraic ordinary differential equations, stiff initial value problem, sparse Jacobian (comprehensive)
Keywords: ODE, ordinary differential equations; BDF, backward differentiation formula; IVP, initial value problem; Jacobian; backward difference formula; implicit algebraic ordinary differential equations; initial value problem; stiff differential equations; discretised system; ODE
GAMS: I1a2
D02NMF 12 nagf_ode_ivp_stiff_exp_revcom
Explicit ordinary differential equations, stiff initial value problem (reverse communication, comprehensive)
Keywords: ODE, ordinary differential equations; BDF, backward differentiation formula; IVP, initial value problem; backward difference formula; initial value problem; stiff differential equations
GAMS: I1a2
D02NNF 12 nagf_ode_ivp_stiff_imp_revcom
Implicit/algebraic ordinary differential equations, stiff initial value problem (reverse communication, comprehensive)
Keywords: ODE, ordinary differential equations; IVP, initial value problem; backward difference formula; implicit algebraic ordinary differential equations; initial value problem; stiff differential equations
GAMS: I1a2
D02NPF 22 nagf_ode_dae_dassl_linalg
Implicit ordinary differential equations/DAEs, initial value problem linear algebra setup routine for D02NEF
Keywords: ODE, ordinary differential equations; IVP, initial value problem; implicit algebraic ordinary differential equations; initial value problem; stiff differential equations
GAMS: I1c
D02NRF 12 nagf_ode_ivp_stiff_sparjac_enq
Ordinary differential equations, initial value problem, for use with d02m–n routines, sparse Jacobian, enquiry routine
Keywords: ODE, ordinary differential equations; initial value problem; stiff differential equations
GAMS: I1c
D02NSF 12 nagf_ode_ivp_stiff_fulljac_setup
Ordinary differential equations, initial value problem, for use with d02m–n routines, full Jacobian, linear algebra set up
Keywords: ODE, ordinary differential equations; initial value problem; stiff differential equations
GAMS: I1c
D02NTF 12 nagf_ode_ivp_stiff_bandjac_setup
Ordinary differential equations, initial value problem, for use with d02m–n routines, banded Jacobian, linear algebra set up
Keywords: ODE, ordinary differential equations; initial value problem; stiff differential equations
GAMS: I1c
D02NUF 12 nagf_ode_ivp_stiff_sparjac_setup
Ordinary differential equations, initial value problem, for use with d02m–n routines, sparse Jacobian, linear algebra set up
Keywords: ODE, ordinary differential equations; initial value problem; stiff differential equations
GAMS: I1c
D02NVF 12 nagf_ode_ivp_stiff_bdf
Ordinary differential equations, initial value problem, backward differentiation formulae method, setup for d02m–n routines
Keywords: ODE, ordinary differential equations; backward difference formula; initial value problem; stiff differential equations
GAMS: I1c
D02NWF 12 nagf_ode_ivp_stiff_blend
Ordinary differential equations, initial value problem, Blend method, setup for d02m–n routines
Keywords: ODE, ordinary differential equations; Blend method; initial value problem; stiff differential equations
GAMS: I1c
D02NXF 12 nagf_ode_ivp_stiff_sparjac_diag
Ordinary differential equations, initial value problem, sparse Jacobian, linear algebra diagnostics, for use with d02m–n routines
Keywords: ODE, ordinary differential equations; initial value problem; stiff differential equations
GAMS: I1c
D02NYF 12 nagf_ode_ivp_stiff_integ_diag
Ordinary differential equations, initial value problem, integrator diagnostics, for use with d02m–n routines
Keywords: ODE, ordinary differential equations; initial value problem; stiff differential equations
GAMS: I1c
D02NZF 12 nagf_ode_ivp_stiff_contin
Ordinary differential equations, initial value problem, setup for continuation calls to integrator, for use with d02m–n routines
Keywords: ODE, ordinary differential equations; initial value problem; stiff differential equations
GAMS: I1c
D02PEF 24 nagf_ode_ivp_rkts_range
Ordinary differential equations, initial value problem, Runge–Kutta method, integration over range with output
Keywords: ODE, ordinary differential equations; RK23; RK45; RK78; Runge–Kutta–Merson; IVP, initial value problem; Nonstiff; first-order system
GAMS: I1a1a
D02PFF 24 nagf_ode_ivp_rkts_onestep
Ordinary differential equations, initial value problem, Runge–Kutta method, integration over one step
Keywords: ODE, ordinary differential equations; RK23; RK45; RK78; Runge–Kutta–Merson; IVP, initial value problem; Nonstiff; first-order system
GAMS: I1a1a
D02PGF 26 nagf_ode_ivp_rk_step_revcomm
Ordinary differential equations, initial value problem, Runge–Kutta method, integration by reverse communication
Keywords: ODE, ordinary differential equations; RK23; RK45; RK78; Runge–Kutta–Merson; IVP, initial value problem
GAMS: I1a1a
D02PHF 26 nagf_ode_ivp_rk_interp_setup
Set up interpolant by reverse communication for solution and derivative evaluations at points within the range of the last integration step taken by D02PGF
Keywords: ODE, ordinary differential equations; Runge–Kutta–Merson; IVP, initial value problem; interpolation; Nonstiff; first-order system
GAMS: I1c
D02PJF 26 nagf_ode_ivp_rk_interp_eval
Evaluate interpolant, set up using D02PQF, to approximate solution and/or solution derivatives at a point within the range of the last integration step taken by D02PGF
Keywords: ODE, ordinary differential equations; Runge–Kutta–Merson; IVP, initial value problem; interpolation
GAMS: I1c
D02PQF 24 nagf_ode_ivp_rkts_setup
Ordinary differential equations, initial value problem, setup for D02PEF D02PFF
Keywords: ODE, ordinary differential equations; Runge–Kutta–Merson; IVP, initial value problem
GAMS: I1c
D02PRF 24 nagf_ode_ivp_rkts_reset_tend
Ordinary differential equations, initial value problem, resets end of range for D02PFF
Keywords: ODE, ordinary differential equations; Runge–Kutta–Merson; IVP, initial value problem
GAMS: I1c
D02PSF 24 nagf_ode_ivp_rkts_interp
Ordinary differential equations, initial value problem, interpolation for D02PFF
Keywords: ODE, ordinary differential equations; Runge–Kutta–Merson; IVP, initial value problem; interpolation
GAMS: I1c
D02PTF 24 nagf_ode_ivp_rkts_diag
Ordinary differential equations, initial value problem, integration diagnostics for D02PEF D02PFF
Keywords: ODE, ordinary differential equations; Runge–Kutta–Merson; IVP, initial value problem
GAMS: I1c
D02PUF 24 nagf_ode_ivp_rkts_errass
Ordinary differential equations, initial value problem, error assessment diagnostics for D02PEF D02PFF
Keywords: ODE, ordinary differential equations; Runge–Kutta–Merson; IVP, initial value problem
GAMS: I1c
D02QFF 13 nagf_ode_ivp_adams_roots
Ordinary differential equations, initial value problem, Adams' method with root-finding (direct communication, comprehensive)
Keywords: ODE, ordinary differential equations; Adams' method; IVP, initial value problem
GAMS: I1a1b
D02QGF 13 nagf_ode_ivp_adams_roots_revcom
Ordinary differential equations, initial value problem, Adams' method with root-finding (reverse communication, comprehensive)
Keywords: ODE, ordinary differential equations; Adams' method; IVP, initial value problem
GAMS: I1a1b
D02QWF 13 nagf_ode_ivp_adams_setup
Ordinary differential equations, initial value problem, setup for D02QFF and D02QGF
Keywords: ODE, ordinary differential equations; Adams' method; IVP, initial value problem
GAMS: I1c
D02QXF 13 nagf_ode_ivp_adams_diag
Ordinary differential equations, initial value problem, diagnostics for D02QFF and D02QGF
Keywords: ODE, ordinary differential equations; Adams' method; IVP, initial value problem
GAMS: I1c
D02QYF 13 nagf_ode_ivp_adams_rootdiag
Ordinary differential equations, initial value problem, root-finding diagnostics for D02QFF and D02QGF
Keywords: ODE, ordinary differential equations; Adams' method; IVP, initial value problem
GAMS: I1c
D02QZF 13 nagf_ode_ivp_adams_interp
Ordinary differential equations, initial value problem, interpolation for D02QFF or D02QGF
Keywords: ODE, ordinary differential equations; Adams' method; IVP, initial value problem; interpolation
GAMS: I1c
D02RAF 8 nagf_ode_bvp_fd_nonlin_gen
Ordinary differential equations, general nonlinear boundary value problem, finite difference technique with deferred correction, continuation facility
Keywords: ODE, ordinary differential equations; BVP, boundary value problem; finite difference method, ODE
GAMS: I1b2
D02SAF 8 nagf_ode_bvp_shoot_genpar_algeq
Ordinary differential equations, boundary value problem, shooting and matching technique, subject to extra algebraic equations, general parameters to be determined
Keywords: ODE, ordinary differential equations; BVP; boundary value problem; shooting method, ODE; two-point boundary value problem; parameterized first order
GAMS: I1b2
D02TGF 8 nagf_ode_bvp_coll_nth_comp
n th-order linear ordinary differential equations, boundary value problem, collocation and least squares
Keywords: ODE, ordinary differential equations; BVP, boundary value problem; collocation method
GAMS: I1b1
D02TLF 25 nagf_ode_bvp_coll_nlin_solve
Ordinary differential equations, general nonlinear boundary value problem, collocation technique (thread safe)
Keywords: ODE, ordinary differential equations; ordinary differential equations; differential equations; BVP; boundary value problem; two-point boundary value problem; nonlinear mixed order
GAMS: I1b2
D02TVF 17 nagf_ode_bvp_coll_nlin_setup
Ordinary differential equations, general nonlinear boundary value problem, setup for D02TLF
Keywords: ODE, ordinary differential equations; BVP, boundary value problem; collocation method
GAMS: I1c
D02TXF 17 nagf_ode_bvp_coll_nlin_contin
Ordinary differential equations, general nonlinear boundary value problem, continuation facility for D02TLF
Keywords: ODE, ordinary differential equations; BVP, boundary value problem; collocation method
GAMS: I1c
D02TYF 17 nagf_ode_bvp_coll_nlin_interp
Ordinary differential equations, general nonlinear boundary value problem, interpolation for D02TLF
Keywords: ODE, ordinary differential equations; BVP, boundary value problem; collocation method; interpolation
GAMS: I1c
D02TZF 17 nagf_ode_bvp_coll_nlin_diag
Ordinary differential equations, general nonlinear boundary value problem, diagnostics for D02TLF
Keywords: ODE, ordinary differential equations; BVP, boundary value problem; collocation method; interpolation
GAMS: I1c
D02UAF 23 nagf_ode_bvp_ps_lin_coeffs
Coefficients of Chebyshev interpolating polynomial from function values on Chebyshev grid
Keywords: ODE, ordinary differential equations; Chebyshev polynomial interpolation; Gauss–Lobatto grid; interpolation
GAMS: E1b
D02UBF 23 nagf_ode_bvp_ps_lin_cgl_vals
Function or low-order-derivative values on Chebyshev grid from coefficients of Chebyshev interpolating polynomial
Keywords: ODE, ordinary differential equations; Chebyshev polynomial interpolation; Chebyshev series, solution; Gauss–Lobatto grid; interpolation
GAMS: E3a1; E3a2
D02UCF 23 nagf_ode_bvp_ps_lin_cgl_grid
Chebyshev Gauss–Lobatto grid generation
Keywords: ODE, ordinary differential equations; Gauss–Lobatto grid
GAMS: K6b
D02UDF 23 nagf_ode_bvp_ps_lin_cgl_deriv
Differentiate a function by the FFT using function values on Chebyshev grid
Keywords: ODE, ordinary differential equations; Fast Fourier Transform; FFT; Gauss–Lobatto grid
GAMS: H1; E3a2
D02UEF 23 nagf_ode_bvp_ps_lin_solve
Solve linear constant coefficient boundary value problem on Chebyshev grid, Integral formulation
Keywords: ODE, ordinary differential equations; BVP; Gauss–Lobatto grid; boundary value problem; pseudo-spectral method
GAMS: I1b1
D02UWF 23 nagf_ode_bvp_ps_lin_grid_vals
Interpolate a function from Chebyshev grid to uniform grid using barycentric Lagrange interpolation
Keywords: ODE, ordinary differential equations; Gauss–Lobatto grid; barycentric Lagrange interpolation; interpolation
GAMS: I1c; E3a1
D02UYF 23 nagf_ode_bvp_ps_lin_quad_weights
Clenshaw–Curtis quadrature weights for integration using computed Chebyshev coefficients
Keywords: ODE, ordinary differential equations; Chebyshev series approximation; Clenshaw–Curtis quadrature; weights and abscissae
GAMS: K6a3
D02UZF 23 nagf_ode_bvp_ps_lin_cheb_eval
Chebyshev polynomial evaluation, T k x
Keywords: ODE, ordinary differential equations; Chebyshev series, evaluation
GAMS: C3a2
D02XJF 12 nagf_ode_ivp_stiff_nat_interp
Ordinary differential equations, initial value problem, interpolation for d02m–n routines (BLEND and BDF methods only), natural interpolant
Keywords: ODE, ordinary differential equations; Blend method; backward difference formula; initial value problem; interpolation
GAMS: I1c
D02XKF 12 nagf_ode_ivp_stiff_c1_interp
Ordinary differential equations, initial value problem, interpolation for d02m–n routines, C 1 interpolant
Keywords: ODE, ordinary differential equations; initial value problem; interpolation
GAMS: I1c
D02ZAF 12 nagf_ode_ivp_stiff_errest
Ordinary differential equations, initial value problem, weighted norm of local error estimate for d02m–n routines
Keywords: ODE, ordinary differential equations; initial value problem
GAMS: I1c
D03EAF 7 nagf_pde_2d_laplace
Elliptic PDE, Laplace's equation, two-dimensional arbitrary domain
Keywords: PDE, partial differential equations; Laplace's equation; elliptic partial differential equations
GAMS: I2b1a1b
D03EBF 7 nagf_pde_2d_ellip_fd
Elliptic PDE, solution of finite difference equations by SIP, five-point two-dimensional molecule, iterate to convergence
Keywords: PDE, partial differential equations; Laplace's equation; Stone's strongly implicit procedure; elliptic partial differential equations
GAMS: I2b4b
D03ECF 8 nagf_pde_3d_ellip_fd
Elliptic PDE, solution of finite difference equations by SIP for seven-point three-dimensional molecule, iterate to convergence
Keywords: PDE, partial differential equations; Laplace's equation; Stone's strongly implicit procedure; elliptic partial differential equations; cuboid
GAMS: I2b4b
D03EDF 12 nagf_pde_2d_ellip_mgrid
Elliptic PDE, solution of finite difference equations by a multigrid technique
Keywords: PDE, partial differential equations; elliptic partial differential equations; multigrid method; two-dimensional; rectangular
GAMS: I2b4b
D03EEF 13 nagf_pde_2d_ellip_discret
Discretize a second-order elliptic PDE on a rectangle
Keywords: PDE, partial differential equations; discretization, PDE; elliptic partial differential equations
GAMS: I2b1a3; I2b4
D03FAF 14 nagf_pde_3d_ellip_helmholtz
Elliptic PDE, Helmholtz equation, three-dimensional Cartesian coordinates
Keywords: PDE, partial differential equations; Helmholtz equation, PDE; elliptic partial differential equations
GAMS: I2b1a1a
D03MAF 7 nagf_pde_2d_triangulate
Triangulation of plane region
Keywords: PDE, partial differential equations; mesh generation; triangularization, mesh generation
GAMS: I2b4a; P
D03NCF 20 nagf_pde_1d_blackscholes_fd
Finite difference solution of the Black–Scholes equations
Keywords: PDE, partial differential equations; Black–Scholes option pricing; parabolic partial differential equation; one-dimensional
GAMS: I2a1a
D03NDF 20 nagf_pde_1d_blackscholes_closed
Analytic solution of the Black–Scholes equations
Keywords: PDE, partial differential equations; Black–Scholes option pricing; parabolic partial differential equation
GAMS: I2a1a
D03NEF 20 nagf_pde_1d_blackscholes_means
Compute average values for D03NDF
Keywords: PDE, partial differential equations; Black–Scholes option pricing; parabolic partial differential equation
GAMS: I2a1a
D03PCF 15 nagf_pde_1d_parab_fd_old
General system of parabolic PDEs, method of lines, finite differences, one space variable
Keywords: PDE, partial differential equations; method of lines; parabolic partial differential equation
GAMS: I2a1a
D03PDF 15 nagf_pde_1d_parab_coll_old
General system of parabolic PDEs, method of lines, Chebyshev C 0 collocation, one space variable
Keywords: PDE, partial differential equations; collocation method; method of lines; parabolic partial differential equation
GAMS: I2a1a
D03PEF 16 nagf_pde_1d_parab_keller
General system of first-order PDEs, method of lines, Keller box discretization, one space variable
Keywords: PDE, partial differential equations; Keller box discretization; method of lines; parabolic partial differential equation
GAMS: I2a1a
D03PFF 17 nagf_pde_1d_parab_convdiff
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
Keywords: PDE, partial differential equations; convection-diffusion, PDE; method of lines; partial differential equations
GAMS: I2a2
D03PHF 15 nagf_pde_1d_parab_dae_fd_old
General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable
Keywords: PDE, partial differential equations; DAE, differential algebraic equations; finite difference discretization; method of lines; parabolic partial differential equation; partial differential equations
GAMS: I2a1a
D03PJF 15 nagf_pde_1d_parab_dae_coll_old
General system of parabolic PDEs, coupled DAEs, method of lines, Chebyshev C 0 collocation, one space variable
Keywords: PDE, partial differential equations; DAE, differential algebraic equations; method of lines; parabolic partial differential equation; partial differential equations
GAMS: I2a1a
D03PKF 16 nagf_pde_1d_parab_dae_keller
General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretization, one space variable
Keywords: PDE, partial differential equations; DAE, differential algebraic equations; Keller box discretization; method of lines; partial differential equations
GAMS: I1a2; I2a1a
D03PLF 17 nagf_pde_1d_parab_convdiff_dae
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
Keywords: PDE, partial differential equations; DAE, differential algebraic equations; convection-diffusion, PDE; partial differential equations
GAMS: I2a2
D03PPF 16 nagf_pde_1d_parab_remesh_fd_old
General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, remeshing, one space variable
Keywords: PDE, partial differential equations; DAE, differential algebraic equations; method of lines; parabolic partial differential equation; one-dimensional
GAMS: I1a2; I2a1a
D03PRF 16 nagf_pde_1d_parab_remesh_keller
General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretization, remeshing, one space variable
Keywords: PDE, partial differential equations; DAE, differential algebraic equations; Keller box discretization; adaptive grid, PDE; method of lines
GAMS: I1a2; I2a1a
D03PSF 17 nagf_pde_1d_parab_convdiff_remesh
General system of convection-diffusion PDEs, coupled DAEs, method of lines, upwind scheme, remeshing, one space variable
Keywords: PDE, partial differential equations; DAE, differential algebraic equations; adaptive grid, PDE; convection-diffusion, PDE; method of lines; parabolic partial differential equation; one-dimensional; hyperbolic equation
GAMS: I2a2
D03PUF 17 nagf_pde_1d_parab_euler_roe
Roe's approximate Riemann solver for Euler equations in conservative form, for use with D03PFF, D03PLF and D03PSF
Keywords: PDE, partial differential equations; Euler equations; Riemann solver, PDE; Roe's method
GAMS: I2a2
D03PVF 17 nagf_pde_1d_parab_euler_osher
Osher's approximate Riemann solver for Euler equations in conservative form, for use with D03PFF, D03PLF and D03PSF
Keywords: PDE, partial differential equations; Euler equations; Osher's method, Euler equations; Riemann solver, PDE
GAMS: I2a2
D03PWF 18 nagf_pde_1d_parab_euler_hll
Modified HLL Riemann solver for Euler equations in conservative form, for use with D03PFF, D03PLF and D03PSF
Keywords: PDE, partial differential equations; Euler equations; Harten–Lax-van Leer solver; Riemann solver, PDE; modified HLL solver
GAMS: I2a2
D03PXF 18 nagf_pde_1d_parab_euler_exact
Exact Riemann solver for Euler equations in conservative form, for use with D03PFF, D03PLF and D03PSF
Keywords: PDE, partial differential equations; Euler equations; Riemann solver, PDE
GAMS: I2a2
D03PYF 15 nagf_pde_1d_parab_coll_interp
PDEs, spatial interpolation with D03PDF or D03PJF
Keywords: PDE, partial differential equations; interpolation; parabolic partial differential equation
GAMS: I2a1a; I2b4
D03PZF 15 nagf_pde_1d_parab_fd_interp
PDEs, spatial interpolation with D03PCF, D03PEF, D03PFF, D03PHF, D03PKF, D03PLF, D03PPF, D03PRF or D03PSF
Keywords: PDE, partial differential equations; interpolation; parabolic partial differential equation
GAMS: I2a1a; I2b4
D03RAF 18 nagf_pde_2d_gen_order2_rectangle
General system of second-order PDEs, method of lines, finite differences, remeshing, two space variables, rectangular region
Keywords: PDE, partial differential equations; two-dimensional PDE; mesh refinement; method of lines
GAMS: I2a1b
D03RBF 18 nagf_pde_2d_gen_order2_rectilinear
General system of second-order PDEs, method of lines, finite differences, remeshing, two space variables, rectilinear region
Keywords: PDE, partial differential equations; two-dimensional PDE; mesh refinement; method of lines
GAMS: I2a1b
D03RZF 18 nagf_pde_2d_gen_order2_rectilinear_extractgrid
Extract grid data from D03RBF
Keywords: PDE, partial differential equations; two-dimensional PDE; mesh refinement; method of lines; grid extraction
GAMS: I2a1b
D03UAF 7 nagf_pde_2d_ellip_fd_iter
Elliptic PDE, solution of finite difference equations by SIP, five-point two-dimensional molecule, one iteration
Keywords: PDE, partial differential equations; Stone's strongly implicit procedure; elliptic partial differential equations; five-point stencil
GAMS: I2b4b
D03UBF 8 nagf_pde_3d_ellip_fd_iter
Elliptic PDE, solution of finite difference equations by SIP, seven-point three-dimensional molecule, one iteration
Keywords: PDE, partial differential equations; Stone's strongly implicit procedure; elliptic partial differential equations; seven-point stencil
GAMS: I2b4b
D04AAF 5 nagf_numdiff_fwd
Numerical differentiation, derivatives up to order 14 , function of one real variable
Keywords: numerical differentiation; differentiation, numerical
GAMS: H1
D04BAF 23 nagf_numdiff_rcomm
Numerical differentiation, user-supplied function values, derivatives up to order 14 , derivatives with respect to one real variable
Keywords: numerical differentiation; differentiation, numerical
GAMS: H1
D04BBF 23 nagf_numdiff_sample
Generates sample points for function evaluations by D04BAF
Keywords: numerical differentiation; differentiation, numerical
GAMS: H1
D05AAF 5 nagf_inteq_fredholm2_split
Linear nonsingular Fredholm integral equation, second kind, split kernel
Keywords: integral equations; Fredholm integral equations
GAMS: I3
D05ABF 6 nagf_inteq_fredholm2_smooth
Linear nonsingular Fredholm integral equation, second kind, smooth kernel
Keywords: integral equations; Fredholm integral equations
GAMS: I3
D05BAF 14 nagf_inteq_volterra2
Nonlinear Volterra convolution equation, second kind
Keywords: integral equations; Volterra integral equations
GAMS: I3
D05BDF 16 nagf_inteq_abel2_weak
Nonlinear convolution Volterra–Abel equation, second kind, weakly singular
Keywords: integral equations; Volterra integral equations
GAMS: I3
D05BEF 16 nagf_inteq_abel1_weak
Nonlinear convolution Volterra–Abel equation, first kind, weakly singular
Keywords: integral equations; Volterra integral equations
GAMS: I3
D05BWF 16 nagf_inteq_volterra_weights
Generate weights for use in solving Volterra equations
Keywords: integral equations; Volterra integral equations; weights and abscissae
GAMS: I3
D05BYF 16 nagf_inteq_abel_weak_weights
Generate weights for use in solving weakly singular Abel-type equations
Keywords: integral equations; weights and abscissae
GAMS: I3
D06AAF 20 nagf_mesh_2d_gen_inc
Generates a two-dimensional mesh using a simple incremental method
Keywords: mesh generation; simple incremental method; triangular mesh
GAMS: I2b4a
D06ABF 20 nagf_mesh_2d_gen_delaunay
Generates a two-dimensional mesh using a Delaunay–Voronoi process
Keywords: mesh generation; Delaunay–Voronoi process; triangular mesh
GAMS: I2b4a
D06ACF 20 nagf_mesh_2d_gen_front
Generates a two-dimensional mesh using an Advancing-front method
Keywords: mesh generation; Advancing-front method; triangular mesh
GAMS: I2b4a
D06BAF 20 nagf_mesh_2d_gen_boundary
Generates a boundary mesh
Keywords: mesh generation; boundary mesh
GAMS: I2b4a
D06CAF 20 nagf_mesh_2d_smooth_bary
Uses a barycentering technique to smooth a given mesh
Keywords: mesh generation; smoothing; barycentering; barycentric
GAMS: I2b4a; K5
D06CBF 20 nagf_mesh_2d_sparsity
Generates a sparsity pattern of a Finite Element matrix associated with a given mesh
Keywords: mesh generation; finite element; sparsity pattern
GAMS: I2b4a
D06CCF 20 nagf_mesh_2d_renumber
Renumbers a given mesh using Gibbs method
Keywords: mesh generation; mesh renumbering; Gibbs method
GAMS: I2b4a
D06DAF 20 nagf_mesh_2d_transform_affine
Generates a mesh resulting from an affine transformation of a given mesh
Keywords: mesh generation; affine mesh transformation
GAMS: I2b4a
D06DBF 20 nagf_mesh_2d_join
Joins together two given adjacent (possibly overlapping) meshes
Keywords: mesh generation; mesh joining
GAMS: I2b4a
E01AAF 1 nagf_interp_1d_aitken
Interpolated values, Aitken's technique, unequally spaced data, one variable
Keywords: interpolation; finance; Aitken's method
GAMS: E1b
E01ABF 1 nagf_interp_1d_everett
Interpolated values, Everett's formula, equally spaced data, one variable
Keywords: interpolation; Everett's formula
GAMS: E1b
E01AEF 8 nagf_interp_1d_cheb
Interpolating functions, polynomial interpolant, data may include derivative values, one variable
Keywords: interpolation; Chebyshev polynomial interpolation
GAMS: E1b
E01BAF 8 nagf_interp_1d_spline
Interpolating functions, cubic spline interpolant, one variable
Keywords: interpolation; finance; one-dimensional; cubic spline
GAMS: E1a
E01BEF 13 nagf_interp_1d_monotonic
Interpolating functions, monotonicity-preserving, piecewise cubic Hermite, one variable
Keywords: interpolation; finance; Hermite interpolation; cubic spline interpolation; monotonicity-preserving spline
GAMS: E1a
E01BFF 13 nagf_interp_1d_monotonic_eval
Interpolated values, interpolant computed by E01BEF, function only, one variable
Keywords: interpolation; finance; Hermite interpolation; monotonicity-preserving spline
GAMS: E3a1
E01BGF 13 nagf_interp_1d_monotonic_deriv
Interpolated values, interpolant computed by E01BEF, function and first derivative, one variable
Keywords: interpolation; finance; Hermite interpolation; monotonicity-preserving spline
GAMS: E3a2
E01BHF 13 nagf_interp_1d_monotonic_intg
Interpolated values, interpolant computed by E01BEF, definite integral, one variable
Keywords: interpolation; finance; Hermite interpolation; monotonicity-preserving spline
GAMS: E3a3
E01DAF 14 nagf_interp_2d_spline_grid
Interpolating functions, fitting bicubic spline, data on rectangular grid
Keywords: interpolation; finance; two-dimensional; bicubic spline
GAMS: E2a
E01EAF 25 nagf_interp_2d_triangulate
Triangulation of two-dimensional scattered grid, method of Renka and Cline
Keywords: interpolation; Renka and Cline method; Triangulation; Scattered data
GAMS: E2b; P
E01EBF 25 nagf_interp_2d_triang_bary_eval
Barycentric interpolation on function values provided on a two-dimensional scattered grid
Keywords: interpolation; finance; Renka and Cline method; Triangulation; Scattered data; Scattered data interpolation; Interpolation; Barycentric interpolation; Bilinear interpolation
GAMS: E2b; E3a1
E01RAF 9 nagf_interp_1d_ratnl
Interpolating functions, rational interpolant, one variable
Keywords: interpolation; one-dimensional; rational interpolant
GAMS: E1c
E01RBF 9 nagf_interp_1d_ratnl_eval
Interpolated values, evaluate rational interpolant computed by E01RAF, one variable
Keywords: interpolation; one-dimensional; rational interpolant
GAMS: E3a1
E01SAF 13 nagf_interp_2d_scat
Interpolating functions, method of Renka and Cline, two variables
Keywords: interpolation; Renka and Cline method
GAMS: E2b
E01SBF 13 nagf_interp_2d_scat_eval
Interpolated values, evaluate interpolant computed by E01SAF, two variables
Keywords: interpolation; Renka and Cline method
GAMS: E3a1
E01SGF 18 nagf_interp_2d_scat_shep
Interpolating functions, modified Shepard's method, two variables
Keywords: interpolation; Shepard method
GAMS: E2b
E01SHF 18 nagf_interp_2d_scat_shep_eval
Interpolated values, evaluate interpolant computed by E01SGF, function and first derivatives, two variables
Keywords: interpolation; Shepard method
GAMS: E2b
E01TGF 18 nagf_interp_3d_scat_shep
Interpolating functions, modified Shepard's method, three variables
Keywords: interpolation; Shepard method
GAMS: E2b
E01THF 18 nagf_interp_3d_scat_shep_eval
Interpolated values, evaluate interpolant computed by E01TGF, function and first derivatives, three variables
Keywords: interpolation; Shepard method
GAMS: E2b
E01TKF 23 nagf_interp_4d_scat_shep
Interpolating functions, modified Shepard's method, four variables
Keywords: interpolation; Shepard method
GAMS: E2b
E01TLF 23 nagf_interp_4d_scat_shep_eval
Interpolated values, evaluate interpolant computed by E01TKF, function and first derivatives, four variables
Keywords: interpolation; Shepard method
GAMS: E2b
E01TMF 23 nagf_interp_5d_scat_shep
Interpolating functions, modified Shepard's method, five variables
Keywords: interpolation; Shepard method
GAMS: E2b
E01TNF 23 nagf_interp_5d_scat_shep_eval
Interpolated values, evaluate interpolant computed by E01TMF, function and first derivatives, five variables
Keywords: interpolation; Shepard method
GAMS: E2b
E01ZMF 24 nagf_interp_nd_scat_shep
Interpolating function, modified Shepard's method, d dimensions
Keywords: interpolation; Shepard method
GAMS: E2b
E01ZNF 24 nagf_interp_nd_scat_shep_eval
Interpolated values, evaluate interpolant computed by E01ZMF, function and first derivatives, d dimensions
Keywords: interpolation; Shepard method
GAMS: E2b
E02ADF 5 nagf_fit_1dcheb_arb
Least squares curve fit, by polynomials, arbitrary data points
Keywords: curve and surface fitting; least squares; polynomial approximation
GAMS: K1a1a2; L8b1b2
E02AEF 5 nagf_fit_1dcheb_eval
Evaluation of fitted polynomial in one variable from Chebyshev series form (simplified parameter list)
Keywords: curve and surface fitting; polynomial approximation
GAMS: C3a2; E3a1; K6a1
E02AFF 5 nagf_fit_1dcheb_glp
Least squares polynomial fit, special data points (including interpolation)
Keywords: curve and surface fitting; least squares; polynomial approximation
GAMS: E1b; K1a1a2
E02AGF 8 nagf_fit_1dcheb_con
Least squares polynomial fit, values and derivatives may be constrained, arbitrary data points
Keywords: curve and surface fitting; least squares; polynomial approximation
GAMS: K1a2a
E02AHF 8 nagf_fit_1dcheb_deriv
Derivative of fitted polynomial in Chebyshev series form
Keywords: curve and surface fitting; Chebyshev series, differentiation
GAMS: C3a2; E3a2; K6a2
E02AJF 8 nagf_fit_1dcheb_integ
Integral of fitted polynomial in Chebyshev series form
Keywords: curve and surface fitting; Chebyshev series, integration
GAMS: C3a2; E3a3; H2a2b1; K6a3
E02AKF 8 nagf_fit_1dcheb_eval2
Evaluation of fitted polynomial in one variable from Chebyshev series form
Keywords: curve and surface fitting; Chebyshev series, evaluation
GAMS: C3a2; E3a1; K6a1
E02ALF 25 nagf_fit_1d_minimax_polynomial
Minimax curve fit by polynomials
Keywords: curve and surface fitting; surface fitting; minimax
GAMS: K2
E02BAF 5 nagf_fit_1dspline_knots
Least squares curve cubic spline fit (including interpolation)
Keywords: curve and surface fitting; B-splines; cubic splines; knots; least squares
GAMS: E1a; K1a1a1; L8g
E02BBF 5 nagf_fit_1dspline_eval
Evaluation of fitted cubic spline, function only
Keywords: curve and surface fitting; finance; B-splines; cubic splines
GAMS: E3a1; K6a1
E02BCF 7 nagf_fit_1dspline_deriv
Evaluation of fitted cubic spline, function and derivatives
Keywords: curve and surface fitting; finance; b-splines, derivative; cubic splines
GAMS: E3a1; E3a2; K6a1; K6a2
E02BDF 7 nagf_fit_1dspline_integ
Evaluation of fitted cubic spline, definite integral
Keywords: curve and surface fitting; b-splines, integral; cubic splines
GAMS: E3a3; H2a2b1; K6a3
E02BEF 13 nagf_fit_1dspline_auto
Least squares cubic spline curve fit, automatic knot placement
Keywords: curve and surface fitting; B-splines; cubic splines; least squares; smoothing
GAMS: K1a1a1; L8g
E02BFF 24 nagf_fit_1dspline_deriv_vector
Evaluation of fitted cubic spline, function and optionally derivatives at a vector of points
Keywords: curve and surface fitting; b-splines, derivative; cubic splines
GAMS: E1a; E3a1; E3a2; K1a1a1; K6a1; K6a2; L8g
E02CAF 7 nagf_fit_2dcheb_lines
Least squares surface fit by polynomials, data on lines parallel to one independent coordinate axis
Keywords: curve and surface fitting; Chebyshev polynomial approximation; bivariate polynomial approximation; data-on-lines polynomial approximation; least squares; polynomial approximation; two-dimensional polynomial approximation
GAMS: K1a1b
E02CBF 7 nagf_fit_2dcheb_eval
Evaluation of fitted polynomial in two variables
Keywords: curve and surface fitting; Chebyshev polynomial approximation; bivariate polynomial approximation; polynomial approximation; two-dimensional polynomial approximation
GAMS: E3a1; K6a1
E02DAF 6 nagf_fit_2dspline_panel
Least squares surface fit, bicubic splines
Keywords: curve and surface fitting; finance; B-splines; bicubic splines; knots; least squares; two-dimensional spline approximation
GAMS: K1a1b
E02DCF 13 nagf_fit_2dspline_grid
Least squares surface fit by bicubic splines with automatic knot placement, data on rectangular grid
Keywords: curve and surface fitting; B-splines; bicubic splines; least squares; smoothing; two-dimensional spline approximation
GAMS: K1a1b
E02DDF 13 nagf_fit_2dspline_sctr
Least squares surface fit by bicubic splines with automatic knot placement, scattered data
Keywords: curve and surface fitting; B-splines; bicubic splines; least squares; scattered data; smoothing
GAMS: K1a1b
E02DEF 14 nagf_fit_2dspline_evalv
Evaluation of fitted bicubic spline at a vector of points
Keywords: curve and surface fitting; finance; B-splines; bicubic splines
GAMS: E3a1
E02DFF 14 nagf_fit_2dspline_evalm
Evaluation of fitted bicubic spline at a mesh of points
Keywords: curve and surface fitting; finance; B-splines; bicubic splines; gridded data
GAMS: E3a1
E02DHF 23 nagf_fit_2dspline_derivm
Evaluation of spline surface at mesh of points with derivatives
Keywords: curve and surface fitting; bicubic spline, partial derivative; bicubic splines
GAMS: K6a1; K6a2
E02GAF 7 nagf_fit_glin_l1sol
L 1 -approximation by general linear function
Keywords: curve and surface fitting; L1 approximation; outlier detection
GAMS: D9a3; L8a2
E02GBF 7 nagf_fit_glinc_l1sol
L 1 -approximation by general linear function subject to linear inequality constraints
Keywords: curve and surface fitting; L1 approximation; outlier detection
GAMS: D9b3
E02GCF 8 nagf_fit_glin_linf
L -approximation by general linear function
Keywords: curve and surface fitting; L(infinity) approximation; supremum norm
GAMS: D9a2; L8a2
E02JDF 24 nagf_fit_2dspline_ts_sctr
Spline approximation to a set of scattered data using a two-stage approximation method
Keywords: curve and surface fitting; scattered data; spline; two-dimensional spline approximation
GAMS: E2b
E02JEF 24 nagf_fit_2dspline_ts_evalv
Evaluation at a vector of points of a spline computed by E02JDF
Keywords: curve and surface fitting; scattered data; spline; two-dimensional spline approximation
GAMS: E3a1
E02JFF 24 nagf_fit_2dspline_ts_evalm
Evaluation at a mesh of points of a spline computed by E02JDF
Keywords: curve and surface fitting; gridded data; scattered data; spline; two-dimensional spline approximation
GAMS: E3a1
E02RAF 7 nagf_fit_pade_app
Padé approximants
Keywords: curve and surface fitting; Padé approximation
GAMS: K4
E02RBF 7 nagf_fit_pade_eval
Evaluation of fitted rational function as computed by E02RAF
Keywords: curve and surface fitting; Padé approximation
GAMS: K6a1
E02ZAF 6 nagf_fit_2dspline_sort
Sort two-dimensional data into panels for fitting bicubic splines
Keywords: curve and surface fitting; gridded data; sort; two-dimensional spline approximation
GAMS: E3d; K6d
E02ZKF 24 nagf_fit_opt_set
Option setting routine
Keywords: curve and surface fitting; options, computational
GAMS: G4f
E02ZLF 24 nagf_fit_opt_get
Option getting routine
Keywords: curve and surface fitting; options, computational
GAMS: G4f
E04ABF 6 nagf_opt_one_var_func_old
Minimum, function of one variable, using function values only
Keywords: optimization; maximizing a function; minimizing a function; finance; NLP; nonlinear programming; derivative-free minimization; minimization, unconstrained; univariate minimization; one-dimensional quadratic interpolation
GAMS: G1a1a
E04BBF 6 nagf_opt_one_var_deriv_old
Minimum, function of one variable, using first derivative
Keywords: optimization; maximizing a function; minimizing a function; finance; NLP; nonlinear programming; one-dimensional cubic interpolation
GAMS: G1a1b
E04CBF 22 nagf_opt_uncon_simplex
Unconstrained minimum, Nelder–Mead simplex algorithm, using function values only
Keywords: optimization; maximizing a function; minimizing a function; finance; NLP; nonlinear programming; Nelder–Mead algorithm; derivative-free minimization; minimization, unconstrained; simplex algorithm
GAMS: G1b2
E04DGF 12 nagf_opt_uncon_conjgrd_comp_old
Unconstrained minimum, preconditioned conjugate gradient algorithm, using first derivatives (comprehensive)
Keywords: optimization; maximizing a function; minimizing a function; finance; NLP; nonlinear programming; conjugate gradient method; minimization, unconstrained; quasi-Newton
GAMS: G1b1b
E04DJF 12 nagf_opt_uncon_conjgrd_option_file_old
Supply values for E04DGF from external file
Keywords: optimization; maximizing a function; minimizing a function; minimization, unconstrained; options, computational
GAMS: G4f
E04DKF 12 nagf_opt_uncon_conjgrd_option_string_old
Supply values to E04DGF from a character string
Keywords: optimization; maximizing a function; minimizing a function; minimization, unconstrained; options, computational
GAMS: G4f
E04FCF 7 nagf_opt_lsq_uncon_mod_func_comp
Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using function values only (comprehensive)
Keywords: optimization; maximizing a function; minimizing a function; finance; nonlinear least squares; data fitting; Gauss–Newton optimization; Newton algorithm; derivative-free minimization; minimization, unconstrained; sum-of-squares minimization
GAMS: K1b1a1; L8e1b1
E04FFF 26 nagf_opt_handle_solve_dfls
Derivative-free (DFO) solver for a nonlinear least squares objective function with bounded variables
Keywords: optimization; maximizing a function; minimizing a function; nonlinear least squares; DFO; optimization; nonlinear least squares; sum of squares; data fitting; calibration; DFO; derivative-free optimization
GAMS: G2a2; G4d
E04FYF 18 nagf_opt_lsq_uncon_mod_func_easy
Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using function values only (easy-to-use)
Keywords: optimization; maximizing a function; minimizing a function; finance; nonlinear least squares; data fitting; Gauss–Newton optimization; Newton algorithm; derivative-free minimization; minimization, unconstrained; sum-of-squares minimization
GAMS: K1b1a1; L8e1b1
E04GBF 7 nagf_opt_lsq_uncon_quasi_deriv_comp
Unconstrained minimum of a sum of squares, combined Gauss–Newton and quasi-Newton algorithm, using first derivatives (comprehensive)
Keywords: optimization; maximizing a function; minimizing a function; finance; nonlinear least squares; data fitting; BFGS, Broyden, Fletcher, Goldfarb and Shanno algorithm; Gauss–Newton optimization; minimization, unconstrained; quasi-Newton algorithm; sum-of-squares minimization
GAMS: K1b1a2; L8e1b2
E04GDF 7 nagf_opt_lsq_uncon_mod_deriv_comp
Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using first derivatives (comprehensive)
Keywords: optimization; maximizing a function; minimizing a function; finance; nonlinear least squares; data fitting; Gauss–Newton optimization; Newton algorithm; minimization, unconstrained; sum-of-squares minimization
GAMS: K1b1a2; L8e1b2
E04GYF 18 nagf_opt_lsq_uncon_quasi_deriv_easy
Unconstrained minimum of a sum of squares, combined Gauss–Newton and quasi-Newton algorithm, using first derivatives (easy-to-use)
Keywords: optimization; maximizing a function; minimizing a function; finance; nonlinear least squares; data fitting; BFGS, Broyden, Fletcher, Goldfarb and Shanno algorithm; Gauss–Newton optimization; minimization, unconstrained; quasi-Newton algorithm; sum-of-squares minimization
GAMS: K1b1a2; L8e1b2
E04GZF 18 nagf_opt_lsq_uncon_mod_deriv_easy
Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using first derivatives (easy-to-use)
Keywords: optimization; maximizing a function; minimizing a function; finance; nonlinear least squares; data fitting; Gauss–Newton optimization; Newton algorithm; minimization, unconstrained; sum-of-squares minimization
GAMS: K1b1a2; L8e1b2
E04HCF 6 nagf_opt_check_deriv
Check user's routine for calculating first derivatives of function
Keywords: optimization; maximizing a function; minimizing a function; finance; service routine; check derivative; minimization, unconstrained
GAMS: G4c
E04HDF 6 nagf_opt_check_deriv2
Check user's routine for calculating second derivatives of function
Keywords: optimization; maximizing a function; minimizing a function; finance; service routine; check derivative; minimization, unconstrained
GAMS: G4c
E04HEF 7 nagf_opt_lsq_uncon_mod_deriv2_comp
Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using second derivatives (comprehensive)
Keywords: optimization; maximizing a function; minimizing a function; finance; nonlinear least squares; data fitting; Gauss–Newton optimization; Newton algorithm; minimization, unconstrained; sum-of-squares minimization
GAMS: K1b1a3
E04HYF 18 nagf_opt_lsq_uncon_mod_deriv2_easy
Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using second derivatives (easy-to-use)
Keywords: optimization; maximizing a function; minimizing a function; finance; nonlinear least squares; data fitting; Gauss–Newton optimization; Newton algorithm; minimization, unconstrained; sum-of-squares minimization
GAMS: K1b1a3
E04JCF 23 nagf_opt_bounds_bobyqa_func
Bound constrained minimum, model-based algorithm, using function values only
Keywords: optimization; maximizing a function; minimizing a function; finance; NLP; nonlinear programming; BOBYQA method; minimization, simple bound constraints
GAMS: G2h1a1
E04JYF 18 nagf_opt_bounds_quasi_func_easy
Bound constrained minimum, quasi-Newton algorithm, using function values only (easy-to-use)
Keywords: optimization; maximizing a function; minimizing a function; finance; NLP; nonlinear programming; BFGS, Broyden, Fletcher, Goldfarb and Shanno algorithm; minimization, simple bound constraints; quasi-Newton algorithm
GAMS: G2h1a1
E04KDF 6 nagf_opt_bounds_mod_deriv_comp
Bound constrained minimum, modified Newton algorithm, using first derivatives (comprehensive)
Keywords: optimization; maximizing a function; minimizing a function; finance; NLP; nonlinear programming; Newton algorithm; minimization, simple bound constraints
GAMS: G2h1a2
E04KYF 18 nagf_opt_bounds_quasi_deriv_easy
Bound constrained minimum, quasi-Newton algorithm, using first derivatives (easy-to-use)
Keywords: optimization; maximizing a function; minimizing a function; finance; NLP; nonlinear programming; BFGS, Broyden, Fletcher, Goldfarb and Shanno algorithm; minimization, simple bound constraints; quasi-Newton algorithm
GAMS: G2h1a2
E04KZF 18 nagf_opt_bounds_mod_deriv_easy
Bound constrained minimum, modified Newton algorithm, using first derivatives (easy-to-use)
Keywords: optimization; maximizing a function; minimizing a function; finance; NLP; nonlinear programming; Newton algorithm; minimization, simple bound constraints
GAMS: G2h1a2
E04LBF 6 nagf_opt_bounds_mod_deriv2_comp
Bound constrained minimum, modified Newton algorithm, using first and second derivatives (comprehensive)
Keywords: optimization; maximizing a function; minimizing a function; finance; NLP; nonlinear programming; Newton algorithm; minimization, simple bound constraints
GAMS: G2h1a3
E04LYF 18 nagf_opt_bounds_mod_deriv2_easy
Bound constrained minimum, modified Newton algorithm, using first and second derivatives (easy-to-use)
Keywords: optimization; maximizing a function; minimizing a function; finance; NLP; nonlinear programming; Newton algorithm; minimization, simple bound constraints
GAMS: G2h1a3
E04MFF 16 nagf_opt_lp_solve_old
Linear programming (LP), dense, active-set method
Keywords: optimization; maximizing a function; minimizing a function; finance; LP, linear programming; active-set method
GAMS: G2a1; G4d
E04MGF 16 nagf_opt_lp_option_file_old
Supply values for E04MFF from external file
Keywords: optimization; maximizing a function; minimizing a function; LP, linear programming; options, computational
GAMS: G4f
E04MHF 16 nagf_opt_lp_option_string_old
Supply values to E04MFF from a character string
Keywords: optimization; maximizing a function; minimizing a function; LP, linear programming; options, computational
GAMS: G4f
E04MTF 26 nagf_opt_handle_solve_lp_ipm
Linear programming (LP), sparse, interior point method (IPM)
Keywords: optimization; maximizing a function; minimizing a function; LP; linear programming; ipm; interior point method
GAMS: G2a2; G4d
E04MWF 26 nagf_opt_miqp_mps_write
Write MPS data file defining LP, QP, MILP or MIQP problem
Keywords: optimization; maximizing a function; minimizing a function; service routine; LP, linear programming; MPSX format; MPS format; QP, quadratic programming; linear programming,integer
GAMS: G4a
E04MXF 24 nagf_opt_miqp_mps_read
Read MPS data file defining LP, QP, MILP or MIQP problem
Keywords: optimization; maximizing a function; minimizing a function; service routine; LP, linear programming; MPSX format; QP, quadratic programming; linear programming,integer
GAMS: G4a
E04MZF 18 nagf_opt_qpconvex1_sparse_mps
Read MPS data file defining LP or QP problem, deprecated
Keywords: optimization; maximizing a function; minimizing a function; service routine; LP, linear programming; MPSX format; QP, quadratic programming
GAMS: G4a
E04NCF 12 nagf_opt_lsq_lincon_solve_old
Linear programming (LP) convex quadratic programming (QP) or linearly-constrained linear least squares problem, dense
Keywords: optimization; maximizing a function; minimizing a function; finance; nonlinear least squares; data fitting; active-set; QP, quadratic programming; convex optimization; least squares
GAMS: D9b1; G2a1; G2e1; G4d
E04NDF 12 nagf_opt_lsq_lincon_option_file_old
Supply values for E04NCF from external file
Keywords: optimization; maximizing a function; minimizing a function; QP, quadratic programming; convex optimization; least squares; options, computational
GAMS: G4f
E04NEF 12 nagf_opt_lsq_lincon_option_string_old
Supply values to E04NCF from a character string
Keywords: optimization; maximizing a function; minimizing a function; QP, quadratic programming; least squares; options, computational
GAMS: G4f
E04NFF 16 nagf_opt_qp_dense_solve_old
General (possibly non-convex) quadratic programming (QP), dense, active-set method
Keywords: optimization; maximizing a function; minimizing a function; finance; QP, quadratic programming; active-set method
GAMS: G2a1; G2e1; G2e2; G4d
E04NGF 16 nagf_opt_qp_dense_option_file_old
Supply values for E04NFF from external file
Keywords: optimization; maximizing a function; minimizing a function; QP, quadratic programming; options, computational
GAMS: G4f
E04NHF 16 nagf_opt_qp_dense_option_string_old
Supply values to E04NFF from a character string
Keywords: optimization; maximizing a function; minimizing a function; QP, quadratic programming; options, computational
GAMS: G4f
E04NKF 18 nagf_opt_qpconvex1_sparse_solve_old
Linear programming (LP) or convex quadratic programming (QP), sparse, active-set method
Keywords: optimization; maximizing a function; minimizing a function; finance; service routine; LP, linear programming; QP, quadratic programming
GAMS: G2a2; G2e1; G2e2; G4d
E04NLF 18 nagf_opt_qpconvex1_sparse_option_file_old
Supply values for E04NKF from external file
Keywords: optimization; maximizing a function; minimizing a function; LP, linear programming; QP, quadratic programming; options, computational
GAMS: G4f
E04NMF 18 nagf_opt_qpconvex1_sparse_option_string_old
Supply values to E04NKF from a character string
Keywords: optimization; maximizing a function; minimizing a function; LP, linear programming; QP, quadratic programming; options, computational
GAMS: G4f
E04NPF 21 nagf_opt_qpconvex2_sparse_init
Initialization routine for E04NQF
Keywords: optimization; maximizing a function; minimizing a function; LP, linear programming; QP, quadratic programming; options, computational
GAMS: G4f
E04NQF 21 nagf_opt_qpconvex2_sparse_solve
Linear programming (LP) or convex quadratic programming (QP), sparse, active-set method, recommended
Keywords: optimization; maximizing a function; minimizing a function; finance; service routine; LP, linear programming; QP, quadratic programming; active-set method; sparse convex QP prolem
GAMS: G2a2; G2e1; G2e2; G4d
E04NRF 21 nagf_opt_qpconvex2_sparse_option_file
Supply values for E04NQF from external file
Keywords: optimization; maximizing a function; minimizing a function; LP, linear programming; QP, quadratic programming; options, computational
GAMS: G4f
E04NSF 21 nagf_opt_qpconvex2_sparse_option_string
Set a single option for E04NQF from a character string
Keywords: optimization; maximizing a function; minimizing a function; LP, linear programming; QP, quadratic programming; options, computational
GAMS: G4f
E04NTF 21 nagf_opt_qpconvex2_sparse_option_integer_set
Set a single option for E04NQF from an integer argument
Keywords: optimization; maximizing a function; minimizing a function; LP, linear programming; QP, quadratic programming; options, computational
GAMS: G4f
E04NUF 21 nagf_opt_qpconvex2_sparse_option_double_set
Set a single option for E04NQF from a real argument
Keywords: optimization; maximizing a function; minimizing a function; LP, linear programming; QP, quadratic programming; options, computational
GAMS: G4f
E04NXF 21 nagf_opt_qpconvex2_sparse_option_integer_get
Get the setting of an integer valued option of E04NQF
Keywords: optimization; maximizing a function; minimizing a function; LP, linear programming; QP, quadratic programming; options, computational
GAMS: G4f
E04NYF 21 nagf_opt_qpconvex2_sparse_option_double_get
Get the setting of a real valued option of E04NQF
Keywords: optimization; maximizing a function; minimizing a function; LP, linear programming; QP, quadratic programming; options, computational
GAMS: G4f
E04PCF 24 nagf_opt_bnd_lin_lsq
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
Keywords: optimization; maximizing a function; minimizing a function; finance; nonlinear least squares; data fitting; BVLS, bounded variable least squares; NNLS, non-negative least squares; non-negative least squares
GAMS: K1a2
E04RAF 26 nagf_opt_handle_init
Initialization of a handle for the NAG optimization modelling suite for problems, such as, linear programming (LP), quadratic programming (QP), nonlinear programming (NLP), least squares (LSQ) problems, linear semidefinite programming (SDP) or SDP with bilinear matrix inequalities (BMI-SDP)
Keywords: optimization; maximizing a function; minimizing a function; optimization; minimizing or maximizing a function; maximization; least squares fitting; initialization; SDP; semidefinite programming
GAMS: G4f
E04RDF 26 nagf_opt_sdp_read_sdpa
A reader of sparse SDPA data files for linear SDP problems
Keywords: optimization; maximizing a function; minimizing a function; service routine; optimization; minimizing or maximizing a function; maximization; least squares fitting; SDP; semidefinite programming; LMI; linear matrix inequality; matrix constraints
GAMS: G4a
E04REF 26 nagf_opt_handle_set_linobj
Define a linear objective function to a problem initialized by E04RAF
Keywords: optimization; maximizing a function; minimizing a function; optimization; minimizing or maximizing a function; maximization; least squares fitting
GAMS: G4f
E04RFF 26 nagf_opt_handle_set_quadobj
Define a linear or a quadratic objective function to a problem initialized by E04RAF
Keywords: optimization; maximizing a function; minimizing a function; optimization; minimizing or maximizing a function; maximization; least squares fitting; QP
GAMS: G4f
E04RGF 26 nagf_opt_handle_set_nlnobj
Define a nonlinear objective function to a problem initialized by E04RAF
Keywords: optimization; maximizing a function; minimizing a function; optimization; minimizing or maximizing a function; maximization; least squares fitting; NLP
GAMS: G4f
E04RHF 26 nagf_opt_handle_set_simplebounds
Define bounds of variables of a problem initialized by E04RAF
Keywords: optimization; maximizing a function; minimizing a function; optimization; minimizing or maximizing a function; maximization; least squares fitting; bound box
GAMS: G4f
E04RJF 26 nagf_opt_handle_set_linconstr
Define a block of linear constraints to a problem initialized by E04RAF
Keywords: optimization; maximizing a function; minimizing a function; optimization; minimizing or maximizing a function; maximization; least squares fitting; linearly-constrained
GAMS: G4f
E04RKF 26 nagf_opt_handle_set_nlnconstr
Define a block of nonlinear constraints to a problem initialized by E04RAF
Keywords: optimization; maximizing a function; minimizing a function; optimization; minimizing or maximizing a function; maximization; least squares fitting; nonlinearly-constrained; NLP
GAMS: G4f
E04RLF 26 nagf_opt_handle_set_nlnhess
Define a structure of Hessian of the objective, constraints or the Lagrangian to a problem initialized by E04RAF
Keywords: optimization; maximizing a function; minimizing a function; optimization; minimizing or maximizing a function; maximization; least squares fitting; NLP
GAMS: G4f
E04RMF 26 nagf_opt_handle_set_nlnls
Define a nonlinear least squares objective function to a problem initialized by E04RAF
Keywords: optimization; maximizing a function; minimizing a function; optimization; minimizing or maximizing a function; maximization; least squares fitting; NLP; optimization; nonlinear least squares; sum of squares; data fitting; calibration; DFO; derivative-free optimization
GAMS: G4f
E04RNF 26 nagf_opt_handle_set_linmatineq
Add one or more linear matrix inequality constraints to a problem initialized by E04RAF
Keywords: optimization; maximizing a function; minimizing a function; optimization; minimizing or maximizing a function; maximization; least squares fitting; LMI; linear matrix inequality; matrix constraints
GAMS: G4f
E04RPF 26 nagf_opt_handle_set_quadmatineq
Define bilinear matrix terms to a problem initialized by E04RAF
Keywords: optimization; maximizing a function; minimizing a function; optimization; minimizing or maximizing a function; maximization; least squares fitting; BMI; bilinear matrix inequality; matrix constraints
GAMS: G4f
E04RXF 26 nagf_opt_handle_set_get_real
Retrieve or write a piece of information in a problem handle initialized by E04RAF
Keywords: optimization; maximizing a function; minimizing a function; set information; get information
GAMS: G4f
E04RYF 26 nagf_opt_handle_print
Print information about a problem handle initialized by E04RAF
Keywords: optimization; maximizing a function; minimizing a function; print information
GAMS: G4f
E04RZF 26 nagf_opt_handle_free
Destroy the problem handle initialized by E04RAF and deallocate all the memory used
Keywords: optimization; maximizing a function; minimizing a function; optimization; minimizing or maximizing a function; maximization; least squares fitting; free
GAMS: G4f
E04STF 26 nagf_opt_handle_solve_ipopt
Run an interior point solver on a sparse nonlinear programming problem (NLP) initialized by E04RAF and defined by other routines from the suite
Keywords: optimization; maximizing a function; minimizing a function; optimization; minimizing or maximizing a function; maximization; least squares fitting; NLP; nonlinear programming; IPM; interior point method
GAMS: G4d; G2e2; G2h3b
E04SVF 26 nagf_opt_handle_solve_pennon
Run the Pennon solver on a compatible problem initialized by E04RAF and defined by other routines from the suite, such as, semidefinite programming (SDP) and SDP with bilinear matrix inequalities (BMI)
Keywords: optimization; maximizing a function; minimizing a function; monitoring information; optimization; minimizing or maximizing a function; maximization; least squares fitting; bilinear matrix inequality; matrix constraints; SDP; semidefinite programming; LMI; BMI; linear matrix inequality; generalized augmented Lagrangian method; Lagrangian
GAMS: G4d; G2h3b
E04UCF 12 nagf_opt_nlp1_solve_old
Nonlinear programming (NLP), dense, active-set SQP method, using function values and optionally first derivatives, recommended
Keywords: optimization; maximizing a function; minimizing a function; finance; NLP; nonlinear programming; SQP; minimization, nonlinear constraints; sequential QP method; dense
GAMS: G2h1a1; G2h1a2; G2h2a1; G2h2a2; G2h3a1; G2h3b1a; G2h3b1b; G4d
E04UDF 12 nagf_opt_nlp1_option_file_old
Supply values for E04UCF or E04UFF from external file
Keywords: optimization; maximizing a function; minimizing a function; SQP; minimization, nonlinear constraints; options, computational
GAMS: G4f
E04UEF 12 nagf_opt_nlp1_option_string_old
Supply values to E04UCF or E04UFF from a character string
Keywords: optimization; maximizing a function; minimizing a function; SQP; minimization, nonlinear constraints; options, computational
GAMS: G4f
E04UFF 18 nagf_opt_nlp1_rcomm_old
Nonlinear programming (NLP), dense, active-set, SQP method, using function values and optionally first derivatives (reverse communication, comprehensive)
Keywords: optimization; maximizing a function; minimizing a function; finance; NLP; nonlinear programming; SQP; minimization, nonlinear constraints; sequential QP method; dense
GAMS: G2h1a1; G2h1a2; G2h2a1; G2h2a2; G2h3a1; G2h3b1a; G2h3b1b; G4d
E04UGF 19 nagf_opt_nlp1_sparse_solve_old
Nonlinear programming (NLP), sparse, active-set SQP method, using function values and optionally first derivatives
Keywords: optimization; maximizing a function; minimizing a function; finance; NLP; nonlinear programming; SQP; minimization, nonlinear constraints; sequential QP method
GAMS: G2a2; G2e1; G2e2; G4d
E04UHF 19 nagf_opt_nlp1_sparse_option_file_old
Supply values for E04UGF from external file
Keywords: optimization; maximizing a function; minimizing a function; NLP; nonlinear programming; SQP; options, computational
GAMS: G4f
E04UJF 19 nagf_opt_nlp1_sparse_option_string_old
Supply values to E04UGF from a character string
Keywords: optimization; maximizing a function; minimizing a function; NLP; nonlinear programming; SQP; options, computational
GAMS: G4f
E04UQF 14 nagf_opt_lsq_gencon_deriv_option_file_old
Supply values for E04USF from external file
Keywords: optimization; maximizing a function; minimizing a function; NLP; nonlinear programming; SQP; minimization, nonlinear constraints; options, computational; sum of squares
GAMS: G4a; G4f
E04URF 14 nagf_opt_lsq_gencon_deriv_option_string_old
Supply values to E04USF from a character string
Keywords: optimization; maximizing a function; minimizing a function; NLP; nonlinear programming; SQP; minimization, nonlinear constraints; options, computational; sum of squares
GAMS: G4f
E04USF 14 nagf_opt_lsq_gencon_deriv_old
Minimum of a sum of squares, nonlinear constraints, dense, active-set SQP method, using function values and optionally first derivatives
Keywords: optimization; maximizing a function; minimizing a function; finance; nonlinear least squares; data fitting; quasi-Newton approximation; NLP; nonlinear programming; minimization, nonlinear constraints; sequential QP method; sum of squares
GAMS: G2h1a1; G2h1a2; G2h2a1; G2h2a2; G2h3b1a; G2h3a1; G2h3b1b; G4d; K1b2b; L8e1b2
E04VGF 21 nagf_opt_nlp2_sparse_init
Initialization routine for E04VHF
Keywords: optimization; maximizing a function; minimizing a function; NLP; nonlinear programming; SQP; minimization, nonlinear constraints; options, computational
GAMS: G4f
E04VHF 21 nagf_opt_nlp2_sparse_solve
Nonlinear programming (NLP), sparse, active-set SQP method, using function values and optionally first derivatives, recommended
Keywords: optimization; maximizing a function; minimizing a function; finance; NLP; nonlinear programming; LP, linear programming; SQP; minimization, nonlinear constraints; quasi-Newton algorithm; sequential QP method; simplex algorithm
GAMS: G2a2; G2e1; G2e2; G4d
E04VJF 21 nagf_opt_nlp2_sparse_jacobian
Determine the pattern of nonzeros in the Jacobian matrix for E04VHF
Keywords: optimization; maximizing a function; minimizing a function; finance; SQP; minimization, nonlinear constraints; sparsity structure
GAMS: G4f
E04VKF 21 nagf_opt_nlp2_sparse_option_file
Supply values for E04VHF from external file
Keywords: optimization; maximizing a function; minimizing a function; SQP; minimization, nonlinear constraints; options, computational
GAMS: G4f
E04VLF 21 nagf_opt_nlp2_sparse_option_string
Set a single option for E04VHF from a character string
Keywords: optimization; maximizing a function; minimizing a function; SQP; minimization, nonlinear constraints; options, computational
GAMS: G4f
E04VMF 21 nagf_opt_nlp2_sparse_option_integer_set
Set a single option for E04VHF from an integer argument
Keywords: optimization; maximizing a function; minimizing a function; SQP; minimization, nonlinear constraints; options, computational
GAMS: G4f
E04VNF 21 nagf_opt_nlp2_sparse_option_double_set
Set a single option for E04VHF from a real argument
Keywords: optimization; maximizing a function; minimizing a function; SQP; minimization, nonlinear constraints; options, computational
GAMS: G4f
E04VRF 21 nagf_opt_nlp2_sparse_option_integer_get
Get the setting of an integer valued option of E04VHF
Keywords: optimization; maximizing a function; minimizing a function; SQP; minimization, nonlinear constraints; options, computational
GAMS: G4f
E04VSF 21 nagf_opt_nlp2_sparse_option_double_get
Get the setting of a real valued option of E04VHF
Keywords: optimization; maximizing a function; minimizing a function; SQP; minimization, nonlinear constraints; options, computational
GAMS: G4f
E04WBF 20 nagf_opt_init
Initialization routine for E04DGA E04MFA E04NCA E04NFA E04NKA E04UCA E04UFA E04UGA E04USA
Keywords: optimization; maximizing a function; minimizing a function; options, computational
GAMS: G4f
E04WCF 21 nagf_opt_nlp2_init
Initialization routine for E04WDF
Keywords: optimization; maximizing a function; minimizing a function; NLP; nonlinear programming; options, computational
GAMS: G4f
E04WDF 21 nagf_opt_nlp2_solve
Nonlinear programming (NLP), dense, active-set SQP method, using function values and optionally first derivatives
Keywords: optimization; maximizing a function; minimizing a function; finance; NLP; nonlinear programming; SQP; minimization, nonlinear constraints; sequential QP method; dense
GAMS: G2h1a1; G2h1a2; G2h2a1; G2h2a2; G2h3a1; G2h3b1a; G2h3b1b; G4d
E04WEF 21 nagf_opt_nlp2_option_file
Supply values for E04WDF from external file
Keywords: optimization; maximizing a function; minimizing a function; NLP; nonlinear programming; SQP; minimization, nonlinear constraints; options, computational
GAMS: G4f
E04WFF 21 nagf_opt_nlp2_option_string
Set a single option for E04WDF from a character string
Keywords: optimization; maximizing a function; minimizing a function; NLP; nonlinear programming; SQP; minimization, nonlinear constraints; options, computational
GAMS: G4f
E04WGF 21 nagf_opt_nlp2_option_integer_set
Set a single option for E04WDF from an integer argument
Keywords: optimization; maximizing a function; minimizing a function; NLP; nonlinear programming; SQP; minimization, nonlinear constraints; options, computational
GAMS: G4f
E04WHF 21 nagf_opt_nlp2_option_double_set
Set a single option for E04WDF from a real argument
Keywords: optimization; maximizing a function; minimizing a function; NLP; nonlinear programming; SQP; options, computational
GAMS: G4f
E04WKF 21 nagf_opt_nlp2_option_integer_get
Get the setting of an integer valued option of E04WDF
Keywords: optimization; maximizing a function; minimizing a function; NLP; nonlinear programming; SQP; options, computational
GAMS: G4f
E04WLF 21 nagf_opt_nlp2_option_double_get
Get the setting of a real valued option of E04WDF
Keywords: optimization; maximizing a function; minimizing a function; NLP; nonlinear programming; SQP; options, computational
GAMS: G4f
E04XAF 12 nagf_opt_estimate_deriv_old
Estimate (using numerical differentiation) gradient and/or Hessian of a function
Keywords: optimization; maximizing a function; minimizing a function; finance; Hessian estimation; Jacobian estimation
GAMS: G4f; H1
E04YAF 7 nagf_opt_lsq_check_deriv
Check user's routine for calculating Jacobian of first derivatives
Keywords: optimization; maximizing a function; minimizing a function; finance; service routine; Jacobian estimation
GAMS: G4c
E04YBF 7 nagf_opt_lsq_check_hessian
Check user's routine for calculating Hessian of a sum of squares
Keywords: optimization; maximizing a function; minimizing a function; finance; service routine; Hessian estimation
GAMS: G4c
E04YCF 11 nagf_opt_lsq_uncon_covariance
Covariance matrix for nonlinear least squares problem (unconstrained)
Keywords: optimization; maximizing a function; minimizing a function; service routine; covariance matrix; nonlinear least squares
GAMS: L8e1b
E04ZMF 26 nagf_opt_handle_opt_set
Option setting routine for the solvers from the NAG optimization modelling suite
Keywords: optimization; maximizing a function; minimizing a function; optimization; minimizing or maximizing a function; maximization; least squares fitting
GAMS: G4f
E04ZNF 26 nagf_opt_handle_opt_get
Option getting routine for the solvers from the NAG optimization modelling suite
Keywords: optimization; maximizing a function; minimizing a function; optimization; minimizing or maximizing a function; maximization; least squares fitting
GAMS: G4f
E04ZPF 26 nagf_opt_handle_opt_set_file
Option setting routine for the solvers from the NAG optimization modelling suite from external file
Keywords: optimization; maximizing a function; minimizing a function; optimization; minimizing or maximizing a function; maximization; options, computational
GAMS: G4f
E05JAF 22 nagf_glopt_bnd_mcs_init
Initialization routine for E05JBF
Keywords: global optimization; minimization, simple bound constraints; options, computational
GAMS: G4f
E05JBF 22 nagf_glopt_bnd_mcs_solve
Global optimization by multi-level coordinate search, simple bounds, using function values only
Keywords: global optimization; finance; minimization, simple bound constraints; multi-level coordinate search; options, computational
GAMS: G2i
E05JCF 22 nagf_glopt_bnd_mcs_optset_file
Supply values for E05JBF from external file
Keywords: global optimization; minimization, simple bound constraints; options, computational
GAMS: G4f
E05JDF 22 nagf_glopt_bnd_mcs_optset_string
Set a single for E05JBF from a character string
Keywords: global optimization; minimization, simple bound constraints; options, computational
GAMS: G4f
E05JEF 22 nagf_glopt_bnd_mcs_optset_char
Set a single for E05JBF from an ON/OFF-valued character argument
Keywords: global optimization; minimization, simple bound constraints; options, computational
GAMS: G4f
E05JFF 22 nagf_glopt_bnd_mcs_optset_int
Set a single for E05JBF from an integer argument
Keywords: global optimization; minimization, simple bound constraints; options, computational
GAMS: G4f
E05JGF 22 nagf_glopt_bnd_mcs_optset_real
Set a single for E05JBF from a real argument
Keywords: global optimization; minimization, simple bound constraints; options, computational
GAMS: G4f
E05JHF 22 nagf_glopt_bnd_mcs_option_check
Determine whether an for E05JBF has been set by you or not
Keywords: global optimization; minimization, simple bound constraints; options, computational
GAMS: G4f
E05JJF 22 nagf_glopt_bnd_mcs_optget_char
Get the setting of an ON/OFF-valued character of E05JBF
Keywords: global optimization; options, computational
GAMS: G4f
E05JKF 22 nagf_glopt_bnd_mcs_optget_int
Get the setting of an integer valued of E05JBF
Keywords: global optimization; minimization, simple bound constraints; options, computational
GAMS: G4f
E05JLF 22 nagf_glopt_bnd_mcs_optget_real
Get the setting of a real valued of E05JBF
Keywords: global optimization; minimization, simple bound constraints; options, computational
GAMS: G4f
E05SAF 23 nagf_glopt_bnd_pso
Global optimization using particle swarm algorithm (PSO), bound constraints only
Keywords: global optimization; PSO, particle swarm algorithm; minimization, simple bound constraints; particle swarm algorithm
GAMS: G1b2
E05SBF 23 nagf_glopt_nlp_pso
Global optimization using particle swarm algorithm (PSO), comprehensive
Keywords: global optimization; PSO, particle swarm algorithm; minimization, nonlinear constraints; particle swarm algorithm
GAMS: G2h3b2
E05UCF 24 nagf_glopt_nlp_multistart_sqp
Global optimization using multi-start, nonlinear constraints
Keywords: global optimization; finance; minimization, nonlinear constraints; multi-start algorithm; sequential QP method
GAMS: G2i
E05USF 24 nagf_glopt_nlp_multistart_sqp_lsq
Global optimization of a sum of squares problem using multi-start, nonlinear constraints
Keywords: global optimization; finance; multi-start algorithm; sequential QP method; sum of squares
GAMS: G2i
E05ZKF 23 nagf_glopt_optset
Option setting routine for E05SAF E05SBF E05UCF E05USF
Keywords: global optimization; options, computational
GAMS: G4f
E05ZLF 23 nagf_glopt_optget
Option getting routine for E05SAF E05SBF E05UCF E05USF
Keywords: global optimization; options, computational
GAMS: G4f
F01ABF 1 nagf_matop_real_symm_posdef_inv
Inverse of real symmetric positive definite matrix using iterative refinement
Keywords: matrix operations; inversion; inverse, matrix; matrix inverse; real, positive-definite, symmetric matrix
GAMS: D2b1b
F01ADF 2 nagf_matop_real_symm_posdef_inv_noref
Inverse of real symmetric positive definite matrix
Keywords: matrix operations; inversion; inverse, matrix; matrix inverse; real, positive-definite, symmetric matrix
GAMS: D2b1b
F01BLF 5 nagf_matop_real_gen_pseudinv
Pseudo-inverse and rank of real m by n matrix m n
Keywords: matrix operations; inversion; matrix, rank; pseudo-inverse; real, m by n matrix
GAMS: D9c
F01BRF 7 nagf_matop_real_gen_sparse_lu
L U factorization of real sparse matrix
Keywords: matrix operations; inversion; real, sparse matrix; LU decomposition; sparse linear equations
GAMS: D2a4
F01BSF 7 nagf_matop_real_gen_sparse_lu_reuse
L U factorization of real sparse matrix with known sparsity pattern
Keywords: matrix operations; inversion; real, sparse matrix; LU decomposition; sparse linear equations
GAMS: D2a4
F01BUF 7 nagf_matop_real_symm_posdef_fac
U L D L T U T factorization of real symmetric positive definite band matrix
Keywords: matrix operations; inversion; real, band, positive-definite, symmetric matrix; U L D L T U T decomposition; decomposition, matrix; matrix, band
GAMS: D2b1b
F01BVF 7 nagf_matop_real_symm_posdef_geneig
Reduction to standard form, generalized real symmetric-definite banded eigenproblem
Keywords: matrix operations; inversion; real, band, positive-definite, symmetric matrix; eigenproblem, generalized; generalized eigenproblem; matrix, band
GAMS: D4c1c
F01CKF 2 nagf_matop_real_gen_matmul
Multiplication of real matrices
Keywords: matrix operations; inversion; real, nonsymmetric matrix; multiply, matrix
GAMS: D1b6
F01CRF 7 nagf_matop_real_gen_trans_inplace
Transposition of a real matrix
Keywords: matrix operations; inversion; real, nonsymmetric matrix; transpose, matrix
GAMS: D1b3
F01CTF 14 nagf_matop_real_addsub
Sum or difference of two real matrices, optional scaling and transposition
Keywords: matrix operations; inversion; real, nonsymmetric matrix; sum, matrix; transpose, matrix
GAMS: D1b3; D1b5
F01CWF 14 nagf_matop_complex_addsub
Sum or difference of two complex matrices, optional scaling and transposition
Keywords: matrix operations; inversion; complex, nonsymmetric matrix; sum, matrix; transpose, matrix
GAMS: D1b3; D1b5
F01ECF 22 nagf_matop_real_gen_matrix_exp
Real matrix exponential
Keywords: matrix operations; inversion; real, nonsymmetric matrix; exponential, matrix; matrix exponential
GAMS: D8
F01EDF 23 nagf_matop_real_symm_matrix_exp
Real symmetric matrix exponential
Keywords: matrix operations; inversion; finance; real, indefinite, symmetric matrix; exponential, matrix; matrix exponential
GAMS: D8
F01EFF 23 nagf_matop_real_symm_matrix_fun
Function of a real symmetric matrix
Keywords: matrix operations; inversion; finance; real, indefinite, symmetric matrix; functions, matrix; matrix functions
GAMS: D8
F01EJF 24 nagf_matop_real_gen_matrix_log
Real matrix logarithm
Keywords: matrix operations; inversion; real, nonsymmetric matrix; logarithm, matrix; matrix logarithm
GAMS: D8
F01EKF 24 nagf_matop_real_gen_matrix_fun_std
Exponential, sine, cosine, sinh or cosh of a real matrix (Schur–Parlett algorithm)
Keywords: matrix operations; inversion; real, nonsymmetric matrix; cosh, matrix; cosine, matrix; exponential, matrix; functions, matrix; sine, matrix; sinh, matrix
GAMS: D8
F01ELF 24 nagf_matop_real_gen_matrix_fun_num
Function of a real matrix (using numerical differentiation)
Keywords: matrix operations; inversion; real, nonsymmetric matrix; functions, matrix; matrix functions
GAMS: D8
F01EMF 24 nagf_matop_real_gen_matrix_fun_usd
Function of a real matrix (using user-supplied derivatives)
Keywords: matrix operations; inversion; real, nonsymmetric matrix; functions, matrix; matrix functions
GAMS: D8
F01ENF 25 nagf_matop_real_gen_matrix_sqrt
Real matrix square root
Keywords: matrix operations; inversion; real, nonsymmetric matrix
GAMS: D8
F01EPF 25 nagf_matop_real_tri_matrix_sqrt
Real upper quasi-triangular matrix square root
Keywords: matrix operations; inversion; real, quasi-triangular matrix
GAMS: D8
F01EQF 25 nagf_matop_real_gen_matrix_pow
General power of a real matrix
Keywords: matrix operations; inversion; matrix operations including inversion; general power
GAMS: D8
F01FCF 23 nagf_matop_complex_gen_matrix_exp
Complex matrix exponential
Keywords: matrix operations; inversion; finance; complex, nonsymmetric matrix; exponential, matrix; matrix exponential
GAMS: D8
F01FDF 23 nagf_matop_complex_herm_matrix_exp
Complex Hermitian matrix exponential
Keywords: matrix operations; inversion; finance; complex, Hermitian, indefinite matrix; exponential, matrix; matrix exponential
GAMS: D8
F01FFF 23 nagf_matop_complex_herm_matrix_fun
Function of a complex Hermitian matrix
Keywords: matrix operations; inversion; finance; complex, Hermitian, indefinite matrix; functions, matrix; matrix functions
GAMS: D8
F01FJF 24 nagf_matop_complex_gen_matrix_log
Complex matrix logarithm
Keywords: matrix operations; inversion; complex, nonsymmetric matrix; logarithm, matrix; matrix logarithm
GAMS: D8
F01FKF 24 nagf_matop_complex_gen_matrix_fun_std
Exponential, sine, cosine, sinh or cosh of a complex matrix (Schur–Parlett algorithm)
Keywords: matrix operations; inversion; complex, nonsymmetric matrix; cosh, matrix; cosine, matrix; exponential, matrix; functions, matrix; sine, matrix; sinh, matrix
GAMS: D8
F01FLF 24 nagf_matop_complex_gen_matrix_fun_num
Function of a complex matrix (using numerical differentiation)
Keywords: matrix operations; inversion; complex, nonsymmetric matrix; functions, matrix; matrix functions
GAMS: D8
F01FMF 24 nagf_matop_complex_gen_matrix_fun_usd
Function of a complex matrix (using user-supplied derivatives)
Keywords: matrix operations; inversion; complex, nonsymmetric matrix; functions, matrix; matrix functions
GAMS: D8
F01FNF 25 nagf_matop_complex_gen_matrix_sqrt
Complex matrix square root
Keywords: matrix operations; inversion; complex, nonsymmetric matrix
GAMS: D8
F01FPF 25 nagf_matop_complex_tri_matrix_sqrt
Complex upper triangular matrix square root
Keywords: matrix operations; inversion; complex, triangular matrix
GAMS: D8
F01FQF 25 nagf_matop_complex_gen_matrix_pow
General power of a complex matrix
Keywords: matrix operations; inversion; matrix operations including inversion; eigenvalues and eigenvectors; general power
GAMS: D8
F01GAF 24 nagf_matop_real_gen_matrix_actexp
Action of a real matrix exponential on a real matrix
Keywords: matrix operations; inversion; real, nonsymmetric matrix; exponential, matrix; matrix exponential; product, matrices
GAMS: D8
F01GBF 24 nagf_matop_real_gen_matrix_actexp_rcomm
Action of a real matrix exponential on a real matrix (reverse communication)
Keywords: matrix operations; inversion; real, nonsymmetric matrix; exponential, matrix; matrix exponential; product, matrices
GAMS: D8
F01HAF 24 nagf_matop_complex_gen_matrix_actexp
Action of a complex matrix exponential on a complex matrix
Keywords: matrix operations; inversion; complex, nonsymmetric matrix; exponential, matrix; matrix exponential; product, matrices
GAMS: D8
F01HBF 24 nagf_matop_complex_gen_matrix_actexp_rcomm
Action of a complex matrix exponential on a complex matrix (reverse communication)
Keywords: matrix operations; inversion; complex, nonsymmetric matrix; exponential, matrix; matrix exponential; product, matrices
GAMS: D8
F01JAF 24 nagf_matop_real_gen_matrix_cond_std
Condition number for the exponential, logarithm, sine, cosine, sinh or cosh of a real matrix
Keywords: matrix operations; inversion; real, nonsymmetric matrix; condition number, matrix; cosh, matrix; cosine, matrix; exponential, matrix; logarithm, matrix; sine, matrix; sinh, matrix
GAMS: D8
F01JBF 24 nagf_matop_real_gen_matrix_cond_num
Condition number for a function of a real matrix (using numerical differentiation)
Keywords: matrix operations; inversion; real, nonsymmetric matrix; condition number, matrix; matrix functions
GAMS: D8
F01JCF 24 nagf_matop_real_gen_matrix_cond_usd
Condition number for a function of a real matrix (using user-supplied derivatives)
Keywords: matrix operations; inversion; real, nonsymmetric matrix; condition number, matrix; matrix functions
GAMS: D8
F01JDF 25 nagf_matop_real_gen_matrix_cond_sqrt
Condition number for square root of real matrix
Keywords: matrix operations; inversion; real, nonsymmetric matrix; condition number
GAMS: D8
F01JEF 25 nagf_matop_real_gen_matrix_cond_pow
Condition number for real matrix power
Keywords: matrix operations; inversion; matrix operations including inversion; condition number
GAMS: D8
F01JFF 25 nagf_matop_real_gen_matrix_frcht_pow
Fréchet derivative of real matrix power
Keywords: matrix operations; inversion; matrix operations including inversion; Fréchet derivative
GAMS: D8
F01JGF 25 nagf_matop_real_gen_matrix_cond_exp
Condition number for real matrix exponential
Keywords: matrix operations; inversion; real, nonsymmetric matrix; condition number
GAMS: D8
F01JHF 25 nagf_matop_real_gen_matrix_frcht_exp
Fréchet derivative of real matrix exponential
Keywords: matrix operations; inversion; real, nonsymmetric matrix; Fréchet derivative
GAMS: D8
F01JJF 25 nagf_matop_real_gen_matrix_cond_log
Condition number for real matrix logarithm
Keywords: matrix operations; inversion; real, nonsymmetric matrix; condition number
GAMS: D8
F01JKF 25 nagf_matop_real_gen_matrix_frcht_log
Fréchet derivative of real matrix logarithm
Keywords: matrix operations; inversion; real, nonsymmetric matrix; Fréchet derivative
GAMS: D8
F01KAF 24 nagf_matop_complex_gen_matrix_cond_std
Condition number for the exponential, logarithm, sine, cosine, sinh or cosh of a complex matrix
Keywords: matrix operations; inversion; complex, nonsymmetric matrix; condition number, matrix; cosh, matrix; cosine, matrix; exponential, matrix; logarithm, matrix; sine, matrix; sinh, matrix
GAMS: D8
F01KBF 24 nagf_matop_complex_gen_matrix_cond_num
Condition number for a function of a complex matrix (using numerical differentiation)
Keywords: matrix operations; inversion; complex, nonsymmetric matrix; condition number, matrix; matrix functions
GAMS: D8
F01KCF 24 nagf_matop_complex_gen_matrix_cond_usd
Condition number for a function of a complex matrix (using user-supplied derivatives)
Keywords: matrix operations; inversion; complex, nonsymmetric matrix; condition number, matrix; matrix functions
GAMS: D8
F01KDF 25 nagf_matop_complex_gen_matrix_cond_sqrt
Condition number for square root of complex matrix
Keywords: matrix operations; inversion; complex, nonsymmetric matrix; condition number
GAMS: D8
F01KEF 25 nagf_matop_complex_gen_matrix_cond_pow
Condition number for complex matrix power
Keywords: matrix operations; inversion; matrix operations including inversion; eigenvalues and eigenvectors; condition number
GAMS: D8
F01KFF 25 nagf_matop_complex_gen_matrix_frcht_pow
Fréchet derivative of complex matrix power
Keywords: matrix operations; inversion; matrix operations including inversion; eigenvalues and eigenvectors; Fréchet derivative
GAMS: D8
F01KGF 25 nagf_matop_complex_gen_matrix_cond_exp
Condition number for complex matrix exponential
Keywords: matrix operations; inversion; complex, nonsymmetric matrix; condition number
GAMS: D8
F01KHF 25 nagf_matop_complex_gen_matrix_frcht_exp
Fréchet derivative of complex matrix exponential
Keywords: matrix operations; inversion; complex, nonsymmetric matrix; Fréchet derivative
GAMS: D8
F01KJF 25 nagf_matop_complex_gen_matrix_cond_log
Condition number for complex matrix logarithm
Keywords: matrix operations; inversion; complex, nonsymmetric matrix; condition number
GAMS: D8
F01KKF 25 nagf_matop_complex_gen_matrix_frcht_log
Fréchet derivative of complex matrix logarithm
Keywords: matrix operations; inversion; complex, nonsymmetric matrix; Fréchet derivative
GAMS: D8
F01LEF 11 nagf_matop_real_gen_tridiag_lu
L U factorization of real tridiagonal matrix
Keywords: matrix operations; inversion; complex, nonsymmetric matrix; LU decomposition; matrix, band
GAMS: D2a2a
F01LHF 13 nagf_matop_real_gen_blkdiag_lu
L U factorization of real almost block diagonal matrix
Keywords: matrix operations; inversion; real, almost block-diagonal matrix; LU decomposition
GAMS: D2a2
F01MCF 8 nagf_matop_real_vband_posdef_fac
L D L T factorization of real symmetric positive definite variable-bandwidth matrix
Keywords: matrix operations; inversion; real, band, positive-definite, symmetric matrix; LDL T decomposition; matrix, band
GAMS: D2b2
F01QGF 14 nagf_matop_real_trapez_rq
R Q factorization of real m by n upper trapezoidal matrix m n
Keywords: matrix operations; inversion; real, trapezoidal matrix; RQ factorizations
GAMS: D5
F01QJF 14 nagf_matop_real_gen_rq
R Q factorization of real m by n matrix m n
Keywords: matrix operations; inversion; real, m by n matrix; RQ factorizations
GAMS: D5
F01QKF 14 nagf_matop_real_gen_rq_formq
Operations with orthogonal matrices, form rows of Q , after R Q factorization by F01QJF
Keywords: matrix operations; inversion; RQ factorizations
GAMS: D5
F01RGF 14 nagf_matop_complex_trapez_rq
R Q factorization of complex m by n upper trapezoidal matrix m n
Keywords: matrix operations; inversion; complex, trapezoidal matrix; RQ factorizations
GAMS: D5
F01RJF 14 nagf_matop_complex_gen_rq
R Q factorization of complex m by n matrix m n
Keywords: matrix operations; inversion; complex, m by n matrix; R Q factorizations
GAMS: D5
F01RKF 14 nagf_matop_complex_gen_rq_formq
Operations with unitary matrices, form rows of Q , after R Q factorization by F01RJF
Keywords: matrix operations; inversion; RQ factorizations
GAMS: D5
F01VAF 23 nagf_matop_dtrttp
Copies a real triangular matrix from full format to packed format
Keywords: matrix operations; inversion; finance; real, triangular matrix; DTRTTP; LAPACK
GAMS: D1b9
F01VBF 23 nagf_matop_ztrttp
Copies a complex triangular matrix from full format to packed format
Keywords: matrix operations; inversion; finance; complex, triangular matrix; LAPACK; ZTRTTP
GAMS: D1b9
F01VCF 23 nagf_matop_dtpttr
Copies a real triangular matrix from packed format to full format
Keywords: matrix operations; inversion; finance; real, triangular matrix; DTPTTR; LAPACK
GAMS: D1b9
F01VDF 23 nagf_matop_ztpttr
Copies a complex triangular matrix from packed format to full format
Keywords: matrix operations; inversion; finance; complex, triangular matrix; LAPACK; ZTPTTR
GAMS: D1b1; D1b9; N4
F01VEF 23 nagf_matop_dtrttf
Copies a real triangular matrix from full format to Rectangular Full Packed format
Keywords: matrix operations; inversion; finance; real, triangular matrix; DTRTTP; LAPACK
GAMS: D1b9
F01VFF 23 nagf_matop_ztrttf
Copies a complex triangular matrix from full format to Rectangular Full Packed format
Keywords: matrix operations; inversion; finance; complex, triangular matrix; LAPACK; ZTRTTF
GAMS: D1b9
F01VGF 23 nagf_matop_dtfttr
Copies a real triangular matrix from Rectangular Full Packed format to full format
Keywords: matrix operations; inversion; finance; real, triangular matrix; DTFTTR; LAPACK
GAMS: D1b9
F01VHF 23 nagf_matop_ztfttr
Copies a complex triangular matrix from Rectangular Full Packed format to full format
Keywords: matrix operations; inversion; finance; complex, triangular matrix; LAPACK; ZTFTTR
GAMS: D1b9
F01VJF 23 nagf_matop_dtpttf
Copies a real triangular matrix from packed format to Rectangular Full Packed format
Keywords: matrix operations; inversion; finance; real, triangular matrix; DTPTTF; LAPACK
GAMS: D1b9
F01VKF 23 nagf_matop_ztpttf
Copies a complex triangular matrix from packed format to Rectangular Full Packed format
Keywords: matrix operations; inversion; finance; complex, triangular matrix; LAPACK; ZTPTTF
GAMS: D1b9
F01VLF 23 nagf_matop_dtfttp
Copies a real triangular matrix from Rectangular Full Packed format to packed format
Keywords: matrix operations; inversion; finance; real, triangular matrix; DTFTTP; LAPACK
GAMS: D1b9
F01VMF 23 nagf_matop_ztfttp
Copies a complex triangular matrix from Rectangular Full Packed format to packed format
Keywords: matrix operations; inversion; finance; complex, triangular matrix; LAPACK; ZTFTTP
GAMS: D1b9
F01ZAF 14 nagf_matop_real_tri_pack
Convert real matrix between packed triangular and square storage formats
Keywords: matrix operations; inversion; real, nonsymmetric matrix; convert matrix storage formats
GAMS: D1b9
F01ZBF 14 nagf_matop_complex_tri_pack
Convert complex matrix between packed triangular and square storage formats
Keywords: matrix operations; inversion; complex, nonsymmetric matrix; convert matrix storage formats
GAMS: D1b9
F01ZCF 14 nagf_matop_real_band_pack
Convert real matrix between packed banded and rectangular storage formats
Keywords: matrix operations; inversion; real, nonsymmetric matrix; convert matrix storage formats
GAMS: D1b9
F01ZDF 14 nagf_matop_complex_band_pack
Convert complex matrix between packed banded and rectangular storage formats
Keywords: matrix operations; inversion; complex, nonsymmetric matrix; convert matrix storage formats
GAMS: D1b9
F02ECF 17 nagf_eigen_real_gen_eigsys
Selected eigenvalues and eigenvectors of real nonsymmetric matrix (Black Box)
Keywords: eigenvalues; eigenvectors; data analytics; big data; real, nonsymmetric matrix
GAMS: D4a2
F02EKF 24 nagf_eigen_real_gen_sparse_arnoldi
Selected eigenvalues and eigenvectors of a real sparse general matrix
Keywords: eigenvalues; eigenvectors; data analytics; big data; matrix, sparse; real, sparse matrix; large scale eigenproblems
GAMS: D4a7; D4a2
F02FJF 11 nagf_eigen_real_symm_sparse_eigsys
Selected eigenvalues and eigenvectors of sparse symmetric eigenproblem (Black Box)
Keywords: eigenvalues; eigenvectors; data analytics; big data; matrix, sparse; real, sparse, symmetric matrix
GAMS: D4a7; D4b1
F02FKF 25 nagf_eigen_real_symm_sparse_arnoldi
Selected eigenvalues and eigenvectors of a real symmetric sparse matrix
Keywords: eigenvalues; eigenvectors; data analytics; big data; matrix, sparse; real, sparse, symmetric matrix; eigenvalues; eigenvectors; eigenproblem; sparse eigenproblem; large scale eigenproblems
GAMS: D4a7; D4a1
F02GCF 17 nagf_eigen_complex_gen_eigsys
Selected eigenvalues and eigenvectors of complex nonsymmetric matrix (Black Box)
Keywords: eigenvalues; eigenvectors; data analytics; big data; complex, nonsymmetric matrix
GAMS: D4a4
F02JCF 25 nagf_eigen_real_gen_quad
Solves the quadratic eigenvalue problem for real matrices
Keywords: eigenvalues; eigenvectors; data analytics; big data; eigenproblem, quadratic; backward error; eigenvalues and eigenvectors; balancing; condition number
GAMS: D4b2
F02JQF 25 nagf_eigen_complex_gen_quad
Solves the quadratic eigenvalue problem for complex matrices
Keywords: eigenvalues; eigenvectors; data analytics; big data; eigenproblem, quadratic; backward error; eigenvalues and eigenvectors; balancing; condition number
GAMS: D4b4
F02WGF 22 nagf_eigen_real_gen_partialsvd
Computes leading terms in the singular value decomposition of a real general matrix; also computes corresponding left and right singular vectors
Keywords: eigenvalues; eigenvectors; data analytics; big data; SVD, singular value decomposition; real, m by n matrix
GAMS: D6
F02WUF 14 nagf_eigen_real_triang_svd
SVD of real upper triangular matrix (Black Box)
Keywords: eigenvalues; eigenvectors; data analytics; big data; SVD, singular value decomposition; real, triangular matrix
GAMS: D6
F02XUF 13 nagf_eigen_complex_triang_svd
SVD of complex upper triangular matrix (Black Box)
Keywords: eigenvalues; eigenvectors; data analytics; big data; SVD, singular value decomposition; complex, triangular matrix
GAMS: D6
F03BAF 23 nagf_det_real_gen
Determinant of real matrix, matrix already factorized by F07ADF
Keywords: determinant; real, nonsymmetric matrix
GAMS: D2a1; D3a1
F03BFF 23 nagf_det_real_sym
Determinant of real symmetric positive definite matrix
Keywords: determinant; real, positive-definite, symmetric matrix
GAMS: D2b1b; D3b1b
F03BHF 23 nagf_det_real_band_sym
Determinant of real symmetric positive definite banded matrix previously factorized by F07HDF
Keywords: determinant; real, band, positive-definite, symmetric matrix
GAMS: D3c1
F03BNF 23 nagf_det_complex_gen
Determinant of complex matrix previously L U factorized
Keywords: determinant; complex, nonsymmetric matrix
GAMS: D3c1
F04AMF 2 nagf_linsys_real_gen_lsqsol
Least squares solution of m real equations in n unknowns, rank = n , m n using iterative refinement (Black Box)
Keywords: simultaneous linear equations; data analytics; big data; linear equations, overdetermined; linear least squares; real, m by n matrix
GAMS: D9a1
F04AXF 7 nagf_linsys_real_sparse_fac_solve
Solution of real sparse simultaneous linear equations (coefficient matrix already factorized)
Keywords: simultaneous linear equations; data analytics; big data; linear equations; matrix, sparse; real, sparse matrix
GAMS: D2a4
F04BAF 21 nagf_linsys_real_square_solve
Computes the solution, estimated condition number and error-bound to a real system of linear equations
Keywords: simultaneous linear equations; data analytics; big data; forward error; linear equations; real, nonsymmetric matrix
GAMS: D2a1
F04BBF 21 nagf_linsys_real_band_solve
Computes the solution, estimated condition number and error-bound to a real banded system of linear equations
Keywords: simultaneous linear equations; data analytics; big data; forward error; linear equations; matrix, band; real, band matrix
GAMS: D2a2
F04BCF 21 nagf_linsys_real_tridiag_solve
Computes the solution, estimated condition number and error-bound to a real tridiagonal system of linear equations
Keywords: simultaneous linear equations; data analytics; big data; forward error; linear equations; matrix, band; real, tridiagonal matrix
GAMS: D2a2a
F04BDF 21 nagf_linsys_real_posdef_solve
Computes the solution, estimated condition number and error-bound to a real symmetric positive definite system of linear equations
Keywords: simultaneous linear equations; data analytics; big data; forward error; linear equations; real, positive-definite, symmetric matrix
GAMS: D2b1b
F04BEF 21 nagf_linsys_real_posdef_packed_solve
Computes the solution, estimated condition number and error-bound to a real symmetric positive definite system of linear equations, packed storage
Keywords: simultaneous linear equations; data analytics; big data; forward error; linear equations; real, positive-definite, symmetric matrix
GAMS: D2b1b
F04BFF 21 nagf_linsys_real_posdef_band_solve
Computes the solution, estimated condition number and error-bound to a real symmetric positive definite banded system of linear equations
Keywords: simultaneous linear equations; data analytics; big data; forward error; linear equations; real, band, positive-definite, symmetric matrix
GAMS: D2b2
F04BGF 21 nagf_linsys_real_posdef_tridiag_solve
Computes the solution, estimated condition number and error-bound to a real symmetric positive definite tridiagonal system of linear equations
Keywords: simultaneous linear equations; data analytics; big data; forward error; linear equations; real, positive-definite, symmetric, tridiagonal matrix
GAMS: D2b2
F04BHF 21 nagf_linsys_real_symm_solve
Computes the solution, estimated condition number and error-bound to a real symmetric system of linear equations
Keywords: simultaneous linear equations; data analytics; big data; forward error; linear equations; real, indefinite, symmetric matrix
GAMS: D2b1
F04BJF 21 nagf_linsys_real_symm_packed_solve
Computes the solution, estimated condition number and error-bound to a real symmetric system of linear equations, packed storage
Keywords: simultaneous linear equations; data analytics; big data; forward error; linear equations; real, indefinite, symmetric matrix
GAMS: D2b1
F04CAF 21 nagf_linsys_complex_square_solve
Computes the solution, estimated condition number and error-bound to a complex system of linear equations
Keywords: simultaneous linear equations; data analytics; big data; forward error; complex, nonsymmetric matrix; linear equations
GAMS: D2c1
F04CBF 21 nagf_linsys_complex_band_solve
Computes the solution, estimated condition number and error-bound to a complex banded system of linear equations
Keywords: simultaneous linear equations; data analytics; big data; forward error; complex, band matrix; linear equations; matrix, band
GAMS: D2c1
F04CCF 21 nagf_linsys_complex_tridiag_solve
Computes the solution, estimated condition number and error-bound to a complex tridiagonal system of linear equations
Keywords: simultaneous linear equations; data analytics; big data; forward error; complex, tridiagonal matrix; linear equations; matrix, band
GAMS: D2c2a
F04CDF 21 nagf_linsys_complex_posdef_solve
Computes the solution, estimated condition number and error-bound to a complex Hermitian positive definite system of linear equations
Keywords: simultaneous linear equations; data analytics; big data; forward error; complex, Hermitian, positive-definite matrix; linear equations
GAMS: D2d1b
F04CEF 21 nagf_linsys_complex_posdef_packed_solve
Computes the solution, estimated condition number and error-bound to a complex Hermitian positive definite system of linear equations, packed storage
Keywords: simultaneous linear equations; data analytics; big data; forward error; complex, Hermitian, positive-definite matrix; linear equations
GAMS: D2d1b
F04CFF 21 nagf_linsys_complex_posdef_band_solve
Computes the solution, estimated condition number and error-bound to a complex Hermitian positive definite banded system of linear equations
Keywords: simultaneous linear equations; data analytics; big data; forward error; complex, band, Hermitian, positive-definite matrix; linear equations; matrix, band
GAMS: D2d2
F04CGF 21 nagf_linsys_complex_posdef_tridiag_solve
Computes the solution, estimated condition number and error-bound to a complex Hermitian positive definite tridiagonal system of linear equations
Keywords: simultaneous linear equations; data analytics; big data; forward error; complex, Hermitian, positive-definite, tridiagonal matrix; linear equations; matrix, band
GAMS: D2d2a
F04CHF 21 nagf_linsys_complex_herm_solve
Computes the solution and error-bound to a complex Hermitian system of linear equations
Keywords: simultaneous linear equations; data analytics; big data; forward error; complex, Hermitian, indefinite matrix; linear equations
GAMS: D2d1a
F04CJF 21 nagf_linsys_complex_herm_packed_solve
Computes the solution, estimated condition number and error-bound to a complex Hermitian system of linear equations, packed storage
Keywords: simultaneous linear equations; data analytics; big data; forward error; complex, Hermitian, indefinite matrix; linear equations
GAMS: D2d1a
F04DHF 21 nagf_linsys_complex_symm_solve
Computes the solution, estimated condition number and error-bound to a complex symmetric system of linear equations
Keywords: simultaneous linear equations; data analytics; big data; forward error; complex, symmetric matrix; linear equations
GAMS: D2c
F04DJF 21 nagf_linsys_complex_symm_packed_solve
Computes the solution, estimated condition number and error-bound to a complex symmetric system of linear equations, packed storage
Keywords: simultaneous linear equations; data analytics; big data; forward error; complex, symmetric matrix; linear equations
GAMS: D2c
F04FEF 15 nagf_linsys_real_toeplitz_yule
Solution of the Yule–Walker equations for real symmetric positive definite Toeplitz matrix, one right-hand side
Keywords: simultaneous linear equations; data analytics; big data; Toeplitz matrix; Yule–Walker equations; real, positive-definite, symmetric, Toeplitz matrix
GAMS: D2b1b
F04FFF 15 nagf_linsys_real_toeplitz_solve
Solution of real symmetric positive definite Toeplitz system, one right-hand side
Keywords: simultaneous linear equations; data analytics; big data; Toeplitz matrix; real, positive-definite, symmetric, Toeplitz matrix
GAMS: D2b1b
F04JGF 8 nagf_linsys_real_gen_solve
Least squares (if rank = n ) or minimal least squares (if rank < n ) solution of m real equations in n unknowns, m n
Keywords: simultaneous linear equations; data analytics; big data; linear equations, overdetermined; linear least squares; real, m by n matrix
GAMS: D9a1
F04LEF 11 nagf_linsys_real_tridiag_fac_solve
Solution of real tridiagonal simultaneous linear equations (coefficient matrix already factorized by F01LEF)
Keywords: simultaneous linear equations; data analytics; big data; linear equations; matrix, band; real, tridiagonal matrix
GAMS: D2a2a
F04LHF 13 nagf_linsys_real_blkdiag_fac_solve
Solution of real almost block diagonal simultaneous linear equations (coefficient matrix already factorized by F01LHF)
Keywords: simultaneous linear equations; data analytics; big data; linear equations; real, almost block-diagonal matrix
GAMS: D2a2
F04MCF 8 nagf_linsys_real_posdef_vband_solve
Solution of real symmetric positive definite variable-bandwidth simultaneous linear equations (coefficient matrix already factorized by F01MCF)
Keywords: simultaneous linear equations; data analytics; big data; linear equations; matrix, band; real, band, positive-definite, symmetric matrix
GAMS: D2b2
F04MEF 15 nagf_linsys_real_toeplitz_yule_update
Update solution of the Yule–Walker equations for real symmetric positive definite Toeplitz matrix
Keywords: simultaneous linear equations; data analytics; big data; Toeplitz matrix; Yule–Walker equations; real, positive-definite, symmetric, Toeplitz matrix
GAMS: D2b1b
F04MFF 15 nagf_linsys_real_toeplitz_update
Update solution of real symmetric positive definite Toeplitz system
Keywords: simultaneous linear equations; data analytics; big data; Toeplitz matrix; real, positive-definite, symmetric, Toeplitz matrix
GAMS: D2b1b
F04QAF 11 nagf_linsys_real_gen_sparse_lsqsol
Sparse linear least squares problem, m real equations in n unknowns
Keywords: simultaneous linear equations; data analytics; big data; least squares; matrix, sparse; real, m by n matrix; regression; ridge
GAMS: D2a4; D9a1
F04YAF 11 nagf_linsys_real_gen_lsq_covmat
Covariance matrix for linear least squares problems, m real equations in n unknowns
Keywords: simultaneous linear equations; data analytics; big data; covariance matrix; least squares; real, m by n matrix
GAMS: D9a1
F04YDF 24 nagf_linsys_real_gen_norm_rcomm
Norm estimation (for use in condition estimation), real rectangular matrix
Keywords: simultaneous linear equations; data analytics; big data; 1 -norm; norm, matrix; real, m by n matrix
GAMS: D1b2
F04ZDF 24 nagf_linsys_complex_gen_norm_rcomm
Norm estimation (for use in condition estimation), complex rectangular matrix
Keywords: simultaneous linear equations; data analytics; big data; 1 -norm; complex, m by n matrix; norm, matrix
GAMS: D1b2
F05AAF 5 nagf_orthog_real_gram_schmidt
Gram–Schmidt orthogonalization of n vectors of order m
Keywords: orthogonalization; Gram–Schmidt orthogonalization
GAMS: D5
F06AAF 12 nagf_blas_drotg
Generate real plane rotation
Keywords: linear algebra support routines; BLAS; blas, real matrices; drotg; rotation, elementary
GAMS: D1a8
F06BAF 12 nagf_blas_drotgc
Generate real plane rotation, storing tangent
Keywords: linear algebra support routines; BLAS; rotation, elementary
GAMS: D1a8
F06BCF 12 nagf_blas_dcsg
Recover cosine and sine from given real tangent
Keywords: linear algebra support routines; BLAS; tangent, circular
GAMS: C4a
F06BEF 12 nagf_blas_drotj
Generate real Jacobi plane rotation
Keywords: linear algebra support routines; BLAS; Jacobi method; rotation, elementary
GAMS: D1a8
F06BHF 12 nagf_blas_drot2
Apply real similarity rotation to 2 by 2 symmetric matrix
Keywords: linear algebra support routines; BLAS; rotation, elementary
GAMS: D1a8
F06BLF 12 nagf_blas_ddiv
Compute quotient of two real scalars, with overflow flag
Keywords: linear algebra support routines; BLAS; quotient
GAMS: A3a
F06BMF 12 nagf_blas_dnorm
Compute Euclidean norm from scaled form
Keywords: linear algebra support routines; BLAS; Euclidean norm; norm, vector
GAMS: D1a3b
F06BNF 12 nagf_blas_dpyth
Compute square root of a 2 + b 2 , real a and b
Keywords: linear algebra support routines; BLAS; finance; elementary arithmetic
GAMS: D1a3b
F06BPF 12 nagf_blas_deig2
Compute eigenvalue of 2 by 2 real symmetric matrix
Keywords: linear algebra support routines; BLAS; eigenvalues; elementary arithmetic
GAMS: D4a1
F06CAF 12 nagf_blas_zrotgc
Generate complex plane rotation, storing tangent, real cosine
Keywords: linear algebra support routines; BLAS; rotation, elementary
GAMS: D1a8
F06CBF 12 nagf_blas_zrotgs
Generate complex plane rotation, storing tangent, real sine
Keywords: linear algebra support routines; BLAS; rotation, elementary
GAMS: D1a8
F06CCF 12 nagf_blas_zcsg
Recover cosine and sine from given complex tangent, real cosine
Keywords: linear algebra support routines; BLAS; elementary arithmetic
GAMS: C4a
F06CDF 12 nagf_blas_zcsgs
Recover cosine and sine from given complex tangent, real sine
Keywords: linear algebra support routines; BLAS; elementary arithmetic
GAMS: C4a
F06CHF 12 nagf_blas_zrot2
Apply complex similarity rotation to 2 by 2 Hermitian matrix
Keywords: linear algebra support routines; BLAS; rotation, elementary
GAMS: D1a8
F06CLF 12 nagf_blas_zdiv
Compute quotient of two complex scalars, with overflow flag
Keywords: linear algebra support routines; BLAS; elementary arithmetic
GAMS: A4a
F06DBF 12 nagf_blas_iload
Broadcast scalar into integer vector
Keywords: linear algebra support routines; BLAS; finance; elementary arithmetic
GAMS: D1a1
F06DFF 12 nagf_blas_icopy
Copy integer vector
Keywords: linear algebra support routines; BLAS; elementary arithmetic
GAMS: D1a5
F06EAF 12 nagf_blas_ddot
Dot product of two real vectors
Keywords: linear algebra support routines; BLAS; finance; blas, real matrices; ddot; inner product
GAMS: D1a4
F06ECF 12 nagf_blas_daxpy
Add scalar times real vector to real vector
Keywords: linear algebra support routines; BLAS; blas, real matrices; daxpy; elementary arithmetic
GAMS: D1a7
F06EDF 12 nagf_blas_dscal
Multiply real vector by scalar
Keywords: linear algebra support routines; BLAS; blas, real matrices; dscal; elementary arithmetic
GAMS: D1a6
F06EFF 12 nagf_blas_dcopy
Copy real vector
Keywords: linear algebra support routines; BLAS; finance; blas, real matrices; dcopy; elementary arithmetic
GAMS: D1a5
F06EGF 12 nagf_blas_dswap
Swap two real vectors
Keywords: linear algebra support routines; BLAS; blas, real matrices; dswap; elementary arithmetic
GAMS: D1a5
F06EJF 12 nagf_blas_dnrm2
Compute Euclidean norm of real vector
Keywords: linear algebra support routines; BLAS; finance; Euclidean norm; blas, real matrices; dnrm2; elementary arithmetic
GAMS: D1a3b
F06EKF 12 nagf_blas_dasum
Sum absolute values of real vector elements
Keywords: linear algebra support routines; BLAS; blas, real matrices; dasum; elementary arithmetic
GAMS: D1a3a
F06EPF 12 nagf_blas_drot
Apply real plane rotation
Keywords: linear algebra support routines; BLAS; blas, real matrices; drot; rotation, elementary
GAMS: D1a8
F06ERF 14 nagf_blas_ddoti
Dot product of a real sparse and a full vector
Keywords: linear algebra support routines; BLAS; blas, real matrices; ddoti; inner product
GAMS: D1a4
F06ETF 14 nagf_blas_daxpyi
Add scalar times real sparse vector to a full vector
Keywords: linear algebra support routines; BLAS; blas, real matrices; daxpy; elementary arithmetic
GAMS: D1a7
F06EUF 14 nagf_blas_dgthr
Gather real sparse vector
Keywords: linear algebra support routines; BLAS; blas, real matrices; dgthr; elementary arithmetic
GAMS: D1a11; N4
F06EVF 14 nagf_blas_dgthrz
Gather and set to zero real sparse vector
Keywords: linear algebra support routines; BLAS; elementary arithmetic; blas, real matrices; dgthrz
GAMS: D1a1; D1a11; N4
F06EWF 14 nagf_blas_dsctr
Scatter real sparse vector
Keywords: linear algebra support routines; BLAS; blas, real matrices; dgthrz; elementary arithmetic
GAMS: D1a11; N4
F06EXF 14 nagf_blas_droti
Apply plane rotation to a real sparse and a full vector
Keywords: linear algebra support routines; BLAS; blas, real matrices; droti; rotation, elementary
GAMS: D1a8
F06FAF 12 nagf_blas_dvcos
Compute cosine of angle between two real vectors
Keywords: linear algebra support routines; BLAS; elementary arithmetic
GAMS: D1a11
F06FBF 12 nagf_blas_dload
Broadcast scalar into real vector
Keywords: linear algebra support routines; BLAS; elementary arithmetic
GAMS: D1a1
F06FCF 12 nagf_blas_ddscl
Multiply real vector by diagonal matrix
Keywords: linear algebra support routines; BLAS; elementary arithmetic
GAMS: D1b6
F06FDF 12 nagf_blas_axpzy
Multiply real vector by scalar, preserving input vector
Keywords: linear algebra support routines; BLAS; finance; elementary arithmetic
GAMS: D1a6
F06FEF 21 nagf_blas_drscl
Multiply real vector by reciprocal of scalar
Keywords: linear algebra support routines; BLAS; elementary arithmetic
GAMS: D1a6
F06FGF 12 nagf_blas_dnegv
Negate real vector
Keywords: linear algebra support routines; BLAS; elementary arithmetic
GAMS: D1a6
F06FJF 12 nagf_blas_dssq
Update Euclidean norm of real vector in scaled form
Keywords: linear algebra support routines; BLAS; Euclidean norm
GAMS: D1a3b
F06FKF 12 nagf_blas_dnrm2w
Compute weighted Euclidean norm of real vector
Keywords: linear algebra support routines; BLAS; Euclidean norm
GAMS: D1a3b
F06FLF 12 nagf_blas_darang
Elements of real vector with largest and smallest absolute value
Keywords: linear algebra support routines; BLAS; elementary arithmetic
GAMS: D1a2; D1a3c; N5a
F06FPF 12 nagf_blas_drots
Apply real symmetric plane rotation to two vectors
Keywords: linear algebra support routines; BLAS; rotation, elementary
GAMS: D1a8
F06FQF 12 nagf_blas_dsrotg
Generate sequence of real plane rotations
Keywords: linear algebra support routines; BLAS; rotation, elementary
GAMS: D1a8
F06FRF 12 nagf_blas_dnhousg
Generate real elementary reflection, NAG style
Keywords: linear algebra support routines; BLAS; elementary reflection
GAMS: D1a9
F06FSF 12 nagf_blas_dlhousg
Generate real elementary reflection, LINPACK style
Keywords: linear algebra support routines; BLAS; elementary reflection
GAMS: D1a9
F06FTF 12 nagf_blas_dnhous
Apply real elementary reflection, NAG style
Keywords: linear algebra support routines; BLAS; elementary reflection
GAMS: D1a9
F06FUF 12 nagf_blas_dlhous
Apply real elementary reflection, LINPACK style
Keywords: linear algebra support routines; BLAS; elementary reflection
GAMS: D1a9
F06GAF 12 nagf_blas_zdotu
Dot product of two complex vectors, unconjugated
Keywords: linear algebra support routines; BLAS; blas, complex matrices; inner product; zdotu
GAMS: D1a4
F06GBF 12 nagf_blas_zdotc
Dot product of two complex vectors, conjugated
Keywords: linear algebra support routines; BLAS; blas, complex matrices; inner product; zdotc
GAMS: D1a4
F06GCF 12 nagf_blas_zaxpy
Add scalar times complex vector to complex vector
Keywords: linear algebra support routines; BLAS; blas, complex matrices; elementary arithmetic; zaxpy
GAMS: D1a7
F06GDF 12 nagf_blas_zscal
Multiply complex vector by complex scalar
Keywords: linear algebra support routines; BLAS; blas, complex matrices; elementary arithmetic; zscal
GAMS: D1a6
F06GFF 12 nagf_blas_zcopy
Copy complex vector
Keywords: linear algebra support routines; BLAS; blas, complex matrices; elementary arithmetic; zcopy
GAMS: D1a5
F06GGF 12 nagf_blas_zswap
Swap two complex vectors
Keywords: linear algebra support routines; BLAS; blas, complex matrices; elementary arithmetic; zswap
GAMS: D1a5
F06GRF 14 nagf_blas_zdotui
Dot product of a complex sparse and a full vector, unconjugated
Keywords: linear algebra support routines; BLAS; blas, complex matrices; inner product; zdotui
GAMS: D1a4
F06GSF 14 nagf_blas_zdotci
Dot product of a complex sparse and a full vector, conjugated
Keywords: linear algebra support routines; BLAS; blas, complex matrices; inner product; zdotci
GAMS: D1a4
F06GTF 14 nagf_blas_zaxpyi
Add scalar times complex sparse vector to a full vector
Keywords: linear algebra support routines; BLAS; blas, complex matrices; inner product; zaxpyi
GAMS: D1a7
F06GUF 14 nagf_blas_zgthr
Gather complex sparse vector
Keywords: linear algebra support routines; BLAS; blas, complex matrices; elementary arithmetic; zgthr
GAMS: D1a11; N4
F06GVF 14 nagf_blas_zgthrz
Gather and set to zero complex sparse vector
Keywords: linear algebra support routines; BLAS; blas, complex matrices; elementary arithmetic; zgthrz
GAMS: D1a1; D1a11; N4
F06GWF 14 nagf_blas_zsctr
Scatter complex sparse vector
Keywords: linear algebra support routines; BLAS; blas, complex matrices; elementary arithmetic; zsctr
GAMS: D1a11; N4
F06HBF 12 nagf_blas_zload
Broadcast scalar into complex vector
Keywords: linear algebra support routines; BLAS; elementary arithmetic
GAMS: D1a1
F06HCF 12 nagf_blas_zdscl
Multiply complex vector by complex diagonal matrix
Keywords: linear algebra support routines; BLAS; elementary arithmetic
GAMS: D1b4
F06HDF 12 nagf_blas_zaxpzy
Multiply complex vector by complex scalar, preserving input vector
Keywords: linear algebra support routines; BLAS; elementary arithmetic
GAMS: D1a6
F06HGF 12 nagf_blas_znegv
Negate complex vector
Keywords: linear algebra support routines; BLAS; elementary arithmetic
GAMS: D1a6
F06HMF 21 nagf_blas_zrot
Apply plane rotation with real cosine and complex sine
Keywords: linear algebra support routines; BLAS; blas, complex matrices; rotation, elementary; zrot
GAMS: D1a8
F06HPF 12 nagf_blas_zcrot
Apply complex plane rotation
Keywords: linear algebra support routines; BLAS; rotation, elementary
GAMS: D1a8
F06HQF 12 nagf_blas_zsrotg
Generate sequence of complex plane rotations
Keywords: linear algebra support routines; BLAS; rotation, elementary
GAMS: D1a8
F06HRF 12 nagf_blas_zhousg
Generate complex elementary reflection
Keywords: linear algebra support routines; BLAS; elementary reflection
GAMS: D1a9
F06HTF 12 nagf_blas_zhous
Apply complex elementary reflection
Keywords: linear algebra support routines; BLAS; elementary reflection
GAMS: D1a9
F06JDF 12 nagf_blas_zdscal
Multiply complex vector by real scalar
Keywords: linear algebra support routines; BLAS; blas, complex matrices; elementary arithmetic; zdscal
GAMS: D1a6
F06JJF 12 nagf_blas_dznrm2
Compute Euclidean norm of complex vector
Keywords: linear algebra support routines; BLAS; finance; Euclidean norm; blas, complex matrices; dznrm2
GAMS: D1a3b
F06JKF 12 nagf_blas_dzasum
Sum absolute values of complex vector elements
Keywords: linear algebra support routines; BLAS; blas, complex matrices; dzasum; elementary arithmetic
GAMS: D1a3a
F06JLF 12 nagf_blas_idamax
Index, real vector element with largest absolute value
Keywords: linear algebra support routines; BLAS; blas, real matrices; elementary arithmetic; idamax
GAMS: D1a2; D1a3c; N5a
F06JMF 12 nagf_blas_izamax
Index, complex vector element with largest absolute value
Keywords: linear algebra support routines; BLAS; blas, complex matrices; elementary arithmetic; izamax
GAMS: D1a2; D1a3c; N5a
F06KCF 12 nagf_blas_zddscl
Multiply complex vector by real diagonal matrix
Keywords: linear algebra support routines; BLAS; elementary arithmetic
GAMS: D1b4
F06KDF 12 nagf_blas_zdaxpzy
Multiply complex vector by real scalar, preserving input vector
Keywords: linear algebra support routines; BLAS; elementary arithmetic
GAMS: D1a6
F06KEF 21 nagf_blas_zdrscl
Multiply complex vector by reciprocal of real scalar
Keywords: linear algebra support routines; BLAS; elementary arithmetic
GAMS: D1a6
F06KFF 12 nagf_blas_zdcopy
Copy real vector to complex vector
Keywords: linear algebra support routines; BLAS; elementary arithmetic
GAMS: D1a5
F06KJF 12 nagf_blas_dzssq
Update Euclidean norm of complex vector in scaled form
Keywords: linear algebra support routines; BLAS; elementary arithmetic
GAMS: D1a3b
F06KLF 12 nagf_blas_idrank
Last non-negligible element of real vector
Keywords: linear algebra support routines; BLAS; elementary arithmetic
GAMS: D1a11; D1a2; N5a
F06KPF 12 nagf_blas_zdrot
Apply real plane rotation to two complex vectors
Keywords: linear algebra support routines; BLAS; rotation, elementary; zdrot
GAMS: D1a8
F06PAF 12 nagf_blas_dgemv
Matrix-vector product, real rectangular matrix
Keywords: linear algebra support routines; BLAS; finance; blas, real matrices; dgemv; multiply, matrix; real, m by n matrix
GAMS: D1b4
F06PBF 12 nagf_blas_dgbmv
Matrix-vector product, real rectangular band matrix
Keywords: linear algebra support routines; BLAS; blas, real matrices; dgbmv; matrix, band; multiply, matrix; real, band, m by n matrix
GAMS: D1b4
F06PCF 12 nagf_blas_dsymv
Matrix-vector product, real symmetric matrix
Keywords: linear algebra support routines; BLAS; blas, real matrices; dsymv; multiply, matrix; real, indefinite, symmetric matrix
GAMS: D1b4
F06PDF 12 nagf_blas_dsbmv
Matrix-vector product, real symmetric band matrix
Keywords: linear algebra support routines; BLAS; blas, real matrices; dsbmv; matrix, band; multiply, matrix; real, band, symmetric matrix
GAMS: D1b4
F06PEF 12 nagf_blas_dspmv
Matrix-vector product, real symmetric packed matrix
Keywords: linear algebra support routines; BLAS; blas, real matrices; dspmv; multiply, matrix; real, indefinite, symmetric matrix
GAMS: D1b4
F06PFF 12 nagf_blas_dtrmv
Matrix-vector product, real triangular matrix
Keywords: linear algebra support routines; BLAS; blas, real matrices; dtrmv; multiply, matrix; real, triangular matrix
GAMS: D1b4
F06PGF 12 nagf_blas_dtbmv
Matrix-vector product, real triangular band matrix
Keywords: linear algebra support routines; BLAS; blas, real matrices; dtbmv; matrix, band; multiply, matrix; real, band, triangular matrix
GAMS: D1b4
F06PHF 12 nagf_blas_dtpmv
Matrix-vector product, real triangular packed matrix
Keywords: linear algebra support routines; BLAS; blas, real matrices; dtpmv; multiply, matrix; real, triangular matrix
GAMS: D1b4
F06PJF 12 nagf_blas_dtrsv
System of equations, real triangular matrix
Keywords: linear algebra support routines; BLAS; finance; blas, real matrices; dtrsv; linear equations; real, triangular matrix
GAMS: D2a3
F06PKF 12 nagf_blas_dtbsv
System of equations, real triangular band matrix
Keywords: linear algebra support routines; BLAS; blas, real matrices; dtbsv; linear equations; matrix, band; real, band, triangular matrix
GAMS: D2a3
F06PLF 12 nagf_blas_dtpsv
System of equations, real triangular packed matrix
Keywords: linear algebra support routines; BLAS; blas, real matrices; dtpsv; linear equations; real, triangular matrix
GAMS: D2a3
F06PMF 12 nagf_blas_dger
Rank-1 update, real rectangular matrix
Keywords: linear algebra support routines; BLAS; blas, real matrices; dger; rank k matrix updates; real, m by n matrix
GAMS: D1b5
F06PPF 12 nagf_blas_dsyr
Rank-1 update, real symmetric matrix
Keywords: linear algebra support routines; BLAS; blas, real matrices; dsyr; rank k matrix updates; real, indefinite, symmetric matrix
GAMS: D1b5
F06PQF 12 nagf_blas_dspr
Rank-1 update, real symmetric packed matrix
Keywords: linear algebra support routines; BLAS; blas, real matrices; dspr; rank k matrix updates; real, indefinite, symmetric matrix
GAMS: D1b5
F06PRF 12 nagf_blas_dsyr2
Rank-2 update, real symmetric matrix
Keywords: linear algebra support routines; BLAS; blas, real matrices; dsyr2; rank k matrix updates; real, indefinite, symmetric matrix
GAMS: D1b5
F06PSF 12 nagf_blas_dspr2
Rank-2 update, real symmetric packed matrix
Keywords: linear algebra support routines; BLAS; blas, real matrices; dspr2; rank k matrix updates; real, indefinite, symmetric matrix
GAMS: D1b5
F06QFF 13 nagf_blas_dmcopy
Matrix copy, real rectangular or trapezoidal matrix
Keywords: linear algebra support routines; BLAS; finance; copy, vectors and matrices; elementary arithmetic; real, m by n matrix; real, trapezoidal matrix
GAMS: D1b8
F06QHF 13 nagf_blas_dmload
Matrix initialization, real rectangular matrix
Keywords: linear algebra support routines; BLAS; finance; elementary arithmetic; real, m by n matrix
GAMS: D1b1
F06QJF 13 nagf_blas_dgeap
Permute rows or columns, real rectangular matrix, permutations represented by an integer array
Keywords: linear algebra support routines; BLAS; permutation; real, m by n matrix
GAMS: D1b; N8
F06QKF 13 nagf_blas_dgeapr
Permute rows or columns, real rectangular matrix, permutations represented by a real array
Keywords: linear algebra support routines; BLAS; permutation; real, m by n matrix
GAMS: D1b; N8
F06QMF 13 nagf_blas_dsysrc
Orthogonal similarity transformation of real symmetric matrix as a sequence of plane rotations
Keywords: linear algebra support routines; BLAS; real, indefinite, symmetric matrix; rotation, elementary
GAMS: D1b10
F06QPF 13 nagf_blas_dutr1
Q R factorization by sequence of plane rotations, rank-1 update of real upper triangular matrix
Keywords: linear algebra support routines; BLAS; QR factorization; rank k matrix updates; real, triangular matrix; rotation, elementary
GAMS: D5
F06QQF 13 nagf_blas_dutupd
Q R factorization by sequence of plane rotations, real upper triangular matrix augmented by a full row
Keywords: linear algebra support routines; BLAS; QR factorization; rank k matrix updates; real, triangular matrix; rotation, elementary
GAMS: D5
F06QRF 13 nagf_blas_duhqr
Q R or R Q factorization by sequence of plane rotations, real upper Hessenberg matrix
Keywords: linear algebra support routines; BLAS; QR factorization; RQ factorizations; rank k matrix updates; real, Hessenberg matrix; rotation, elementary
GAMS: D5
F06QSF 13 nagf_blas_dusqr
Q R or R Q factorization by sequence of plane rotations, real upper spiked matrix
Keywords: linear algebra support routines; BLAS; QR factorization; RQ factorizations; rank k matrix updates; real, nonsymmetric matrix; rotation, elementary
GAMS: D5
F06QTF 13 nagf_blas_dutsqr
Q R factorization of U P or R Q factorization of P U , U real upper triangular, P a sequence of plane rotations
Keywords: linear algebra support routines; BLAS; QR factorization; RQ factorizations; rank k matrix updates; rotation, elementary
GAMS: D5
F06QVF 13 nagf_blas_dutsrh
Compute upper Hessenberg matrix by sequence of plane rotations, real upper triangular matrix
Keywords: linear algebra support routines; BLAS; real, triangular matrix; rotation, elementary
GAMS: D1b10
F06QWF 13 nagf_blas_dutsrs
Compute upper spiked matrix by sequence of plane rotations, real upper triangular matrix
Keywords: linear algebra support routines; BLAS; real, triangular matrix; rotation, elementary
GAMS: D1b10
F06QXF 13 nagf_blas_dgesrc
Apply sequence of plane rotations, real rectangular matrix
Keywords: linear algebra support routines; BLAS; real, m by n matrix; rotation, elementary
GAMS: D1b10
F06RAF 15 nagf_blas_dlange
1 -norm, -norm, Frobenius norm, largest absolute element, real general matrix
Keywords: linear algebra support routines; BLAS; 1-norm; Frobenius norm; infinity-norm; norm, matrix; real, m by n matrix
GAMS: D1b2
F06RBF 15 nagf_blas_dlangb
1 -norm, -norm, Frobenius norm, largest absolute element, real band matrix
Keywords: linear algebra support routines; BLAS; 1-norm; Frobenius norm; infinity-norm; matrix, band; norm, matrix; real, band, m by n matrix
GAMS: D1b2
F06RCF 15 nagf_blas_dlansy
1 -norm, -norm, Frobenius norm, largest absolute element, real symmetric matrix
Keywords: linear algebra support routines; BLAS; 1-norm; Frobenius norm; infinity-norm; norm, matrix; real, indefinite, symmetric matrix
GAMS: D1b2
F06RDF 15 nagf_blas_dlansp
1 -norm, -norm, Frobenius norm, largest absolute element, real symmetric matrix, packed storage
Keywords: linear algebra support routines; BLAS; 1-norm; Frobenius norm; infinity-norm; norm, matrix; real, indefinite, symmetric matrix
GAMS: D1b2
F06REF 15 nagf_blas_dlansb
1 -norm, -norm, Frobenius norm, largest absolute element, real symmetric band matrix
Keywords: linear algebra support routines; BLAS; 1-norm; Frobenius norm; infinity-norm; matrix, band; norm, matrix; real, band, symmetric matrix
GAMS: D1b2
F06RJF 15 nagf_blas_dlantr
1 -norm, -norm, Frobenius norm, largest absolute element, real trapezoidal/triangular matrix
Keywords: linear algebra support routines; BLAS; 1-norm; Frobenius norm; infinity-norm; norm, matrix; real, trapezoidal matrix; real, triangular matrix
GAMS: D1b2
F06RKF 15 nagf_blas_dlantp
1 -norm, -norm, Frobenius norm, largest absolute element, real triangular matrix, packed storage
Keywords: linear algebra support routines; BLAS; 1-norm; Frobenius norm; infinity-norm; norm, matrix; real, triangular matrix
GAMS: D1b2
F06RLF 15 nagf_blas_dlantb
1 -norm, -norm, Frobenius norm, largest absolute element, real triangular band matrix
Keywords: linear algebra support routines; BLAS; 1-norm; Frobenius norm; infinity-norm; norm, matrix; real, band, triangular matrix
GAMS: D1b2
F06RMF 15 nagf_blas_dlanhs
1 -norm, -norm, Frobenius norm, largest absolute element, real upper Hessenberg matrix
Keywords: linear algebra support routines; BLAS; 1-norm; Frobenius norm; infinity-norm; norm, matrix; real, Hessenberg matrix
GAMS: D1b2
F06RNF 21 nagf_blas_dlangt
1 -norm, -norm, Frobenius norm, largest absolute element, real tridiagonal matrix
Keywords: linear algebra support routines; BLAS; 1-norm; Frobenius norm; infinity-norm; matrix, band; norm, matrix; real, tridiagonal matrix
GAMS: D1b2
F06RPF 21 nagf_blas_dlanst
1 -norm, -norm, Frobenius norm, largest absolute element, real symmetric tridiagonal matrix
Keywords: linear algebra support routines; BLAS; 1-norm; Frobenius norm; infinity-norm; matrix, band; norm, matrix; real, symmetric, tridiagonal matrix
GAMS: D1b2
F06SAF 12 nagf_blas_zgemv
Matrix-vector product, complex rectangular matrix
Keywords: linear algebra support routines; BLAS; blas, complex matrices; complex, m by n matrix; multiply, matrix; zgemv
GAMS: D1b4
F06SBF 12 nagf_blas_zgbmv
Matrix-vector product, complex rectangular band matrix
Keywords: linear algebra support routines; BLAS; blas, complex matrices; complex, band, m by n matrix; matrix, band; multiply, matrix; zgbmv
GAMS: D1b4
F06SCF 12 nagf_blas_zhemv
Matrix-vector product, complex Hermitian matrix
Keywords: linear algebra support routines; BLAS; blas, complex matrices; complex, Hermitian matrix; multiply, matrix; zhemv
GAMS: D1b4
F06SDF 12 nagf_blas_zhbmv
Matrix-vector product, complex Hermitian band matrix
Keywords: linear algebra support routines; BLAS; blas, complex matrices; complex, band, Hermitian matrix; matrix, band; multiply, matrix; zhbmv
GAMS: D1b4
F06SEF 12 nagf_blas_zhpmv
Matrix-vector product, complex Hermitian packed matrix
Keywords: linear algebra support routines; BLAS; blas, complex matrices; complex, Hermitian matrix; multiply, matrix; zhpmv
GAMS: D1b4
F06SFF 12 nagf_blas_ztrmv
Matrix-vector product, complex triangular matrix
Keywords: linear algebra support routines; BLAS; blas, complex matrices; complex, triangular matrix; multiply, matrix; ztrmv
GAMS: D1b4
F06SGF 12 nagf_blas_ztbmv
Matrix-vector product, complex triangular band matrix
Keywords: linear algebra support routines; BLAS; blas, complex matrices; complex, band, triangular matrix; matrix, band; multiply, matrix; ztbmv
GAMS: D1b4
F06SHF 12 nagf_blas_ztpmv
Matrix-vector product, complex triangular packed matrix
Keywords: linear algebra support routines; BLAS; blas, complex matrices; complex, triangular matrix; multiply, matrix; ztpmv
GAMS: D1b4
F06SJF 12 nagf_blas_ztrsv
System of equations, complex triangular matrix
Keywords: linear algebra support routines; BLAS; blas, complex matrices; complex, triangular matrix; linear equations; ztrsv
GAMS: D2c3
F06SKF 12 nagf_blas_ztbsv
System of equations, complex triangular band matrix
Keywords: linear algebra support routines; BLAS; blas, complex matrices; complex, band, triangular matrix; linear equations; matrix, band; ztbsv
GAMS: D2c3
F06SLF 12 nagf_blas_ztpsv
System of equations, complex triangular packed matrix
Keywords: linear algebra support routines; BLAS; blas, complex matrices; complex, triangular matrix; linear equations; ztbsv
GAMS: D2c3
F06SMF 12 nagf_blas_zgeru
Rank-1 update, complex rectangular matrix, unconjugated vector
Keywords: linear algebra support routines; BLAS; blas, complex matrices; complex, m by n matrix; rank k matrix updates; zgeru
GAMS: D1b5
F06SNF 12 nagf_blas_zgerc
Rank-1 update, complex rectangular matrix, conjugated vector
Keywords: linear algebra support routines; BLAS; blas, complex matrices; complex, m by n matrix; rank k matrix updates; zgerc
GAMS: D1b5
F06SPF 12 nagf_blas_zher
Rank-1 update, complex Hermitian matrix
Keywords: linear algebra support routines; BLAS; blas, complex matrices; complex, Hermitian matrix; rank k matrix updates; zher
GAMS: D1b5
F06SQF 12 nagf_blas_zhpr
Rank-1 update, complex Hermitian packed matrix
Keywords: linear algebra support routines; BLAS; blas, complex matrices; complex, Hermitian matrix; rank k matrix updates; zhpr
GAMS: D1b5
F06SRF 12 nagf_blas_zher2
Rank-2 update, complex Hermitian matrix
Keywords: linear algebra support routines; BLAS; blas, complex matrices; complex, Hermitian matrix; rank k matrix updates; zher2
GAMS: D1b5
F06SSF 12 nagf_blas_zhpr2
Rank-2 update, complex Hermitian packed matrix
Keywords: linear algebra support routines; BLAS; blas, complex matrices; complex, Hermitian matrix; rank k matrix updates; zhpr2
GAMS: D1b5
F06TAF 21 nagf_blas_zsymv
Matrix-vector product, complex symmetric matrix
Keywords: linear algebra support routines; BLAS; complex, symmetric matrix; multiply, matrix
GAMS: D1b4
F06TBF 21 nagf_blas_zsyr
Rank-1 update, complex symmetric matrix
Keywords: linear algebra support routines; BLAS; complex, symmetric matrix; rank k matrix updates
GAMS: D1b5
F06TCF 21 nagf_blas_zspmv
Matrix-vector product, complex symmetric packed matrix
Keywords: linear algebra support routines; BLAS; complex, symmetric matrix; multiply, matrix
GAMS: D1b4
F06TDF 21 nagf_blas_zspr
Rank-1 update, complex symmetric packed matrix
Keywords: linear algebra support routines; BLAS; complex, symmetric matrix; rank k matrix updates
GAMS: D1b5
F06TFF 13 nagf_blas_zmcopy
Matrix copy, complex rectangular or trapezoidal matrix
Keywords: linear algebra support routines; BLAS; complex, m by n matrix; complex, trapezoidal matrix; elementary arithmetic
GAMS: D1b8
F06THF 13 nagf_blas_zmload
Matrix initialization, complex rectangular matrix
Keywords: linear algebra support routines; BLAS; complex, m by n matrix; elementary arithmetic
GAMS: D1b1
F06TMF 13 nagf_blas_zhesrc
Unitary similarity transformation of Hermitian matrix as a sequence of plane rotations
Keywords: linear algebra support routines; BLAS; complex, Hermitian matrix; rotation, elementary
GAMS: D1b10
F06TPF 13 nagf_blas_zutr1
Q R factorization by sequence of plane rotations, rank-1 update of complex upper triangular matrix
Keywords: linear algebra support routines; BLAS; QR factorization; complex, triangular matrix; rank k matrix updates
GAMS: D5
F06TQF 13 nagf_blas_zutupd
Q R factorization by sequence of plane rotations, complex upper triangular matrix augmented by a full row
Keywords: linear algebra support routines; BLAS; QR factorization; complex, triangular matrix; rotation, elementary
GAMS: D5
F06TRF 13 nagf_blas_zuhqr
Q R or R Q factorization by sequence of plane rotations, complex upper Hessenberg matrix
Keywords: linear algebra support routines; BLAS; QR factorization; RQ factorizations; complex, Hessenberg matrix; rotation, elementary
GAMS: D5
F06TSF 13 nagf_blas_zusqr
Q R or R Q factorization by sequence of plane rotations, complex upper spiked matrix
Keywords: linear algebra support routines; BLAS; QR factorization; RQ factorizations; complex, triangular matrix; rotation, elementary
GAMS: D5
F06TTF 13 nagf_blas_zutsqr
Q R factorization of U P or R Q factorization of P U , U complex upper triangular, P a sequence of plane rotations
Keywords: linear algebra support routines; BLAS; QR factorization; RQ factorizations; complex, triangular matrix; rotation, elementary
GAMS: D5
F06TVF 13 nagf_blas_zutsrh
Compute upper Hessenberg matrix by sequence of plane rotations, complex upper triangular matrix
Keywords: linear algebra support routines; BLAS; complex, triangular matrix; rotation, elementary
GAMS: D1b10
F06TWF 13 nagf_blas_zutsrs
Compute upper spiked matrix by sequence of plane rotations, complex upper triangular matrix
Keywords: linear algebra support routines; BLAS; complex, triangular matrix; rotation, elementary
GAMS: D1b10
F06TXF 13 nagf_blas_zgesrc
Apply sequence of plane rotations, complex rectangular matrix, real cosine and complex sine
Keywords: linear algebra support routines; BLAS; complex, m by n matrix; rotation, elementary
GAMS: D1b10
F06TYF 13 nagf_blas_zgesrs
Apply sequence of plane rotations, complex rectangular matrix, complex cosine and real sine
Keywords: linear algebra support routines; BLAS; complex, m by n matrix; rotation, elementary
GAMS: D1b10
F06UAF 15 nagf_blas_zlange
1 -norm, -norm, Frobenius norm, largest absolute element, complex general matrix
Keywords: linear algebra support routines; BLAS; 1-norm; Frobenius norm; complex, m by n matrix; infinity-norm
GAMS: D1b2
F06UBF 15 nagf_blas_zlangb
1 -norm, -norm, Frobenius norm, largest absolute element, complex band matrix
Keywords: linear algebra support routines; BLAS; 1-norm; Frobenius norm; complex, band matrix; infinity-norm; matrix, band
GAMS: D1b2
F06UCF 15 nagf_blas_zlanhe
1 -norm, -norm, Frobenius norm, largest absolute element, complex Hermitian matrix
Keywords: linear algebra support routines; BLAS; 1-norm; Frobenius norm; complex, band matrix; infinity-norm
GAMS: D1b2
F06UDF 15 nagf_blas_zlanhp
1 -norm, -norm, Frobenius norm, largest absolute element, complex Hermitian matrix, packed storage
Keywords: linear algebra support routines; BLAS; 1-norm; Frobenius norm; complex, Hermitian matrix; infinity-norm
GAMS: D1b2
F06UEF 15 nagf_blas_zlanhb
1 -norm, -norm, Frobenius norm, largest absolute element, complex Hermitian band matrix
Keywords: linear algebra support routines; BLAS; 1-norm; Frobenius norm; complex, band, Hermitian matrix; infinity-norm; matrix, band
GAMS: D1b2
F06UFF 15 nagf_blas_zlansy
1 -norm, -norm, Frobenius norm, largest absolute element, complex symmetric matrix
Keywords: linear algebra support routines; BLAS; 1-norm; Frobenius norm; complex, symmetric matrix; infinity-norm
GAMS: D1b2
F06UGF 15 nagf_blas_zlansp
1 -norm, -norm, Frobenius norm, largest absolute element, complex symmetric matrix, packed storage
Keywords: linear algebra support routines; BLAS; 1-norm; Frobenius norm; complex, symmetric matrix; infinity-norm
GAMS: D1b2
F06UHF 15 nagf_blas_zlansb
1 -norm, -norm, Frobenius norm, largest absolute element, complex symmetric band matrix
Keywords: linear algebra support routines; BLAS; 1-norm; Frobenius norm; complex, band, symmetric matrix; infinity-norm; matrix, band
GAMS: D1b2
F06UJF 15 nagf_blas_zlantr
1 -norm, -norm, Frobenius norm, largest absolute element, complex trapezoidal/triangular matrix
Keywords: linear algebra support routines; BLAS; 1-norm; Frobenius norm; complex, trapezoidal matrix; complex, triangular matrix; infinity-norm
GAMS: D1b2
F06UKF 15 nagf_blas_zlantp
1 -norm, -norm, Frobenius norm, largest absolute element, complex triangular matrix, packed storage
Keywords: linear algebra support routines; BLAS; 1-norm; Frobenius norm; complex, triangular matrix; infinity-norm
GAMS: D1b2
F06ULF 15 nagf_blas_zlantb
1 -norm, -norm, Frobenius norm, largest absolute element, complex triangular band matrix
Keywords: linear algebra support routines; BLAS; 1-norm; Frobenius norm; complex, band, triangular matrix; infinity-norm; matrix, band
GAMS: D1b2
F06UMF 15 nagf_blas_zlanhs
1 -norm, -norm, Frobenius norm, largest absolute element, complex Hessenberg matrix
Keywords: linear algebra support routines; BLAS; 1-norm; Frobenius norm; complex, Hessenberg matrix; infinity-norm
GAMS: D1b2
F06UNF 21 nagf_blas_zlangt
1 -norm, -norm, Frobenius norm, largest absolute element, complex tridiagonal matrix
Keywords: linear algebra support routines; BLAS; 1-norm; Frobenius norm; complex, triangular matrix; infinity-norm; matrix, band
GAMS: D1b2
F06UPF 21 nagf_blas_zlanht
1 -norm, -norm, Frobenius norm, largest absolute element, complex Hermitian tridiagonal matrix
Keywords: linear algebra support routines; BLAS; 1-norm; Frobenius norm; complex, Hermitian, tridiagonal matrix; infinity-norm; matrix, band
GAMS: D1b2
F06VJF 13 nagf_blas_zgeap
Permute rows or columns, complex rectangular matrix, permutations represented by an integer array
Keywords: linear algebra support routines; BLAS; complex, m by n matrix; permutation
GAMS: D1b; N8
F06VKF 13 nagf_blas_zgeapr
Permute rows or columns, complex rectangular matrix, permutations represented by a real array
Keywords: linear algebra support routines; BLAS; complex, m by n matrix; permutation
GAMS: D1b; N8
F06VXF 13 nagf_blas_zsgesr
Apply sequence of plane rotations, complex rectangular matrix, real cosine and sine
Keywords: linear algebra support routines; BLAS; complex, m by n matrix; rotation, elementary
GAMS: D1b10
F06WAF 23 nagf_blas_dlansf
1-norm, -norm, Frobenius norm, largest absolute element, real symmetric matrix, Rectangular Full Packed format
Keywords: linear algebra support routines; BLAS; linear algebra support routines;; BLAS; 1-norm; Frobenius norm; blas, real matrices; dlansf; infinity-norm; real, symmetric matrix
GAMS: D1b2
F06WBF 23 nagf_blas_dtfsm
Solves a system of equations with multiple right-hand sides, real triangular coefficient matrix, Rectangular Full Packed format
Keywords: linear algebra support routines; BLAS; linear algebra support routines;; BLAS; blas, real matrices; dtfsm; real, triangular matrix; linear equations
GAMS: D2a3
F06WCF 23 nagf_blas_dsfrk
Rank- k update of a real symmetric matrix, Rectangular Full Packed format
Keywords: linear algebra support routines; BLAS; blas, real matrices; dsfrk; rank k matrix updates; real, indefinite, symmetric matrix
GAMS: D1b5
F06WNF 23 nagf_blas_zlanhf
1-norm, -norm, Frobenius norm, largest absolute element, complex Hermitian matrix, Rectangular Full Packed format
Keywords: linear algebra support routines; BLAS; linear algebra support routines;; BLAS; 1-norm; Frobenius norm; blas, complex matrices; zlanhf; infinity-norm; complex, Hermitian matrix
GAMS: D1b2
F06WPF 23 nagf_blas_ztfsm
Solves system of equations with multiple right-hand sides, complex triangular coefficient matrix, Rectangular Full Packed format
Keywords: linear algebra support routines; BLAS; linear algebra support routines;; BLAS; blas, complex matrices; ztfsm; complex, triangular matrix; linear equations
GAMS: D2c3
F06WQF 23 nagf_blas_zhfrk
Rank- k update of a complex Hermitian matrix, Rectangular Full Packed format
Keywords: linear algebra support routines; BLAS; blas, complex matrices; complex, Hermitian, indefinite matrix; rank k matrix updates; zherk
GAMS: D1b5
F06YAF 14 nagf_blas_dgemm
Matrix-matrix product, two real rectangular matrices
Keywords: linear algebra support routines; BLAS; finance; blas, real matrices; dgemm; multiply, matrix; real, m by n matrix
GAMS: D1b6
F06YCF 14 nagf_blas_dsymm
Matrix-matrix product, one real symmetric matrix, one real rectangular matrix
Keywords: linear algebra support routines; BLAS; blas, real matrices; dsymm; multiply, matrix; real, indefinite, symmetric matrix; real, m by n matrix
GAMS: D1b6
F06YFF 14 nagf_blas_dtrmm
Matrix-matrix product, one real triangular matrix, one real rectangular matrix
Keywords: linear algebra support routines; BLAS; blas, real matrices; dsymm; multiply, matrix; real, m by n matrix; real, triangular matrix
GAMS: D1b6
F06YJF 14 nagf_blas_dtrsm
Solves a system of equations with multiple right-hand sides, real triangular coefficient matrix
Keywords: linear algebra support routines; BLAS; finance; blas, real matrices; linear equations; real, triangular matrix
GAMS: D1b6; D2a3
F06YPF 14 nagf_blas_dsyrk
Rank- k update of a real symmetric matrix
Keywords: linear algebra support routines; BLAS; blas, real matrices; dsyrk; real, indefinite, symmetric matrix
GAMS: D1b6; D1b5
F06YRF 14 nagf_blas_dsyr2k
Rank- 2 k update of a real symmetric matrix
Keywords: linear algebra support routines; BLAS; blas, real matrices; dsyr2k; rank k matrix updates; real, indefinite, symmetric matrix
GAMS: D1b6
F06ZAF 14 nagf_blas_zgemm
Matrix-matrix product, two complex rectangular matrices
Keywords: linear algebra support routines; BLAS; blas, complex matrices; complex, m by n matrix; multiply, matrix; zgemm
GAMS: D1b6
F06ZCF 14 nagf_blas_zhemm
Matrix-matrix product, one complex Hermitian matrix, one complex rectangular matrix
Keywords: linear algebra support routines; BLAS; blas, complex matrices; complex, Hermitian, indefinite matrix; complex, m by n matrix; multiply, matrix; zgemm
GAMS: D1b6
F06ZFF 14 nagf_blas_ztrmm
Matrix-matrix product, one complex triangular matrix, one complex rectangular matrix
Keywords: linear algebra support routines; BLAS; blas, complex matrices; complex, m by n matrix; complex, triangular matrix; multiply, matrix; ztrmm
GAMS: D1b6
F06ZJF 14 nagf_blas_ztrsm
Solves system of equations with multiple right-hand sides, complex triangular coefficient matrix
Keywords: linear algebra support routines; BLAS; blas, complex matrices; complex, triangular matrix; linear least squares; ztrsm
GAMS: D2c3
F06ZPF 14 nagf_blas_zherk
Rank- k update of a complex Hermitian matrix
Keywords: linear algebra support routines; BLAS; blas, complex matrices; complex, Hermitian, indefinite matrix; rank k matrix updates; zherk
GAMS: D1b5
F06ZRF 14 nagf_blas_zher2k
Rank- 2 k update of a complex Hermitian matrix
Keywords: linear algebra support routines; BLAS; blas, complex matrices; complex, Hermitian, indefinite matrix; rank k matrix updates; zher2k
GAMS: D1b6; D1b5
F06ZTF 14 nagf_blas_zsymm
Matrix-matrix product, one complex symmetric matrix, one complex rectangular matrix
Keywords: linear algebra support routines; BLAS; blas, complex matrices; complex, m by n matrix; complex, symmetric matrix; multiply, matrix; zsymm
GAMS: D1b6
F06ZUF 14 nagf_blas_zsyrk
Rank- k update of a complex symmetric matrix
Keywords: linear algebra support routines; BLAS; blas, complex matrices; complex, symmetric matrix; rank k matrix updates; zher2k
GAMS: D1b5
F06ZWF 14 nagf_blas_zsyr2k
Rank- 2 k update of a complex symmetric matrix
Keywords: linear algebra support routines; BLAS; blas, complex matrices; complex, symmetric matrix; rank k matrix updates; zsyr2k
GAMS: D1b5
F07AAF 21 nagf_lapacklin_dgesv
Computes the solution to a real system of linear equations
Keywords: linear equations; LAPACK; finance; DGESV; real, nonsymmetric matrix; L U decomposition
GAMS: D2a1
F07ABF 21 nagf_lapacklin_dgesvx
Uses the L U factorization to compute the solution, error-bound and condition estimate for a real system of linear equations
Keywords: linear equations; LAPACK; finance; backward error; forward error; DGESVX; L U decomposition; condition number, matrix; error bound, matrix; real, nonsymmetric matrix
GAMS: D2a1
F07ACF 22 nagf_lapacklin_dsgesv
Computes the solution to a real system of linear equations using mixed precision arithmetic
Keywords: linear equations; LAPACK; DSGESV; real, nonsymmetric matrix; mixed-precision
GAMS: D2a1
F07ADF 15 nagf_lapacklin_dgetrf
L U factorization of real m by n matrix
Keywords: linear equations; LAPACK; finance; DGETRF; L U decomposition; real, m by n matrix
GAMS: D2a1
F07AEF 15 nagf_lapacklin_dgetrs
Solution of real system of linear equations, multiple right-hand sides, matrix already factorized by F07ADF
Keywords: linear equations; LAPACK; DGETRS; L U decomposition; real, nonsymmetric matrix
GAMS: D2a1
F07AFF 22 nagf_lapacklin_dgeequ
Computes row and column scalings intended to equilibrate a general real matrix and reduce its condition number
Keywords: linear equations; LAPACK; DGEEQU; equilibration; real, nonsymmetric matrix; scaling
GAMS: D2a1
F07AGF 15 nagf_lapacklin_dgecon
Estimate condition number of real matrix, matrix already factorized by F07ADF
Keywords: linear equations; LAPACK; DGECON; L U decomposition; condition number, matrix; real, nonsymmetric matrix
GAMS: D2a1
F07AHF 15 nagf_lapacklin_dgerfs
Refined solution with error bounds of real system of linear equations, multiple right-hand sides
Keywords: linear equations; LAPACK; backward error; forward error; DGERFS; L U decomposition; error bound, matrix; real, nonsymmetric matrix
GAMS: D2a1
F07AJF 15 nagf_lapacklin_dgetri
Inverse of real matrix, matrix already factorized by F07ADF
Keywords: linear equations; LAPACK; finance; DGETRI; L U decomposition; inverse, matrix; real, nonsymmetric matrix
GAMS: D2a1
F07ANF 21 nagf_lapacklin_zgesv
Computes the solution to a complex system of linear equations
Keywords: linear equations; LAPACK; ZGESV; complex, nonsymmetric matrix; L U decomposition
GAMS: D2c1
F07APF 21 nagf_lapacklin_zgesvx
Uses the L U factorization to compute the solution, error-bound and condition estimate for a complex system of linear equations
Keywords: linear equations; LAPACK; finance; backward error; forward error; L U decomposition; ZGESVX; complex, nonsymmetric matrix; condition number, matrix; error bound, matrix
GAMS: D2c1
F07AQF 22 nagf_lapacklin_zcgesv
Computes the solution to a complex system of linear equations using mixed precision arithmetic
Keywords: linear equations; LAPACK; ZCGESV; complex, nonsymmetric matrix; mixed-precision
GAMS: D2c1
F07ARF 15 nagf_lapacklin_zgetrf
L U factorization of complex m by n matrix
Keywords: linear equations; LAPACK; finance; L U decomposition; ZGETRF; complex, m by n matrix
GAMS: D2c1
F07ASF 15 nagf_lapacklin_zgetrs
Solution of complex system of linear equations, multiple right-hand sides, matrix already factorized by F07ARF
Keywords: linear equations; LAPACK; finance; L U decomposition; ZGETRS; complex, nonsymmetric matrix
GAMS: D2c1
F07ATF 22 nagf_lapacklin_zgeequ
Computes row and column scalings intended to equilibrate a general complex matrix and reduce its condition number
Keywords: linear equations; LAPACK; ZGEEQU; complex, nonsymmetric matrix; equilibration; scaling
GAMS: D2c1
F07AUF 15 nagf_lapacklin_zgecon
Estimate condition number of complex matrix, matrix already factorized by F07ARF
Keywords: linear equations; LAPACK; ZGECON; complex, nonsymmetric matrix; condition number, matrix
GAMS: D2c1
F07AVF 15 nagf_lapacklin_zgerfs
Refined solution with error bounds of complex system of linear equations, multiple right-hand sides
Keywords: linear equations; LAPACK; backward error; forward error; ZGERFS; complex, nonsymmetric matrix
GAMS: D2c1
F07AWF 15 nagf_lapacklin_zgetri
Inverse of complex matrix, matrix already factorized by F07ARF
Keywords: linear equations; LAPACK; ZGETRI; complex, nonsymmetric matrix; inverse, matrix
GAMS: D2c1
F07BAF 21 nagf_lapacklin_dgbsv
Computes the solution to a real banded system of linear equations
Keywords: linear equations; LAPACK; DGBSV; matrix, band; real, band matrix; L U decomposition
GAMS: D2a2
F07BBF 21 nagf_lapacklin_dgbsvx
Uses the L U factorization to compute the solution, error-bound and condition estimate for a real banded system of linear equations
Keywords: linear equations; LAPACK; backward error; forward error; DGBSVX; L U decomposition; condition number, matrix; error bound, matrix; matrix, band; real, band matrix
GAMS: D2a2
F07BDF 15 nagf_lapacklin_dgbtrf
L U factorization of real m by n band matrix
Keywords: linear equations; LAPACK; DGBTRF; L U decomposition; matrix, band; real, band matrix
GAMS: D2a2
F07BEF 15 nagf_lapacklin_dgbtrs
Solution of real band system of linear equations, multiple right-hand sides, matrix already factorized by F07BDF
Keywords: linear equations; LAPACK; DGBTRS; L U decomposition; matrix, band; real, band matrix
GAMS: D2a2
F07BFF 22 nagf_lapacklin_dgbequ
Computes row and column scalings intended to equilibrate a real banded matrix and reduce its condition number
Keywords: linear equations; LAPACK; DGBEQU; equilibration; matrix, band; real, band matrix; scaling
GAMS: D2a2
F07BGF 15 nagf_lapacklin_dgbcon
Estimate condition number of real band matrix, matrix already factorized by F07BDF
Keywords: linear equations; LAPACK; DGBCON; condition number, matrix; matrix, band; real, band matrix
GAMS: D2a2
F07BHF 15 nagf_lapacklin_dgbrfs
Refined solution with error bounds of real band system of linear equations, multiple right-hand sides
Keywords: linear equations; LAPACK; backward error; forward error; DGBRFS; L U decomposition; matrix, band; real, band matrix
GAMS: D2a2
F07BNF 21 nagf_lapacklin_zgbsv
Computes the solution to a complex banded system of linear equations
Keywords: linear equations; LAPACK; L U decomposition; ZGBSV; complex, band matrix; matrix, band
GAMS: D2c2
F07BPF 21 nagf_lapacklin_zgbsvx
Uses the L U factorization to compute the solution, error-bound and condition estimate for a complex banded system of linear equations
Keywords: linear equations; LAPACK; backward error; forward error; L U decomposition; ZGBSVX; complex, band matrix; condition number, matrix; error bound, matrix; matrix, band
GAMS: D2c2
F07BRF 15 nagf_lapacklin_zgbtrf
L U factorization of complex m by n band matrix
Keywords: linear equations; LAPACK; L U decomposition; ZGBSVX; complex, m by n matrix; matrix, band
GAMS: D2c2
F07BSF 15 nagf_lapacklin_zgbtrs
Solution of complex band system of linear equations, multiple right-hand sides, matrix already factorized by F07BRF
Keywords: linear equations; LAPACK; L U decomposition; ZGBTRS; complex, band matrix; matrix, band
GAMS: D2c2
F07BTF 22 nagf_lapacklin_zgbequ
Computes row and column scalings intended to equilibrate a complex banded matrix and reduce its condition number
Keywords: linear equations; LAPACK; ZGBEQU; complex, band matrix; equilibration; matrix, band; scaling
GAMS: D2c2
F07BUF 15 nagf_lapacklin_zgbcon
Estimate condition number of complex band matrix, matrix already factorized by F07BRF
Keywords: linear equations; LAPACK; ZGBEQU; complex, band matrix; condition number, matrix; matrix, band
GAMS: D2c2
F07BVF 15 nagf_lapacklin_zgbrfs
Refined solution with error bounds of complex band system of linear equations, multiple right-hand sides
Keywords: linear equations; LAPACK; backward error; forward error; ZGBRFS; complex, band matrix; error bound, matrix; matrix, band
GAMS: D2c2
F07CAF 21 nagf_lapacklin_dgtsv
Computes the solution to a real tridiagonal system of linear equations
Keywords: linear equations; LAPACK; finance; DGTSV; L U decomposition; matrix, band; real, tridiagonal matrix
GAMS: D2a2a
F07CBF 21 nagf_lapacklin_dgtsvx
Uses the L U factorization to compute the solution, error-bound and condition estimate for a real tridiagonal system of linear equations
Keywords: linear equations; LAPACK; backward error; forward error; DGTSVX; L U decomposition; condition number, matrix; error bound, matrix; matrix, band; real, tridiagonal matrix
GAMS: D2a2a
F07CDF 22 nagf_lapacklin_dgttrf
L U factorization of real tridiagonal matrix
Keywords: linear equations; LAPACK; finance; DGTTRF; L U decomposition; matrix, band; real, tridiagonal matrix
GAMS: D2a2a
F07CEF 22 nagf_lapacklin_dgttrs
Solves a real tridiagonal system of linear equations using the L U factorization computed by F07CDF
Keywords: linear equations; LAPACK; finance; DGTTRS; L U decomposition; matrix, band; real, tridiagonal matrix
GAMS: D2a2a
F07CGF 22 nagf_lapacklin_dgtcon
Estimates the reciprocal of the condition number of a real tridiagonal matrix using the L U factorization computed by F07CDF
Keywords: linear equations; LAPACK; DGTCON; L U decomposition; condition number, matrix; matrix, band; real, tridiagonal matrix
GAMS: D2a2a
F07CHF 22 nagf_lapacklin_dgtrfs
Refined solution with error bounds of real tridiagonal system of linear equations, multiple right-hand sides
Keywords: linear equations; LAPACK; backward error; forward error; DGTCON; L U decomposition; matrix, band; real, tridiagonal matrix
GAMS: D2a2a
F07CNF 21 nagf_lapacklin_zgtsv
Computes the solution to a complex tridiagonal system of linear equations
Keywords: linear equations; LAPACK; L U decomposition; ZGTSV; matrix, band; complex, tridiagonal matrix
GAMS: D2c2a
F07CPF 21 nagf_lapacklin_zgtsvx
Uses the L U factorization to compute the solution, error-bound and condition estimate for a complex tridiagonal system of linear equations
Keywords: linear equations; LAPACK; backward error; forward error; L U decomposition; ZGTSVX; matrix, band; complex, tridiagonal matrix
GAMS: D2c2a
F07CRF 22 nagf_lapacklin_zgttrf
L U factorization of complex tridiagonal matrix
Keywords: linear equations; LAPACK; L U decomposition; ZGTTRF; matrix, band; complex, tridiagonal matrix
GAMS: D2c2a
F07CSF 22 nagf_lapacklin_zgttrs
Solves a complex tridiagonal system of linear equations using the L U factorization computed by F07CDF
Keywords: linear equations; LAPACK; L U decomposition; ZGTTRS; matrix, band; complex, tridiagonal matrix
GAMS: D2c2a
F07CUF 22 nagf_lapacklin_zgtcon
Estimates the reciprocal of the condition number of a complex tridiagonal matrix using the L U factorization computed by F07CDF
Keywords: linear equations; LAPACK; L U decomposition; ZGTCON; condition number, matrix; matrix, band; complex, tridiagonal matrix
GAMS: D2c2a
F07CVF 22 nagf_lapacklin_zgtrfs
Refined solution with error bounds of complex tridiagonal system of linear equations, multiple right-hand sides
Keywords: linear equations; LAPACK; backward error; forward error; L U decomposition; ZGTRFS; matrix, band; complex, tridiagonal matrix
GAMS: D2c2a
F07FAF 21 nagf_lapacklin_dposv
Computes the solution to a real symmetric positive definite system of linear equations
Keywords: linear equations; LAPACK; finance; Cholesky decomposition; DPOSV; real, positive-definite, symmetric matrix
GAMS: D2b1b
F07FBF 21 nagf_lapacklin_dposvx
Uses the Cholesky factorization to compute the solution, error-bound and condition estimate for a real symmetric positive definite system of linear equations
Keywords: linear equations; LAPACK; finance; backward error; forward error; Cholesky decomposition; DPOSVX; condition number, matrix; error bound, matrix; real, positive-definite, symmetric matrix
GAMS: D2b1b
F07FCF 23 nagf_lapacklin_dsposv
Computes the solution to a real symmetric positive definite system of linear equations using mixed precision arithmetic
Keywords: linear equations; LAPACK; Cholesky decomposition; DSPOSV; real, positive-definite, symmetric matrix; mixed-precision
GAMS: D2b1b
F07FDF 15 nagf_lapacklin_dpotrf
Cholesky factorization of real symmetric positive definite matrix
Keywords: linear equations; LAPACK; finance; Cholesky decomposition; DPOTRF; real, positive-definite, symmetric matrix
GAMS: D2b1b
F07FEF 15 nagf_lapacklin_dpotrs
Solution of real symmetric positive definite system of linear equations, multiple right-hand sides, matrix already factorized by F07FDF
Keywords: linear equations; LAPACK; finance; Cholesky decomposition; DPOTRS; real, positive-definite, symmetric matrix
GAMS: D2b1b
F07FFF 22 nagf_lapacklin_dpoequ
Computes row and column scalings intended to equilibrate a real symmetric positive definite matrix and reduce its condition number
Keywords: linear equations; LAPACK; DPOEQU; equilibration; scaling; real, positive-definite, symmetric matrix
GAMS: D2b1b
F07FGF 15 nagf_lapacklin_dpocon
Estimate condition number of real symmetric positive definite matrix, matrix already factorized by F07FDF
Keywords: linear equations; LAPACK; DPOCON; condition number, matrix; real, positive-definite, symmetric matrix
GAMS: D2b1b
F07FHF 15 nagf_lapacklin_dporfs
Refined solution with error bounds of real symmetric positive definite system of linear equations, multiple right-hand sides
Keywords: linear equations; LAPACK; backward error; forward error; Cholesky decomposition; DPORFS; real, positive-definite, symmetric matrix
GAMS: D2b1b
F07FJF 15 nagf_lapacklin_dpotri
Inverse of real symmetric positive definite matrix, matrix already factorized by F07FDF
Keywords: linear equations; LAPACK; finance; Cholesky decomposition; DPOTRI; inverse, matrix; real, positive-definite, symmetric matrix
GAMS: D2b1b
F07FNF 21 nagf_lapacklin_zposv
Computes the solution to a complex Hermitian positive definite system of linear equations
Keywords: linear equations; LAPACK; Cholesky decomposition; ZPOSV; complex, Hermitian, positive-definite matrix
GAMS: D2d1b
F07FPF 21 nagf_lapacklin_zposvx
Uses the Cholesky factorization to compute the solution, error-bound and condition estimate for a complex Hermitian positive definite system of linear equations
Keywords: linear equations; LAPACK; finance; backward error; forward error; Cholesky decomposition; ZPOSVX; condition number, matrix; error bound, matrix; complex, Hermitian, positive-definite matrix
GAMS: D2d1b
F07FQF 23 nagf_lapacklin_zcposv
Computes the solution to a complex Hermitian positive definite system of linear equations using mixed precision arithmetic
Keywords: linear equations; LAPACK; Cholesky decomposition; ZCPOSV; complex, Hermitian, positive-definite matrix; mixed-precision
GAMS: D2d1b
F07FRF 15 nagf_lapacklin_zpotrf
Cholesky factorization of complex Hermitian positive definite matrix
Keywords: linear equations; LAPACK; Cholesky decomposition; ZPOTRF; complex, Hermitian, positive-definite matrix
GAMS: D2d1b
F07FSF 15 nagf_lapacklin_zpotrs
Solution of complex Hermitian positive definite system of linear equations, multiple right-hand sides, matrix already factorized by F07FRF
Keywords: linear equations; LAPACK; Cholesky decomposition; ZPOTRS; complex, Hermitian, positive-definite matrix
GAMS: D2d1b
F07FTF 22 nagf_lapacklin_zpoequ
Computes row and column scalings intended to equilibrate a complex Hermitian positive definite matrix and reduce its condition number
Keywords: linear equations; LAPACK; ZPOEQU; equilibration; scaling; complex, Hermitian, positive-definite matrix
GAMS: D2d1b
F07FUF 15 nagf_lapacklin_zpocon
Estimate condition number of complex Hermitian positive definite matrix, matrix already factorized by F07FRF
Keywords: linear equations; LAPACK; Cholesky decomposition; ZPOCON; condition number, matrix; complex, Hermitian, positive-definite matrix
GAMS: D2d1b
F07FVF 15 nagf_lapacklin_zporfs
Refined solution with error bounds of complex Hermitian positive definite system of linear equations, multiple right-hand sides
Keywords: linear equations; LAPACK; backward error; forward error; Cholesky decomposition; ZPORFS; error bound, matrix; complex, Hermitian, positive-definite matrix
GAMS: D2d1b
F07FWF 15 nagf_lapacklin_zpotri
Inverse of complex Hermitian positive definite matrix, matrix already factorized by F07FRF
Keywords: linear equations; LAPACK; ZPOTRI; inverse, matrix; complex, Hermitian, positive-definite matrix
GAMS: D2d1b
F07GAF 21 nagf_lapacklin_dppsv
Computes the solution to a real symmetric positive definite system of linear equations, packed storage
Keywords: linear equations; LAPACK; Cholesky decomposition; DPPSV; real, positive-definite, symmetric matrix
GAMS: D2b1b
F07GBF 21 nagf_lapacklin_dppsvx
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
Keywords: linear equations; LAPACK; backward error; forward error; Cholesky decomposition; DPPSVX; condition number, matrix; error bound, matrix; real, positive-definite, symmetric matrix
GAMS: D2b1b
F07GDF 15 nagf_lapacklin_dpptrf
Cholesky factorization of real symmetric positive definite matrix, packed storage
Keywords: linear equations; LAPACK; Cholesky decomposition; DPPTRF; real, positive-definite, symmetric matrix
GAMS: D2b1b
F07GEF 15 nagf_lapacklin_dpptrs
Solution of real symmetric positive definite system of linear equations, multiple right-hand sides, matrix already factorized by F07GDF, packed storage
Keywords: linear equations; LAPACK; Cholesky decomposition; DPPTRS; real, positive-definite, symmetric matrix
GAMS: D2b1b
F07GFF 22 nagf_lapacklin_dppequ
Computes row and column scalings intended to equilibrate a real symmetric positive definite matrix and reduce its condition number, packed storage
Keywords: linear equations; LAPACK; DPPEQU; equilibration; scaling; real, positive-definite, symmetric matrix
GAMS: D2b1b
F07GGF 15 nagf_lapacklin_dppcon
Estimate condition number of real symmetric positive definite matrix, matrix already factorized by F07GDF, packed storage
Keywords: linear equations; LAPACK; Cholesky decomposition; DPPCON; condition number, matrix; real, positive-definite, symmetric matrix
GAMS: D2b1b
F07GHF 15 nagf_lapacklin_dpprfs
Refined solution with error bounds of real symmetric positive definite system of linear equations, multiple right-hand sides, packed storage
Keywords: linear equations; LAPACK; backward error; forward error; Cholesky decomposition; DPPRFS; real, positive-definite, symmetric matrix
GAMS: D2b1b
F07GJF 15 nagf_lapacklin_dpptri
Inverse of real symmetric positive definite matrix, matrix already factorized by F07GDF, packed storage
Keywords: linear equations; LAPACK; Cholesky decomposition; DPPTRI; inverse, matrix; real, positive-definite, symmetric matrix
GAMS: D2b1b
F07GNF 21 nagf_lapacklin_zppsv
Computes the solution to a complex Hermitian positive definite system of linear equations, packed storage
Keywords: linear equations; LAPACK; Cholesky decomposition; ZPPSV; complex, Hermitian, positive-definite matrix
GAMS: D2d1b
F07GPF 21 nagf_lapacklin_zppsvx
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
Keywords: linear equations; LAPACK; backward error; forward error; Cholesky decomposition; ZPPSVX; condition number, matrix; error bound, matrix; complex, Hermitian, positive-definite matrix
GAMS: D2d1b
F07GRF 15 nagf_lapacklin_zpptrf
Cholesky factorization of complex Hermitian positive definite matrix, packed storage
Keywords: linear equations; LAPACK; Cholesky decomposition; ZPPTRF; complex, Hermitian, positive-definite matrix
GAMS: D2d1b
F07GSF 15 nagf_lapacklin_zpptrs
Solution of complex Hermitian positive definite system of linear equations, multiple right-hand sides, matrix already factorized by F07GRF, packed storage
Keywords: linear equations; LAPACK; Cholesky decomposition; ZPPTRS; complex, Hermitian, positive-definite matrix
GAMS: D2d1b
F07GTF 22 nagf_lapacklin_zppequ
Computes row and column scalings intended to equilibrate a complex Hermitian positive definite matrix and reduce its condition number, packed storage
Keywords: linear equations; LAPACK; ZPPEQU; equilibration; scaling; complex, Hermitian, positive-definite matrix
GAMS: D2d1b
F07GUF 15 nagf_lapacklin_zppcon
Estimate condition number of complex Hermitian positive definite matrix, matrix already factorized by F07GRF, packed storage
Keywords: linear equations; LAPACK; ZPPCON; condition number, matrix; complex, Hermitian, positive-definite matrix
GAMS: D2d1b
F07GVF 15 nagf_lapacklin_zpprfs
Refined solution with error bounds of complex Hermitian positive definite system of linear equations, multiple right-hand sides, packed storage
Keywords: linear equations; LAPACK; backward error; forward error; Cholesky decomposition; ZPPRFS; error bound, matrix; complex, Hermitian, positive-definite matrix
GAMS: D2d1b
F07GWF 15 nagf_lapacklin_zpptri
Inverse of complex Hermitian positive definite matrix, matrix already factorized by F07GRF, packed storage
Keywords: linear equations; LAPACK; Cholesky decomposition; ZPPTRI; inverse, matrix; complex, Hermitian, positive-definite matrix
GAMS: D2d1b
F07HAF 21 nagf_lapacklin_dpbsv
Computes the solution to a real symmetric positive definite banded system of linear equations
Keywords: linear equations; LAPACK; Cholesky decomposition; DPBSV; matrix, band; real, band, positive-definite, symmetric matrix
GAMS: D2b2
F07HBF 21 nagf_lapacklin_dpbsvx
Uses the Cholesky factorization to compute the solution, error-bound and condition estimate for a real symmetric positive definite banded system of linear equations
Keywords: linear equations; LAPACK; backward error; forward error; Cholesky decomposition; DPBSVX; condition number, matrix; error bound, matrix; matrix, band; real, band, positive-definite, symmetric matrix
GAMS: D2b2
F07HDF 15 nagf_lapacklin_dpbtrf
Cholesky factorization of real symmetric positive definite band matrix
Keywords: linear equations; LAPACK; finance; Cholesky decomposition; DPBTRF; matrix, band; real, band, positive-definite, symmetric matrix
GAMS: D2b2
F07HEF 15 nagf_lapacklin_dpbtrs
Solution of real symmetric positive definite band system of linear equations, multiple right-hand sides, matrix already factorized by F07HDF
Keywords: linear equations; LAPACK; finance; Cholesky decomposition; DPBTRS; matrix, band; real, band, positive-definite, symmetric matrix
GAMS: D2b2
F07HFF 22 nagf_lapacklin_dpbequ
Computes row and column scalings intended to equilibrate a real symmetric positive definite banded matrix and reduce its condition number
Keywords: linear equations; LAPACK; DPBEQU; equilibration; matrix, band; scaling; real, band, positive-definite, symmetric matrix
GAMS: D2b2
F07HGF 15 nagf_lapacklin_dpbcon
Estimate condition number of real symmetric positive definite band matrix, matrix already factorized by F07HDF
Keywords: linear equations; LAPACK; DPBCON; condition number, matrix; matrix, band; real, band, positive-definite, symmetric matrix
GAMS: D2b2
F07HHF 15 nagf_lapacklin_dpbrfs
Refined solution with error bounds of real symmetric positive definite band system of linear equations, multiple right-hand sides
Keywords: linear equations; LAPACK; backward error; forward error; Cholesky decomposition; DPBRFS; matrix, band; real, band, positive-definite, symmetric matrix
GAMS: D2b2
F07HNF 21 nagf_lapacklin_zpbsv
Computes the solution to a complex Hermitian positive definite banded system of linear equations
Keywords: linear equations; LAPACK; Cholesky decomposition; ZPBSV; matrix, band; complex, band, Hermitian, positive-definite matrix
GAMS: D2d2
F07HPF 21 nagf_lapacklin_zpbsvx
Uses the Cholesky factorization to compute the solution, error-bound and condition estimate for a complex Hermitian positive definite banded system of linear equations
Keywords: linear equations; LAPACK; backward error; forward error; Cholesky decomposition; ZPBSVX; condition number, matrix; error bound, matrix; matrix, band; complex, band, Hermitian, positive-definite matrix
GAMS: D2d2
F07HRF 15 nagf_lapacklin_zpbtrf
Cholesky factorization of complex Hermitian positive definite band matrix
Keywords: linear equations; LAPACK; Cholesky decomposition; ZPBTRF; matrix, band; complex, band, Hermitian, positive-definite matrix
GAMS: D2d2
F07HSF 15 nagf_lapacklin_zpbtrs
Solution of complex Hermitian positive definite band system of linear equations, multiple right-hand sides, matrix already factorized by F07HRF
Keywords: linear equations; LAPACK; Cholesky decomposition; ZPBTRS; matrix, band; complex, band, Hermitian, positive-definite matrix
GAMS: D2d2
F07HTF 22 nagf_lapacklin_zpbequ
Computes row and column scalings intended to equilibrate a complex Hermitian positive definite banded matrix and reduce its condition number
Keywords: linear equations; LAPACK; ZPBEQU; equilibration; matrix, band; scaling; complex, band, Hermitian, positive-definite matrix
GAMS: D2d2
F07HUF 15 nagf_lapacklin_zpbcon
Estimate condition number of complex Hermitian positive definite band matrix, matrix already factorized by F07HRF
Keywords: linear equations; LAPACK; ZPBCON; condition number, matrix; matrix, band; complex, band, Hermitian, positive-definite matrix
GAMS: D2d2
F07HVF 15 nagf_lapacklin_zpbrfs
Refined solution with error bounds of complex Hermitian positive definite band system of linear equations, multiple right-hand sides
Keywords: linear equations; LAPACK; backward error; forward error; Cholesky decomposition; ZPBRFS; error bound, matrix; matrix, band; complex, band, Hermitian, positive-definite matrix
GAMS: D2d2
F07JAF 21 nagf_lapacklin_dptsv
Computes the solution to a real symmetric positive definite tridiagonal system of linear equations
Keywords: linear equations; LAPACK; Cholesky decomposition; DPTSV; matrix, band; real, positive-definite, symmetric, tridiagonal matrix
GAMS: D2b2a
F07JBF 21 nagf_lapacklin_dptsvx
Uses the LDL T factorization to compute the solution, error-bound and condition estimate for a real symmetric positive definite tridiagonal system of linear equations
Keywords: linear equations; LAPACK; backward error; forward error; Cholesky decomposition; DPTSVX; condition number, matrix; error bound, matrix; matrix, band; real, positive-definite, symmetric, tridiagonal matrix
GAMS: D2b2a
F07JDF 22 nagf_lapacklin_dpttrf
Computes the LDL T factorization of a real symmetric positive definite tridiagonal matrix
Keywords: linear equations; LAPACK; Cholesky decomposition; DPTTRF; matrix, band; real, positive-definite, symmetric, tridiagonal matrix
GAMS: D2b2a
F07JEF 22 nagf_lapacklin_dpttrs
Solves a real symmetric positive definite tridiagonal system using the LDL T factorization computed by F07JDF
Keywords: linear equations; LAPACK; Cholesky decomposition; DPTTRS; matrix, band; real, positive-definite, symmetric, tridiagonal matrix
GAMS: D2b2a
F07JGF 22 nagf_lapacklin_dptcon
Computes the reciprocal of the condition number of a real symmetric positive definite tridiagonal system using the LDL T factorization computed by F07JDF
Keywords: linear equations; LAPACK; DPTCON; condition number, matrix; matrix, band; real, positive-definite, symmetric, tridiagonal matrix
GAMS: D2b2a
F07JHF 22 nagf_lapacklin_dptrfs
Refined solution with error bounds of real symmetric positive definite tridiagonal system of linear equations, multiple right-hand sides
Keywords: linear equations; LAPACK; backward error; forward error; Cholesky decomposition; DPTRFS; matrix, band; real, positive-definite, symmetric, tridiagonal matrix
GAMS: D2b2a
F07JNF 21 nagf_lapacklin_zptsv
Computes the solution to a complex Hermitian positive definite tridiagonal system of linear equations
Keywords: linear equations; LAPACK; Cholesky decomposition; ZPTSV; matrix, band; complex, Hermitian, positive-definite, tridiagonal matrix
GAMS: D2d2a
F07JPF 21 nagf_lapacklin_zptsvx
Uses the LDL T factorization to compute the solution, error-bound and condition estimate for a complex Hermitian positive definite tridiagonal system of linear equations
Keywords: linear equations; LAPACK; backward error; forward error; Cholesky decomposition; ZPTSVX; condition number, matrix; error bound, matrix; matrix, band; complex, Hermitian, positive-definite, tridiagonal matrix
GAMS: D2d2a
F07JRF 22 nagf_lapacklin_zpttrf
Computes the LDL H factorization of a complex Hermitian positive definite tridiagonal matrix
Keywords: linear equations; LAPACK; Cholesky decomposition; ZPPTRF; matrix, band; complex, Hermitian, positive-definite, tridiagonal matrix
GAMS: D2d2a
F07JSF 22 nagf_lapacklin_zpttrs
Solves a complex Hermitian positive definite tridiagonal system using the LDL H factorization computed by F07JRF
Keywords: linear equations; LAPACK; Cholesky decomposition; ZPPTRS; matrix, band; complex, Hermitian, positive-definite, tridiagonal matrix
GAMS: D2d2a
F07JUF 22 nagf_lapacklin_zptcon
Computes the reciprocal of the condition number of a complex Hermitian positive definite tridiagonal system using the LDL H factorization computed by F07JRF
Keywords: linear equations; LAPACK; Cholesky decomposition; ZPTCON; condition number, matrix; matrix, band; complex, Hermitian, positive-definite, tridiagonal matrix
GAMS: D2d2a
F07JVF 22 nagf_lapacklin_zptrfs
Refined solution with error bounds of complex Hermitian positive definite tridiagonal system of linear equations, multiple right-hand sides
Keywords: linear equations; LAPACK; backward error; forward error; Cholesky decomposition; ZPTRFS; matrix, band; complex, Hermitian, positive-definite, tridiagonal matrix
GAMS: D2d2a
F07KDF 23 nagf_lapacklin_dpstrf
Cholesky factorization, with complete pivoting, of a real, symmetric, positive semidefinite matrix
Keywords: linear equations; LAPACK; Cholesky decomposition; DPSTRF; real, positive-semidefinite, symmetric matrix
GAMS: D2b1b
F07KRF 23 nagf_lapacklin_zpstrf
Cholesky factorization of complex Hermitian positive semidefinite matrix
Keywords: linear equations; LAPACK; Cholesky decomposition; ZPSTRF; complex, Hermitian, positive-semidefinite matrix
GAMS: D2d1b
F07MAF 21 nagf_lapacklin_dsysv
Computes the solution to a real symmetric system of linear equations
Keywords: linear equations; LAPACK; DSYSV; LDLT decomposition; UDU T decompositiuon; diagonal pivoting method; real, indefinite, symmetric matrix
GAMS: D2b1a
F07MBF 21 nagf_lapacklin_dsysvx
Uses the diagonal pivoting factorization to compute the solution to a real symmetric system of linear equations
Keywords: linear equations; LAPACK; backward error; forward error; DSYSVX; LDLT decomposition; UDU T decompositiuon; diagonal pivoting method; real, indefinite, symmetric matrix
GAMS: D2b1a
F07MDF 15 nagf_lapacklin_dsytrf
Bunch–Kaufman factorization of real symmetric indefinite matrix
Keywords: linear equations; LAPACK; Bunch–Kaufman factorization; DSYTRF; diagonal pivoting method; real, indefinite, symmetric matrix
GAMS: D2b1a
F07MEF 15 nagf_lapacklin_dsytrs
Solution of real symmetric indefinite system of linear equations, multiple right-hand sides, matrix already factorized by F07MDF
Keywords: linear equations; LAPACK; Bunch–Kaufman factorization; DSYTRS; diagonal pivoting method; real, indefinite, symmetric matrix
GAMS: D2b1a
F07MGF 15 nagf_lapacklin_dsycon
Estimate condition number of real symmetric indefinite matrix, matrix already factorized by F07MDF
Keywords: linear equations; LAPACK; Bunch–Kaufman factorization; DSYCON; condition number, matrix; diagonal pivoting method; real, indefinite, symmetric matrix
GAMS: D2b1a
F07MHF 15 nagf_lapacklin_dsyrfs
Refined solution with error bounds of real symmetric indefinite system of linear equations, multiple right-hand sides
Keywords: linear equations; LAPACK; backward error; forward error; Bunch–Kaufman factorization; DSYRFS; diagonal pivoting method; real, indefinite, symmetric matrix
GAMS: D2b1a
F07MJF 15 nagf_lapacklin_dsytri
Inverse of real symmetric indefinite matrix, matrix already factorized by F07MDF
Keywords: linear equations; LAPACK; Bunch–Kaufman factorization; DSYTRI; diagonal pivoting method; inverse, matrix; real, indefinite, symmetric matrix
GAMS: D2b1a
F07MNF 21 nagf_lapacklin_zhesv
Computes the solution to a complex Hermitian system of linear equations
Keywords: linear equations; LAPACK; LDL H decomposition; UDU H decomposition; ZHESV; diagonal pivoting method; complex, Hermitian, indefinite matrix
GAMS: D2d1a
F07MPF 21 nagf_lapacklin_zhesvx
Uses the diagonal pivoting factorization to compute the solution to a complex Hermitian system of linear equations
Keywords: linear equations; LAPACK; backward error; forward error; LDL H decomposition; UDU H decomposition; ZHESVX; diagonal pivoting method; complex, Hermitian, indefinite matrix
GAMS: D2d1a
F07MRF 15 nagf_lapacklin_zhetrf
Bunch–Kaufman factorization of complex Hermitian indefinite matrix
Keywords: linear equations; LAPACK; Bunch–Kaufman factorization; ZHETRF; diagonal pivoting method; complex, Hermitian, indefinite matrix
GAMS: D2d1a
F07MSF 15 nagf_lapacklin_zhetrs
Solution of complex Hermitian indefinite system of linear equations, multiple right-hand sides, matrix already factorized by F07MRF
Keywords: linear equations; LAPACK; Bunch–Kaufman factorization; ZHETRS; diagonal pivoting method; complex, Hermitian, indefinite matrix
GAMS: D2d1a
F07MUF 15 nagf_lapacklin_zhecon
Estimate condition number of complex Hermitian indefinite matrix, matrix already factorized by F07MRF
Keywords: linear equations; LAPACK; Bunch–Kaufman factorization; ZHECON; condition number, matrix; diagonal pivoting method; complex, Hermitian, indefinite matrix
GAMS: D2d1a
F07MVF 15 nagf_lapacklin_zherfs
Refined solution with error bounds of complex Hermitian indefinite system of linear equations, multiple right-hand sides
Keywords: linear equations; LAPACK; backward error; forward error; Bunch–Kaufman factorization; ZHERFS; diagonal pivoting method; error bound, matrix; complex, Hermitian, indefinite matrix
GAMS: D2d1a
F07MWF 15 nagf_lapacklin_zhetri
Inverse of complex Hermitian indefinite matrix, matrix already factorized by F07MRF
Keywords: linear equations; LAPACK; Bunch–Kaufman factorization; ZHETRI; diagonal pivoting method; inverse, matrix; complex, Hermitian, indefinite matrix
GAMS: D2d1a
F07NNF 21 nagf_lapacklin_zsysv
Computes the solution to a complex symmetric system of linear equations
Keywords: linear equations; LAPACK; LDL H decomposition; UDU H decomposition; ZSYSV; diagonal pivoting method; complex, symmetric matrix
GAMS: D2c1
F07NPF 21 nagf_lapacklin_zsysvx
Uses the diagonal pivoting factorization to compute the solution to a complex symmetric system of linear equations
Keywords: linear equations; LAPACK; backward error; forward error; LDL H decomposition; UDU H decomposition; ZSYSVX; diagonal pivoting method; complex, symmetric matrix
GAMS: D2c1
F07NRF 15 nagf_lapacklin_zsytrf
Bunch–Kaufman factorization of complex symmetric matrix
Keywords: linear equations; LAPACK; Bunch–Kaufman factorization; ZSYTRF; diagonal pivoting method; complex, symmetric matrix
GAMS: D2c1
F07NSF 15 nagf_lapacklin_zsytrs
Solution of complex symmetric system of linear equations, multiple right-hand sides, matrix already factorized by F07NRF
Keywords: linear equations; LAPACK; Bunch–Kaufman factorization; ZSYTRS; diagonal pivoting method; complex, symmetric matrix
GAMS: D2c1
F07NUF 15 nagf_lapacklin_zsycon
Estimate condition number of complex symmetric matrix, matrix already factorized by F07NRF
Keywords: linear equations; LAPACK; Bunch–Kaufman factorization; ZSYCON; condition number, matrix; diagonal pivoting method; complex, symmetric matrix
GAMS: D2c1
F07NVF 15 nagf_lapacklin_zsyrfs
Refined solution with error bounds of complex symmetric system of linear equations, multiple right-hand sides
Keywords: linear equations; LAPACK; backward error; forward error; Bunch–Kaufman factorization; ZSYRFS; diagonal pivoting method; error bound, matrix; complex, symmetric matrix
GAMS: D2c1
F07NWF 15 nagf_lapacklin_zsytri
Inverse of complex symmetric matrix, matrix already factorized by F07NRF
Keywords: linear equations; LAPACK; Bunch–Kaufman factorization; ZSYTRI; diagonal pivoting method; inverse, matrix; complex, symmetric matrix
GAMS: D2c1
F07PAF 21 nagf_lapacklin_dspsv
Computes the solution to a real symmetric system of linear equations, packed storage
Keywords: linear equations; LAPACK; DSPSV; LDL T decomposition; UDU T decomposition; diagonal pivoting method; real, indefinite, symmetric matrix
GAMS: D2b1a
F07PBF 21 nagf_lapacklin_dspsvx
Uses the diagonal pivoting factorization to compute the solution to a real symmetric system of linear equations, packed storage. Error bounds and a condition estimate are also computed
Keywords: linear equations; LAPACK; backward error; forward error; DSPSVX; LDL H decomposition; UDU H decomposition; condition number, matrix; diagonal pivoting method; error bound, matrix; real, indefinite, symmetric matrix
GAMS: D2b1a
F07PDF 15 nagf_lapacklin_dsptrf
Bunch–Kaufman factorization of real symmetric indefinite matrix, packed storage
Keywords: linear equations; LAPACK; Bunch–Kaufman factorization; DSPTRF; diagonal pivoting method; real, indefinite, symmetric matrix
GAMS: D2b1a
F07PEF 15 nagf_lapacklin_dsptrs
Solution of real symmetric indefinite system of linear equations, multiple right-hand sides, matrix already factorized by F07PDF, packed storage
Keywords: linear equations; LAPACK; Bunch–Kaufman factorization; DSPTRS; diagonal pivoting method; real, indefinite, symmetric matrix
GAMS: D2b1a
F07PGF 15 nagf_lapacklin_dspcon
Estimate condition number of real symmetric indefinite matrix, matrix already factorized by F07PDF, packed storage
Keywords: linear equations; LAPACK; Bunch–Kaufman factorization; DSPCON; condition number, matrix; diagonal pivoting method; real, indefinite, symmetric matrix
GAMS: D2b1a
F07PHF 15 nagf_lapacklin_dsprfs
Refined solution with error bounds of real symmetric indefinite system of linear equations, multiple right-hand sides, packed storage
Keywords: linear equations; LAPACK; backward error; forward error; Bunch–Kaufman factorization; DSPRFS; diagonal pivoting method; real, indefinite, symmetric matrix
GAMS: D2b1a
F07PJF 15 nagf_lapacklin_dsptri
Inverse of real symmetric indefinite matrix, matrix already factorized by F07PDF, packed storage
Keywords: linear equations; LAPACK; Bunch–Kaufman factorization; DSPTRI; diagonal pivoting method; inverse, matrix; real, indefinite, symmetric matrix
GAMS: D2b1a
F07PNF 21 nagf_lapacklin_zhpsv
Computes the solution to a complex Hermitian system of linear equations, packed storage
Keywords: linear equations; LAPACK; LDL H decomposition; UDU H decomposition; ZHPSV; diagonal pivoting method; inverse, matrix; complex, Hermitian, indefinite matrix
GAMS: D2d1a
F07PPF 21 nagf_lapacklin_zhpsvx
Uses the diagonal pivoting factorization to compute the solution to a complex, Hermitian, system of linear equations, error bounds and condition estimates. Packed storage
Keywords: linear equations; LAPACK; backward error; forward error; LDL H decomposition; UDU H decomposition; ZHPSVX; diagonal pivoting method; inverse, matrix; complex, Hermitian, indefinite matrix
GAMS: D2d1a
F07PRF 15 nagf_lapacklin_zhptrf
Bunch–Kaufman factorization of complex Hermitian indefinite matrix, packed storage
Keywords: linear equations; LAPACK; Bunch–Kaufman factorization; ZHPTRF; diagonal pivoting method; complex, Hermitian, indefinite matrix
GAMS: D2d1a
F07PSF 15 nagf_lapacklin_zhptrs
Solution of complex Hermitian indefinite system of linear equations, multiple right-hand sides, matrix already factorized by F07PRF, packed storage
Keywords: linear equations; LAPACK; Bunch–Kaufman factorization; ZHPTRS; diagonal pivoting method; complex, Hermitian, indefinite matrix
GAMS: D2d1a
F07PUF 15 nagf_lapacklin_zhpcon
Estimate condition number of complex Hermitian indefinite matrix, matrix already factorized by F07PRF, packed storage
Keywords: linear equations; LAPACK; Bunch–Kaufman factorization; ZHPCON; condition number, matrix; diagonal pivoting method; complex, Hermitian, indefinite matrix
GAMS: D2d1a
F07PVF 15 nagf_lapacklin_zhprfs
Refined solution with error bounds of complex Hermitian indefinite system of linear equations, multiple right-hand sides, packed storage
Keywords: linear equations; LAPACK; backward error; forward error; Bunch–Kaufman factorization; ZHPRFS; diagonal pivoting method; error bound, matrix; complex, Hermitian, indefinite matrix
GAMS: D2d1a
F07PWF 15 nagf_lapacklin_zhptri
Inverse of complex Hermitian indefinite matrix, matrix already factorized by F07PRF, packed storage
Keywords: linear equations; LAPACK; Bunch–Kaufman factorization; ZHPTRI; diagonal pivoting method; inverse, matrix; complex, Hermitian, indefinite matrix
GAMS: D2d1a
F07QNF 21 nagf_lapacklin_zspsv
Computes the solution to a complex symmetric system of linear equations, packed storage
Keywords: linear equations; LAPACK; LDL T decomposition; UDU T decomposition; ZSPSV; diagonal pivoting method; complex, symmetric matrix
GAMS: D2c1
F07QPF 21 nagf_lapacklin_zspsvx
Uses the diagonal pivoting factorization to compute the solution to a complex, symmetric, system of linear equations, error bounds and condition estimates. Packed storage
Keywords: linear equations; LAPACK; backward error; forward error; LDL T decomposition; UDU T decomposition; ZSPSVX; diagonal pivoting method; complex, symmetric matrix
GAMS: D2c1
F07QRF 15 nagf_lapacklin_zsptrf
Bunch–Kaufman factorization of complex symmetric matrix, packed storage
Keywords: linear equations; LAPACK; Bunch–Kaufman factorization; ZSPTRF; diagonal pivoting method; complex, symmetric matrix
GAMS: D2c1
F07QSF 15 nagf_lapacklin_zsptrs
Solution of complex symmetric system of linear equations, multiple right-hand sides, matrix already factorized by F07QRF, packed storage
Keywords: linear equations; LAPACK; Bunch–Kaufman factorization; ZSPTRS; diagonal pivoting method; complex, symmetric matrix
GAMS: D2c1
F07QUF 15 nagf_lapacklin_zspcon
Estimate condition number of complex symmetric matrix, matrix already factorized by F07QRF, packed storage
Keywords: linear equations; LAPACK; Bunch–Kaufman factorization; ZSPCON; condition number, matrix; diagonal pivoting method; complex, symmetric matrix
GAMS: D2c1
F07QVF 15 nagf_lapacklin_zsprfs
Refined solution with error bounds of complex symmetric system of linear equations, multiple right-hand sides, packed storage
Keywords: linear equations; LAPACK; backward error; forward error; Bunch–Kaufman factorization; ZSPRFS; diagonal pivoting method; error bound, matrix; complex, symmetric matrix
GAMS: D2c1
F07QWF 15 nagf_lapacklin_zsptri
Inverse of complex symmetric matrix, matrix already factorized by F07QRF, packed storage
Keywords: linear equations; LAPACK; Bunch–Kaufman factorization; ZSPTRI; diagonal pivoting method; inverse, matrix; complex, symmetric matrix
GAMS: D2c1
F07TEF 15 nagf_lapacklin_dtrtrs
Solution of real triangular system of linear equations, multiple right-hand sides
Keywords: linear equations; LAPACK; finance; DTRTRS; real, triangular matrix
GAMS: D2a3
F07TGF 15 nagf_lapacklin_dtrcon
Estimate condition number of real triangular matrix
Keywords: linear equations; LAPACK; DTRCON; condition number, matrix; real, triangular matrix
GAMS: D2a3
F07THF 15 nagf_lapacklin_dtrrfs
Error bounds for solution of real triangular system of linear equations, multiple right-hand sides
Keywords: linear equations; LAPACK; finance; backward error; forward error; DTRRFS; error bound, matrix; real, triangular matrix
GAMS: D2a3
F07TJF 15 nagf_lapacklin_dtrtri
Inverse of real triangular matrix
Keywords: linear equations; LAPACK; finance; DTRTRI; inverse, matrix; real, triangular matrix
GAMS: D2a3
F07TSF 15 nagf_lapacklin_ztrtrs
Solution of complex triangular system of linear equations, multiple right-hand sides
Keywords: linear equations; LAPACK; ZTRTRS; complex, triangular matrix
GAMS: D2c3
F07TUF 15 nagf_lapacklin_ztrcon
Estimate condition number of complex triangular matrix
Keywords: linear equations; LAPACK; ZTRCON; condition number, matrix; complex, triangular matrix
GAMS: D2c3
F07TVF 15 nagf_lapacklin_ztrrfs
Error bounds for solution of complex triangular system of linear equations, multiple right-hand sides
Keywords: linear equations; LAPACK; backward error; forward error; ZTRRFS; error bound, matrix; complex, triangular matrix
GAMS: D2c3
F07TWF 15 nagf_lapacklin_ztrtri
Inverse of complex triangular matrix
Keywords: linear equations; LAPACK; ZTRTRI; inverse, matrix; complex, triangular matrix
GAMS: D2c3
F07UEF 15 nagf_lapacklin_dtptrs
Solution of real triangular system of linear equations, multiple right-hand sides, packed storage
Keywords: linear equations; LAPACK; DTPTRS; real, triangular matrix
GAMS: D2a3
F07UGF 15 nagf_lapacklin_dtpcon
Estimate condition number of real triangular matrix, packed storage
Keywords: linear equations; LAPACK; DTPCON; condition number, matrix; real, triangular matrix
GAMS: D2a3
F07UHF 15 nagf_lapacklin_dtprfs
Error bounds for solution of real triangular system of linear equations, multiple right-hand sides, packed storage
Keywords: linear equations; LAPACK; backward error; forward error; DTPRFS; error bound, matrix; real, triangular matrix
GAMS: D2a3
F07UJF 15 nagf_lapacklin_dtptri
Inverse of real triangular matrix, packed storage
Keywords: linear equations; LAPACK; DTPTRI; inverse, matrix; real, triangular matrix
GAMS: D2a3
F07USF 15 nagf_lapacklin_ztptrs
Solution of complex triangular system of linear equations, multiple right-hand sides, packed storage
Keywords: linear equations; LAPACK; ZTPTRS; complex, triangular matrix
GAMS: D2c3
F07UUF 15 nagf_lapacklin_ztpcon
Estimate condition number of complex triangular matrix, packed storage
Keywords: linear equations; LAPACK; ZTPCON; condition number, matrix; complex, triangular matrix
GAMS: D2c3
F07UVF 15 nagf_lapacklin_ztprfs
Error bounds for solution of complex triangular system of linear equations, multiple right-hand sides, packed storage
Keywords: linear equations; LAPACK; backward error; forward error; ZTPRFS; error bound, matrix; complex, triangular matrix
GAMS: D2c3
F07UWF 15 nagf_lapacklin_ztptri
Inverse of complex triangular matrix, packed storage
Keywords: linear equations; LAPACK; ZTPTRI; inverse, matrix; complex, triangular matrix
GAMS: D2c3
F07VEF 15 nagf_lapacklin_dtbtrs
Solution of real band triangular system of linear equations, multiple right-hand sides
Keywords: linear equations; LAPACK; DTBTRS; matrix, band; real, band, triangular matrix
GAMS: D2a2; D2a3
F07VGF 15 nagf_lapacklin_dtbcon
Estimate condition number of real band triangular matrix
Keywords: linear equations; LAPACK; DTBCON; condition number, matrix; matrix, band; real, band, triangular matrix
GAMS: D2a2; D2a3
F07VHF 15 nagf_lapacklin_dtbrfs
Error bounds for solution of real band triangular system of linear equations, multiple right-hand sides
Keywords: linear equations; LAPACK; backward error; forward error; DTBRFS; error bound, matrix; matrix, band; real, band, triangular matrix
GAMS: D2a2; D2a3
F07VSF 15 nagf_lapacklin_ztbtrs
Solution of complex band triangular system of linear equations, multiple right-hand sides
Keywords: linear equations; LAPACK; ZTBTRS; matrix, band; complex, band, triangular matrix
GAMS: D2c2; D2c3
F07VUF 15 nagf_lapacklin_ztbcon
Estimate condition number of complex band triangular matrix
Keywords: linear equations; LAPACK; ZTBCON; condition number, matrix; matrix, band; complex, band, triangular matrix
GAMS: D2c3; D2c2
F07VVF 15 nagf_lapacklin_ztbrfs
Error bounds for solution of complex band triangular system of linear equations, multiple right-hand sides
Keywords: linear equations; LAPACK; backward error; forward error; ZTBRFS; error bound, matrix; matrix, band; complex, band, triangular matrix
GAMS: D2c2; D2c3
F07WDF 23 nagf_lapacklin_dpftrf
Cholesky factorization of real symmetric positive definite matrix, Rectangular Full Packed format
Keywords: linear equations; LAPACK; Cholesky decomposition; DPFTRF; real, positive-definite, symmetric matrix
GAMS: D2b1b
F07WEF 23 nagf_lapacklin_dpftrs
Solution of real symmetric positive definite system of linear equations, multiple right-hand sides, coefficient matrix already factorized by F07WDF, Rectangular Full Packed format
Keywords: linear equations; LAPACK; Cholesky decomposition; DPFTRS; real, positive-definite, symmetric matrix
GAMS: D2b1b
F07WJF 23 nagf_lapacklin_dpftri
Inverse of real symmetric positive definite matrix, matrix already factorized by F07WDF, Rectangular Full Packed format
Keywords: linear equations; LAPACK; Cholesky decomposition; DPETRI; inverse, matrix; real, positive-definite, symmetric matrix
GAMS: D2b1b
F07WKF 23 nagf_lapacklin_dtftri
Inverse of real triangular matrix, Rectangular Full Packed format
Keywords: linear equations; LAPACK; DTFTRI; inverse, matrix; real, triangular matrix
GAMS: D2a3
F07WRF 23 nagf_lapacklin_zpftrf
Cholesky factorization of complex Hermitian positive definite matrix, Rectangular Full Packed format
Keywords: linear equations; LAPACK; Cholesky decomposition; ZPFTRF; complex, Hermitian, positive-definite matrix
GAMS: D2d1b
F07WSF 23 nagf_lapacklin_zpftrs
Solution of complex Hermitian positive definite system of linear equations, multiple right-hand sides, coefficient matrix already factorized by F07WRF, Rectangular Full Packed format
Keywords: linear equations; LAPACK; Cholesky decomposition; ZPFTRS; complex, Hermitian, positive-definite matrix
GAMS: D2d1b
F07WWF 23 nagf_lapacklin_zpftri
Inverse of complex Hermitian positive definite matrix, matrix already factorized by F07WRF, Rectangular Full Packed format
Keywords: linear equations; LAPACK; Cholesky decomposition; ZPETRI; complex, Hermitian, positive-definite matrix
GAMS: D2d1b
F07WXF 23 nagf_lapacklin_ztftri
Inverse of complex triangular matrix, Rectangular Full Packed format
Keywords: linear equations; LAPACK; ZTFTRI; inverse, matrix; complex, triangular matrix
GAMS: D2c3
F08AAF 21 nagf_lapackeig_dgels
Solves a real linear least squares problem of full rank
Keywords: eigenproblem; least squares; LAPACK; finance; real, m by n matrix; DGELS; LAPACK; LQ decomposition; QR factorization; linear least squares; overdetermined linear equations; underdetermined linear system
GAMS: D9a1
F08ABF 25 nagf_lapackeig_dgeqrt
Performs a Q R factorization of real general rectangular matrix, with explicit blocking
Keywords: eigenproblem; least squares; LAPACK; real, m by n matrix; DGEQRT; QR factorization; recursive QR; explicit blocking
GAMS: D5
F08ACF 25 nagf_lapackeig_dgemqrt
Applies the orthogonal transformation determined by F08ABF
Keywords: eigenproblem; least squares; LAPACK; DGEMQRT; QR factorization; recursive QR; explicit blocking; orthogonal transformations
GAMS: D5
F08AEF 16 nagf_lapackeig_dgeqrf
Performs a Q R factorization of real general rectangular matrix
Keywords: eigenproblem; least squares; LAPACK; finance; real, m by n matrix; DGEQRF; LAPACK; QR factorization
GAMS: D5
F08AFF 16 nagf_lapackeig_dorgqr
Forms all or part of orthogonal Q from Q R factorization determined by F08AEF F08BEF F08BFF
Keywords: eigenproblem; least squares; LAPACK; orthogonal matrix, generation; DORGQR; LAPACK; QR factorization; orthogonal transformations
GAMS: D5
F08AGF 16 nagf_lapackeig_dormqr
Applies an orthogonal transformation determined by F08AEF F08BEF F08BFF
Keywords: eigenproblem; least squares; LAPACK; finance; DORMQR; LAPACK; QR factorization; orthogonal transformations
GAMS: D5
F08AHF 16 nagf_lapackeig_dgelqf
Performs a L Q factorization of real general rectangular matrix
Keywords: eigenproblem; least squares; LAPACK; real, m by n matrix; DGELQF; LAPACK; LQ factorization
GAMS: D5
F08AJF 16 nagf_lapackeig_dorglq
Forms all or part of orthogonal Q from L Q factorization determined by F08AHF
Keywords: eigenproblem; least squares; LAPACK; orthogonal matrix, generation; DORGLQ; LAPACK; LQ factorization; orthogonal transformations
GAMS: D5
F08AKF 16 nagf_lapackeig_dormlq
Applies the orthogonal transformation determined by F08AHF
Keywords: eigenproblem; least squares; LAPACK; DORMLQ; LAPACK; LQ factorization; orthogonal transformations
GAMS: D5
F08ANF 21 nagf_lapackeig_zgels
Solves a complex linear least problem of full rank
Keywords: eigenproblem; least squares; LAPACK; finance; complex, m by n matrix; LAPACK; LQ decomposition; QR factorization; ZGELS; linear least squares; overdetermined linear equations; underdetermined linear system
GAMS: D9a1
F08APF 25 nagf_lapackeig_zgeqrt
Performs a Q R factorization of complex general rectangular matrix using recursive algorithm
Keywords: eigenproblem; least squares; LAPACK; complex, m by n matrix; ZGEQRT; QR factorization; recursive QR; explicit blocking
GAMS: D5
F08AQF 25 nagf_lapackeig_zgemqrt
Applies the unitary transformation determined by F08APF
Keywords: eigenproblem; least squares; LAPACK; ZGEMQRT; QR factorization; recursive QR; explicit blocking; unitary transformations
GAMS: D5
F08ASF 16 nagf_lapackeig_zgeqrf
Performs a Q R factorization of complex general rectangular matrix
Keywords: eigenproblem; least squares; LAPACK; complex, m by n matrix; LAPACK; QR factorization; ZGEQRF
GAMS: D5
F08ATF 16 nagf_lapackeig_zungqr
Forms all or part of unitary Q from Q R factorization determined by F08ASF F08BSF F08BTF
Keywords: eigenproblem; least squares; LAPACK; unitary matrix, generation; LAPACK; QR factorization; ZUNGQR; unitary transformations
GAMS: D5
F08AUF 16 nagf_lapackeig_zunmqr
Applies a unitary transformation determined by F08ASF F08BSF F08BTF
Keywords: eigenproblem; least squares; LAPACK; LAPACK; QR factorization; ZUNMQR; unitary transformations
GAMS: D5
F08AVF 16 nagf_lapackeig_zgelqf
Performs a L Q factorization of complex general rectangular matrix
Keywords: eigenproblem; least squares; LAPACK; complex, m by n matrix; LAPACK; LQ factorization; ZGELQF
GAMS: D5
F08AWF 16 nagf_lapackeig_zunglq
Forms all or part of unitary Q from L Q factorization determined by F08AVF
Keywords: eigenproblem; least squares; LAPACK; unitary matrix, generation; LAPACK; LQ factorization; ZUNGLQ; unitary transformations
GAMS: D5
F08AXF 16 nagf_lapackeig_zunmlq
Applies the unitary transformation determined by F08AVF
Keywords: eigenproblem; least squares; LAPACK; LAPACK; LQ factorization; ZUNMLQ; unitary transformations
GAMS: D5
F08BAF 21 nagf_lapackeig_dgelsy
Computes the minimum-norm solution to a real linear least squares problem
Keywords: eigenproblem; least squares; LAPACK; finance; real, m by n matrix; DGELSY; LAPACK; linear least squares; minimal least squares
GAMS: D9a1
F08BBF 25 nagf_lapackeig_dtpqrt
Q R factorization of real general triangular-pentagonal matrix
Keywords: eigenproblem; least squares; LAPACK; real, triangular-pentagonal matrix; DTPQRT; QR factorization; recursive QR; explicit blocking
GAMS: D5
F08BCF 25 nagf_lapackeig_dtpmqrt
Applies the orthogonal transformation determined by F08BBF
Keywords: eigenproblem; least squares; LAPACK; DTPMQRT; QR factorization; recursive QR; explicit blocking; orthogonal transformations
GAMS: D5
F08BEF 16 nagf_lapackeig_dgeqpf
Q R factorization, with column pivoting, of real general rectangular matrix
Keywords: eigenproblem; least squares; LAPACK; finance; real, m by n matrix; DGEQPF; LAPACK; QR factorization; orthogonal transformations
GAMS: D5
F08BFF 22 nagf_lapackeig_dgeqp3
Q R factorization, with column pivoting, using BLAS-3, of real general rectangular matrix
Keywords: eigenproblem; least squares; LAPACK; finance; real, m by n matrix; DGEQP3; LAPACK; QR factorization; orthogonal transformations
GAMS: D5
F08BHF 22 nagf_lapackeig_dtzrzf
Reduces a real upper trapezoidal matrix to upper triangular form
Keywords: eigenproblem; least squares; LAPACK; real, trapezoidal matrix; DTZRZF; LAPACK; matrix, upper trapezoidal; matrix, upper triangular; orthogonal transformations
GAMS: D5
F08BKF 22 nagf_lapackeig_dormrz
Applies the orthogonal transformation determined by F08BHF
Keywords: eigenproblem; least squares; LAPACK; DORMRZ; LAPACK; orthogonal transformations
GAMS: D5
F08BNF 21 nagf_lapackeig_zgelsy
Computes the minimum-norm solution to a complex linear least squares problem
Keywords: eigenproblem; least squares; LAPACK; complex, m by n matrix; LAPACK; ZGELSY; linear least squares; minimal least squares
GAMS: D9a1
F08BPF 25 nagf_lapackeig_ztpqrt
Q R factorization of complex triangular-pentagonal matrix
Keywords: eigenproblem; least squares; LAPACK; complex, triangular-pentagonal matrix; ZTPQRT; QR factorization; recursive QR; explicit blocking
GAMS: D5
F08BQF 25 nagf_lapackeig_ztpmqrt
Applies the unitary transformation determined by F08BPF
Keywords: eigenproblem; least squares; LAPACK; ZTPMQRT; QR factorization; recursive QR; explicit blocking; unitary transformations
GAMS: D5
F08BSF 16 nagf_lapackeig_zgeqpf
Q R factorization, with column pivoting, of complex general rectangular matrix
Keywords: eigenproblem; least squares; LAPACK; complex, m by n matrix; LAPACK; QR factorization; ZGEQPF
GAMS: D5
F08BTF 22 nagf_lapackeig_zgeqp3
Q R factorization, with column pivoting, using BLAS-3, of complex general rectangular matrix
Keywords: eigenproblem; least squares; LAPACK; complex, m by n matrix; LAPACK; QR factorization; ZGEQP3
GAMS: D5
F08BVF 22 nagf_lapackeig_ztzrzf
Reduces a complex upper trapezoidal matrix to upper triangular form
Keywords: eigenproblem; least squares; LAPACK; complex, trapezoidal matrix; LAPACK; ZTZRZF; matrix, upper trapezoidal; matrix, upper triangular
GAMS: D5
F08BXF 22 nagf_lapackeig_zunmrz
Applies the unitary transformation determined by F08BVF
Keywords: eigenproblem; least squares; LAPACK; LAPACK; ZUNMRZ; unitary transformations
GAMS: D5
F08CEF 22 nagf_lapackeig_dgeqlf
Q L factorization of real general rectangular matrix
Keywords: eigenproblem; least squares; LAPACK; real, m by n matrix; DGEQLF; LAPACK; QL factorization
GAMS: D5
F08CFF 22 nagf_lapackeig_dorgql
Form all or part of orthogonal Q from Q L factorization determined by F08CEF
Keywords: eigenproblem; least squares; LAPACK; orthogonal matrix, generation; DORGQL; LAPACK; QL factorization; orthogonal transformations
GAMS: D5
F08CGF 22 nagf_lapackeig_dormql
Applies the orthogonal transformation determined by F08CEF
Keywords: eigenproblem; least squares; LAPACK; DORMQL; LAPACK; QL factorization; orthogonal transformations
GAMS: D5
F08CHF 22 nagf_lapackeig_dgerqf
R Q factorization of real general rectangular matrix
Keywords: eigenproblem; least squares; LAPACK; real, m by n matrix; DGERQF; LAPACK; RQ factorizations
GAMS: D5
F08CJF 22 nagf_lapackeig_dorgrq
Form all or part of orthogonal Q from R Q factorization determined by F08CHF
Keywords: eigenproblem; least squares; LAPACK; orthogonal matrix, generation; DORGRQ; LAPACK; RQ factorizations; orthogonal transformations
GAMS: D5
F08CKF 22 nagf_lapackeig_dormrq
Applies the orthogonal transformation determined by F08CHF
Keywords: eigenproblem; least squares; LAPACK; DORGRQ; LAPACK; RQ factorizations; orthogonal transformations
GAMS: D5
F08CSF 22 nagf_lapackeig_zgeqlf
Q L factorization of complex general rectangular matrix
Keywords: eigenproblem; least squares; LAPACK; complex, m by n matrix; LAPACK; QL factorization; ZGEQLF
GAMS: D5
F08CTF 22 nagf_lapackeig_zungql
Form all or part of unitary Q from Q L factorization determined by F08CSF
Keywords: eigenproblem; least squares; LAPACK; unitary matrix, generation; LAPACK; QL factorization; ZUNGQL; unitary transformations
GAMS: D5
F08CUF 22 nagf_lapackeig_zunmql
Applies the unitary transformation determined by F08CSF
Keywords: eigenproblem; least squares; LAPACK; LAPACK; QL factorization; ZUNMQL; unitary transformations
GAMS: D5
F08CVF 22 nagf_lapackeig_zgerqf
R Q factorization of complex general rectangular matrix
Keywords: eigenproblem; least squares; LAPACK; complex, m by n matrix; LAPACK; RQ factorizations; ZGERQF
GAMS: D5
F08CWF 22 nagf_lapackeig_zungrq
Form all or part of unitary Q from R Q factorization determined by F08CVF
Keywords: eigenproblem; least squares; LAPACK; unitary matrix, generation; LAPACK; RQ factorizations; ZUNGRQ; unitary transformations
GAMS: D5
F08CXF 22 nagf_lapackeig_zunmrq
Applies the unitary transformation determined by F08CVF
Keywords: eigenproblem; least squares; LAPACK; LAPACK; RQ factorizations; ZUNMRQ; unitary transformations
GAMS: D5
F08FAF 21 nagf_lapackeig_dsyev
Computes all eigenvalues and, optionally, eigenvectors of a real symmetric matrix
Keywords: eigenproblem; least squares; LAPACK; finance; real, indefinite, symmetric matrix; DSYEV; LAPACK; eigenvalues; eigenvectors
GAMS: D4a1
F08FBF 21 nagf_lapackeig_dsyevx
Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix
Keywords: eigenproblem; least squares; LAPACK; finance; real, indefinite, symmetric matrix; DSYEVX; LAPACK; eigenvalues; eigenvectors
GAMS: D4a1
F08FCF 19 nagf_lapackeig_dsyevd
Computes all eigenvalues and, optionally, all eigenvectors of real symmetric matrix (divide-and-conquer)
Keywords: eigenproblem; least squares; LAPACK; finance; real, indefinite, symmetric matrix; DSYEVD; LAPACK; divide-and-conquer method; eigenvalues; eigenvectors
GAMS: D4a1; D4c2a
F08FDF 21 nagf_lapackeig_dsyevr
Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix (Relatively Robust Representations)
Keywords: eigenproblem; least squares; LAPACK; real, indefinite, symmetric matrix; DSYEVR; LAPACK; dqds algorithm; eigenvalues; eigenvectors; relatively robust representations
GAMS: D4a1
F08FEF 16 nagf_lapackeig_dsytrd
Orthogonal reduction of real symmetric matrix to symmetric tridiagonal form
Keywords: eigenproblem; least squares; LAPACK; real, indefinite, symmetric matrix; DSYTRD; LAPACK; orthogonal transformations
GAMS: D4c1b1
F08FFF 16 nagf_lapackeig_dorgtr
Generate orthogonal transformation matrix from reduction to tridiagonal form determined by F08FEF
Keywords: eigenproblem; least squares; LAPACK; orthogonal matrix, generation; DORGTR; LAPACK; orthogonal transformations
GAMS: D4c1b1
F08FGF 16 nagf_lapackeig_dormtr
Applies the orthogonal transformation determined by F08FEF
Keywords: eigenproblem; least squares; LAPACK; DORMTR; LAPACK; orthogonal transformations
GAMS: D4c4
F08FLF 22 nagf_lapackeig_ddisna
Computes 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 matrix
Keywords: eigenproblem; least squares; LAPACK; finance; complex, Hermitian, indefinite matrix; real, indefinite, symmetric matrix; DDISNA; LAPACK; condition number, matrix; eigenvectors
GAMS: D4c; D6
F08FNF 21 nagf_lapackeig_zheev
Computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix
Keywords: eigenproblem; least squares; LAPACK; complex, Hermitian, indefinite matrix; LAPACK; ZHEEV; eigenvalues; eigenvectors
GAMS: D4a3
F08FPF 21 nagf_lapackeig_zheevx
Computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix
Keywords: eigenproblem; least squares; LAPACK; finance; complex, Hermitian, indefinite matrix; LAPACK; ZHEEVX; eigenvalues; eigenvectors
GAMS: D4a3
F08FQF 19 nagf_lapackeig_zheevd
Computes all eigenvalues and, optionally, all eigenvectors of complex Hermitian matrix (divide-and-conquer)
Keywords: eigenproblem; least squares; LAPACK; finance; complex, Hermitian, indefinite matrix; LAPACK; ZHEEVD; divide-and-conquer method; eigenvalues; eigenvectors
GAMS: D4a3; D4c2a
F08FRF 21 nagf_lapackeig_zheevr
Computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix (Relatively Robust Representations)
Keywords: eigenproblem; least squares; LAPACK; complex, Hermitian, indefinite matrix; LAPACK; ZHEEVR; eigenvalues; eigenvectors; relatively robust representations; unitary transformations
GAMS: D4a3
F08FSF 16 nagf_lapackeig_zhetrd
Unitary reduction of complex Hermitian matrix to real symmetric tridiagonal form
Keywords: eigenproblem; least squares; LAPACK; complex, Hermitian, indefinite matrix; LAPACK; ZHETRD; unitary transformations
GAMS: D4c1b1
F08FTF 16 nagf_lapackeig_zungtr
Generate unitary transformation matrix from reduction to tridiagonal form determined by F08FSF
Keywords: eigenproblem; least squares; LAPACK; unitary matrix, generation; LAPACK; ZUNGTR; unitary transformations
GAMS: D4c1b1
F08FUF 16 nagf_lapackeig_zunmtr
Applies the unitary transformation matrix determined by F08FSF
Keywords: eigenproblem; least squares; LAPACK; LAPACK; ZUNMTR; unitary transformations
GAMS: D4c4
F08GAF 21 nagf_lapackeig_dspev
Computes all eigenvalues and, optionally, eigenvectors of a real symmetric matrix, packed storage
Keywords: eigenproblem; least squares; LAPACK; real, indefinite, symmetric matrix; DSPEV; LAPACK; QR algorithm; eigenvalues; eigenvectors; orthogonal transformations
GAMS: D4a1
F08GBF 21 nagf_lapackeig_dspevx
Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix, packed storage
Keywords: eigenproblem; least squares; LAPACK; real, indefinite, symmetric matrix; DSPEVX; LAPACK; eigenvalues; eigenvectors; orthogonal transformations
GAMS: D4a1
F08GCF 19 nagf_lapackeig_dspevd
Computes all eigenvalues and, optionally, all eigenvectors of real symmetric matrix, packed storage (divide-and-conquer or Pal–Walker–Kahan variant of the Q L or Q R algorithm)
Keywords: eigenproblem; least squares; LAPACK; real, indefinite, symmetric matrix; DSPEVD; LAPACK; Pal–Walker–Kahan ( QL or QR ) algorithm; divide-and-conquer method; eigenvalues; eigenvectors
GAMS: D4a1; D4c2a
F08GEF 16 nagf_lapackeig_dsptrd
Orthogonal reduction of real symmetric matrix to symmetric tridiagonal form, packed storage
Keywords: eigenproblem; least squares; LAPACK; real, indefinite, symmetric matrix; DSPTRD; LAPACK; orthogonal transformations
GAMS: D4c1b1
F08GFF 16 nagf_lapackeig_dopgtr
Generate orthogonal transformation matrix from reduction to tridiagonal form determined by F08GEF
Keywords: eigenproblem; least squares; LAPACK; orthogonal matrix, generation; DOPGTR; LAPACK; orthogonal transformations
GAMS: D4c1b1
F08GGF 16 nagf_lapackeig_dopmtr
Applies the orthogonal transformation determined by F08GEF
Keywords: eigenproblem; least squares; LAPACK; DOPMTR; LAPACK; orthogonal transformations
GAMS: D4c4
F08GNF 21 nagf_lapackeig_zhpev
Computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix, packed storage
Keywords: eigenproblem; least squares; LAPACK; complex, Hermitian, indefinite matrix; LAPACK; ZHPEV; eigenvalues; eigenvectors
GAMS: D4a3
F08GPF 21 nagf_lapackeig_zhpevx
Computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix, packed storage
Keywords: eigenproblem; least squares; LAPACK; complex, Hermitian, indefinite matrix; LAPACK; ZHPEVX; eigenvalues; eigenvectors
GAMS: D4a3
F08GQF 19 nagf_lapackeig_zhpevd
Computes all eigenvalues and, optionally, all eigenvectors of complex Hermitian matrix, packed storage (divide-and-conquer or Pal–Walker–Kahan variant of the Q L or Q R algorithm)
Keywords: eigenproblem; least squares; LAPACK; complex, Hermitian, indefinite matrix; LAPACK; Pal–Walker–Kahan ( QL or QR ) algorithm; ZHPEVD; divide-and-conquer method; eigenvalues; eigenvectors
GAMS: D4a3; D4c2a
F08GSF 16 nagf_lapackeig_zhptrd
Performs a unitary reduction of complex Hermitian matrix to real symmetric tridiagonal form, packed storage
Keywords: eigenproblem; least squares; LAPACK; complex, Hermitian, indefinite matrix; LAPACK; ZHPTRD; unitary transformations
GAMS: D4c1b1
F08GTF 16 nagf_lapackeig_zupgtr
Generates a unitary transformation matrix from reduction to tridiagonal form determined by F08GSF
Keywords: eigenproblem; least squares; LAPACK; unitary matrix, generation; LAPACK; ZUPGTR; unitary transformations
GAMS: D4c1b1
F08GUF 16 nagf_lapackeig_zupmtr
Applies the unitary transformation matrix determined by F08GSF
Keywords: eigenproblem; least squares; LAPACK; LAPACK; ZUPGTR; unitary transformations
GAMS: D4c4
F08HAF 21 nagf_lapackeig_dsbev
Computes all eigenvalues and, optionally, eigenvectors of a real symmetric band matrix
Keywords: eigenproblem; least squares; LAPACK; real, band, symmetric matrix; DSBEV; LAPACK; QR algorithm; matrix, band
GAMS: D4a6
F08HBF 21 nagf_lapackeig_dsbevx
Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric band matrix
Keywords: eigenproblem; least squares; LAPACK; real, band, symmetric matrix; DSBEVX; LAPACK; eigenvalues; eigenvectors; matrix, band
GAMS: D4a6
F08HCF 19 nagf_lapackeig_dsbevd
Computes all eigenvalues and, optionally, all eigenvectors of real symmetric band matrix (divide-and-conquer or Pal–Walker–Kahan variant of the Q L or Q R algorithm)
Keywords: eigenproblem; least squares; LAPACK; real, band, symmetric matrix; DSBEVX; LAPACK; Pal–Walker–Kahan ( QL or QR ) algorithm; divide-and-conquer method; eigenvalues; eigenvectors; matrix, band
GAMS: D4a1; D4a6
F08HEF 16 nagf_lapackeig_dsbtrd
Performs an orthogonal reduction of real symmetric band matrix to symmetric tridiagonal form
Keywords: eigenproblem; least squares; LAPACK; real, band, symmetric matrix; DSBTRD; LAPACK; matrix, band; orthogonal transformations
GAMS: D4c1b1
F08HNF 21 nagf_lapackeig_zhbev
Computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian band matrix
Keywords: eigenproblem; least squares; LAPACK; complex, band, Hermitian matrix; LAPACK; QR algorithm; ZHBEV; matrix, band; unitary transformations
GAMS: D4a3
F08HPF 21 nagf_lapackeig_zhbevx
Computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian band matrix
Keywords: eigenproblem; least squares; LAPACK; complex, band, Hermitian matrix; LAPACK; ZHBEVX; matrix, band; unitary transformations
GAMS: D4a3
F08HQF 19 nagf_lapackeig_zhbevd
Computes all eigenvalues and, optionally, all eigenvectors of complex Hermitian band matrix (divide-and-conquer)
Keywords: eigenproblem; least squares; LAPACK; complex, band, Hermitian matrix; LAPACK; Pal–Walker–Kahan ( QL or QR ) algorithm; ZHBEVD; divide-and-conquer method; eigenvalues; eigenvectors; matrix, band
GAMS: D4a3; D4a6
F08HSF 16 nagf_lapackeig_zhbtrd
Performs a unitary reduction of complex Hermitian band matrix to real symmetric tridiagonal form
Keywords: eigenproblem; least squares; LAPACK; complex, band, Hermitian matrix; LAPACK; ZHBTRD; matrix, band; unitary transformations
GAMS: D4c1b1
F08JAF 21 nagf_lapackeig_dstev
Computes all eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix
Keywords: eigenproblem; least squares; LAPACK; real, symmetric, tridiagonal matrix; DSTEV; LAPACK; QL algorithm; QR algorithm; eigenvalues; eigenvectors; matrix, band
GAMS: D4a5
F08JBF 21 nagf_lapackeig_dstevx
Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix
Keywords: eigenproblem; least squares; LAPACK; real, symmetric, tridiagonal matrix; DSTEVX; LAPACK; QR algorithm; bisection method; eigenvalues; eigenvectors; matrix, band
GAMS: D4a5
F08JCF 19 nagf_lapackeig_dstevd
Computes all eigenvalues and, optionally, all eigenvectors of real symmetric tridiagonal matrix (divide-and-conquer)
Keywords: eigenproblem; least squares; LAPACK; real, symmetric, tridiagonal matrix; DSTEVX; LAPACK; Pal–Walker–Kahan ( QL or QR ) algorithm; divide-and-conquer method; eigenvalues; eigenvectors; matrix, band
GAMS: D4a5; D4c2a
F08JDF 21 nagf_lapackeig_dstevr
Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix (Relatively Robust Representations)
Keywords: eigenproblem; least squares; LAPACK; real, symmetric, tridiagonal matrix; DSTEVR; LAPACK; dqds algorithm; eigenvalues; eigenvectors; matrix, band; relatively robust representations
GAMS: D4a5
F08JEF 16 nagf_lapackeig_dsteqr
Computes all eigenvalues and eigenvectors of real symmetric tridiagonal matrix, reduced from real symmetric matrix using the implicit Q L or Q R algorithm
Keywords: eigenproblem; least squares; LAPACK; real, symmetric, tridiagonal matrix; DSTEQR; LAPACK; QL algorithm; QR algorithm; eigenvalues; eigenvectors; matrix, band
GAMS: D4a5; D4c2a
F08JFF 16 nagf_lapackeig_dsterf
Computes all eigenvalues of real symmetric tridiagonal matrix, root-free variant of the Q L or Q R algorithm
Keywords: eigenproblem; least squares; LAPACK; real, symmetric, tridiagonal matrix; DSTERF; LAPACK; QL algorithm; QR algorithm; eigenvalues; eigenvectors; matrix, band
GAMS: D4a5; D4c2a
F08JGF 16 nagf_lapackeig_dpteqr
Computes all eigenvalues and eigenvectors of real symmetric positive definite tridiagonal matrix, reduced from real symmetric positive definite matrix
Keywords: eigenproblem; least squares; LAPACK; real, symmetric, tridiagonal matrix; DPTEQR; LAPACK; eigenvalues; eigenvectors; matrix, band
GAMS: D4a5; D4c2a
F08JHF 22 nagf_lapackeig_dstedc
Computes all eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix or a matrix reduced to this form (divide-and-conquer)
Keywords: eigenproblem; least squares; LAPACK; real, symmetric, tridiagonal matrix; DSTEDC; LAPACK; QL algorithm; QR algorithm; divide-and-conquer method; eigenvalues; eigenvectors; matrix, band
GAMS: D4a5; D4c2a
F08JJF 16 nagf_lapackeig_dstebz
Computes selected eigenvalues of real symmetric tridiagonal matrix by bisection
Keywords: eigenproblem; least squares; LAPACK; real, symmetric, tridiagonal matrix; DSTEBZ; LAPACK; bisection method; eigenvalues; matrix, band
GAMS: D4a5; D4c2a
F08JKF 16 nagf_lapackeig_dstein
Computes selected eigenvectors of real symmetric tridiagonal matrix by inverse iteration, storing eigenvectors in real array
Keywords: eigenproblem; least squares; LAPACK; real, symmetric, tridiagonal matrix; DSTEIN; LAPACK; eigenvectors; inverse iteration; matrix, band
GAMS: D4a5; D4c3
F08JLF 22 nagf_lapackeig_dstegr
Computes selected eigenvalues and, optionally, the corresponding eigenvectors of a real symmetric tridiagonal matrix or a symmetric matrix reduced to this form (Relatively Robust Representations)
Keywords: eigenproblem; least squares; LAPACK; real, symmetric, tridiagonal matrix; DSTEGR; LAPACK; dqds algorithm; eigenvalues; eigenvectors; matrix, band; relatively robust representations
GAMS: D4a5; D4c2a
F08JSF 16 nagf_lapackeig_zsteqr
Computes all eigenvalues and eigenvectors of real symmetric tridiagonal matrix, reduced from complex Hermitian matrix, using the implicit Q L or Q R algorithm
Keywords: eigenproblem; least squares; LAPACK; real, symmetric, tridiagonal matrix; LAPACK; QR algorithm; ZSTEQR; eigenvalues; eigenvectors
GAMS: D4c2a; D4a5; D4a3
F08JUF 16 nagf_lapackeig_zpteqr
Computes all eigenvalues and eigenvectors of real symmetric positive definite tridiagonal matrix, reduced from complex Hermitian positive definite matrix
Keywords: eigenproblem; least squares; LAPACK; real, symmetric, tridiagonal matrix; LAPACK; LDL H decomposition; ZPTEQR; eigenvalues; eigenvectors
GAMS: D4a5; D4c2a
F08JVF 22 nagf_lapackeig_zstedc
Computes all eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix or a complex Hermitian matrix reduced to this form (divide-and-conquer)
Keywords: eigenproblem; least squares; LAPACK; real, symmetric, tridiagonal matrix; LAPACK; QL algorithm; QR algorithm; ZSTEDC; divide-and-conquer method; eigenvalues; eigenvectors
GAMS: D4c2a; D4a5; D4a3
F08JXF 16 nagf_lapackeig_zstein
Computes selected eigenvectors of real symmetric tridiagonal matrix by inverse iteration, storing eigenvectors in complex array
Keywords: eigenproblem; least squares; LAPACK; real, symmetric, tridiagonal matrix; LAPACK; ZSTEIN; eigenvectors; inverse iteration; matrix, band
GAMS: D4c3
F08JYF 22 nagf_lapackeig_zstegr
Computes selected eigenvalues and, optionally, the corresponding eigenvectors of a real symmetric tridiagonal matrix or a complex Hermitian matrix reduced to this form (Relatively Robust Representations)
Keywords: eigenproblem; least squares; LAPACK; real, symmetric, tridiagonal matrix; LAPACK; ZSTEGR; dqds algorithm; eigenvalues; eigenvectors; matrix, band; relatively robust representations
GAMS: D4c2a; D4a5; D4a3
F08KAF 21 nagf_lapackeig_dgelss
Computes the minimum-norm solution to a real linear least squares problem using singular value decomposition
Keywords: eigenproblem; least squares; LAPACK; real, m by n matrix; DGELSS; LAPACK; SVD, singular value decomposition; linear least squares; minimal least squares
GAMS: D9a1
F08KBF 21 nagf_lapackeig_dgesvd
Computes the singular value decomposition of a real matrix, optionally computing the left and/or right singular vectors
Keywords: eigenproblem; least squares; LAPACK; finance; real, nonsymmetric matrix; DGESVD; LAPACK; SVD, singular value decomposition
GAMS: D6
F08KCF 21 nagf_lapackeig_dgelsd
Computes the minimum-norm solution to a real linear least squares problem using singular value decomposition (divide-and-conquer)
Keywords: eigenproblem; least squares; LAPACK; finance; real, m by n matrix; DGELSD; LAPACK; SVD, singular value decomposition; divide-and-conquer method; linear least squares; minimal least squares
GAMS: D9a1
F08KDF 21 nagf_lapackeig_dgesdd
Computes the singular value decomposition of a real matrix, optionally computing the left and/or right singular vectors (divide-and-conquer)
Keywords: eigenproblem; least squares; LAPACK; finance; real, nonsymmetric matrix; DGESDD; LAPACK; SVD, singular value decomposition; divide-and-conquer method
GAMS: D6
F08KEF 16 nagf_lapackeig_dgebrd
Performs an orthogonal reduction of real general rectangular matrix to bidiagonal form
Keywords: eigenproblem; least squares; LAPACK; real, m by n matrix; DGEBRD; LAPACK; orthogonal transformations
GAMS: D6
F08KFF 16 nagf_lapackeig_dorgbr
Generates an orthogonal transformation matrices from reduction to bidiagonal form determined by F08KEF
Keywords: eigenproblem; least squares; LAPACK; orthogonal matrix, generation; DORGBR; LAPACK; orthogonal matrix, generation; orthogonal transformations
GAMS: D6
F08KGF 16 nagf_lapackeig_dormbr
Applies the orthogonal transformations from reduction to bidiagonal form determined by F08KEF
Keywords: eigenproblem; least squares; LAPACK; DORMBR; LAPACK; orthogonal transformations
GAMS: D6
F08KHF 23 nagf_lapackeig_dgejsv
Computes the singular value decomposition of a real matrix, optionally computing the left and/or right singular vectors (preconditioned Jacobi)
Keywords: eigenproblem; least squares; LAPACK; real, nonsymmetric matrix; DGEJSV; Jacobi method; LAPACK; singular value decomposition
GAMS: D6
F08KJF 23 nagf_lapackeig_dgesvj
Computes the singular value decomposition of a real matrix, optionally computing the left and/or right singular vectors (fast Jacobi)
Keywords: eigenproblem; least squares; LAPACK; real, nonsymmetric matrix; DGESVJ; Jacobi method; LAPACK; singular value decomposition
GAMS: D6
F08KNF 21 nagf_lapackeig_zgelss
Computes the minimum-norm solution to a complex linear least squares problem using singular value decomposition
Keywords: eigenproblem; least squares; LAPACK; complex, m by n matrix; LAPACK; SVD, singular value decomposition; ZGELSS; linear least squares; minimal least squares
GAMS: D9a1
F08KPF 21 nagf_lapackeig_zgesvd
Computes the singular value decomposition of a complex matrix, optionally computing the left and/or right singular vectors
Keywords: eigenproblem; least squares; LAPACK; finance; complex, nonsymmetric matrix; LAPACK; SVD, singular value decomposition; ZGESVD
GAMS: D6
F08KQF 21 nagf_lapackeig_zgelsd
Computes the minimum-norm solution to a complex linear least squares problem using singular value decomposition (divide-and-conquer)
Keywords: eigenproblem; least squares; LAPACK; complex, m by n matrix; LAPACK; SVD, singular value decomposition; ZGELSD; divide-and-conquer method; linear least squares; minimal least squares
GAMS: D9a1
F08KRF 21 nagf_lapackeig_zgesdd
Computes the singular value decomposition of a complex matrix, optionally computing the left and/or right singular vectors (divide-and-conquer)
Keywords: eigenproblem; least squares; LAPACK; complex, nonsymmetric matrix; LAPACK; SVD, singular value decomposition; ZGESDD; divide-and-conquer method
GAMS: D6
F08KSF 16 nagf_lapackeig_zgebrd
Performs a unitary reduction of complex general rectangular matrix to bidiagonal form
Keywords: eigenproblem; least squares; LAPACK; complex, m by n matrix; LAPACK; ZGEBRD; unitary transformations
GAMS: D6
F08KTF 16 nagf_lapackeig_zungbr
Generates unitary transformation matrices from the reduction to bidiagonal form determined by F08KSF
Keywords: eigenproblem; least squares; LAPACK; unitary matrix, generation; LAPACK; ZUNGBR; unitary transformations
GAMS: D6
F08KUF 16 nagf_lapackeig_zunmbr
Applies the unitary transformations from reduction to bidiagonal form determined by F08KSF
Keywords: eigenproblem; least squares; LAPACK; LAPACK; ZUNMBR; unitary transformations
GAMS: D6
F08LEF 19 nagf_lapackeig_dgbbrd
Performs a reduction of real rectangular band matrix to upper bidiagonal form
Keywords: eigenproblem; least squares; LAPACK; real, band, m by n matrix; DGBBRD; Givens rotations; LAPACK; matrix, band
GAMS: D4c1b3
F08LSF 19 nagf_lapackeig_zgbbrd
Reduction of complex rectangular band matrix to upper bidiagonal form
Keywords: eigenproblem; least squares; LAPACK; real, band, m by n matrix; Givens rotations; LAPACK; ZGBBRD; matrix, band
GAMS: D4c1b3
F08MDF 22 nagf_lapackeig_dbdsdc
Computes the singular value decomposition of a real bidiagonal matrix, optionally computing the singular vectors (divide-and-conquer)
Keywords: eigenproblem; least squares; LAPACK; real, bidiagonal matrix; DBDSDC; LAPACK; QR algorithm; SVD, singular value decomposition; divide-and-conquer method; matrix, band
GAMS: D6
F08MEF 16 nagf_lapackeig_dbdsqr
Performs an SVD of real bidiagonal matrix reduced from real general matrix
Keywords: eigenproblem; least squares; LAPACK; real, bidiagonal matrix; DBDSQR; LAPACK; QL algorithm; QR algorithm; SVD, singular value decomposition; differential qd algorithm; matrix, band
GAMS: D6
F08MSF 16 nagf_lapackeig_zbdsqr
Performs an SVD of real bidiagonal matrix reduced from complex general matrix
Keywords: eigenproblem; least squares; LAPACK; real, bidiagonal matrix; LAPACK; QL algorithm; QR algorithm; SVD, singular value decomposition; ZBDSQR; differential qd algorithm; matrix, band
GAMS: D6
F08NAF 21 nagf_lapackeig_dgeev
Computes all eigenvalues and, optionally, left and/or right eigenvectors of a real nonsymmetric matrix
Keywords: eigenproblem; least squares; LAPACK; real, nonsymmetric matrix; DGEEV; LAPACK; QR algorithm; eigenvalues; eigenvectors; orthogonal transformations
GAMS: D4a2
F08NBF 21 nagf_lapackeig_dgeevx
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
Keywords: eigenproblem; least squares; LAPACK; forward error; finance; real, nonsymmetric matrix; DGEEVX; LAPACK; QR algorithm; balancing; condition number, matrix; eigenvalues; eigenvectors; orthogonal transformations
GAMS: D4a2
F08NEF 16 nagf_lapackeig_dgehrd
Performs an orthogonal reduction of real general matrix to upper Hessenberg form
Keywords: eigenproblem; least squares; LAPACK; real, nonsymmetric matrix; DGEHRD; LAPACK; orthogonal transformations
GAMS: D4c1b2
F08NFF 16 nagf_lapackeig_dorghr
Generates an orthogonal transformation matrix from reduction to Hessenberg form determined by F08NEF
Keywords: eigenproblem; least squares; LAPACK; orthogonal matrix, generation; DORGHR; LAPACK; orthogonal matrix, generation
GAMS: D4c1b2
F08NGF 16 nagf_lapackeig_dormhr
Applies the orthogonal transformation matrix from reduction to Hessenberg form determined by F08NEF
Keywords: eigenproblem; least squares; LAPACK; DORMHR; LAPACK; orthogonal transformations
GAMS: D4c4
F08NHF 16 nagf_lapackeig_dgebal
Balances a real general matrix
Keywords: eigenproblem; least squares; LAPACK; real, nonsymmetric matrix; DGEBAL; LAPACK; balancing
GAMS: D4c1a
F08NJF 16 nagf_lapackeig_dgebak
Transforms eigenvectors of real balanced matrix to those of original matrix supplied to F08NHF
Keywords: eigenproblem; least squares; LAPACK; real, nonsymmetric matrix; DGEBAK; LAPACK; balancing; eigenvectors
GAMS: D4c4
F08NNF 21 nagf_lapackeig_zgeev
Computes all eigenvalues and, optionally, left and/or right eigenvectors of a complex nonsymmetric matrix
Keywords: eigenproblem; least squares; LAPACK; complex, nonsymmetric matrix; DGEEV; LAPACK; eigenvalues; eigenvectors
GAMS: D4a4
F08NPF 21 nagf_lapackeig_zgeevx
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
Keywords: eigenproblem; least squares; LAPACK; finance; forward error; complex, nonsymmetric matrix; DGEEV; LAPACK; balancing; condition number, matrix; eigenvalues; eigenvectors
GAMS: D4a4
F08NSF 16 nagf_lapackeig_zgehrd
Performs a unitary reduction of complex general matrix to upper Hessenberg form
Keywords: eigenproblem; least squares; LAPACK; complex, nonsymmetric matrix; LAPACK; ZGEHRD; unitary transformations
GAMS: D4c1b2
F08NTF 16 nagf_lapackeig_zunghr
Generates a unitary transformation matrix from reduction to Hessenberg form determined by F08NSF
Keywords: eigenproblem; least squares; LAPACK; unitary matrix, generation; LAPACK; ZUNGHR; unitary matrix, generation
GAMS: D4c1b2
F08NUF 16 nagf_lapackeig_zunmhr
Applies the unitary transformation matrix from reduction to Hessenberg form determined by F08NSF
Keywords: eigenproblem; least squares; LAPACK; LAPACK; ZUNMHR; unitary transformations
GAMS: D4c4
F08NVF 16 nagf_lapackeig_zgebal
Balances a complex general matrix
Keywords: eigenproblem; least squares; LAPACK; complex, nonsymmetric matrix; LAPACK; ZGEBAL; balancing
GAMS: D4c1a
F08NWF 16 nagf_lapackeig_zgebak
Transforms eigenvectors of complex balanced matrix to those of original matrix supplied to F08NVF
Keywords: eigenproblem; least squares; LAPACK; complex, nonsymmetric matrix; LAPACK; ZGEBAK; balancing
GAMS: D4c4
F08PAF 21 nagf_lapackeig_dgees
Computes for real square nonsymmetric matrix, the eigenvalues, the real Schur form, and, optionally, the matrix of Schur vectors
Keywords: eigenproblem; least squares; LAPACK; real, nonsymmetric matrix; DGEES; LAPACK; Schur form; Schur vectors; eigenvalues
GAMS: D4a2
F08PBF 21 nagf_lapackeig_dgeesx
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
Keywords: eigenproblem; least squares; LAPACK; real, nonsymmetric matrix; DGEES; LAPACK; Schur form; Schur vectors; condition number, matrix; eigenvalues
GAMS: D4a2
F08PEF 16 nagf_lapackeig_dhseqr
Computes the eigenvalues and Schur factorization of real upper Hessenberg matrix reduced from real general matrix
Keywords: eigenproblem; least squares; LAPACK; real, nonsymmetric matrix; DHSEQR; LAPACK; Schur form; eigenvalues
GAMS: D4c2b
F08PKF 16 nagf_lapackeig_dhsein
Computes selected right and/or left eigenvectors of real upper Hessenberg matrix by inverse iteration
Keywords: eigenproblem; least squares; LAPACK; real, Hessenberg matrix; DHSEIN; LAPACK; eigenvectors; inverse iteration
GAMS: D4c3
F08PNF 21 nagf_lapackeig_zgees
Computes for complex square nonsymmetric matrix, the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors
Keywords: eigenproblem; least squares; LAPACK; complex, nonsymmetric matrix; LAPACK; Schur form; Schur vectors; ZGEES; eigenvalues
GAMS: D4a4
F08PPF 21 nagf_lapackeig_zgeesx
Computes for real square nonsymmetric matrix, the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors; also computes a reciprocal condition number for the average of the selected eigenvalues and for the right invariant subspace corresponding to these eigenvalues
Keywords: eigenproblem; least squares; LAPACK; real, nonsymmetric matrix; LAPACK; Schur form; Schur vectors; ZGEESX; condition number, matrix; eigenvalues
GAMS: D4a2
F08PSF 16 nagf_lapackeig_zhseqr
Computes the eigenvalues and Schur factorization of complex upper Hessenberg matrix reduced from complex general matrix
Keywords: eigenproblem; least squares; LAPACK; complex, Hessenberg matrix; LAPACK; Schur form; ZHSEQR; eigenvalues
GAMS: D4c2b
F08PXF 16 nagf_lapackeig_zhsein
Computes selected right and/or left eigenvectors of complex upper Hessenberg matrix by inverse iteration
Keywords: eigenproblem; least squares; LAPACK; complex, Hessenberg matrix; LAPACK; ZHSEIN; eigenvectors; inverse iteration
GAMS: D4c3
F08QFF 16 nagf_lapackeig_dtrexc
Reorders a Schur factorization of real matrix using orthogonal similarity transformation
Keywords: eigenproblem; least squares; LAPACK; real, nonsymmetric matrix; DTREXC; LAPACK; Schur form; orthogonal transformations
GAMS: D4c
F08QGF 16 nagf_lapackeig_dtrsen
Reorders a Schur factorization of real matrix, form orthonormal basis of right invariant subspace for selected eigenvalues, with estimates of sensitivities
Keywords: eigenproblem; least squares; LAPACK; DTREXC; LAPACK; Schur form; condition number, matrix; orthogonal transformations
GAMS: D4c
F08QHF 16 nagf_lapackeig_dtrsyl
Solves the real Sylvester matrix equation A X + X B = C , A and B are upper quasi-triangular or transposes
Keywords: eigenproblem; least squares; LAPACK; real, quasi-triangular matrix; DTRSYL; LAPACK; Sylvester equation
GAMS: D8
F08QKF 16 nagf_lapackeig_dtrevc
Computes left and right eigenvectors of real upper quasi-triangular matrix
Keywords: eigenproblem; least squares; LAPACK; real, quasi-triangular matrix; DTREVC; LAPACK; eigenvectors
GAMS: D4c3
F08QLF 16 nagf_lapackeig_dtrsna
Computes estimates of sensitivities of selected eigenvalues and eigenvectors of real upper quasi-triangular matrix
Keywords: eigenproblem; least squares; LAPACK; real, quasi-triangular matrix; DTRSNA; LAPACK; condition number, matrix; eigenvalues; eigenvectors
GAMS: D4c
F08QTF 16 nagf_lapackeig_ztrexc
Reorders a Schur factorization of complex matrix using unitary similarity transformation
Keywords: eigenproblem; least squares; LAPACK; LAPACK; Schur form; ZTREXC; unitary transformations
GAMS: D4c
F08QUF 16 nagf_lapackeig_ztrsen
Reorders a Schur factorization of complex matrix, form orthonormal basis of right invariant subspace for selected eigenvalues, with estimates of sensitivities
Keywords: eigenproblem; least squares; LAPACK; LAPACK; Schur form; ZTRSEN; condition number, matrix
GAMS: D4c
F08QVF 16 nagf_lapackeig_ztrsyl
Solves the complex Sylvester matrix equation A X + X B = C , A and B are upper triangular or conjugate-transposes
Keywords: eigenproblem; least squares; LAPACK; complex, triangular matrix; LAPACK; Sylvester equation; ZTRSYL
GAMS: D8
F08QXF 16 nagf_lapackeig_ztrevc
Computes left and right eigenvectors of complex upper triangular matrix
Keywords: eigenproblem; least squares; LAPACK; complex, triangular matrix; LAPACK; ZTREVC; eigenvectors
GAMS: D4c3
F08QYF 16 nagf_lapackeig_ztrsna
Computes estimates of sensitivities of selected eigenvalues and eigenvectors of complex upper triangular matrix
Keywords: eigenproblem; least squares; LAPACK; complex, triangular matrix; DTRSNA; LAPACK; condition number, matrix; eigenvalues; eigenvectors
GAMS: D4c
F08RAF 25 nagf_lapackeig_dorcsd
Computes the CS decomposition of an orthogonal matrix partitioned into four real submatrices
Keywords: eigenproblem; least squares; LAPACK; real, orthogonal matrix; DORCSD; GSVD, generalized singular value decomposition; LAPACK; complete CS decomposition
GAMS: D6
F08RNF 25 nagf_lapackeig_zuncsd
Computes the CS decomposition of a unitary matrix partitioned into four complex submatrices
Keywords: eigenproblem; least squares; LAPACK; complex, unitary matrix; ZUNCSD; GSVD, generalized singular value decomposition; LAPACK; complete CS decomposition
GAMS: D6
F08SAF 21 nagf_lapackeig_dsygv
Computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem
Keywords: eigenproblem; least squares; LAPACK; real, positive-definite, symmetric matrix; DSYGV; LAPACK; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem
GAMS: D4b1
F08SBF 21 nagf_lapackeig_dsygvx
Computes selected eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem
Keywords: eigenproblem; least squares; LAPACK; real, positive-definite, symmetric matrix; DSYGVX; LAPACK; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem
GAMS: D4b1
F08SCF 21 nagf_lapackeig_dsygvd
Computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem (divide-and-conquer)
Keywords: eigenproblem; least squares; LAPACK; real, positive-definite, symmetric matrix; DSYGVD; LAPACK; divide-and-conquer method; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem
GAMS: D4b1
F08SEF 16 nagf_lapackeig_dsygst
Performs a reduction to standard form of real symmetric-definite generalized eigenproblem A x = λ B x , A B x = λ x or B A x = λ x , B factorized by F07FDF
Keywords: eigenproblem; least squares; LAPACK; real, positive-definite, symmetric matrix; DSYGST; LAPACK; eigenproblem, generalized; generalized eigenproblem
GAMS: D4c1c
F08SNF 21 nagf_lapackeig_zhegv
Computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem
Keywords: eigenproblem; least squares; LAPACK; complex, Hermitian, positive-definite matrix; LAPACK; ZHEGV; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem
GAMS: D4b3
F08SPF 21 nagf_lapackeig_zhegvx
Computes selected eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem
Keywords: eigenproblem; least squares; LAPACK; complex, Hermitian, positive-definite matrix; LAPACK; ZHEGVX; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem
GAMS: D4b3
F08SQF 21 nagf_lapackeig_zhegvd
Computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem (divide-and-conquer)
Keywords: eigenproblem; least squares; LAPACK; complex, Hermitian, positive-definite matrix; LAPACK; ZHEGVD; divide-and-conquer method; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem
GAMS: D4b3
F08SSF 16 nagf_lapackeig_zhegst
Performs a reduction to standard form of complex Hermitian-definite generalized eigenproblem A x = λ B x , A B x = λ x or B A x = λ x , B factorized by F07FRF
Keywords: eigenproblem; least squares; LAPACK; complex, Hermitian, positive-definite matrix; LAPACK; ZHEGST; eigenproblem, generalized; generalized eigenproblem
GAMS: D4c1c
F08TAF 21 nagf_lapackeig_dspgv
Computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem, packed storage
Keywords: eigenproblem; least squares; LAPACK; real, positive-definite, symmetric matrix; DSPGV; LAPACK; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem
GAMS: D4b1
F08TBF 21 nagf_lapackeig_dspgvx
Computes selected eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem, packed storage
Keywords: eigenproblem; least squares; LAPACK; real, positive-definite, symmetric matrix; DSPGVX; LAPACK; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem
GAMS: D4b1
F08TCF 21 nagf_lapackeig_dspgvd
Computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem, packed storage (divide-and-conquer)
Keywords: eigenproblem; least squares; LAPACK; real, positive-definite, symmetric matrix; DSPGVX; LAPACK; divide-and-conquer method; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem
GAMS: D4b1
F08TEF 16 nagf_lapackeig_dspgst
Performs a reduction to standard form of real symmetric-definite generalized eigenproblem A x = λ B x , A B x = λ x or B A x = λ x , packed storage, B factorized by F07GDF
Keywords: eigenproblem; least squares; LAPACK; real, positive-definite, symmetric matrix; DSPGVX; LAPACK; eigenproblem, generalized; generalized eigenproblem
GAMS: D4c1c
F08TNF 21 nagf_lapackeig_zhpgv
Computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem, packed storage
Keywords: eigenproblem; least squares; LAPACK; complex, Hermitian, positive-definite matrix; LAPACK; ZHPGV; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem
GAMS: D4b3
F08TPF 21 nagf_lapackeig_zhpgvx
Computes selected eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem, packed storage
Keywords: eigenproblem; least squares; LAPACK; complex, Hermitian, positive-definite matrix; LAPACK; ZHPGVX; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem
GAMS: D4b3
F08TQF 21 nagf_lapackeig_zhpgvd
Computes selected eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem, packed storage (divide-and-conquer)
Keywords: eigenproblem; least squares; LAPACK; complex, Hermitian, positive-definite matrix; LAPACK; ZHPGVD; divide-and-conquer method; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem
GAMS: D4b3
F08TSF 16 nagf_lapackeig_zhpgst
Performs a reduction to standard form of complex Hermitian-definite generalized eigenproblem A x = λ B x , A B x = λ x or B A x = λ x , packed storage, B factorized by F07GRF
Keywords: eigenproblem; least squares; LAPACK; complex, Hermitian, positive-definite matrix; LAPACK; ZHPGVD; eigenproblem, generalized; generalized eigenproblem
GAMS: D4c1c
F08UAF 21 nagf_lapackeig_dsbgv
Computes all the eigenvalues, and optionally, the eigenvectors of a real banded generalized symmetric-definite eigenproblem
Keywords: eigenproblem; least squares; LAPACK; real, band, positive-definite, symmetric matrix; DSBGV; LAPACK; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; matrix, band
GAMS: D4b5
F08UBF 21 nagf_lapackeig_dsbgvx
Computes selected eigenvalues, and optionally, the eigenvectors of a real banded generalized symmetric-definite eigenproblem
Keywords: eigenproblem; least squares; LAPACK; real, band, positive-definite, symmetric matrix; DSBGVX; LAPACK; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; matrix, band
GAMS: D4b5
F08UCF 21 nagf_lapackeig_dsbgvd
Computes all the eigenvalues, and optionally, the eigenvectors of a real banded generalized symmetric-definite eigenproblem (divide-and-conquer)
Keywords: eigenproblem; least squares; LAPACK; real, band, positive-definite, symmetric matrix; DSBGVX; LAPACK; divide-and-conquer method; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; matrix, band
GAMS: D4b5
F08UEF 19 nagf_lapackeig_dsbgst
Performs a reduction of real symmetric-definite banded generalized eigenproblem A x = λ B x to standard form C y = λ y , such that C has the same bandwidth as A
Keywords: eigenproblem; least squares; LAPACK; real, band, positive-definite, symmetric matrix; DSBGST; LAPACK; eigenproblem, generalized; generalized eigenproblem; matrix, band
GAMS: D4c1c
F08UFF 19 nagf_lapackeig_dpbstf
Computes a split Cholesky factorization of real symmetric positive definite band matrix A
Keywords: eigenproblem; least squares; LAPACK; real, band, positive-definite, symmetric matrix; Cholesky decomposition; DPBSTF; DSBGST; LAPACK; eigenproblem, generalized; generalized eigenproblem; matrix, band
GAMS: D2b2
F08UNF 21 nagf_lapackeig_zhbgv
Computes all the eigenvalues, and optionally, the eigenvectors of a complex banded generalized Hermitian-definite eigenproblem
Keywords: eigenproblem; least squares; LAPACK; complex, band, Hermitian, positive-definite matrix; LAPACK; ZHBGV; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; matrix, band
GAMS: D4b5
F08UPF 21 nagf_lapackeig_zhbgvx
Computes selected eigenvalues, and optionally, the eigenvectors of a complex banded generalized Hermitian-definite eigenproblem
Keywords: eigenproblem; least squares; LAPACK; complex, band, Hermitian, positive-definite matrix; LAPACK; ZHBGVX; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; matrix, band
GAMS: D4b5
F08UQF 21 nagf_lapackeig_zhbgvd
Computes all the eigenvalues, and optionally, the eigenvectors of a complex banded generalized Hermitian-definite eigenproblem (divide-and-conquer)
Keywords: eigenproblem; least squares; LAPACK; complex, band, Hermitian, positive-definite matrix; LAPACK; ZHBGVD; divide-and-conquer method; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; matrix, band
GAMS: D4b5
F08USF 19 nagf_lapackeig_zhbgst
Performs a reduction of complex Hermitian-definite banded generalized eigenproblem A x = λ B x to standard form C y = λ y , such that C has the same bandwidth as A
Keywords: eigenproblem; least squares; LAPACK; complex, band, Hermitian, positive-definite matrix; LAPACK; ZHBGST; eigenproblem, generalized; generalized eigenproblem; matrix, band
GAMS: D4c1c
F08UTF 19 nagf_lapackeig_zpbstf
Computes a split Cholesky factorization of complex Hermitian positive definite band matrix A
Keywords: eigenproblem; least squares; LAPACK; complex, band, Hermitian, positive-definite matrix; LAPACK; Split Cholesky factorization; ZPBSTF; eigenproblem, generalized; generalized eigenproblem; matrix, band
GAMS: D2b2
F08VAF 21 nagf_lapackeig_dggsvd
Computes the generalized singular value decomposition of a real matrix pair
Keywords: eigenproblem; least squares; LAPACK; real, nonsymmetric matrix; DGGSVD; GSVD, generalized singular value decomposition; LAPACK; SVD, generalized
GAMS: D6
F08VCF 26 nagf_lapackeig_dggsvd3
Computes, using BLAS-3, the generalized singular value decomposition of a real matrix pair
Keywords: eigenproblem; least squares; LAPACK; real, nonsymmetric matrix; DGGSVD3; GSVD, generalized singular value decomposition; LAPACK; SVD, generalized
GAMS: D6
F08VEF 22 nagf_lapackeig_dggsvp
Produces orthogonal matrices that simultaneously reduce the m by n matrix A and the p by n matrix B to upper triangular form
Keywords: eigenproblem; least squares; LAPACK; real, m by n matrix; DGGSVP; GSVD, generalized singular value decomposition; LAPACK; SVD, generalized; orthogonal transformations
GAMS: D6
F08VGF 26 nagf_lapackeig_dggsvp3
Produces orthogonal matrices, using BLAS-3, that simultaneously reduce the m by n matrix A and the p by n matrix B to upper triangular form
Keywords: eigenproblem; least squares; LAPACK; real, m by n matrix; DGGSVP3; GSVD, generalized singular value decomposition; LAPACK; SVD, generalized; orthogonal transformations
GAMS: D6
F08VNF 21 nagf_lapackeig_zggsvd
Computes the generalized singular value decomposition of a complex matrix pair
Keywords: eigenproblem; least squares; LAPACK; complex, nonsymmetric matrix; GSVD, generalized singular value decomposition; LAPACK; SVD, generalized; ZGGSVD
GAMS: D6
F08VQF 26 nagf_lapackeig_zggsvd3
Computes, using BLAS-3, the generalized singular value decomposition of a complex matrix pair
Keywords: eigenproblem; least squares; LAPACK; complex, nonsymmetric matrix; GSVD, generalized singular value decomposition; LAPACK; SVD, generalized; ZGGSVD3
GAMS: D6
F08VSF 22 nagf_lapackeig_zggsvp
Produces unitary matrices that simultaneously reduce the complex, m by n , matrix A and the complex, p by n , matrix B to upper triangular form
Keywords: eigenproblem; least squares; LAPACK; complex, m by n matrix; GSVD, generalized singular value decomposition; LAPACK; SVD, generalized; ZGGSVP; orthogonal transformations
GAMS: D6
F08VUF 26 nagf_lapackeig_zggsvp3
Produces unitary matrices, using BLAS-3, that simultaneously reduce the complex, m by n , matrix A and the complex, p by n , matrix B to upper triangular form
Keywords: eigenproblem; least squares; LAPACK; complex, m by n matrix; GSVD, generalized singular value decomposition; LAPACK; SVD, generalized; ZGGSVP3; orthogonal transformations
GAMS: D6
F08WAF 21 nagf_lapackeig_dggev
Computes, for a real nonsymmetric matrix pair, the generalized eigenvalues, and optionally, the left and/or right generalized eigenvectors
Keywords: eigenproblem; least squares; LAPACK; real, nonsymmetric matrix; DGGEV; LAPACK; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem
GAMS: D4b2
F08WBF 21 nagf_lapackeig_dggevx
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
Keywords: eigenproblem; least squares; LAPACK; finance; forward error; real, nonsymmetric matrix; DGGEVX; LAPACK; balancing; condition number, matrix; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem
GAMS: D4b2
F08WCF 26 nagf_lapackeig_dggev3
Computes, for a real nonsymmetric matrix pair, using BLAS-3, the generalized eigenvalues, and optionally, the left and/or right generalized eigenvectors
Keywords: eigenproblem; least squares; LAPACK; real, nonsymmetric matrix; DGGEV; LAPACK; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem
GAMS: D4b2
F08WEF 20 nagf_lapackeig_dgghrd
Performs an orthogonal reduction of a pair of real general matrices to generalized upper Hessenberg form
Keywords: eigenproblem; least squares; LAPACK; real, nonsymmetric matrix; DGGHRD; LAPACK; eigenproblem, generalized; generalized eigenproblem; orthogonal transformations
GAMS: D4b2
F08WFF 26 nagf_lapackeig_dgghd3
Performs, using BLAS-3, an orthogonal reduction of a pair of real general matrices to generalized upper Hessenberg form
Keywords: eigenproblem; least squares; LAPACK; real, nonsymmetric matrix; DGGHD3; LAPACK; eigenproblem, generalized; generalized eigenproblem; orthogonal transformations
GAMS: D4b2
F08WHF 20 nagf_lapackeig_dggbal
Balances a pair of real, square, matrices
Keywords: eigenproblem; least squares; LAPACK; DGGHRD; LAPACK; balancing; eigenproblem, generalized; generalized eigenproblem
GAMS: D4b2
F08WJF 20 nagf_lapackeig_dggbak
Transforms eigenvectors of a pair of real balanced matrices to those of original matrix pair supplied to F08WHF
Keywords: eigenproblem; least squares; LAPACK; DGGBAK; LAPACK; balancing; eigenproblem, generalized; eigenvectors; generalized eigenproblem
GAMS: D4b2
F08WNF 21 nagf_lapackeig_zggev
Computes, for a complex nonsymmetric matrix pair, the generalized eigenvalues, and optionally, the left and/or right generalized eigenvectors
Keywords: eigenproblem; least squares; LAPACK; complex, nonsymmetric matrix; LAPACK; ZGGEV; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem
GAMS: D4b4
F08WPF 21 nagf_lapackeig_zggevx
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
Keywords: eigenproblem; least squares; LAPACK; finance; forward error; complex, nonsymmetric matrix; LAPACK; ZGGEVX; balancing; condition number, matrix; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem
GAMS: D4b4
F08WQF 26 nagf_lapackeig_zggev3
Computes, for a complex nonsymmetric matrix pair, using BLAS-3, the generalized eigenvalues, and optionally, the left and/or right generalized eigenvectors
Keywords: eigenproblem; least squares; LAPACK; complex, nonsymmetric matrix; LAPACK; ZGGEV3; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem
GAMS: D4b4
F08WSF 20 nagf_lapackeig_zgghrd
Performs a unitary reduction of a pair of complex general matrices to generalized upper Hessenberg form
Keywords: eigenproblem; least squares; LAPACK; complex, nonsymmetric matrix; LAPACK; ZGGHRD; unitary transformations
GAMS: D4b4
F08WTF 26 nagf_lapackeig_zgghd3
Performs, using BLAS-3, a unitary reduction of a pair of complex general matrices to generalized upper Hessenberg form
Keywords: eigenproblem; least squares; LAPACK; complex, nonsymmetric matrix; LAPACK; ZGGHD3; unitary transformations
GAMS: D4b4
F08WVF 20 nagf_lapackeig_zggbal
Balances a pair of complex, square, matrices
Keywords: eigenproblem; least squares; LAPACK; complex, nonsymmetric matrix; LAPACK; ZGGBAL; balancing
GAMS: D4b4
F08WWF 20 nagf_lapackeig_zggbak
Transforms eigenvectors of a pair of complex balanced matrices to those of original matrix pair supplied to F08WVF
Keywords: eigenproblem; least squares; LAPACK; complex, nonsymmetric matrix; LAPACK; ZGGBAL; balancing; eigenvectors
GAMS: D4b4
F08XAF 21 nagf_lapackeig_dgges
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
Keywords: eigenproblem; least squares; LAPACK; real, nonsymmetric matrix; DGGES; LAPACK; Schur form, generalized; Schur vectors; eigenvalues; generalized Schur form
GAMS: D4b2
F08XBF 21 nagf_lapackeig_dggesx
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
Keywords: eigenproblem; least squares; LAPACK; real, nonsymmetric matrix; DGGESX; LAPACK; Schur form, generalized; Schur vectors; condition number, matrix; eigenvalues; generalized Schur form
GAMS: D4b2
F08XCF 26 nagf_lapackeig_dgges3
Computes, for a real nonsymmetric matrix pair, using BLAS-3, the generalized eigenvalues, the generalized real Schur form and, optionally, the left and/or right matrices of Schur vectors
Keywords: eigenproblem; least squares; LAPACK; real, nonsymmetric matrix; DGGES3; LAPACK; Schur form, generalized; Schur vectors; eigenvalues; generalized Schur form
GAMS: D4b2
F08XEF 20 nagf_lapackeig_dhgeqz
Computes eigenvalues and generalized Schur factorization of real generalized upper Hessenberg form reduced from a pair of real general matrices
Keywords: eigenproblem; least squares; LAPACK; real, Hessenberg matrix; DHGEQZ; LAPACK; eigenvalues; generalized Schur form
GAMS: D4b2
F08XNF 21 nagf_lapackeig_zgges
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
Keywords: eigenproblem; least squares; LAPACK; complex, nonsymmetric matrix; LAPACK; Schur vectors; ZGGES; eigenproblem, generalized; eigenvalues; generalized Schur form; generalized eigenproblem
GAMS: D4b4
F08XPF 21 nagf_lapackeig_zggesx
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
Keywords: eigenproblem; least squares; LAPACK; complex, nonsymmetric matrix; LAPACK; Schur vectors; ZGGES; condition number, matrix; eigenproblem, generalized; eigenvalues; generalized Schur form; generalized eigenproblem
GAMS: D4b4
F08XQF 26 nagf_lapackeig_zgges3
Computes, for a complex nonsymmetric matrix pair, using BLAS-3, the generalized eigenvalues, the generalized complex Schur form and, optionally, the left and/or right matrices of Schur vectors
Keywords: eigenproblem; least squares; LAPACK; complex, nonsymmetric matrix; LAPACK; Schur vectors; ZGGES3; eigenproblem, generalized; eigenvalues; generalized Schur form; generalized eigenproblem
GAMS: D4b4
F08XSF 20 nagf_lapackeig_zhgeqz
Eigenvalues and generalized Schur factorization of complex generalized upper Hessenberg form reduced from a pair of complex, square, matrices
Keywords: eigenproblem; least squares; LAPACK; complex, Hermitian, indefinite matrix; LAPACK; QZ algorithm; ZHGEQZ; eigenproblem, generalized; eigenvalues; generalized Schur form; generalized eigenproblem
GAMS: D4b4
F08YEF 22 nagf_lapackeig_dtgsja
Computes the generalized singular value decomposition of a real upper triangular (or trapezoidal) matrix pair
Keywords: eigenproblem; least squares; LAPACK; real, trapezoidal matrix; real, triangular matrix; DTGSJA; GSVD, generalized singular value decomposition; LAPACK; SVD, generalized
GAMS: D6
F08YFF 22 nagf_lapackeig_dtgexc
Reorders the generalized real Schur decomposition of a real matrix pair using an orthogonal equivalence transformation
Keywords: eigenproblem; least squares; LAPACK; DTGEXC; LAPACK; generalized Schur form; orthogonal transformations
GAMS: D4c
F08YGF 22 nagf_lapackeig_dtgsen
Reorders 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 eigenspaces
Keywords: eigenproblem; least squares; LAPACK; real, nonsymmetric matrix; DTGSEN; LAPACK; condition number, matrix; eigenvalues; generalized Schur form; orthogonal transformations
GAMS: D4b; D4c
F08YHF 22 nagf_lapackeig_dtgsyl
Solves the real-valued, generalized, quasi-trangular, Sylvester equation
Keywords: eigenproblem; least squares; LAPACK; real, quasi-triangular matrix; DTGSYL; LAPACK; Sylvester equation
GAMS: D8
F08YKF 20 nagf_lapackeig_dtgevc
Computes right and left generalized eigenvectors of the matrix pair A , B which is assumed to be in generalized upper Schur form
Keywords: eigenproblem; least squares; LAPACK; DTGEVC; LAPACK; eigenvectors; generalized Schur form
GAMS: D4b2
F08YLF 22 nagf_lapackeig_dtgsna
Estimates reciprocal condition numbers for specified eigenvalues and/or eigenvectors of a real matrix pair in generalized real Schur canonical form
Keywords: eigenproblem; least squares; LAPACK; real, nonsymmetric matrix; DTGSNA; LAPACK; condition number, matrix; generalized Schur form
GAMS: D4c
F08YSF 22 nagf_lapackeig_ztgsja
Computes the generalized singular value decomposition of a complex upper triangular (or trapezoidal) matrix pair
Keywords: eigenproblem; least squares; LAPACK; complex, trapezoidal matrix; complex, triangular matrix; GSVD, generalized singular value decomposition; LAPACK; ZTGSJA
GAMS: D6
F08YTF 22 nagf_lapackeig_ztgexc
Reorders the generalized Schur decomposition of a complex matrix pair using an unitary equivalence transformation
Keywords: eigenproblem; least squares; LAPACK; complex, nonsymmetric matrix; LAPACK; ZTGEXC; generalized Schur form; unitary transformations
GAMS: D4c
F08YUF 22 nagf_lapackeig_ztgsen
Reorders 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 eigenspaces
Keywords: eigenproblem; least squares; LAPACK; complex, nonsymmetric matrix; LAPACK; ZTGEXC; condition number, matrix; eigenvalues; generalized Schur form; unitary transformations
GAMS: D4b; D4c
F08YVF 22 nagf_lapackeig_ztgsyl
Solves the complex generalized Sylvester equation
Keywords: eigenproblem; least squares; LAPACK; complex, triangular matrix; LAPACK; Sylvester equation; ZTGSYL
GAMS: D8
F08YXF 20 nagf_lapackeig_ztgevc
Computes left and right eigenvectors of a pair of complex upper triangular matrices
Keywords: eigenproblem; least squares; LAPACK; complex, triangular matrix; LAPACK; ZTGEVC; eigenvectors; generalized Schur form
GAMS: D4b4
F08YYF 22 nagf_lapackeig_ztgsna
Estimates reciprocal condition numbers for specified eigenvalues and/or eigenvectors of a complex matrix pair in generalized Schur canonical form
Keywords: eigenproblem; least squares; LAPACK; complex, nonsymmetric matrix; LAPACK; ZTGSNA; condition number, matrix; generalized Schur form
GAMS: D4c
F08ZAF 21 nagf_lapackeig_dgglse
Solves the real linear equality-constrained least squares (LSE) problem
Keywords: eigenproblem; least squares; LAPACK; real, m by n matrix; DGGLSE; LAPACK; RQ factorizations; linear least squares
GAMS: D9b1
F08ZBF 21 nagf_lapackeig_dggglm
Solves a real general Gauss–Markov linear model (GLM) problem
Keywords: eigenproblem; least squares; LAPACK; real, m by n matrix; DGGGLM; Gauss–Markov linear model; LAPACK; QR factorization
GAMS: D9b1
F08ZEF 22 nagf_lapackeig_dggqrf
Computes a generalized Q R factorization of a real matrix pair
Keywords: eigenproblem; least squares; LAPACK; real, m by n matrix; DGGQRF; LAPACK; QR factorization
GAMS: D5
F08ZFF 22 nagf_lapackeig_dggrqf
Computes a generalized R Q factorization of a real matrix pair
Keywords: eigenproblem; least squares; LAPACK; real, m by n matrix; DGGRQF; LAPACK; RQ factorizations
GAMS: D5
F08ZNF 21 nagf_lapackeig_zgglse
Solves the complex linear equality-constrained least squares (LSE) problem
Keywords: eigenproblem; least squares; LAPACK; complex, m by n matrix; LAPACK; RQ factorizations; ZGGLSE; linear least squares
GAMS: D9b1
F08ZPF 21 nagf_lapackeig_zggglm
Solves a complex general Gauss–Markov linear model (GLM) problem
Keywords: eigenproblem; least squares; LAPACK; complex, m by n matrix; Gauss–Markov linear model; LAPACK; ZGGGLM
GAMS: D9b1
F08ZSF 22 nagf_lapackeig_zggqrf
Computes a generalized Q R factorization of a complex matrix pair
Keywords: eigenproblem; least squares; LAPACK; complex, m by n matrix; LAPACK; QR factorization; ZGGQRF
GAMS: D5
F08ZTF 22 nagf_lapackeig_zggrqf
Computes a generalized R Q factorization of a complex matrix pair
Keywords: eigenproblem; least squares; LAPACK; complex, m by n matrix; LAPACK; RQ factorizations; ZGGRQF
GAMS: D5
F11BDF 19 nagf_sparse_real_gen_basic_setup
Real sparse nonsymmetric linear systems, setup for F11BEF
Keywords: large scale linear systems; data analytics; big data; real, sparse matrix; linear equations, iterative method, setup
GAMS: D2a4
F11BEF 19 nagf_sparse_real_gen_basic_solver
Real sparse nonsymmetric linear systems, preconditioned RGMRES, CGS, Bi-CGSTAB or TFQMR method
Keywords: large scale linear systems; data analytics; big data; real, sparse matrix; Bi-CGSTAB; CGS, conjugate gradient method; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; iterative methods, linear equations; linear equations, iterative method
GAMS: D2a4
F11BFF 19 nagf_sparse_real_gen_basic_diag
Real sparse nonsymmetric linear systems, diagnostic for F11BEF
Keywords: large scale linear systems; data analytics; big data; real, sparse matrix; linear equations, iterative method, diagnostic
GAMS: D2a4
F11BRF 19 nagf_sparse_complex_gen_basic_setup
Complex sparse non-Hermitian linear systems, setup for F11BSF
Keywords: large scale linear systems; data analytics; big data; complex, sparse matrix; linear equations, iterative method, setup
GAMS: D2a4; D2c4
F11BSF 19 nagf_sparse_complex_gen_basic_solver
Complex sparse non-Hermitian linear systems, preconditioned RGMRES, CGS, Bi-CGSTAB or TFQMR method
Keywords: large scale linear systems; data analytics; big data; complex, sparse matrix; Bi-CGSTAB; CGS, conjugate gradient method; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; iterative methods, linear equations; linear equations, iterative method
GAMS: D2a4; D2c4
F11BTF 19 nagf_sparse_complex_gen_basic_diag
Complex sparse non-Hermitian linear systems, diagnostic for F11BSF
Keywords: large scale linear systems; data analytics; big data; complex, sparse matrix; linear equations, iterative method, diagnostic
GAMS: D2a4; D2c4
F11DAF 18 nagf_sparse_real_gen_precon_ilu
Real sparse nonsymmetric linear systems, incomplete L U factorization
Keywords: large scale linear systems; data analytics; big data; real, sparse matrix; incomplete L U factorization; iterative methods, linear equations; linear equations, pre-conditioners
GAMS: D2a4
F11DBF 18 nagf_sparse_real_gen_precon_ilu_solve
Solution of linear system involving incomplete L U preconditioning matrix generated by F11DAF
Keywords: large scale linear systems; data analytics; big data; real, sparse matrix; incomplete L U factorization; iterative methods, linear equations; linear equations, iterative method
GAMS: D2a4
F11DCF 18 nagf_sparse_real_gen_solve_ilu
Solution of real sparse nonsymmetric linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, preconditioner computed by F11DAF
Keywords: large scale linear systems; data analytics; big data; real, sparse matrix; Bi-CGSTAB; CGS, conjugate gradient method; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; incomplete L U factorization; iterative methods, linear equations; linear equations, iterative method
GAMS: D2a4
F11DDF 18 nagf_sparse_real_gen_precon_ssor_solve
Solution of linear system involving preconditioning matrix generated by applying SSOR to real sparse nonsymmetric matrix
Keywords: large scale linear systems; data analytics; big data; real, sparse matrix; SSOR method, successive over-relaxation; linear equations, pre-conditioners
GAMS: D2a4
F11DEF 18 nagf_sparse_real_gen_solve_jacssor
Solution of real sparse nonsymmetric linear system, RGMRES, CGS, Bi-CGSTAB, or TFQMR method, Jacobi or SSOR preconditioner (Black Box)
Keywords: large scale linear systems; data analytics; big data; real, sparse matrix; Bi-CGSTAB; CGS, conjugate gradient method; Jacobi preconditioning; RGMRES, restarted generalized minimum residual method; SSOR method, symmetric successive over-relaxation; TFQMR, transpose-free quasi-minimal residual method; iterative methods, linear equations; linear equations, iterative method
GAMS: D2a4
F11DFF 24 nagf_sparse_real_gen_precon_bdilu
Real sparse nonsymmetric linear system, incomplete L U factorization of local or overlapping diagonal blocks
Keywords: large scale linear systems; data analytics; big data; real, sparse matrix; additive Schwarz preconditioner; incomplete L U factorization; linear equations, pre-conditioners
GAMS: D2a4; D2e
F11DGF 24 nagf_sparse_real_gen_solve_bdilu
Solution of real sparse nonsymmetric linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, incomplete L U block diagonal preconditioner computed by F11DFF
Keywords: large scale linear systems; data analytics; big data; real, sparse matrix; Bi-CGSTAB; CGS, conjugate gradient method; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; additive Schwarz preconditioner; incomplete L U factorization; iterative methods, linear equations; linear equations, iterative method
GAMS: D2e; D2a4
F11DKF 20 nagf_sparse_real_gen_precon_jacobi
Real, sparse, symmetric or nonsymmetric, linear systems, line Jacobi preconditioner
Keywords: large scale linear systems; data analytics; big data; real, sparse matrix; real, sparse, symmetric matrix; Jacobi preconditioning; linear equations, pre-conditioners
GAMS: D1b4; D2b4; D2e; D2a4
F11DNF 19 nagf_sparse_complex_gen_precon_ilu
Complex sparse non-Hermitian linear systems, incomplete L U factorization
Keywords: large scale linear systems; data analytics; big data; complex, sparse matrix; incomplete L U factorization; linear equations, pre-conditioners
GAMS: D2c4
F11DPF 19 nagf_sparse_complex_gen_precon_ilu_solve
Solution of complex linear system involving incomplete L U preconditioning matrix generated by F11DNF
Keywords: large scale linear systems; data analytics; big data; complex, sparse matrix; incomplete L U factorization; iterative methods, linear equations; linear equations, iterative method
GAMS: D2c4
F11DQF 19 nagf_sparse_complex_gen_solve_ilu
Solution of complex sparse non-Hermitian linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, preconditioner computed by F11DNF (Black Box)
Keywords: large scale linear systems; data analytics; big data; complex, sparse matrix; Bi-CGSTAB; CGS, conjugate gradient method; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; incomplete L U factorization; iterative methods, linear equations; linear equations, iterative method
GAMS: D2c4
F11DRF 19 nagf_sparse_complex_gen_precon_ssor_solve
Solution of linear system involving preconditioning matrix generated by applying SSOR to complex sparse non-Hermitian matrix
Keywords: large scale linear systems; data analytics; big data; complex, sparse matrix; SSOR method, symmetric successive over-relaxation; linear equations, pre-conditioners
GAMS: D2c4
F11DSF 19 nagf_sparse_complex_gen_solve_jacssor
Solution of complex sparse non-Hermitian linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, Jacobi or SSOR preconditioner Black Box
Keywords: large scale linear systems; data analytics; big data; complex, sparse matrix; Bi-CGSTAB; CGS, conjugate gradient method; Jacobi preconditioning; RGMRES, restarted generalized minimum residual method; SSOR method, symmetric successive over-relaxation; TFQMR, transpose-free quasi-minimal residual method; iterative methods, linear equations; linear equations, iterative method
GAMS: D2c4
F11DTF 24 nagf_sparse_complex_gen_precon_bdilu
Complex, sparse, non-Hermitian linear system, incomplete L U factorization of local or overlapping diagonal blocks
Keywords: large scale linear systems; data analytics; big data; complex, sparse matrix; additive Schwarz preconditioner; incomplete L U factorization; linear equations, pre-conditioners
GAMS: D2c4
F11DUF 24 nagf_sparse_complex_gen_solve_bdilu
Solution of complex, sparse, non-Hermitian linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, incomplete L U block diagonal preconditioner computed by F11DTF
Keywords: large scale linear systems; data analytics; big data; complex, sparse matrix; Bi-CGSTAB; CGS, conjugate gradient method; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; additive Schwarz preconditioner; incomplete L U factorization; iterative methods, linear equations; linear equations, iterative method
GAMS: D2c4
F11DXF 20 nagf_sparse_complex_gen_precon_jacobi
Complex, sparse, Hermitian or non-Hermitian, linear systems, line Jacobi preconditioner
Keywords: large scale linear systems; data analytics; big data; complex, sparse matrix; Jacobi preconditioning; linear equations, pre-conditioners
GAMS: D2b4; D2e; D2c4
F11GDF 20 nagf_sparse_real_symm_basic_setup
Real sparse symmetric linear systems, setup for F11GEF
Keywords: large scale linear systems; data analytics; big data; real, sparse, symmetric matrix; linear equations, iterative method, setup
GAMS: D2b4
F11GEF 20 nagf_sparse_real_symm_basic_solver
Real sparse symmetric linear systems, preconditioned conjugate gradient or Lanczos method or the MINRES algorithm
Keywords: large scale linear systems; data analytics; big data; real, sparse, symmetric matrix; CGS, conjugate gradient method; Lanczos method, linear equations; MINRES, iterative linear equation solver; iterative methods, linear equations; linear equations, iterative method
GAMS: D2b4
F11GFF 20 nagf_sparse_real_symm_basic_diag
Real sparse symmetric linear systems, diagnostic for F11GEF
Keywords: large scale linear systems; data analytics; big data; real, sparse, symmetric matrix; linear equations, iterative method, diagnostic
GAMS: D2b4
F11GRF 20 nagf_sparse_complex_herm_basic_setup
Complex sparse Hermitian linear systems, setup for F11GSF
Keywords: large scale linear systems; data analytics; big data; complex, Hermitian, sparse matrix; linear equations, iterative method, setup
GAMS: D2b4
F11GSF 20 nagf_sparse_complex_herm_basic_solver
Complex sparse Hermitian linear systems, preconditioned conjugate gradient or Lanczos
Keywords: large scale linear systems; data analytics; big data; complex, Hermitian, sparse matrix; CGS, conjugate gradient method; Lanczos method, linear equations; iterative methods, linear equations; linear equations, iterative method
GAMS: D2b4
F11GTF 20 nagf_sparse_complex_herm_basic_diag
Complex sparse Hermitian linear systems, diagnostic for F11GSF
Keywords: large scale linear systems; data analytics; big data; complex, Hermitian, sparse matrix; linear equations, iterative method, diagnostic
GAMS: D2b4
F11JAF 17 nagf_sparse_real_symm_precon_ichol
Real sparse symmetric matrix, incomplete Cholesky factorization
Keywords: large scale linear systems; data analytics; big data; real, sparse, symmetric matrix; incomplete Cholesky factorization; linear equations, pre-conditioners
GAMS: D2b4
F11JBF 17 nagf_sparse_real_symm_precon_ichol_solve
Solution of linear system involving incomplete Cholesky preconditioning matrix generated by F11JAF
Keywords: large scale linear systems; data analytics; big data; real, sparse, symmetric matrix; incomplete Cholesky factorization; iterative methods, linear equations; linear equations, iterative method
GAMS: D2b4
F11JCF 17 nagf_sparse_real_symm_solve_ichol
Solution of real sparse symmetric linear system, conjugate gradient/Lanczos method, preconditioner computed by F11JAF (Black Box)
Keywords: large scale linear systems; data analytics; big data; real, sparse, symmetric matrix; CGS, conjugate gradient method; Lanczos method, linear equations; incomplete Cholesky factorization; iterative methods, linear equations; linear equations, iterative method
GAMS: D2b4
F11JDF 17 nagf_sparse_real_symm_precon_ssor_solve
Solution of linear system involving preconditioning matrix generated by applying SSOR to real sparse symmetric matrix
Keywords: large scale linear systems; data analytics; big data; real, sparse, symmetric matrix; SSOR method, symmetric successive over-relaxation; linear equations, pre-conditioners
GAMS: D2b4
F11JEF 17 nagf_sparse_real_symm_solve_jacssor
Solution of real sparse symmetric linear system, conjugate gradient/Lanczos method, Jacobi or SSOR preconditioner (Black Box)
Keywords: large scale linear systems; data analytics; big data; real, sparse, symmetric matrix; CGS, conjugate gradient method; Jacobi preconditioning; Lanczos method, linear equations; SSOR method, symmetric successive over-relaxation; iterative methods, linear equations; linear equations, iterative method
GAMS: D2b4
F11JNF 19 nagf_sparse_complex_herm_precon_ilu
Complex sparse Hermitian matrix, incomplete Cholesky factorization
Keywords: large scale linear systems; data analytics; big data; complex, Hermitian, sparse matrix; incomplete Cholesky factorization
GAMS: D2d4
F11JPF 19 nagf_sparse_complex_herm_precon_ilu_solve
Solution of complex linear system involving incomplete Cholesky preconditioning matrix generated by F11JNF
Keywords: large scale linear systems; data analytics; big data; complex, Hermitian, sparse matrix; incomplete Cholesky factorization; linear equations, pre-conditioners
GAMS: D2d4
F11JQF 19 nagf_sparse_complex_herm_solve_ilu
Solution of complex sparse Hermitian linear system, conjugate gradient/Lanczos method, preconditioner computed by F11JNF (Black Box)
Keywords: large scale linear systems; data analytics; big data; complex, Hermitian, sparse matrix; Lanczos method, linear equations; conjugate gradient method; iterative methods, linear equations; linear equations, iterative method; sparse linear equations
GAMS: D2d4
F11JRF 19 nagf_sparse_complex_herm_precon_ssor_solve
Solution of linear system involving preconditioning matrix generated by applying SSOR to complex sparse Hermitian matrix
Keywords: large scale linear systems; data analytics; big data; complex, Hermitian, sparse matrix; SSOR method, symmetric successive over-relaxation; iterative methods, linear equations; linear equations, iterative method; sparse linear equations
GAMS: D2d4
F11JSF 19 nagf_sparse_complex_herm_solve_jacssor
Solution of complex sparse Hermitian linear system, conjugate gradient/Lanczos method, Jacobi or SSOR preconditioner (Black Box)
Keywords: large scale linear systems; data analytics; big data; complex, Hermitian, sparse matrix; Jacobi method; Lanczos method, linear equations; SSOR method, symmetric successive over-relaxation; conjugate gradient method; iterative methods, linear equations; linear equations, iterative method; sparse linear equations
GAMS: D2d4
F11MDF 21 nagf_sparse_direct_real_gen_setup
Real sparse nonsymmetric linear systems, setup for F11MEF
Keywords: large scale linear systems; data analytics; big data; real, sparse matrix; linear equations, direct method, setup
GAMS: D2a4
F11MEF 21 nagf_sparse_direct_real_gen_lu
L U factorization of real sparse matrix
Keywords: large scale linear systems; data analytics; big data; real, sparse matrix; LU decomposition; discretised system; sparse linear system
GAMS: D2a4
F11MFF 21 nagf_sparse_direct_real_gen_solve
Solution of real sparse simultaneous linear equations (coefficient matrix already factorized)
Keywords: large scale linear systems; data analytics; big data; real, sparse matrix; linear equations; discretised system; sparse linear system
GAMS: D2a4
F11MGF 21 nagf_sparse_direct_real_gen_cond
Estimate condition number of real matrix, matrix already factorized by F11MEF
Keywords: large scale linear systems; data analytics; big data; real, sparse matrix; condition number, matrix
GAMS: D2a4
F11MHF 21 nagf_sparse_direct_real_gen_refine
Refined solution with error bounds of real system of linear equations, multiple right-hand sides
Keywords: large scale linear systems; data analytics; big data; backward error; forward error; real, sparse matrix; linear equations
GAMS: D2a4
F11MKF 21 nagf_sparse_direct_real_gen_matmul
Real sparse nonsymmetric matrix-matrix multiply, compressed column storage
Keywords: large scale linear systems; data analytics; big data; real, sparse matrix; multiply, matrix
GAMS: D2e
F11MLF 21 nagf_sparse_direct_real_gen_norm
1 -norm, -norm, largest absolute element, real, square, sparse matrix
Keywords: large scale linear systems; data analytics; big data; norm, matrix; real, sparse matrix; 1-norm; absolute value; infinity-norm
GAMS: D1b2
F11MMF 21 nagf_sparse_direct_real_gen_diag
Real sparse nonsymmetric linear systems, diagnostic for F11MEF
Keywords: large scale linear systems; data analytics; big data; real, sparse matrix; linear equations
GAMS: D2a4
F11XAF 18 nagf_sparse_real_gen_matvec
Real, sparse, nonsymmetric matrix-vector multiply
Keywords: large scale linear systems; data analytics; big data; real, sparse matrix; multiply, matrix
GAMS: D1b4; D2e; D2e
F11XEF 17 nagf_sparse_real_symm_matvec
Real sparse symmetric matrix-vector multiply
Keywords: large scale linear systems; data analytics; big data; real, sparse, symmetric matrix; multiply, matrix
GAMS: D1b4; D2e
F11XNF 19 nagf_sparse_complex_gen_matvec
Complex sparse non-Hermitian matrix-vector multiply
Keywords: large scale linear systems; data analytics; big data; complex, sparse matrix; multiply, matrix
GAMS: D1b4; D2e
F11XSF 19 nagf_sparse_complex_herm_matvec
Complex sparse Hermitian matrix-vector multiply
Keywords: large scale linear systems; data analytics; big data; complex, Hermitian, sparse matrix; multiply, matrix
GAMS: D1b4; D2e
F11YEF 25 nagf_sparse_sym_rcm
Reverse Cuthill–McKee reordering of a sparse symmetric matrix in CCS format
Keywords: large scale linear systems; data analytics; big data; permutation; sparse; sparse matrix; real, symmetric matrix; complex, symmetric matrix
GAMS: D2e; N8
F11ZAF 18 nagf_sparse_real_gen_sort
Real sparse nonsymmetric matrix reorder routine
Keywords: large scale linear systems; data analytics; big data; real, sparse matrix; matrix, reorder
GAMS: D1b9; D2e; D1b1; N4
F11ZBF 17 nagf_sparse_real_symm_sort
Real sparse symmetric matrix reorder routine
Keywords: large scale linear systems; data analytics; big data; real, sparse, symmetric matrix; matrix, reorder
GAMS: D1b9; D2e; D1b1; N4
F11ZNF 19 nagf_sparse_complex_gen_sort
Complex sparse non-Hermitian matrix reorder routine
Keywords: large scale linear systems; data analytics; big data; complex, sparse matrix; matrix, reorder
GAMS: D1b9; D2e
F11ZPF 19 nagf_sparse_complex_herm_sort
Complex sparse Hermitian matrix reorder routine
Keywords: large scale linear systems; data analytics; big data; complex, Hermitian, sparse matrix; matrix, reorder
GAMS: D1b9; D2e; D1b1; N4
F12AAF 21 nagf_sparseig_real_init
Initialization routine for (F12ABF) computing selected eigenvalues and, optionally, eigenvectors of a real nonsymmetric sparse (standard or generalized) eigenproblem
Keywords: large scale eigenproblems; data analytics; big data; real, sparse matrix; eigenproblem; eigenproblem, initialization
GAMS: D4c1b3
F12ABF 21 nagf_sparseig_real_iter
Selected eigenvalues and, optionally, eigenvectors of a real nonsymmetric sparse eigenproblem, reverse communication
Keywords: large scale eigenproblems; data analytics; big data; real, sparse matrix; eigenproblem; eigenvalues; eigenvectors; sparse eigenproblem
GAMS: D4a7
F12ACF 21 nagf_sparseig_real_proc
Selected eigenvalues and, optionally, eigenvectors of a real nonsymmetric sparse eigenproblem, postprocessing for F12ABF
Keywords: large scale eigenproblems; data analytics; big data; real, sparse matrix; eigenproblem; eigenvalues; eigenvectors; sparse eigenproblem
GAMS: D4a7
F12ADF 21 nagf_sparseig_real_option
Set a single option from a string (F12ABF/F12ACF/F12AGF)
Keywords: large scale eigenproblems; data analytics; big data; real, sparse matrix; sparse eigenproblem, options
GAMS: D4c1b3
F12AEF 21 nagf_sparseig_real_monit
Provides monitoring information for F12ABF
Keywords: large scale eigenproblems; data analytics; big data; eigenproblem; monitoring information; real, sparse matrix; sparse eigenproblems, monitoring
GAMS: D4c1b3
F12AFF 21 nagf_sparseig_real_band_init
Initialization routine for (F12AGF) computing selected eigenvalues and, optionally, eigenvectors of a real nonsymmetric banded (standard or generalized) eigenproblem
Keywords: large scale eigenproblems; data analytics; big data; real, band matrix; eigenproblem, initialization
GAMS: D4c1b3
F12AGF 21 nagf_sparseig_real_band_solve
Selected eigenvalues and, optionally, eigenvectors of a real nonsymmetric banded eigenproblem, driver
Keywords: large scale eigenproblems; data analytics; big data; real, band matrix; eigenproblem, banded; eigenvalues; eigenvectors
GAMS: D4a6
F12ANF 21 nagf_sparseig_complex_init
Initialization routine for (F12APF) computing selected eigenvalues and, optionally, eigenvectors of a complex sparse (standard or generalized) eigenproblem
Keywords: large scale eigenproblems; data analytics; big data; complex, sparse matrix; eigenproblem, initialization
GAMS: D4a7
F12APF 21 nagf_sparseig_complex_iter
Selected eigenvalues and, optionally, eigenvectors of a complex sparse eigenproblem, reverse communication
Keywords: large scale eigenproblems; data analytics; big data; complex, sparse matrix; eigenvalues; eigenvectors; sparse eigenproblem; sparse generalized eigenproblem
GAMS: D4a7
F12AQF 21 nagf_sparseig_complex_proc
Selected eigenvalues and, optionally, eigenvectors of a complex sparse eigenproblem, postprocessing for F12APF
Keywords: large scale eigenproblems; data analytics; big data; complex, sparse matrix; sparse eigenproblem, postprocessing
GAMS: D4a7
F12ARF 21 nagf_sparseig_complex_option
Set a single option from a string (F12APF/F12AQF)
Keywords: large scale eigenproblems; data analytics; big data; complex, sparse matrix; sparse eigenproblem, options
GAMS: D4c1b3
F12ASF 21 nagf_sparseig_complex_monit
Provides monitoring information for F12APF
Keywords: large scale eigenproblems; data analytics; big data; complex, sparse matrix; eigenproblem; monitoring information; sparse eigenproblems, monitoring
GAMS: D4c1b3
F12ATF 24 nagf_sparseig_complex_band_init
Initialization routine for F12AUF computing selected eigenvalues and, optionally, eigenvectors of a complex banded (standard or generalized) eigenproblem
Keywords: large scale eigenproblems; data analytics; big data; complex, band matrix; eigenproblem, initialization
GAMS: D4a6
F12AUF 24 nagf_sparseig_complex_band_solve
Selected eigenvalues and, optionally, eigenvectors of complex non-Hermitian banded eigenproblem, driver
Keywords: large scale eigenproblems; data analytics; big data; complex, band matrix; eigenproblem, banded; eigenvalues; eigenvectors
GAMS: D4a6
F12FAF 21 nagf_sparseig_real_symm_init
Initialization routine for (F12FBF) computing selected eigenvalues and, optionally, eigenvectors of a real symmetric sparse (standard or generalized) eigenproblem
Keywords: large scale eigenproblems; data analytics; big data; real, sparse, symmetric matrix; eigenproblem, initialization
GAMS: D4c1b3
F12FBF 21 nagf_sparseig_real_symm_iter
Selected eigenvalues and, optionally, eigenvectors of a real symmetric sparse eigenproblem, reverse communication
Keywords: large scale eigenproblems; data analytics; big data; real, sparse, symmetric matrix; eigenvalues; eigenvectors; sparse eigenproblem
GAMS: D4a7
F12FCF 21 nagf_sparseig_real_symm_proc
Selected eigenvalues and, optionally, eigenvectors of a real symmetric sparse eigenproblem, postprocessing for F12FBF
Keywords: large scale eigenproblems; data analytics; big data; real, sparse, symmetric matrix; sparse eigenproblem, postprocessing
GAMS: D4a7
F12FDF 21 nagf_sparseig_real_symm_option
Set a single option from a string (F12FBF/F12FCF/F12FGF)
Keywords: large scale eigenproblems; data analytics; big data; real, sparse, symmetric matrix; sparse eigenproblem, options
GAMS: D4c1b3
F12FEF 21 nagf_sparseig_real_symm_monit
Provides monitoring information for F12FBF
Keywords: large scale eigenproblems; data analytics; big data; real, sparse, symmetric matrix; sparse eigenproblem, monitoring
GAMS: D4c1b3
F12FFF 21 nagf_sparseig_real_symm_band_init
Initialization routine for (F12FGF) computing selected eigenvalues and, optionally, eigenvectors of a real symmetric banded (standard or generalized) eigenproblem
Keywords: large scale eigenproblems; data analytics; big data; real, band, symmetric matrix; eigenproblem, initialization
GAMS: D4c1b3
F12FGF 21 nagf_sparseig_real_symm_band_solve
Selected eigenvalues and, optionally, eigenvectors of a real symmetric banded eigenproblem, driver
Keywords: large scale eigenproblems; data analytics; big data; real, band, symmetric matrix; eigenproblem, banded; eigenvalues; eigenvectors
GAMS: D4a6
F16DLF 22 nagf_blast_isum
Sum elements of integer vector
Keywords: further linear algebra support routines; sum, vector
GAMS: D1a11
F16DNF 22 nagf_blast_imax_val
Maximum value and location, integer vector
Keywords: further linear algebra support routines; maximum value
GAMS: D1a2
F16DPF 22 nagf_blast_imin_val
Minimum value and location, integer vector
Keywords: further linear algebra support routines; minimum value
GAMS: D1a2
F16DQF 22 nagf_blast_iamax_val
Maximum absolute value and location, integer vector
Keywords: further linear algebra support routines; absolute value; maximum value
GAMS: D1a2
F16DRF 22 nagf_blast_iamin_val
Minimum absolute value and location, integer vector
Keywords: further linear algebra support routines; absolute value; minimum value
GAMS: D1a2
F16EAF 25 nagf_blast_ddot
Dot product of two vectors, allows scaling and accumulation
Keywords: further linear algebra support routines; dot product; inner product
GAMS: D1a4
F16ECF 24 nagf_blast_daxpby
Real weighted vector addition
Keywords: further linear algebra support routines; blas; blas_daxpby; sum, vector
GAMS: D1a11
F16EHF 22 nagf_blast_dwaxpby
Real weighted vector addition preserving input
Keywords: further linear algebra support routines; blas; blas_dwaxpby; sum, vector
GAMS: D1a11
F16ELF 22 nagf_blast_dsum
Sum elements of real vector
Keywords: further linear algebra support routines; blas; blas_dsum; sum, vector
GAMS: D1a11
F16GCF 24 nagf_blast_zaxpby
Complex weighted vector addition
Keywords: further linear algebra support routines; blas; blas_zaxpby; sum, vector
GAMS: D1a11
F16GHF 22 nagf_blast_zwaxpby
Complex weighted vector addition preserving input
Keywords: further linear algebra support routines; blas; blas_zwaxpby; sum, vector
GAMS: D1a11
F16GLF 22 nagf_blast_zsum
Sum elements of complex vector
Keywords: further linear algebra support routines; blas; blas_zsum; sum, vector
GAMS: D1a11
F16JNF 22 nagf_blast_dmax_val
Maximum value and location, real vector
Keywords: further linear algebra support routines; blas; blas_dmax_val; maximum value
GAMS: D1a2
F16JPF 22 nagf_blast_dmin_val
Minimum value and location, real vector
Keywords: further linear algebra support routines; blas; blas_dmax_val; minimum value
GAMS: D1a2
F16JQF 22 nagf_blast_damax_val
Maximum absolute value and location, real vector
Keywords: further linear algebra support routines; absolute value; blas; blas_damax_val; maximum value
GAMS: D1a2
F16JRF 22 nagf_blast_damin_val
Minimum absolute value and location, real vector
Keywords: further linear algebra support routines; absolute value; blas; blas_damin_val; minimum value
GAMS: D1a2
F16JSF 22 nagf_blast_zamax_val
Maximum absolute value and location, complex vector
Keywords: further linear algebra support routines; absolute value; blas; blas_zamax_val; maximum value
GAMS: D1a2
F16JTF 22 nagf_blast_zamin_val
Minimum absolute value and location, complex vector
Keywords: further linear algebra support routines; absolute value; blas; blas_zamin_val; minimum value
GAMS: D1a2
F16RBF 23 nagf_blast_dgb_norm
1 -norm, -norm, Frobenius norm, largest absolute element, real band matrix
Keywords: further linear algebra support routines; 1-norm; absolute value; Frobenius norm; infinity-norm; matrix, band; norm, matrix; real, band, m by n matrix; absolute value; banded matrix
GAMS: D1b2
F16UBF 23 nagf_blast_zgb_norm
1 -norm, -norm, Frobenius norm, largest absolute element, complex band matrix
Keywords: further linear algebra support routines; norm, matrix; 1-norm; Frobenius norm; complex, band matrix; infinity-norm; matrix, band; absolute value; banded matrix
GAMS: D1b2
G01ABF 4 nagf_stat_summary_2var
Means, corrected sums of squares and cross-products, etc., two variables, from raw data
Keywords: Simple Calculations on Statistical Data; cross-products; maximum value; mean; minimum value; product-moment correlation coefficients; sum of squares
GAMS: L1b
G01ADF 4 nagf_stat_summary_freq
Mean, variance, skewness, kurtosis, etc., one variable, from frequency table
Keywords: Simple Calculations on Statistical Data; finance; kurtosis; mean; skewness; standard deviation
GAMS: L1a3
G01AEF 4 nagf_stat_frequency_table
Frequency table from raw data
Keywords: Simple Calculations on Statistical Data; finance; frequency distribution; frequency table
GAMS: L2b
G01AFF 4 nagf_stat_contingency_table
Two-way contingency table analysis, with χ 2 /Fisher's exact test
Keywords: Simple Calculations on Statistical Data; finance; Fisher's exact test; Yates' correction; chi-squared distribution; contingency table; two-way contingency table
GAMS: L9b
G01ALF 14 nagf_stat_5pt_summary
Computes a five-point summary (median, hinges and extremes)
Keywords: Simple Calculations on Statistical Data; finance; five-point summary; hinges; maximum value; median; minimum value
GAMS: L1a1
G01AMF 22 nagf_stat_quantiles
Find quantiles of an unordered vector, real numbers
Keywords: Simple Calculations on Statistical Data; finance; quantiles
GAMS: L1a1
G01ANF 23 nagf_stat_quantiles_stream_fixed
Calculates approximate quantiles from a data stream of known size
Keywords: Simple Calculations on Statistical Data; streaming; data stream; quantiles; data analytics; big data
GAMS: L1a1
G01APF 23 nagf_stat_quantiles_stream_arbitrary
Calculates approximate quantiles from a data stream of unknown size
Keywords: Simple Calculations on Statistical Data; streaming; data stream; quantiles; data analytics; big data
GAMS: L1a1
G01ARF 14 nagf_stat_plot_stem_leaf
Constructs a stem and leaf plot
Keywords: Simple Calculations on Statistical Data; stem stem and leaf plot
GAMS: L3a3; Q
G01ASF 14 nagf_stat_plot_box_whisker
Constructs a box and whisker plot
Keywords: Simple Calculations on Statistical Data; box and whisker plot
GAMS: L3a3; Q
G01ATF 24 nagf_stat_summary_onevar
Computes univariate summary information: mean, variance, skewness, kurtosis
Keywords: Simple Calculations on Statistical Data; streaming; data stream; data analytics; big data; kurtosis; maximum value; mean; minimum value; skewness; standard deviation
GAMS: L1a1
G01AUF 24 nagf_stat_summary_onevar_combine
Combines multiple sets of summary information, for use after G01ATF
Keywords: Simple Calculations on Statistical Data; streaming; data stream; data analytics; big data; summary information
GAMS: L1b
G01BJF 13 nagf_stat_prob_binomial
Binomial distribution function
Keywords: Simple Calculations on Statistical Data; CDF, cumulative distribution function; finance; binomial distribution
GAMS: L5a1b
G01BKF 13 nagf_stat_prob_poisson
Poisson distribution function
Keywords: Simple Calculations on Statistical Data; finance; CDF, cumulative distribution function; Poisson distribution
GAMS: L5a1p
G01BLF 13 nagf_stat_prob_hypergeom
Hypergeometric distribution function
Keywords: Simple Calculations on Statistical Data; finance; CDF, cumulative distribution function; hypergeometric distribution
GAMS: L5a1h
G01DAF 8 nagf_stat_normal_scores_exact
Normal scores, accurate values
Keywords: Simple Calculations on Statistical Data; finance; Normal scores
GAMS: L5a2n
G01DBF 12 nagf_stat_normal_scores_approx
Normal scores, approximate values
Keywords: Simple Calculations on Statistical Data; finance; Normal scores
GAMS: L5a2n
G01DCF 12 nagf_stat_normal_scores_var
Normal scores, approximate variance-covariance matrix
Keywords: Simple Calculations on Statistical Data; finance; Normal scores; covariance matrix; variance-covariance matrix
GAMS: L4a1a2n
G01DDF 12 nagf_stat_test_shapiro_wilk
Shapiro and Wilk's W test for Normality
Keywords: Simple Calculations on Statistical Data; finance; Shapiro and Wilk's W test for Normality; W test for Normality
GAMS: L4a1a4n
G01DHF 15 nagf_stat_ranks_and_scores
Ranks, Normal scores, approximate Normal scores or exponential (Savage) scores
Keywords: Simple Calculations on Statistical Data; finance; Blom scores; Savage scores; Tukey scores; exponential scores; rank scores; van der Waerden scores
GAMS: L4a1a2n; N6a1b
G01EAF 15 nagf_stat_prob_normal
Computes probabilities for the standard Normal distribution
Keywords: Simple Calculations on Statistical Data; finance; CDF, cumulative distribution function; Normal distribution; lower tail probability; probability; two-tail probability; upper tail probability
GAMS: L5a1n
G01EBF 14 nagf_stat_prob_students_t
Computes probabilities for Student's t -distribution
Keywords: Simple Calculations on Statistical Data; finance; CDF, cumulative distribution function; Student's t -distribution; lower tail probability; probability; two-tail probability; upper tail probability
GAMS: L5a1t
G01ECF 14 nagf_stat_prob_chisq
Computes probabilities for χ 2 distribution
Keywords: Simple Calculations on Statistical Data; finance; CDF, cumulative distribution function; chi-squared distribution; lower tail probability; probability; two-tail probability; upper tail probability
GAMS: L5a1c
G01EDF 14 nagf_stat_prob_f
Computes probabilities for F -distribution
Keywords: Simple Calculations on Statistical Data; finance; CDF, cumulative distribution function; F -distribution; lower tail probability; probability; upper tail probability; variance-ratio distribution
GAMS: L5a1f
G01EEF 14 nagf_stat_prob_beta
Computes upper and lower tail probabilities and probability density function for the beta distribution
Keywords: Simple Calculations on Statistical Data; finance; CDF, cumulative distribution function; beta distribution; lower tail probability; probability; upper tail probability
GAMS: L5a1b
G01EFF 14 nagf_stat_prob_gamma
Computes probabilities for the gamma distribution
Keywords: Simple Calculations on Statistical Data; finance; CDF, cumulative distribution function; gamma distribution; lower tail probability; probability; upper tail probability
GAMS: L5a1g
G01EMF 15 nagf_stat_prob_studentized_range
Computes probability for the Studentized range statistic
Keywords: Simple Calculations on Statistical Data; finance; CDF, cumulative distribution function; Studentized range statistic; probability
GAMS: L5a1
G01EPF 15 nagf_stat_prob_durbin_watson
Computes bounds for the significance of a Durbin–Watson statistic
Keywords: Simple Calculations on Statistical Data; finance; CDF, cumulative distribution function; Durbin–Watson statistic; significance
GAMS: L5a1
G01ERF 16 nagf_stat_prob_vonmises
Computes probability for von Mises distribution
Keywords: Simple Calculations on Statistical Data; finance; CDF, cumulative distribution function; lower tail probability; von Mises distribution
GAMS: L5a1v
G01ETF 21 nagf_stat_prob_landau
Landau distribution function
Keywords: Simple Calculations on Statistical Data; finance; Landau distribution
GAMS: L5a1
G01EUF 21 nagf_stat_prob_vavilov
Vavilov distribution function
Keywords: Simple Calculations on Statistical Data; finance; Vavilov distribution
GAMS: L5a1
G01EWF 25 nagf_stat_prob_dickey_fuller_unit
Computes probabilities for the Dickey–Fuller unit root test
Keywords: Simple Calculations on Statistical Data; statistical distribution functions; Dickey–Fuller ; unit root; probabilities
GAMS: L5a1
G01EYF 14 nagf_stat_prob_kolmogorov1
Computes probabilities for the one-sample Kolmogorov–Smirnov distribution
Keywords: Simple Calculations on Statistical Data; finance; Kolmogorov–Smirnov distribution; upper tail probability
GAMS: L5a1k
G01EZF 14 nagf_stat_prob_kolmogorov2
Computes probabilities for the two-sample Kolmogorov–Smirnov distribution
Keywords: Simple Calculations on Statistical Data; finance; Kolmogorov–Smirnov distribution; upper tail probability
GAMS: L5a1k
G01FAF 15 nagf_stat_inv_cdf_normal
Computes deviates for the standard Normal distribution
Keywords: Simple Calculations on Statistical Data; finance; inverse CDF; inverse cumulative distribution function; Normal distribution; deviates
GAMS: L5a2n
G01FBF 14 nagf_stat_inv_cdf_students_t
Computes deviates for Student's t -distribution
Keywords: Simple Calculations on Statistical Data; finance; inverse CDF; inverse cumulative distribution function; Student's t -distribution; deviates
GAMS: L5a2t
G01FCF 14 nagf_stat_inv_cdf_chisq
Computes deviates for the χ 2 distribution
Keywords: Simple Calculations on Statistical Data; finance; inverse CDF; inverse cumulative distribution function; chi-squared distribution; deviates
GAMS: L5a2c
G01FDF 14 nagf_stat_inv_cdf_f
Computes deviates for the F -distribution
Keywords: Simple Calculations on Statistical Data; finance; inverse CDF; inverse cumulative distribution function; F -distribution; deviates
GAMS: L5a2f
G01FEF 14 nagf_stat_inv_cdf_beta
Computes deviates for the beta distribution
Keywords: Simple Calculations on Statistical Data; finance; inverse CDF; inverse cumulative distribution function; beta distribution; deviates
GAMS: L5a2b
G01FFF 14 nagf_stat_inv_cdf_gamma
Computes deviates for the gamma distribution
Keywords: Simple Calculations on Statistical Data; finance; inverse CDF; inverse cumulative distribution function; deviates; gamma distribution
GAMS: L5a2g
G01FMF 15 nagf_stat_inv_cdf_studentized_range
Computes deviates for the Studentized range statistic
Keywords: Simple Calculations on Statistical Data; finance; inverse CDF; inverse cumulative distribution function; Studentized range statistic; deviates
GAMS: L5a2
G01FTF 21 nagf_stat_inv_cdf_landau
Landau inverse function Ψ x
Keywords: Simple Calculations on Statistical Data; finance; Landau distribution; inverse Landau function
GAMS: L5a2
G01GBF 14 nagf_stat_prob_students_t_noncentral
Computes probabilities for the non-central Student's t -distribution
Keywords: Simple Calculations on Statistical Data; finance; Student's t -distribution; lower tail probability
GAMS: L5a1t
G01GCF 14 nagf_stat_prob_chisq_noncentral
Computes probabilities for the non-central χ 2 distribution
Keywords: Simple Calculations on Statistical Data; finance; chi-squared distribution; lower tail probability
GAMS: L5a1c
G01GDF 14 nagf_stat_prob_f_noncentral
Computes probabilities for the non-central F -distribution
Keywords: Simple Calculations on Statistical Data; finance; F -distribution; lower tail probability; variance-ratio distribution
GAMS: L5a1f
G01GEF 14 nagf_stat_prob_beta_noncentral
Computes probabilities for the non-central beta distribution
Keywords: Simple Calculations on Statistical Data; finance; beta distribution; lower tail probability
GAMS: L5a1b
G01HAF 14 nagf_stat_prob_bivariate_normal
Computes probability for the bivariate Normal distribution
Keywords: Simple Calculations on Statistical Data; finance; Normal distribution; bivariate Normal distribution; lower tail probability
GAMS: L5b1n
G01HBF 15 nagf_stat_prob_multi_normal
Computes probabilities for the multivariate Normal distribution
Keywords: Simple Calculations on Statistical Data; finance; Normal distribution; central probability; lower tail probability; multivariate Normal distribution; upper tail probability
GAMS: L5b1n
G01HCF 23 nagf_stat_prob_bivariate_students_t
Computes probabilities for the bivariate Student's t -distribution
Keywords: Simple Calculations on Statistical Data; Student's t -distribution; bivariate Student's t -distribution; probability
GAMS: L5a1t
G01HDF 24 nagf_stat_prob_multi_students_t
Computes the probability for the multivariate Student's t -distribution
Keywords: Simple Calculations on Statistical Data; Student's t -distribution; multivariate Student's t -distribution; probability
GAMS: L5b1
G01JCF 14 nagf_stat_prob_chisq_noncentral_lincomb
Computes probability for a positive linear combination of χ 2 variables
Keywords: Simple Calculations on Statistical Data; finance; chi-squared distribution; lower tail probability
GAMS: L5a1c
G01JDF 15 nagf_stat_prob_chisq_lincomb
Computes lower tail probability for a linear combination of (central) χ 2 variables
Keywords: Simple Calculations on Statistical Data; finance; Imhof's method; Pan's method; chi-squared distribution; lower tail probability
GAMS: L5a1
G01KAF 23 nagf_stat_pdf_normal
Calculates the value for the probability density function of the Normal distribution at a chosen point
Keywords: Simple Calculations on Statistical Data; Gaussian distribution; Normal distribution; pdf; probability density function
GAMS: L5a1n
G01KFF 23 nagf_stat_pdf_gamma
Calculates the value for the probability density function of the gamma distribution at a chosen point
Keywords: Simple Calculations on Statistical Data; gamma distribution; pdf; probability density function
GAMS: L5a1g
G01KKF 24 nagf_stat_pdf_gamma_vector
Computes a vector of values for the probability density function of the gamma distribution
Keywords: Simple Calculations on Statistical Data; gamma distribution; pdf; probability density function
GAMS: L5a1g
G01KQF 24 nagf_stat_pdf_normal_vector
Computes a vector of values for the probability density function of the Normal distribution
Keywords: Simple Calculations on Statistical Data; Gaussian distribution; Normal distribution; logarithm, pdf; pdf; probability density function
GAMS: L5a1n
G01LBF 24 nagf_stat_pdf_multi_normal_vector
Computes a vector of values for the probability density function of the multivariate Normal distribution
Keywords: Simple Calculations on Statistical Data; Gaussian distribution; Normal distribution; logarithm, pdf; multivariate Normal distribution; pdf; probability density function
GAMS: L5b1n
G01MBF 15 nagf_stat_mills_ratio
Computes reciprocal of Mills' Ratio
Keywords: Simple Calculations on Statistical Data; finance; Mills' Ratio; hazard rate
GAMS: L5a1n
G01MTF 21 nagf_stat_pdf_landau
Landau density function ϕ λ
Keywords: Simple Calculations on Statistical Data; finance; Landau density function
GAMS: L5a1
G01MUF 21 nagf_stat_pdf_vavilov
Vavilov density function ϕ V λ ; κ , β 2
Keywords: Simple Calculations on Statistical Data; finance; Vavilov density function
GAMS: L5a1
G01NAF 16 nagf_stat_moments_quad_form
Cumulants and moments of quadratic forms in Normal variables
Keywords: Simple Calculations on Statistical Data; finance; Gaussian distribution; Normal distribution; cumulant; moments quadratic form; multivariate Normal distribution
GAMS: L5b
G01NBF 16 nagf_stat_moments_ratio_quad_forms
Moments of ratios of quadratic forms in Normal variables, and related statistics
Keywords: Simple Calculations on Statistical Data; finance; Gaussian distribution; Normal distribution; moments quadratic form; multivariate Normal distribution
GAMS: L5b
G01PTF 21 nagf_stat_pdf_landau_moment1
Landau first moment function Φ 1 x
Keywords: Simple Calculations on Statistical Data; finance; Landau moment function
GAMS: L5a
G01QTF 21 nagf_stat_pdf_landau_moment2
Landau second moment function Φ 2 x
Keywords: Simple Calculations on Statistical Data; finance; Landau moment function
GAMS: L5a
G01RTF 21 nagf_stat_pdf_landau_deriv
Landau derivative function ϕ λ
Keywords: Simple Calculations on Statistical Data; finance; Landau density function; derivative, Landau density function
GAMS: L5a1
G01SAF 24 nagf_stat_prob_normal_vector
Computes a vector of probabilities for the standard Normal distribution
Keywords: Simple Calculations on Statistical Data; data analytics; big data; CDF, cumulative distribution function; Gaussian distribution; Normal distribution; confidence interval; lower tail probability; significance; two-tail probability; upper tail probability
GAMS: L5a1n
G01SBF 24 nagf_stat_prob_students_t_vector
Computes a vector of probabilities for the Student's t -distribution
Keywords: Simple Calculations on Statistical Data; data analytics; big data; CDF, cumulative distribution function; Student's t -distribution; confidence interval; lower tail probability; significance; two-tail probability; upper tail probability
GAMS: L5a1t
G01SCF 24 nagf_stat_prob_chisq_vector
Computes a vector of probabilities for χ 2 distribution
Keywords: Simple Calculations on Statistical Data; data analytics; big data; CDF, cumulative distribution function; chi-squared distribution; lower tail probability; upper tail probability
GAMS: L5a1c
G01SDF 24 nagf_stat_prob_f_vector
Computes a vector of probabilities for F -distribution
Keywords: Simple Calculations on Statistical Data; data analytics; big data; CDF, cumulative distribution function; F -distribution; lower tail probability; upper tail probability; variance-ratio distribution
GAMS: L5a1f
G01SEF 24 nagf_stat_prob_beta_vector
Computes a vector of probabilities for the beta distribution
Keywords: Simple Calculations on Statistical Data; data analytics; big data; CDF, cumulative distribution function; beta distribution; lower tail probability; upper tail probability
GAMS: L5a1b
G01SFF 24 nagf_stat_prob_gamma_vector
Computes a vector of probabilities for the gamma distribution
Keywords: Simple Calculations on Statistical Data; data analytics; big data; CDF, cumulative distribution function; gamma distribution; lower tail probability; upper tail probability
GAMS: L5a1g
G01SJF 24 nagf_stat_prob_binomial_vector
Computes a vector of probabilities for the binomial distribution
Keywords: Simple Calculations on Statistical Data; data analytics; big data; CDF, cumulative distribution function; binomial distribution; lower tail probability; point probability; upper tail probability
GAMS: L5a1b
G01SKF 24 nagf_stat_prob_poisson_vector
Computes a vector of probabilities for the Poisson distribution
Keywords: Simple Calculations on Statistical Data; data analytics; big data; CDF, cumulative distribution function; Poisson distribution; lower tail probability; point probability; upper tail probability
GAMS: L5a1p
G01SLF 24 nagf_stat_prob_hypergeom_vector
Computes a vector of probabilities for the hypergeometric distribution
Keywords: Simple Calculations on Statistical Data; data analytics; big data; CDF, cumulative distribution function; hypergeometric distribution; lower tail probability; point probability; upper tail probability
GAMS: L5a1h
G01TAF 24 nagf_stat_inv_cdf_normal_vector
Computes a vector of deviates for the standard Normal distribution
Keywords: Simple Calculations on Statistical Data; data analytics; big data; inverse CDF; inverse cumulative distribution function; Gaussian distribution; Normal distribution; deviates
GAMS: L5a2n
G01TBF 24 nagf_stat_inv_cdf_students_t_vector
Computes a vector of deviates for Student's t -distribution
Keywords: Simple Calculations on Statistical Data; data analytics; big data; inverse CDF; inverse cumulative distribution function; Student's t -distribution; deviates
GAMS: L5a2t
G01TCF 24 nagf_stat_inv_cdf_chisq_vector
Computes a vector of deviates for χ 2 distribution
Keywords: Simple Calculations on Statistical Data; data analytics; big data; inverse CDF; inverse cumulative distribution function; chi-squared distribution; deviates
GAMS: L5a2c
G01TDF 24 nagf_stat_inv_cdf_f_vector
Computes a vector of deviates for F -distribution
Keywords: Simple Calculations on Statistical Data; data analytics; big data; inverse CDF; inverse cumulative distribution function; F -distribution; deviates; variance-ratio distribution
GAMS: L5a2f
G01TEF 24 nagf_stat_inv_cdf_beta_vector
Computes a vector of deviates for the beta distribution
Keywords: Simple Calculations on Statistical Data; data analytics; big data; inverse CDF; inverse cumulative distribution function; beta distribution; deviates
GAMS: L5a2b
G01TFF 24 nagf_stat_inv_cdf_gamma_vector
Computes a vector of deviates for the gamma distribution
Keywords: Simple Calculations on Statistical Data; data analytics; big data; inverse CDF; inverse cumulative distribution function; deviates; gamma distribution
GAMS: L5a2g
G01WAF 24 nagf_stat_moving_average
Computes the mean and standard deviation using a rolling window
Keywords: Simple Calculations on Statistical Data; streaming; data stream; data analytics; big data; moving average; mean; standard deviation
GAMS: L1a1
G01ZUF 21 nagf_stat_init_vavilov
Initialization routine for G01MUF and G01EUF
Keywords: Simple Calculations on Statistical Data; finance; Vavilov density function
GAMS: L5a1
G02AAF 22 nagf_correg_corrmat_nearest
Computes the nearest correlation matrix to a real square matrix, using the method of Qi and Sun
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; Qi and Sun algorithm; correlation matrix; nearest correlation matrix
GAMS: L1c1b
G02ABF 23 nagf_correg_corrmat_nearest_bounded
Computes the nearest correlation matrix to a real square matrix, augmenting G02AAF to incorporate weights and bounds
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; Qi and Sun algorithm; correlation matrix; nearest correlation matrix
GAMS: L1c1b
G02AEF 23 nagf_correg_corrmat_nearest_kfactor
Computes the nearest correlation matrix with k -factor structure to a real square matrix
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; Qi and Sun algorithm; correlation matrix; k -factor structure; nearest correlation matrix
GAMS: L1c1b
G02AJF 24 nagf_correg_corrmat_h_weight
Computes the nearest correlation matrix to a real square matrix, using element-wise weighting
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; Qi and Sun algorithm; correlation matrix; nearest correlation matrix
GAMS: L1c1b
G02ANF 25 nagf_correg_corrmat_shrinking
Computes a correlation matrix from an approximate matrix with fixed submatrix
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; correlation matrix; nearest correlation matrix; shrinking method
GAMS: L1c1b
G02APF 26 nagf_correg_corrmat_target
Computes a correlation matrix from an approximate one using a specified target matrix
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; correlation matrix; nearest correlation matrix; shrinking method; elementwise weights; shrinkage
GAMS: L1c1b
G02BAF 4 nagf_correg_coeffs_pearson
Pearson product-moment correlation coefficients, all variables, no missing values
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; Pearson product moment correlation; correlation coefficients
GAMS: L1c1b
G02BBF 4 nagf_correg_coeffs_pearson_miss_case
Pearson product-moment correlation coefficients, all variables, casewise treatment of missing values
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; Pearson product moment correlation; correlation coefficients; missing values
GAMS: L1c2
G02BCF 4 nagf_correg_coeffs_pearson_miss_pair
Pearson product-moment correlation coefficients, all variables, pairwise treatment of missing values
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; Pearson product moment correlation; correlation coefficients; missing values
GAMS: L1c2
G02BDF 4 nagf_correg_coeffs_zero
Correlation-like coefficients (about zero), all variables, no missing values
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; correlation-like coefficients; cross-products; mean; standard deviation; sum of squares
GAMS: L1c1
G02BEF 4 nagf_correg_coeffs_zero_miss_case
Correlation-like coefficients (about zero), all variables, casewise treatment of missing values
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; correlation-like coefficients; cross-products; mean; missing values; standard deviation; sum of squares
GAMS: L1c2
G02BFF 4 nagf_correg_coeffs_zero_miss_pair
Correlation-like coefficients (about zero), all variables, pairwise treatment of missing values
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; correlation-like coefficients; cross-products; mean; missing values; standard deviation; sum of squares
GAMS: L1c2
G02BGF 4 nagf_correg_coeffs_pearson_subset
Pearson product-moment correlation coefficients, subset of variables, no missing values
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; Pearson product moment correlation; cross-products; mean; standard deviation; sum of squares
GAMS: L1c1b
G02BHF 4 nagf_correg_coeffs_pearson_subset_miss_case
Pearson product-moment correlation coefficients, subset of variables, casewise treatment of missing values
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; Pearson product moment correlation; cross-products; mean; missing values; standard deviation; sum of squares
GAMS: L1c2
G02BJF 4 nagf_correg_coeffs_pearson_subset_miss_pair
Pearson product-moment correlation coefficients, subset of variables, pairwise treatment of missing values
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; Pearson product moment correlation; cross-products; mean; missing values; standard deviation; sum of squares
GAMS: L1c2
G02BKF 4 nagf_correg_coeffs_zero_subset
Correlation-like coefficients (about zero), subset of variables, no missing values
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; correlation-like coefficients; cross-products; mean; standard deviation; sum of squares
GAMS: L1c1
G02BLF 4 nagf_correg_coeffs_zero_subset_miss_case
Correlation-like coefficients (about zero), subset of variables, casewise treatment of missing values
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; correlation-like coefficients; cross-products; mean; missing values; standard deviation; sum of squares
GAMS: L1c2
G02BMF 4 nagf_correg_coeffs_zero_subset_miss_pair
Correlation-like coefficients (about zero), subset of variables, pairwise treatment of missing values
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; correlation-like coefficients; cross-products; mean; missing values; standard deviation; sum of squares
GAMS: L1c2
G02BNF 4 nagf_correg_coeffs_kspearman_overwrite
Kendall/Spearman non-parametric rank correlation coefficients, no missing values, overwriting input data
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; Kendall's tau correlation coefficient; Spearman's rank correlation coefficients; correlation coefficients
GAMS: L1c1b
G02BPF 4 nagf_correg_coeffs_kspearman_miss_case_overwrite
Kendall/Spearman non-parametric rank correlation coefficients, casewise treatment of missing values, overwriting input data
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; Kendall's tau correlation coefficient; Spearman's rank correlation coefficients; correlation coefficients; missing values
GAMS: L1c2
G02BQF 4 nagf_correg_coeffs_kspearman
Kendall/Spearman non-parametric rank correlation coefficients, no missing values, preserving input data
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; Kendall's tau correlation coefficient; Spearman's rank correlation coefficients; correlation coefficients
GAMS: L1c1b
G02BRF 4 nagf_correg_coeffs_kspearman_miss_case
Kendall/Spearman non-parametric rank correlation coefficients, casewise treatment of missing values, preserving input data
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; Kendall's tau correlation coefficient; Spearman's rank correlation coefficients; correlation coefficients; missing values
GAMS: L1c2
G02BSF 4 nagf_correg_coeffs_kspearman_miss_pair
Kendall/Spearman non-parametric rank correlation coefficients, pairwise treatment of missing values
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; Kendall's tau correlation coefficient; Spearman's rank correlation coefficients; correlation coefficients; missing values
GAMS: L1c2
G02BTF 14 nagf_correg_ssqmat_update
Update a weighted sum of squares matrix with a new observation
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; cross-products; mean; sum of squares
GAMS: L1c1b
G02BUF 14 nagf_correg_ssqmat
Computes a weighted sum of squares matrix
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; West's WV2 algorithm; cross-products; mean; sum of squares
GAMS: L1c1b
G02BWF 14 nagf_correg_ssqmat_to_corrmat
Computes a correlation matrix from a sum of squares matrix
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; Pearson product moment correlation
GAMS: L1c1b
G02BXF 14 nagf_correg_corrmat
Computes (optionally weighted) correlation and covariance matrices
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; Pearson product moment correlation; mean; standard deviation; variance-covariance matrix
GAMS: L1c1b
G02BYF 17 nagf_correg_corrmat_partial
Computes partial correlation/variance-covariance matrix from correlation/variance-covariance matrix computed by G02BXF
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; partial correlation
GAMS: L1c1b
G02BZF 24 nagf_correg_ssqmat_combine
Combines two sums of squares matrices, for use after G02BUF
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; streaming; data stream; cross-products; mean; sum of squares
GAMS: L1c1b
G02CAF 4 nagf_correg_linregs_const
Simple linear regression with constant term, no missing values
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; linear regression; regression
GAMS: L8a1a1
G02CBF 4 nagf_correg_linregs_noconst
Simple linear regression without constant term, no missing values
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; linear regression; regression
GAMS: L8a1a1
G02CCF 4 nagf_correg_linregs_const_miss
Simple linear regression with constant term, missing values
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; linear regression; missing values; regression
GAMS: L8a1a1
G02CDF 4 nagf_correg_linregs_noconst_miss
Simple linear regression without constant term, missing values
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; linear regression; missing values; regression
GAMS: L8a1a1
G02CEF 4 nagf_correg_linregm_service_select
Service routine for multiple linear regression, select elements from vectors and matrices
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; linear regression
GAMS: L2c; L8i
G02CFF 4 nagf_correg_linregm_service_reorder
Service routine for multiple linear regression, reorder elements of vectors and matrices
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; linear regression
GAMS: L8i
G02CGF 4 nagf_correg_linregm_coeffs_const
Multiple linear regression, from correlation coefficients, with constant term
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; multiple linear regression
GAMS: L8c1b2
G02CHF 4 nagf_correg_linregm_coeffs_noconst
Multiple linear regression, from correlation-like coefficients, without constant term
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; multiple linear regression
GAMS: L8c1b2
G02DAF 14 nagf_correg_linregm_fit
Fits a general (multiple) linear regression model
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; multiple linear regression
GAMS: L7f; L8c1b1
G02DCF 14 nagf_correg_linregm_obs_edit
Add/delete an observation to/from a general linear regression model
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; linear regression; regression; standard errors; variance-covariance matrix
GAMS: L8c1b1
G02DDF 14 nagf_correg_linregm_update
Estimates of linear parameters and general linear regression model from updated model
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; linear regression; regression
GAMS: L8c1a1; L8c1b1
G02DEF 14 nagf_correg_linregm_var_add
Add a new independent variable to a general linear regression model
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; linear regression
GAMS: L8c1a1; L8c1b1
G02DFF 14 nagf_correg_linregm_var_del
Delete an independent variable from a general linear regression model
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; linear regression
GAMS: L8c1a1; L8c1b1
G02DGF 14 nagf_correg_linregm_fit_newvar
Fits a general linear regression model to new dependent variable
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; linear regression
GAMS: L8c2
G02DKF 14 nagf_correg_linregm_constrain
Estimates and standard errors of parameters of a general linear regression model for given constraints
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; linear regression; standard errors
GAMS: L8c1b1
G02DNF 14 nagf_correg_linregm_estfunc
Computes estimable function of a general linear regression model and its standard error
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; estimable function; linear regression
GAMS: L7f; L8c1b1; L8c1d
G02EAF 14 nagf_correg_linregm_rssq
Computes residual sums of squares for all possible linear regressions for a set of independent variables
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; sum of squares
GAMS: L8c1a1
G02ECF 14 nagf_correg_linregm_rssq_stat
Calculates R 2 and C P values from residual sums of squares
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; C P values; R 2 values; sum of squares
GAMS: L8c1a
G02EEF 14 nagf_correg_linregm_fit_onestep
Fits a linear regression model by forward selection
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; linear regression
GAMS: L8c1a1
G02EFF 21 nagf_correg_linregm_fit_stepwise
Stepwise linear regression
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; stepwise linear regression
GAMS: L8c1
G02FAF 14 nagf_correg_linregm_stat_resinf
Calculates standardized residuals and influence statistics
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; influence statistics; standardized residuals
GAMS: L8c1c
G02FCF 15 nagf_correg_linregm_stat_durbwat
Computes Durbin–Watson test statistic
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; Durbin–Watson statistic; significance
GAMS: L8c1d
G02GAF 14 nagf_correg_glm_normal
Fits a generalized linear model with Normal errors
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; generalized linear model
GAMS: L8e1b
G02GBF 14 nagf_correg_glm_binomial
Fits a generalized linear model with binomial errors
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; logistic regression; logit; probit; generalized linear model
GAMS: L8e
G02GCF 14 nagf_correg_glm_poisson
Fits a generalized linear model with Poisson errors
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; generalized linear model
GAMS: L8e; L9c
G02GDF 14 nagf_correg_glm_gamma
Fits a generalized linear model with gamma errors
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; generalized linear model
GAMS: L8e
G02GKF 14 nagf_correg_glm_constrain
Estimates and standard errors of parameters of a general linear model for given constraints
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; generalized linear model; standard errors
GAMS: L8e; L9c
G02GNF 14 nagf_correg_glm_estfunc
Computes estimable function of a generalized linear model and its standard error
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; estimable function; generalized linear model
GAMS: L8e; L9c
G02GPF 22 nagf_correg_glm_predict
Computes a predicted value and its associated standard error based on a previously fitted generalized linear model
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; generalized linear model; predicted value; standard errors
GAMS: L8c
G02HAF 13 nagf_correg_robustm
Robust regression, standard M -estimates
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; Andrew's sine wave; Hampel's piecewise linear function; Huber type regression; Krasker–Welsch weights; Mallows type regression; Maronna's weights; Scheppe type regression; Tukey's bi-weight; M -estimates; regression; robust regression
GAMS: L8c4
G02HBF 13 nagf_correg_robustm_wts
Robust regression, compute weights for use with G02HDF
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; bounded influence; robust regression
GAMS: L8c4
G02HDF 13 nagf_correg_robustm_user
Robust regression, compute regression with user-supplied functions and weights
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; bounded influence; iterative weighted least squares; M -estimates; robust regression
GAMS: L8c4
G02HFF 13 nagf_correg_robustm_user_varmat
Robust regression, variance-covariance matrix following G02HDF
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; robust regression; variance-covariance matrix
GAMS: L8c4
G02HKF 14 nagf_correg_robustm_corr_huber
Calculates a robust estimation of a covariance matrix, Huber's weight function
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; Huber's weight function; correlation matrix
GAMS: L1c1b
G02HLF 14 nagf_correg_robustm_corr_user_deriv
Calculates a robust estimation of a covariance matrix, user-supplied weight function plus derivatives
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; correlation matrix; robust estimation
GAMS: L1c1b
G02HMF 14 nagf_correg_robustm_corr_user
Calculates a robust estimation of a covariance matrix, user-supplied weight function
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; correlation matrix; robust estimation
GAMS: L1c1b
G02JAF 21 nagf_correg_mixeff_reml
Linear mixed effects regression using Restricted Maximum Likelihood (REML)
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; REML, Restricted Maximum Likelihood; maximum likelihood; mixed effects regression
GAMS: L8c
G02JBF 21 nagf_correg_mixeff_ml
Linear mixed effects regression using Maximum Likelihood (ML)
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; maximum likelihood; mixed effects regression
GAMS: L8c
G02JCF 23 nagf_correg_mixeff_hier_init
Hierarchical mixed effects regression, initialization routine for G02JDF G02JEF
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; hierarchical mixed effects regression; mixed effects regression
GAMS: L8c
G02JDF 23 nagf_correg_mixeff_hier_reml
Hierarchical mixed effects regression using Restricted Maximum Likelihood (REML)
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; REML, Restricted Maximum Likelihood; hierarchical mixed effects regression; mixed effects regression
GAMS: L8c
G02JEF 23 nagf_correg_mixeff_hier_ml
Hierarchical mixed effects regression using Maximum Likelihood (ML)
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; hierarchical mixed effects regression; maximum likelihood; mixed effects regression
GAMS: L8c
G02KAF 22 nagf_correg_ridge_opt
Ridge regression, optimizing a ridge regression parameter
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; ridge regression
GAMS: L8e2
G02KBF 22 nagf_correg_ridge
Ridge regression using a number of supplied ridge regression parameters
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; ridge regression
GAMS: L8e2
G02LAF 22 nagf_correg_pls_svd
Partial least squares (PLS) regression using singular value decomposition
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; partial least squares regression
GAMS: L8c1c
G02LBF 22 nagf_correg_pls_wold
Partial least squares (PLS) regression using Wold's iterative method
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; Wold's iterative method; partial least squares regression
GAMS: L8c1c
G02LCF 22 nagf_correg_pls_fit
PLS parameter estimates following partial least squares regression by G02LAF G02LBF
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; partial least squares regression
GAMS: L8c1c
G02LDF 22 nagf_correg_pls_pred
PLS predictions based on parameter estimates from G02LCF
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; partial least squares regression
GAMS: L8c1c
G02MAF 25 nagf_correg_lars
Least angle regression (LARS), least absolute shrinkage and selection operator (LASSO) and forward stagewise regression
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; LARS; LASSO; forward stagewise; model selection; least angle regression
GAMS: L8c3
G02MBF 25 nagf_correg_lars_xtx
Least Angle Regression (LARS), Least Absolute Shrinkage and Selection Operator (LASSO) and forward stagewise regression using the cross-products matrix
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; LARS; LASSO; forward stagewise; model selection; least angle regression; cross-product
GAMS: L8c3
G02MCF 25 nagf_correg_lars_param
Calculates additional parameter estimates following Least Angle Regression (LARS), Least Absolute Shrinkage and Selection Operator (LASSO) or forward stagewise regression
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; LARS; LASSO; forward stagewise; least angle regression
GAMS: L8c3
G02QFF 23 nagf_correg_quantile_linreg_easy
Linear quantile regression, simple interface, independent, identically distributed (IID) errors
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; linear quantile regression; quantile regression
GAMS: L8c3
G02QGF 23 nagf_correg_quantile_linreg
Linear quantile regression, comprehensive interface
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; finance; linear quantile regression; quantile regression
GAMS: L8c3
G02ZKF 23 nagf_correg_optset
Option setting routine for G02QGF
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; options, computational; quantile regression
GAMS: L8i
G02ZLF 23 nagf_correg_optget
Option getting routine for G02QGF
Keywords: data analytics; big data; nonlinear regression; polynomial regression; correlation analysis; regression analysis; options, computational; quantile regression
GAMS: L8i
G03AAF 14 nagf_mv_prin_comp
Performs principal component analysis
Keywords: multivariate methods; finance; data analytics; big data; principal component analysis
GAMS: L13b
G03ACF 14 nagf_mv_canon_var
Performs canonical variate analysis
Keywords: multivariate methods; canonical discrimination analysis; canonical variate analysis
GAMS: L12; L13c
G03ADF 14 nagf_mv_canon_corr
Performs canonical correlation analysis
Keywords: multivariate methods; canonical correlation analysis
GAMS: L13c
G03BAF 15 nagf_mv_rot_orthomax
Computes orthogonal rotations for loading matrix, generalized orthomax criterion
Keywords: multivariate methods; canonical variate analysis; factor analysis; orthogonal transformations; orthomax criterion
GAMS: L13a
G03BCF 15 nagf_mv_rot_procrustes
Computes Procrustes rotations
Keywords: multivariate methods; Procrustes rotations
GAMS: L13a
G03BDF 22 nagf_mv_rot_promax
ProMax rotations
Keywords: multivariate methods; ProMax rotations
GAMS: L8c1c
G03CAF 15 nagf_mv_factor
Computes maximum likelihood estimates of the parameters of a factor analysis model, factor loadings, communalities and residual correlations
Keywords: multivariate methods; communalities, maximum likelihood; factor analysis; factor loadings; maximum likelihood; residual correlations
GAMS: L13a
G03CCF 15 nagf_mv_factor_score
Computes factor score coefficients (for use after G03CAF)
Keywords: multivariate methods; factor analysis; factor score coefficients; maximum likelihood
GAMS: L13a
G03DAF 15 nagf_mv_discrim
Computes test statistic for equality of within-group covariance matrices and matrices for discriminant analysis
Keywords: multivariate methods; discriminant analysis; test statistic
GAMS: L12
G03DBF 15 nagf_mv_discrim_mahal
Computes Mahalanobis squared distances for group or pooled variance-covariance matrices (for use after G03DAF)
Keywords: multivariate methods; Mahalanobis distances; discriminant analysis
GAMS: L12
G03DCF 15 nagf_mv_discrim_group
Allocates observations to groups according to selected rules (for use after G03DAF)
Keywords: multivariate methods; discriminant analysis
GAMS: L12
G03EAF 16 nagf_mv_distance_mat
Computes distance matrix
Keywords: multivariate methods; data analytics; big data; distance matrix
GAMS: L14d
G03ECF 16 nagf_mv_cluster_hier
Hierarchical cluster analysis
Keywords: multivariate methods; data analytics; big data; cluster analysis; hierarchical cluster analysis
GAMS: L14a1a1
G03EFF 16 nagf_mv_cluster_kmeans
K -means cluster analysis
Keywords: multivariate methods; data analytics; big data; K -means cluster analysis; cluster analysis
GAMS: L14a1b
G03EHF 16 nagf_mv_cluster_hier_dendrogram
Constructs dendrogram (for use after G03ECF)
Keywords: multivariate methods; data analytics; big data; dendrogram; hierarchical cluster analysis
GAMS: L14a1a1
G03EJF 16 nagf_mv_cluster_hier_indicator
Computes cluster indicator variable (for use after G03ECF)
Keywords: multivariate methods; data analytics; big data; allocate; cluster analysis; hierarchical cluster analysis
GAMS: L14a1a1
G03FAF 17 nagf_mv_multidimscal_metric
Performs principal coordinate analysis, classical metric scaling
Keywords: multivariate methods; classical metric scaling; principal coordinate analysis
GAMS: L16
G03FCF 17 nagf_mv_multidimscal_ordinal
Performs non-metric (ordinal) multidimensional scaling
Keywords: multivariate methods; non-metric (ordinal) scaling; ordinal scaling
GAMS: L16
G03GAF 24 nagf_mv_gaussian_mixture
Fits a Gaussian mixture model
Keywords: multivariate methods; Gaussian mixture model; cluster analysis
GAMS: L14a1b
G03ZAF 15 nagf_mv_z_scores
Produces standardized values ( z -scores) for a data matrix
Keywords: multivariate methods; standardized values; z-scores
GAMS: L2a
G04AGF 8 nagf_anova_hier2
Two-way analysis of variance, hierarchical classification, subgroups of unequal size
Keywords: analysis of variance; ANOVA; hierarchical classification; two-way analysis of variance
GAMS: L7b
G04BBF 16 nagf_anova_random
Analysis of variance, randomized block or completely randomized design, treatment means and standard errors
Keywords: analysis of variance; ANOVA; completely randomized design; randomized block design; standard errors; treatment means
GAMS: L7a1; L7b
G04BCF 17 nagf_anova_rowcol
Analysis of variance, general row and column design, treatment means and standard errors
Keywords: analysis of variance; ANOVA; standard errors; treatment means
GAMS: L7c
G04CAF 16 nagf_anova_factorial
Analysis of variance, complete factorial design, treatment means and standard errors
Keywords: analysis of variance; ANOVA; factorial design; standard errors; treatment means
GAMS: L7d1
G04DAF 17 nagf_anova_contrasts
Computes sum of squares for contrast between means
Keywords: analysis of variance; design of experiments; experimental design; sum of squares
GAMS: L7a1
G04DBF 17 nagf_anova_confidence
Computes confidence intervals for differences between means computed by G04BBF or G04BCF
Keywords: analysis of variance; confidence interval; design of experiments; experimental design
GAMS: L7a1
G04EAF 17 nagf_anova_dummyvars
Computes orthogonal polynomials or dummy variables for factor/classification variable
Keywords: analysis of variance; classification variable; design of experiments; experimental design; factor variable
GAMS: L7g; L8i
G04GAF 26 nagf_anova_icc
Intraclass correlation (ICC) for assessing rater reliability
Keywords: analysis of variance; intraclass; intrarater; interrater; reliability; ICC
GAMS: L7
G05KFF 22 nagf_rand_init_repeat
Initializes a pseudorandom number generator to give a repeatable sequence
Keywords: data analytics; big data; random number generators; mersenne twister; MRG32k3a; Wichmann Hill; ACORN; options, computational; random numbers
GAMS: L6c
G05KGF 22 nagf_rand_init_nonrepeat
Initializes a pseudorandom number generator to give a non-repeatable sequence
Keywords: data analytics; big data; random number generators; mersenne twister; MRG32k3a; Wichmann Hill; ACORN; options, computational; random numbers
GAMS: L6c
G05KHF 22 nagf_rand_init_leapfrog
Primes a pseudorandom number generator for generating multiple streams using leap-frog
Keywords: data analytics; big data; random number generators; finance; options, computational; random numbers
GAMS: L6c
G05KJF 22 nagf_rand_init_skipahead
Primes a pseudorandom number generator for generating multiple streams using skip-ahead
Keywords: data analytics; big data; random number generators; finance; options, computational; random numbers
GAMS: L6c
G05KKF 23 nagf_rand_init_skipahead_power2
Primes a pseudorandom number generator for generating multiple streams using skip-ahead, skipping ahead a power of 2
Keywords: data analytics; big data; random number generators; finance; options, computational; random numbers
GAMS: L6c
G05NCF 22 nagf_rand_permute
Pseudorandom permutation of an integer vector
Keywords: data analytics; big data; random number generators; finance; permutation; random permutation
GAMS: L6a16
G05NDF 22 nagf_rand_sample
Pseudorandom sample from an integer vector
Keywords: data analytics; big data; random number generators; finance; random sample; sample, random
GAMS: L6a19
G05NEF 23 nagf_rand_sample_wgt
Pseudorandom sample, without replacement, unequal weights
Keywords: data analytics; big data; random number generators; random sample; sample, random
GAMS: L6a19
G05PDF 22 nagf_rand_times_garch_asym1
Generates a realization of a time series from a GARCH process with asymmetry of the form ε t - 1 + γ 2
Keywords: data analytics; big data; random number generators; finance; GARCH; time series
GAMS: L6a20
G05PEF 22 nagf_rand_times_garch_asym2
Generates a realization of a time series from a GARCH process with asymmetry of the form ε t - 1 + γ ε t - 1 2
Keywords: data analytics; big data; random number generators; finance; GARCH; time series
GAMS: L6a20
G05PFF 22 nagf_rand_times_garch_gjr
Generates a realization of a time series from an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process
Keywords: data analytics; big data; random number generators; finance; GARCH; time series
GAMS: L6a20
G05PGF 22 nagf_rand_times_garch_exp
Generates a realization of a time series from an exponential GARCH (EGARCH) process
Keywords: data analytics; big data; random number generators; finance; EGARCH; time series
GAMS: L6a20
G05PHF 22 nagf_rand_times_arma
Generates a realization of a time series from an ARMA model
Keywords: data analytics; big data; random number generators; finance; ARMA; time series
GAMS: L6a20
G05PJF 22 nagf_rand_times_mv_varma
Generates a realization of a multivariate time series from a VARMA model
Keywords: data analytics; big data; random number generators; finance; VARMA, vector autoregressive moving average model; time series
GAMS: L6b
G05PMF 22 nagf_rand_times_smooth_exp
Generates a realization of a time series from an exponential smoothing model
Keywords: data analytics; big data; random number generators; finance; exponential smoothing; time series
GAMS: L6a20
G05PVF 25 nagf_rand_kfold_xyw
Permutes a matrix, vector, vector triplet into a form suitable for K -fold cross validation
Keywords: data analytics; big data; random number generators; cross-validation; permute; k-fold; jacknife; leave-one-out; CV; LOO
GAMS: N8
G05PWF 25 nagf_rand_subsamp_xyw
Permutes a matrix, vector, vector triplet into a form suitable for random sub-sampling validation
Keywords: data analytics; big data; random number generators; cross-validation; resample; sub-sample; permute
GAMS: N8
G05PXF 22 nagf_rand_matrix_orthog
Generates a random orthogonal matrix
Keywords: data analytics; big data; random number generators; finance; random orthogonal matrix
GAMS: L6b15
G05PYF 22 nagf_rand_matrix_corr
Generates a random correlation matrix
Keywords: data analytics; big data; random number generators; finance; random correlation matrix
GAMS: L6b3
G05PZF 22 nagf_rand_matrix_2waytable
Generates a random two-way table
Keywords: data analytics; big data; random number generators; finance; random two-way table; two-way contingency table
GAMS: L6b
G05RCF 22 nagf_rand_copula_students_t
Generates a matrix of pseudorandom numbers from a Student's t -copula
Keywords: data analytics; big data; random number generators; finance; copula; random numbers; student's t-copula
GAMS: L6b
G05RDF 22 nagf_rand_copula_normal
Generates a matrix of pseudorandom numbers from a Gaussian copula
Keywords: data analytics; big data; random number generators; finance; Gaussian copula; copula; random numbers
GAMS: L6b
G05REF 23 nagf_rand_copula_clayton_bivar
Generates a matrix of pseudorandom numbers from a bivariate Clayton/Cook–Johnson copula
Keywords: data analytics; big data; random number generators; Clayton/Cook–Johnson copula; copula; random numbers
GAMS: L6b
G05RFF 23 nagf_rand_copula_frank_bivar
Generates a matrix of pseudorandom numbers from a bivariate Frank copula
Keywords: data analytics; big data; random number generators; Frank copula; copula; random numbers
GAMS: L6b
G05RGF 23 nagf_rand_copula_plackett_bivar
Generates a matrix of pseudorandom numbers from a bivariate Plackett copula
Keywords: data analytics; big data; random number generators; Plackett copula; copula; random numbers
GAMS: L6b
G05RHF 23 nagf_rand_copula_clayton
Generates a matrix of pseudorandom numbers from a multivariate Clayton/Cook–Johnson copula
Keywords: data analytics; big data; random number generators; Clayton/Cook–Johnson copula; copula; random numbers
GAMS: L6b
G05RJF 23 nagf_rand_copula_frank
Generates a matrix of pseudorandom numbers from a multivariate Frank copula
Keywords: data analytics; big data; random number generators; Frank copula; copula; random numbers
GAMS: L6b
G05RKF 23 nagf_rand_copula_gumbel
Generates a matrix of pseudorandom numbers from a Gumbel–Hougaard copula
Keywords: data analytics; big data; random number generators; Gumbel–Hougard copula; copula; random numbers
GAMS: L6b
G05RYF 22 nagf_rand_multivar_students_t
Generates a matrix of pseudorandom numbers from a multivariate Student's t -distribution
Keywords: data analytics; big data; random number generators; finance; Student's t -distribution; multivariate Student's t -distribution; random numbers
GAMS: L6b14
G05RZF 22 nagf_rand_multivar_normal
Generates a matrix of pseudorandom numbers from a multivariate Normal distribution
Keywords: data analytics; big data; random number generators; finance; Gaussian distribution; Normal distribution; multivariate Normal distribution; random numbers
GAMS: L6b14
G05SAF 22 nagf_rand_dist_uniform01
Generates a vector of pseudorandom numbers from a uniform distribution over 0 , 1
Keywords: data analytics; big data; random number generators; finance; random numbers; rectangular distribution; uniform distribution
GAMS: L6a21
G05SBF 22 nagf_rand_dist_beta
Generates a vector of pseudorandom numbers from a beta distribution
Keywords: data analytics; big data; random number generators; finance; beta distribution; random numbers
GAMS: L6a2
G05SCF 22 nagf_rand_dist_cauchy
Generates a vector of pseudorandom numbers from a Cauchy distribution
Keywords: data analytics; big data; random number generators; finance; Cauchy distribution; random numbers
GAMS: L6a3
G05SDF 22 nagf_rand_dist_chisq
Generates a vector of pseudorandom numbers from a χ 2 distribution
Keywords: data analytics; big data; random number generators; finance; chi-squared distribution; random numbers
GAMS: L6a3
G05SEF 22 nagf_rand_dist_dirichlet
Generates a vector of pseudorandom numbers from a Dirichlet distribution
Keywords: data analytics; big data; random number generators; finance; Dirichlet distribution; random numbers
GAMS: L6a2
G05SFF 22 nagf_rand_dist_exp
Generates a vector of pseudorandom numbers from an exponential distribution
Keywords: data analytics; big data; random number generators; finance; exponential distribution; random numbers
GAMS: L6a5
G05SGF 22 nagf_rand_dist_expmix
Generates a vector of pseudorandom numbers from an exponential mix distribution
Keywords: data analytics; big data; random number generators; finance; exponential distribution; exponential mix distribution; random numbers
GAMS: L6a5
G05SHF 22 nagf_rand_dist_f
Generates a vector of pseudorandom numbers from an F -distribution
Keywords: data analytics; big data; random number generators; finance; F -distribution; random numbers
GAMS: L6a6
G05SJF 22 nagf_rand_dist_gamma
Generates a vector of pseudorandom numbers from a gamma distribution
Keywords: data analytics; big data; random number generators; finance; gamma distribution; random numbers
GAMS: L6a7
G05SKF 22 nagf_rand_dist_normal
Generates a vector of pseudorandom numbers from a Normal distribution
Keywords: data analytics; big data; random number generators; finance; Gaussian distribution; Normal distribution; random numbers
GAMS: L6a14
G05SLF 22 nagf_rand_dist_logistic
Generates a vector of pseudorandom numbers from a logistic distribution
Keywords: data analytics; big data; random number generators; finance; logistic distribution; random numbers
GAMS: L6a12
G05SMF 22 nagf_rand_dist_lognormal
Generates a vector of pseudorandom numbers from a log-normal distribution
Keywords: data analytics; big data; random number generators; finance; log-normal distribution; random numbers
GAMS: L6a12
G05SNF 22 nagf_rand_dist_students_t
Generates a vector of pseudorandom numbers from a Student's t -distribution
Keywords: data analytics; big data; random number generators; finance; Student's t -distribution; random numbers
GAMS: L6a20
G05SPF 22 nagf_rand_dist_triangular
Generates a vector of pseudorandom numbers from a triangular distribution
Keywords: data analytics; big data; random number generators; finance; random numbers; triangular distribution
GAMS: L6a20
G05SQF 22 nagf_rand_dist_uniform
Generates a vector of pseudorandom numbers from a uniform distribution over a , b
Keywords: data analytics; big data; random number generators; finance; random numbers; rectangular distribution; uniform distribution
GAMS: L6a21
G05SRF 22 nagf_rand_dist_vonmises
Generates a vector of pseudorandom numbers from a von Mises distribution
Keywords: data analytics; big data; random number generators; finance; random numbers; von Mises distribution
GAMS: L6a22
G05SSF 22 nagf_rand_dist_weibull
Generates a vector of pseudorandom numbers from a Weibull distribution
Keywords: data analytics; big data; random number generators; finance; Weibull distribution; random numbers
GAMS: L6a23
G05TAF 22 nagf_rand_int_binomial
Generates a vector of pseudorandom integers from a binomial distribution
Keywords: data analytics; big data; random number generators; finance; binomial distribution; random integers
GAMS: L6a2
G05TBF 22 nagf_rand_logical
Generates a vector of pseudorandom logical values
Keywords: data analytics; big data; random number generators; finance; probability; random logicals
GAMS: L6a2
G05TCF 22 nagf_rand_int_geom
Generates a vector of pseudorandom integers from a geometric distribution
Keywords: data analytics; big data; random number generators; finance; geometric distribution; random integers
GAMS: L6a7
G05TDF 22 nagf_rand_int_general
Generates a vector of pseudorandom integers from a general discrete distribution
Keywords: data analytics; big data; random number generators; finance; CDF, cumulative distribution function; distribution function; random integers
GAMS: L6a7
G05TEF 22 nagf_rand_int_hypergeom
Generates a vector of pseudorandom integers from a hypergeometric distribution
Keywords: data analytics; big data; random number generators; finance; hypergeometric distribution; random integers
GAMS: L6a8
G05TFF 22 nagf_rand_int_log
Generates a vector of pseudorandom integers from a logarithmic distribution
Keywords: data analytics; big data; random number generators; finance; logarithmic distribution; random integers
GAMS: L6a
G05TGF 22 nagf_rand_int_multinomial
Generates a vector of pseudorandom integers from a multinomial distribution
Keywords: data analytics; big data; random number generators; finance; multinomial distribution; random integers
GAMS: L6b13
G05THF 22 nagf_rand_int_negbin
Generates a vector of pseudorandom integers from a negative binomial distribution
Keywords: data analytics; big data; random number generators; finance; Pascal distribution; Polya distribution; negative binomial distribution; random integers
GAMS: L6a14
G05TJF 22 nagf_rand_int_poisson
Generates a vector of pseudorandom integers from a Poisson distribution
Keywords: data analytics; big data; random number generators; finance; Poisson distribution; random integers
GAMS: L6a16
G05TKF 22 nagf_rand_int_poisson_varmean
Generates a vector of pseudorandom integers from a Poisson distribution with varying mean
Keywords: data analytics; big data; random number generators; finance; Poisson distribution; random integers
GAMS: L6a16
G05TLF 22 nagf_rand_int_uniform
Generates a vector of pseudorandom integers from a uniform distribution
Keywords: data analytics; big data; random number generators; finance; random integers; rectangular distribution; uniform distribution
GAMS: L6a21
G05XAF 24 nagf_rand_bb_init
Initializes the Brownian bridge generator
Keywords: data analytics; big data; random number generators; brownian bridge; options, computational
GAMS: L6; M1
G05XBF 24 nagf_rand_bb
Generate paths for a free or non-free Wiener process using the Brownian bridge algorithm
Keywords: data analytics; big data; random number generators; Wiener process; brownian bridge
GAMS: M1
G05XCF 24 nagf_rand_bb_inc_init
Initializes the generator which backs out the increments of sample paths generated by a Brownian bridge algorithm
Keywords: data analytics; big data; random number generators; brownian bridge; options, computational
GAMS: L6; M1
G05XDF 24 nagf_rand_bb_inc
Backs out the increments from sample paths generated by a Brownian bridge algorithm
Keywords: data analytics; big data; random number generators; brownian bridge
GAMS: M1
G05XEF 24 nagf_rand_bb_make_bridge_order
Creates a Brownian bridge construction order out of a set of input times
Keywords: data analytics; big data; random number generators; brownian bridge
GAMS: L6; M1
G05YJF 21 nagf_rand_quasi_normal
Generates a Normal quasi-random number sequence
Keywords: data analytics; big data; random number generators; Faure, quasi-random numbers; Gaussian distribution; Niederreiter method, quasi-random numbers; Normal distribution; Sobol, quasi-random numbers; low-discrepancy sequences; quasi-random numbers; random numbers
GAMS: L6b21
G05YKF 21 nagf_rand_quasi_lognormal
Generates a log-normal quasi-random number sequence
Keywords: data analytics; big data; random number generators; Faure, quasi-random numbers; Niederreiter method, quasi-random numbers; Sobol, quasi-random numbers; log-normal distribution; low-discrepancy sequences; quasi-random numbers; random numbers
GAMS: L6b21
G05YLF 22 nagf_rand_quasi_init
Initializes a quasi-random number generator
Keywords: data analytics; big data; random number generators; finance; Faure, quasi-random numbers; Niederreiter method, quasi-random numbers; Sobol, quasi-random numbers; low-discrepancy sequences; quasi-random numbers; random numbers; rectangular distribution; uniform distribution
GAMS: L6c
G05YMF 22 nagf_rand_quasi_uniform
Generates a uniform quasi-random number sequence
Keywords: data analytics; big data; random number generators; finance; low-discrepancy sequences; options, computational; quasi-random numbers; random numbers
GAMS: L6b21
G05YNF 22 nagf_rand_quasi_init_scrambled
Initializes a scrambled quasi-random number generator
Keywords: data analytics; big data; random number generators; finance; random numbers; Sobol; scramble; Niederreiter; Owen; Faure–Tezuka
GAMS: L6c
G05ZMF 24 nagf_rand_field_1d_user_setup
Setup for simulating one-dimensional random fields, user-defined variogram
Keywords: data analytics; big data; random number generators; options, computational; random fields; variogram
GAMS: M1a; L6
G05ZNF 24 nagf_rand_field_1d_predef_setup
Setup for simulating one-dimensional random fields
Keywords: data analytics; big data; random number generators; options, computational; random fields; variogram
GAMS: L6c
G05ZPF 24 nagf_rand_field_1d_generate
Generates realizations of a one-dimensional random field
Keywords: data analytics; big data; random number generators; random fields
GAMS: L6c
G05ZQF 24 nagf_rand_field_2d_user_setup
Setup for simulating two-dimensional random fields, user-defined variogram
Keywords: data analytics; big data; random number generators; options, computational; random fields; variogram
GAMS: L6a
G05ZRF 24 nagf_rand_field_2d_predef_setup
Setup for simulating two-dimensional random fields, preset variogram
Keywords: data analytics; big data; random number generators; options, computational; random fields; variogram
GAMS: L6c
G05ZSF 24 nagf_rand_field_2d_generate
Generates realizations of a two-dimensional random field
Keywords: data analytics; big data; random number generators; random fields
GAMS: L6c
G05ZTF 24 nagf_rand_field_fracbm_generate
Generates realizations of fractional Brownian motion
Keywords: data analytics; big data; random number generators; Brownian motion; fractional Brownian motion
GAMS: L6a
G07AAF 15 nagf_univar_ci_binomial
Computes confidence interval for the parameter of a binomial distribution
Keywords: univariate estimation; binomial distribution; confidence interval
GAMS: L4a1a4b
G07ABF 15 nagf_univar_ci_poisson
Computes confidence interval for the parameter of a Poisson distribution
Keywords: univariate estimation; Poisson distribution; confidence interval
GAMS: L4a1a4p
G07BBF 15 nagf_univar_estim_normal
Computes maximum likelihood estimates for parameters of the Normal distribution from grouped and/or censored data
Keywords: univariate estimation; Gaussian distribution; Normal distribution; censored data; grouping data; maximum likelihood
GAMS: L4a1a4n; L4a3
G07BEF 15 nagf_univar_estim_weibull
Computes maximum likelihood estimates for parameters of the Weibull distribution
Keywords: univariate estimation; Weibull distribution; maximum likelihood
GAMS: L4a1a4w; L4a3
G07BFF 23 nagf_univar_estim_genpareto
Estimates parameter values of the generalized Pareto distribution
Keywords: univariate estimation; Pareto distribution; maximum likelihood; moments
GAMS: L4a1a4e
G07CAF 15 nagf_univar_ttest_2normal
Computes t -test statistic for a difference in means between two Normal populations, confidence interval
Keywords: univariate estimation; Gaussian distribution; Normal distribution; confidence interval; t-test statistic
GAMS: L4a1a4n
G07DAF 13 nagf_univar_robust_1var_median
Robust estimation, median, median absolute deviation, robust standard deviation
Keywords: univariate estimation; mean; median; robust estimation; standard deviation
GAMS: L1a1
G07DBF 13 nagf_univar_robust_1var_mestim
Robust estimation, M -estimates for location and scale parameters, standard weight functions
Keywords: univariate estimation; location, robust estimation; M -estimates; robust estimation; scale parameters
GAMS: L1a1
G07DCF 13 nagf_univar_robust_1var_mestim_wgt
Robust estimation, M -estimates for location and scale parameters, user-defined weight functions
Keywords: univariate estimation; location, robust estimation; M -estimates; robust estimation; scale parameters
GAMS: L1a1
G07DDF 14 nagf_univar_robust_1var_trimmed
Computes a trimmed and winsorized mean of a single sample with estimates of their variance
Keywords: univariate estimation; trimmed mean; variance; winsorized mean
GAMS: L1a1
G07EAF 16 nagf_univar_robust_1var_ci
Robust confidence intervals, one-sample
Keywords: univariate estimation; confidence interval; robust estimation
GAMS: L4a1b1
G07EBF 16 nagf_univar_robust_2var_ci
Robust confidence intervals, two-sample
Keywords: univariate estimation; confidence interval; robust estimation
GAMS: L4a1b1
G07GAF 23 nagf_univar_outlier_peirce_1var
Outlier detection using method of Peirce, raw data or single variance supplied
Keywords: univariate estimation; finance; Peirce outlier detection; outlier detection
GAMS: L4a1a6
G07GBF 23 nagf_univar_outlier_peirce_2var
Outlier detection using method of Peirce, two variances supplied
Keywords: univariate estimation; finance; Peirce outlier detection; outlier detection
GAMS: L4a1a6
G08AAF 8 nagf_nonpar_test_sign
Sign test on two paired samples
Keywords: nonparametric statistics; sign test
GAMS: L4b3
G08ACF 8 nagf_nonpar_test_median
Median test on two samples of unequal size
Keywords: nonparametric statistics; median test
GAMS: L4b1b
G08AEF 8 nagf_nonpar_test_friedman
Friedman two-way analysis of variance on k matched samples
Keywords: nonparametric statistics; ANOVA; Friedman two-way analysis of variance
GAMS: L7b
G08AFF 8 nagf_nonpar_test_kruskal
Kruskal–Wallis one-way analysis of variance on k samples of unequal size
Keywords: nonparametric statistics; ANOVA; Kruskal–Wallis analysis of variance
GAMS: L7a2
G08AGF 14 nagf_nonpar_test_wilcoxon
Performs the Wilcoxon one-sample (matched pairs) signed rank test
Keywords: nonparametric statistics; Wilcoxon signed rank test; signed rank test
GAMS: L4a1b1
G08AHF 14 nagf_nonpar_test_mwu
Performs the Mann–Whitney U test on two independent samples
Keywords: nonparametric statistics; Mann–Whitney U statistic; tail probabilities
GAMS: L4a1b1
G08AJF 14 nagf_nonpar_prob_mwu_noties
Computes the exact probabilities for the Mann–Whitney U statistic, no ties in pooled sample
Keywords: nonparametric statistics; Mann–Whitney U statistic; pooled sample; tail probabilities
GAMS: L4a1b1
G08AKF 14 nagf_nonpar_prob_mwu_ties
Computes the exact probabilities for the Mann–Whitney U statistic, ties in pooled sample
Keywords: nonparametric statistics; Mann–Whitney U statistic; Neumann algorithm; pooled sample; tail probabilities
GAMS: L4a1b1
G08ALF 15 nagf_nonpar_test_cochranq
Performs the Cochran Q test on cross-classified binary data
Keywords: nonparametric statistics; Cochran Q test; cross-classified
GAMS: L7b
G08BAF 8 nagf_nonpar_test_mooddavid
Mood's and David's tests on two samples of unequal size
Keywords: nonparametric statistics; David's test; Mood's test for dispersion differences; dispersion
GAMS: L4b1b
G08CBF 14 nagf_nonpar_test_ks_1sample
Performs the one-sample Kolmogorov–Smirnov test for standard distributions
Keywords: nonparametric statistics; Kolmogorov–Smirnov test
GAMS: L4a1c
G08CCF 14 nagf_nonpar_test_ks_1sample_user
Performs the one-sample Kolmogorov–Smirnov test for a user-supplied distribution
Keywords: nonparametric statistics; Kolmogorov–Smirnov test
GAMS: L4a1c
G08CDF 14 nagf_nonpar_test_ks_2sample
Performs the two-sample Kolmogorov–Smirnov test
Keywords: nonparametric statistics; Kolmogorov–Smirnov test
GAMS: L4a1c
G08CGF 14 nagf_nonpar_test_chisq
Performs the χ 2 goodness-of-fit test, for standard continuous distributions
Keywords: nonparametric statistics; chi squared test
GAMS: L4a1c
G08CHF 23 nagf_nonpar_gofstat_anddar
Calculates the Anderson–Darling goodness-of-fit test statistic
Keywords: nonparametric statistics; Anderson–Darling test statistic
GAMS: L4a1c
G08CJF 23 nagf_nonpar_gofstat_anddar_unif
Calculates the Anderson–Darling goodness-of-fit test statistic and its probability for the case of uniformly distributed data
Keywords: nonparametric statistics; Anderson–Darling test statistic
GAMS: L4a1c
G08CKF 23 nagf_nonpar_gofstat_anddar_normal
Calculates the Anderson–Darling goodness-of-fit test statistic and its probability for the case of a fully-unspecified Normal distribution
Keywords: nonparametric statistics; Anderson–Darling test statistic; Gaussian distribution; Normal distribution; probability
GAMS: L4a1c
G08CLF 23 nagf_nonpar_gofstat_anddar_exp
Calculates the Anderson–Darling goodness-of-fit test statistic and its probability for the case of an unspecified exponential distribution
Keywords: nonparametric statistics; Anderson–Darling test statistic; exponential distribution; probability
GAMS: L4a1c
G08DAF 8 nagf_nonpar_concordance_kendall
Kendall's coefficient of concordance
Keywords: nonparametric statistics; Kendall's coefficient of concordance
GAMS: L4c1b
G08EAF 14 nagf_nonpar_randtest_runs
Performs the runs up or runs down test for randomness
Keywords: nonparametric statistics; randomness, tests for; runs up and runs down test for randomness
GAMS: L4a1d
G08EBF 14 nagf_nonpar_randtest_pairs
Performs the pairs (serial) test for randomness
Keywords: nonparametric statistics; pairs test for randomness; randomness, tests for
GAMS: L4a1d
G08ECF 14 nagf_nonpar_randtest_triplets
Performs the triplets test for randomness
Keywords: nonparametric statistics; randomness, tests for; triplets test for randomness
GAMS: L4a1d
G08EDF 14 nagf_nonpar_randtest_gaps
Performs the gaps test for randomness
Keywords: nonparametric statistics; gaps test for randomness; randomness, tests for
GAMS: L4a1d
G08RAF 12 nagf_nonpar_rank_regsn
Regression using ranks, uncensored data
Keywords: nonparametric statistics; parameter estimates; regression; scores; variance-covariance matrix
GAMS: L8c6
G08RBF 12 nagf_nonpar_rank_regsn_censored
Regression using ranks, right-censored data
Keywords: nonparametric statistics; parameter estimates; regression; scores; variance-covariance matrix
GAMS: L8c6
G10ABF 16 nagf_smooth_fit_spline
Fit cubic smoothing spline, smoothing parameter given
Keywords: Smoothing in Statistics; smoothing; spline
GAMS: L8g
G10ACF 16 nagf_smooth_fit_spline_parest
Fit cubic smoothing spline, smoothing parameter estimated
Keywords: Smoothing in Statistics; smoothing; spline
GAMS: L8g
G10BBF 25 nagf_smooth_kerndens_gauss
Kernel density estimate using Gaussian kernel (thread safe)
Keywords: Smoothing in Statistics; kernel density
GAMS: L4a1b2
G10CAF 16 nagf_smooth_data_runningmedian
Compute smoothed data sequence using running median smoothers
Keywords: Smoothing in Statistics; Tukey's smoothing; running median; smoothing
GAMS: L8h
G10ZAF 16 nagf_smooth_data_order
Reorder data to give ordered distinct observations
Keywords: Smoothing in Statistics; ordered observations
GAMS: L8i
G11AAF 16 nagf_contab_chisq
χ 2 statistics for two-way contingency table
Keywords: contingency table analysis; chi squared statistics; contingency table
GAMS: L4a5; L9b
G11BAF 17 nagf_contab_tabulate_stat
Computes multiway table from set of classification factors using selected statistic
Keywords: contingency table analysis; classification variable; factor variable; table
GAMS: L1c1; L2b; L9
G11BBF 17 nagf_contab_tabulate_percentile
Computes multiway table from set of classification factors using given percentile/quantile
Keywords: contingency table analysis; classification variable; factor variable; table
GAMS: L1c1; L2b; L9
G11BCF 17 nagf_contab_tabulate_margin
Computes marginal tables for multiway table computed by G11BAF or G11BBF
Keywords: contingency table analysis; marginal tables
GAMS: L2b; L9
G11CAF 19 nagf_contab_condl_logistic
Returns parameter estimates for the conditional analysis of stratified data
Keywords: contingency table analysis; conditional logistic analysis; logistic analysis; parameter estimates; stratified data
GAMS: L9; L15
G11SAF 12 nagf_contab_binary
Contingency table, latent variable model for binary data
Keywords: contingency table analysis; factor scores; latent variable model; score patterns; theta scores
GAMS: L13a
G11SBF 12 nagf_contab_binary_service
Frequency count for G11SAF
Keywords: contingency table analysis; frequency distribution
GAMS: L2b
G12AAF 15 nagf_surviv_kaplanmeier
Computes Kaplan–Meier (product-limit) estimates of survival probabilities
Keywords: survival analysis; Kaplan–Meier estimate; product-limit, Kaplan–Meier estimates
GAMS: L15
G12ABF 23 nagf_surviv_logrank
Computes rank statistics for comparing survival curves
Keywords: survival analysis; log rank test; rank statistics
GAMS: L15
G12BAF 17 nagf_surviv_coxmodel
Fits Cox's proportional hazard model
Keywords: survival analysis; Cox proportional hazard model
GAMS: L15
G12ZAF 19 nagf_surviv_coxmodel_risksets
Creates the risk sets associated with the Cox proportional hazards model for fixed covariates
Keywords: survival analysis; Cox proportional hazard model; risk sets
GAMS: L9
G13AAF 9 nagf_tsa_uni_diff
Univariate time series, seasonal and non-seasonal differencing
Keywords: data analytics; big data; time series analysis; finance; differencing, time series; non-seasonal differencing; seasonal differencing; time series; univariate time series
GAMS: L10a1c1
G13ABF 9 nagf_tsa_uni_autocorr
Univariate time series, sample autocorrelation function
Keywords: data analytics; big data; time series analysis; finance; autocorrelation coefficients; mean; test statistic; time series; univariate time series; variance
GAMS: L10a2a1
G13ACF 9 nagf_tsa_uni_autocorr_part
Univariate time series, partial autocorrelations from autocorrelations
Keywords: data analytics; big data; time series analysis; finance; autocorrelation coefficients; autoregressive parameters; error variance ratios; partial autocorrelation coefficients; time series; univariate time series
GAMS: L10a2a2; L10a2c1
G13ADF 9 nagf_tsa_uni_arima_prelim
Univariate time series, preliminary estimation, seasonal ARIMA model
Keywords: data analytics; big data; time series analysis; finance; ARIMA; time series; univariate time series
GAMS: L10a2d1
G13AEF 9 nagf_tsa_uni_arima_estim
Univariate time series, estimation, seasonal ARIMA model (comprehensive)
Keywords: data analytics; big data; time series analysis; ARIMA; time series; univariate time series
GAMS: L10a2d2
G13AFF 9 nagf_tsa_uni_arima_estim_easy
Univariate time series, estimation, seasonal ARIMA model (easy-to-use)
Keywords: data analytics; big data; time series analysis; finance; ARIMA; time series; univariate time series
GAMS: L10a2d2
G13AGF 9 nagf_tsa_uni_arima_update
Univariate time series, update state set for forecasting
Keywords: data analytics; big data; time series analysis; finance; forecasting; time series; univariate time series
GAMS: L10a2d3
G13AHF 9 nagf_tsa_uni_arima_forecast_state
Univariate time series, forecasting from state set
Keywords: data analytics; big data; time series analysis; finance; forecasting; time series; univariate time series
GAMS: L10a2d3
G13AJF 10 nagf_tsa_uni_arima_forcecast
Univariate time series, state set and forecasts, from fully specified seasonal ARIMA model
Keywords: data analytics; big data; time series analysis; finance; forecasting; standard deviation; time series; univariate time series
GAMS: L10a2d3
G13AMF 22 nagf_tsa_uni_smooth_exp
Univariate time series, exponential smoothing
Keywords: data analytics; big data; time series analysis; finance; Holt Winter; Browns Exponential; Linear Holt; exponential smoothing; time series; univariate time series
GAMS: L10a2d3
G13ASF 13 nagf_tsa_uni_arima_resid
Univariate time series, diagnostic checking of residuals, following G13AEF or G13AFF
Keywords: data analytics; big data; time series analysis; finance; ARMA; Box–Jenkins models; Box–Ljung portmanteau statistic; autocorrelation function; significance; standard errors; time series; univariate time series
GAMS: L10a2d2
G13AUF 14 nagf_tsa_uni_means
Computes quantities needed for range-mean or standard deviation-mean plot
Keywords: data analytics; big data; time series analysis; finance; mean; range; range-mean plot; standard deviation; time series
GAMS: L10a2a; L10a2b
G13AWF 25 nagf_tsa_uni_dickey_fuller_unit
Computes (augmented) Dickey–Fuller unit root test statistic
Keywords: data analytics; big data; time series analysis; Dickey–Fuller; unit root
GAMS: L10a2b
G13BAF 10 nagf_tsa_multi_filter_arima
Multivariate time series, filtering (pre-whitening) by an ARIMA model
Keywords: data analytics; big data; time series analysis; finance; ARIMA; filtering; multivariate time series; pre-whitening, filtering; time series
GAMS: L10b2b
G13BBF 11 nagf_tsa_multi_filter_transf
Multivariate time series, filtering by a transfer function model
Keywords: data analytics; big data; time series analysis; finance; filtering; multivariate time series; time series
GAMS: L10a1c4
G13BCF 10 nagf_tsa_multi_xcorr
Multivariate time series, cross-correlations
Keywords: data analytics; big data; time series analysis; finance; cross-correlation; multivariate time series; time series
GAMS: L10b2a
G13BDF 11 nagf_tsa_multi_transf_prelim
Multivariate time series, preliminary estimation of transfer function model
Keywords: data analytics; big data; time series analysis; finance; multivariate time series; time series
GAMS: L10b2b
G13BEF 11 nagf_tsa_multi_inputmod_estim
Multivariate time series, estimation of multi-input model
Keywords: data analytics; big data; time series analysis; finance; ARIMA; exact likelihood; marginal likelihood; multivariate time series; nonlinear least squares; time series; univariate time series
GAMS: L10a2d2; L10b2b
G13BGF 11 nagf_tsa_multi_inputmod_update
Multivariate time series, update state set for forecasting from multi-input model
Keywords: data analytics; big data; time series analysis; finance; forecasting; multivariate time series; time series
GAMS: L10b2b
G13BHF 11 nagf_tsa_multi_inputmod_forecast_state
Multivariate time series, forecasting from state set of multi-input model
Keywords: data analytics; big data; time series analysis; forecasting; multivariate time series; time series
GAMS: L10b2b
G13BJF 11 nagf_tsa_multi_inputmod_forecast
Multivariate time series, state set and forecasts from fully specified multi-input model
Keywords: data analytics; big data; time series analysis; finance; forecasting; multivariate time series; time series
GAMS: L10b2b
G13CAF 10 nagf_tsa_uni_spectrum_lag
Univariate time series, smoothed sample spectrum using rectangular, Bartlett, Tukey or Parzen lag window
Keywords: data analytics; big data; time series analysis; finance; Bartlett lag window; Parzen lag window; Tukey lag window; rectangular lag window; smoothing; time series; univariate time series
GAMS: L10a3a4
G13CBF 10 nagf_tsa_uni_spectrum_daniell
Univariate time series, smoothed sample spectrum using spectral smoothing by the trapezium frequency (Daniell) window
Keywords: data analytics; big data; time series analysis; finance; Daniell window; smoothing; spectral smoothing; time series; trapezium frequency window; univariate time series
GAMS: L10a3a3
G13CCF 10 nagf_tsa_multi_spectrum_lag
Multivariate time series, smoothed sample cross spectrum using rectangular, Bartlett, Tukey or Parzen lag window
Keywords: data analytics; big data; time series analysis; finance; Bartlett lag window; Parzen lag window; Tukey lag window; cross-spectrum; multivariate time series; rectangular lag window; smoothing; time series
GAMS: L10b3a4
G13CDF 10 nagf_tsa_multi_spectrum_daniell
Multivariate time series, smoothed sample cross spectrum using spectral smoothing by the trapezium frequency (Daniell) window
Keywords: data analytics; big data; time series analysis; finance; Daniell window; cross-spectrum; multivariate time series; smoothing; spectral smoothing; time series; trapezium frequency window
GAMS: L10b3a3
G13CEF 10 nagf_tsa_multi_spectrum_bivar
Multivariate time series, cross amplitude spectrum, squared coherency, bounds, univariate and bivariate (cross) spectra
Keywords: data analytics; big data; time series analysis; finance; bivariate spectra; coherency, squared, time series; cross amplitude spectrum; multivariate time series; squared coherency; time series
GAMS: L10b3a6
G13CFF 10 nagf_tsa_multi_gain_bivar
Multivariate time series, gain, phase, bounds, univariate and bivariate (cross) spectra
Keywords: data analytics; big data; time series analysis; finance; bivariate time series; cross-spectrum; gain, time series; multivariate time series; phase, time series; time series
GAMS: L10b3a6
G13CGF 10 nagf_tsa_multi_noise_bivar
Multivariate time series, noise spectrum, bounds, impulse response function and its standard error
Keywords: data analytics; big data; time series analysis; finance; impulse response function; multivariate time series; noise spectrum; standard errors; time series
GAMS: L10b3a6
G13DBF 11 nagf_tsa_multi_autocorr_part
Multivariate time series, multiple squared partial autocorrelations
Keywords: data analytics; big data; time series analysis; multivariate time series; partial autocorrelation coefficients; time series
GAMS: L10c
G13DDF 22 nagf_tsa_multi_varma_estimate
Multivariate time series, estimation of VARMA model
Keywords: data analytics; big data; time series analysis; finance; VARMA, vector autoregressive moving average model; correlation matrix; maximum likelihood; multivariate time series; standard errors; time series
GAMS: L10c
G13DJF 15 nagf_tsa_multi_varma_forecast
Multivariate time series, forecasts and their standard errors
Keywords: data analytics; big data; time series analysis; finance; forecasting; multivariate time series; standard errors; time series
GAMS: L10c
G13DKF 15 nagf_tsa_multi_varma_update
Multivariate time series, updates forecasts and their standard errors
Keywords: data analytics; big data; time series analysis; finance; forecasting; multivariate time series; standard errors; time series
GAMS: L10c
G13DLF 15 nagf_tsa_multi_diff
Multivariate time series, differences and/or transforms
Keywords: data analytics; big data; time series analysis; finance; VARMA, vector autoregressive moving average model; multivariate time series; time series
GAMS: L10c
G13DMF 15 nagf_tsa_multi_corrmat_cross
Multivariate time series, sample cross-correlation or cross-covariance matrices
Keywords: data analytics; big data; time series analysis; cross-correlation; cross-covariance; multivariate time series; time series
GAMS: L10c
G13DNF 15 nagf_tsa_multi_corrmat_partlag
Multivariate time series, sample partial lag correlation matrices, χ 2 statistics and significance levels
Keywords: data analytics; big data; time series analysis; chi squared statistics; multivariate time series; partial lag; significance; time series
GAMS: L10c
G13DPF 16 nagf_tsa_multi_regmat_partial
Multivariate time series, partial autoregression matrices
Keywords: data analytics; big data; time series analysis; multivariate time series; partial autoregression matrices; time series
GAMS: L10c
G13DSF 13 nagf_tsa_multi_varma_diag
Multivariate time series, diagnostic checking of residuals, following G13DDF
Keywords: data analytics; big data; time series analysis; multivariate time series; time series
GAMS: L10c
G13DXF 15 nagf_tsa_uni_arma_roots
Calculates the zeros of a vector autoregressive (or moving average) operator
Keywords: data analytics; big data; time series analysis; finance; VARMA, vector autoregressive moving average model; time series
GAMS: L10a2f; L10c
G13EAF 17 nagf_tsa_multi_kalman_sqrt_var
Combined measurement and time update, one iteration of Kalman filter, time-varying, square root covariance filter
Keywords: data analytics; big data; time series analysis; Kalman filter
GAMS: L10a2e
G13EBF 17 nagf_tsa_multi_kalman_sqrt_invar
Combined measurement and time update, one iteration of Kalman filter, time-invariant, square root covariance filter
Keywords: data analytics; big data; time series analysis; Kalman filter
GAMS: L10a2e
G13EJF 25 nagf_tsa_kalman_unscented_state_revcom
Combined time and measurement update, one iteration of the Unscented Kalman Filter for a nonlinear state space model, with additive noise (reverse communication)
Keywords: data analytics; big data; time series analysis; time series; filter; transform; unscented; UKF; UT
GAMS: L10a2e
G13EKF 25 nagf_tsa_kalman_unscented_state
Combined time and measurement update, one iteration of the Unscented Kalman Filter for a nonlinear state space model, with additive noise
Keywords: data analytics; big data; time series analysis; time series; filter; unscented; UKF
GAMS: L10a2e
G13FAF 20 nagf_tsa_uni_garch_asym1_estim
Univariate time series, parameter estimation for either a symmetric GARCH process or a GARCH process with asymmetry of the form ε t - 1 + γ 2
Keywords: data analytics; big data; time series analysis; finance; GARCH; time series; univariate time series
GAMS: L10a2
G13FBF 20 nagf_tsa_uni_garch_asym1_forecast
Univariate time series, forecast function for either a symmetric GARCH process or a GARCH process with asymmetry of the form ε t - 1 + γ 2
Keywords: data analytics; big data; time series analysis; finance; GARCH; forecasting; time series; univariate time series
GAMS: L10a2
G13FCF 20 nagf_tsa_uni_garch_asym2_estim
Univariate time series, parameter estimation for a GARCH process with asymmetry of the form ε t - 1 + γ ε t - 1 2
Keywords: data analytics; big data; time series analysis; finance; GARCH; time series; univariate time series
GAMS: L10a2
G13FDF 20 nagf_tsa_uni_garch_asym2_forecast
Univariate time series, forecast function for a GARCH process with asymmetry of the form ε t - 1 + γ ε t - 1 2
Keywords: data analytics; big data; time series analysis; finance; GARCH; forecasting; time series; univariate time series
GAMS: L10a2
G13FEF 20 nagf_tsa_uni_garch_gjr_estim
Univariate time series, parameter estimation for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process
Keywords: data analytics; big data; time series analysis; finance; GARCH; GJR GARCH process; Glosten, Jagannathan and Runkle process; time series; univariate time series
GAMS: L10a2
G13FFF 20 nagf_tsa_uni_garch_gjr_forecast
Univariate time series, forecast function for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process
Keywords: data analytics; big data; time series analysis; finance; GARCH; GJR GARCH process; Glosten, Jagannathan and Runkle process; forecasting; time series; univariate time series
GAMS: L10a2
G13FGF 20 nagf_tsa_uni_garch_exp_estim
Univariate time series, parameter estimation for an exponential GARCH (EGARCH) process
Keywords: data analytics; big data; time series analysis; finance; EGARCH; GARCH; exponential GARCH; time series; univariate time series
GAMS: L10a2
G13FHF 20 nagf_tsa_uni_garch_exp_forecast
Univariate time series, forecast function for an exponential GARCH (EGARCH) process
Keywords: data analytics; big data; time series analysis; finance; EGARCH; GARCH; exponential GARCH; forecasting; time series; univariate time series
GAMS: L10a2
G13MEF 24 nagf_tsa_inhom_iema
Computes the iterated exponential moving average for a univariate inhomogeneous time series
Keywords: data analytics; big data; time series analysis; streaming; data stream; exponential moving average; moving average; time series; univariate time series
GAMS: L10a1c4
G13MFF 24 nagf_tsa_inhom_iema_all
Computes the iterated exponential moving average for a univariate inhomogeneous time series, intermediate results are also returned
Keywords: data analytics; big data; time series analysis; streaming; data stream; exponential moving average; moving average; time series; univariate time series
GAMS: L10a1c4
G13MGF 24 nagf_tsa_inhom_ma
Computes the exponential moving average for a univariate inhomogeneous time series
Keywords: data analytics; big data; time series analysis; streaming; data stream; exponential moving average; moving average; time series; univariate time series
GAMS: L10a1c4
G13NAF 25 nagf_tsa_cp_pelt
Change point detection, using the PELT algorithm
Keywords: data analytics; big data; time series analysis; time series; pelt; change point
GAMS: L10a2a
G13NBF 25 nagf_tsa_cp_pelt_user
Change points detection using the PELT algorithm, user supplied cost function
Keywords: data analytics; big data; time series analysis; time series; pelt; change point
GAMS: L10a2a
G13NDF 25 nagf_tsa_cp_binary
Change point detection, using binary segmentation
Keywords: data analytics; big data; time series analysis; time series; binary segmentation; change point
GAMS: L10a2a
G13NEF 25 nagf_tsa_cp_binary_user
Change point detection, using binary segmentation, user supplied cost function
Keywords: data analytics; big data; time series analysis; time series; binary segmentation; change point
GAMS: L10a2a
G22YAF 26 nagf_blgm_lm_formula
Specify a linear model via a formula string
Keywords: regression; specification
GAMS: L
G22YBF 26 nagf_blgm_lm_describe_data
Describe a dataset
Keywords: data
GAMS: L
G22YCF 26 nagf_blgm_lm_design_matrix
Construct a design matrix from a linear model specified using G22YAF
Keywords: regression; design matrix
GAMS: L
G22YDF 26 nagf_blgm_lm_submodel
Construct a vector indicating which columns of a design matrix to include in a submodel specified using G22YAF
Keywords: regression; design matrix
GAMS: L
G22ZAF 26 nagf_blgm_handle_free
Destroy a and deallocate all the memory used
Keywords: free; destroy; handle
GAMS: L
G22ZMF 26 nagf_blgm_optset
Option setting routine for
Keywords: options
GAMS: L
G22ZNF 26 nagf_blgm_optget
Option getting routine for
Keywords: options
GAMS: L
H02BBF 14 nagf_mip_ilp_dense
Integer LP problem (dense)
Keywords: operations research; finance; mixed integer programming; branch and bound; integer programming
GAMS: G2c1; G2c6; G2c7; G2c6; G2c7; G2c1
H02BFF 16 nagf_mip_ilp_mpsx
Interpret MPSX data file defining IP or LP problem, optimize and print solution
Keywords: operations research; MPSX format; mixed integer programming; branch and bound; integer programming
GAMS: G2a1; G2c7
H02BUF 16 nagf_mip_ilp_mpsx_convert
Convert MPSX data file defining IP or LP problem to format required by H02BBF or E04MFF
Keywords: operations research; MPSX format
GAMS: G2c6; G4a
H02BVF 16 nagf_mip_ilp_print
Print IP or LP solutions with user-specified names for rows and columns
Keywords: operations research; integer programming; linear programming
GAMS: G4f
H02BZF 15 nagf_mip_ilp_info
Integer programming solution, supplies further information on solution obtained by H02BBF
Keywords: operations research; integer programming
GAMS: G4f
H02CBF 19 nagf_mip_iqp_dense
Integer QP problem (dense)
Keywords: operations research; finance; mixed integer programming; QP, quadratic programming; branch and bound; integer programming; integer quadratic program
GAMS: G2a1; G2e1; G2e2; G4d
H02CCF 19 nagf_mip_iqp_dense_optfile
Read values for H02CBF from external file
Keywords: operations research; integer quadratic program; options, computational
GAMS: G4f
H02CDF 19 nagf_mip_iqp_dense_optstr
Supply values to H02CBF
Keywords: operations research; integer quadratic program; options, computational
GAMS: G4f
H02CEF 19 nagf_mip_iqp_sparse
Integer LP or QP problem (sparse), using E04NKF
Keywords: operations research; finance; mixed integer programming; QP, quadratic programming; branch and bound; integer programming; integer quadratic program
GAMS: G2a2; G2e1; G2e2; G4d
H02CFF 19 nagf_mip_iqp_sparse_optfile
Read values for H02CEF from external file
Keywords: operations research; integer programming; mixed integer programming; options, computational
GAMS: G4f
H02CGF 19 nagf_mip_iqp_sparse_optstr
Supply values to H02CEF
Keywords: operations research; integer programming; options, computational
GAMS: G4f
H02DAF 25 nagf_mip_sqp
Mixed integer nonlinear programming
Keywords: operations research; nonlinear programming; mixed integer programming; SQP, sequential quadratic programming; integer programming; integer quadratic program
GAMS: G2a1; G2c7; G2h1a2
H02ZKF 25 nagf_mip_optset
Option setting routine for H02DAF
Keywords: operations research; options, computational
GAMS: G4f
H02ZLF 25 nagf_mip_optget
Option getting routine for H02DAF
Keywords: operations research; options, computational
GAMS: G4f
H03ABF 4 nagf_mip_transportation
Transportation problem, modified stepping stone method
Keywords: operations research; stepping stone algorithm; transportation problem
GAMS: G2b
H03ADF 18 nagf_mip_shortestpath
Shortest path problem, Dijkstra's algorithm
Keywords: operations research; Dijkstra's algorithm, shortest path; shortest path
GAMS: G2d1
H03BBF 25 nagf_mip_tsp_simann
Travelling Salesman Problem, simulated annealing
Keywords: operations research; shortest path; Travelling Salesman Problem; TSP; simulated annealing
GAMS: G2d1
H05AAF 24 nagf_mip_best_subset_given_size_revcomm
Best n subsets of size p (reverse communication)
Keywords: operations research; best subset; subsetting, best
GAMS: Z
H05ABF 24 nagf_mip_best_subset_given_size
Best n subsets of size p (direct communication)
Keywords: operations research; best subset; subsetting, best
GAMS: Z
M01CAF 12 nagf_sort_realvec_sort
Sort a vector, real numbers
Keywords: data analytics; big data; searching; sorting; quicksort, double; sort
GAMS: N6a2b
M01CBF 12 nagf_sort_intvec_sort
Sort a vector, integer numbers
Keywords: data analytics; big data; searching; sorting; sort
GAMS: N6a2a
M01CCF 12 nagf_sort_charvec_sort
Sort a vector, character data
Keywords: data analytics; big data; searching; sorting; sort
GAMS: N6a2c
M01DAF 12 nagf_sort_realvec_rank
Rank a vector, real numbers
Keywords: data analytics; big data; searching; sorting; rank vector
GAMS: N6a1b
M01DBF 12 nagf_sort_intvec_rank
Rank a vector, integer numbers
Keywords: data analytics; big data; searching; sorting; rank vector
GAMS: N6a1a
M01DCF 12 nagf_sort_charvec_rank
Rank a vector, character data
Keywords: data analytics; big data; searching; sorting; rank vector
GAMS: N6a1c
M01DEF 12 nagf_sort_realmat_rank_rows
Rank rows of a matrix, real numbers
Keywords: data analytics; big data; searching; sorting; rank matrix
GAMS: N6a1b
M01DFF 12 nagf_sort_intmat_rank_rows
Rank rows of a matrix, integer numbers
Keywords: data analytics; big data; searching; sorting; rank matrix
GAMS: N6a1a
M01DJF 12 nagf_sort_realmat_rank_columns
Rank columns of a matrix, real numbers
Keywords: data analytics; big data; searching; sorting; rank matrix
GAMS: N6a1b
M01DKF 12 nagf_sort_intmat_rank_columns
Rank columns of a matrix, integer numbers
Keywords: data analytics; big data; searching; sorting; rank matrix
GAMS: N6a1a
M01DZF 12 nagf_sort_arbitrary_rank
Rank arbitrary data
Keywords: data analytics; big data; searching; sorting; rank data
GAMS: N6a1
M01EAF 12 nagf_sort_realvec_rank_rearrange
Rearrange a vector according to given ranks, real numbers
Keywords: data analytics; big data; searching; sorting; rank vector; rearrange vector
GAMS: N8
M01EBF 12 nagf_sort_intvec_rank_rearrange
Rearrange a vector according to given ranks, integer numbers
Keywords: data analytics; big data; searching; sorting; rank vector; rearrange vector
GAMS: N8
M01ECF 12 nagf_sort_charvec_rank_rearrange
Rearrange a vector according to given ranks, character data
Keywords: data analytics; big data; searching; sorting; rank vector; rearrange vector
GAMS: N8
M01EDF 19 nagf_sort_cmplxvec_rank_rearrange
Rearrange a vector according to given ranks, complex numbers
Keywords: data analytics; big data; searching; sorting; rank vector; rearrange vector
GAMS: N8
M01NAF 22 nagf_sort_realvec_search
Binary search in set of real numbers
Keywords: data analytics; big data; searching; sorting; binary search method
GAMS: N6a2b
M01NBF 22 nagf_sort_intvec_search
Binary search in set of integer numbers
Keywords: data analytics; big data; searching; sorting; binary search method
GAMS: N6a2b
M01NCF 22 nagf_sort_charvec_search
Binary search in set of character data
Keywords: data analytics; big data; searching; sorting; binary search method
GAMS: N6a2b
M01ZAF 12 nagf_sort_permute_invert
Invert a permutation
Keywords: data analytics; big data; searching; sorting; invert permutation; permutation
GAMS: N8
M01ZBF 12 nagf_sort_permute_check
Check validity of a permutation
Keywords: data analytics; big data; searching; sorting; permutation
GAMS: N8
M01ZCF 12 nagf_sort_permute_decompose
Decompose a permutation into cycles
Keywords: data analytics; big data; searching; sorting; cycles; permutation
GAMS: N8
S01BAF 14 nagf_specfun_log_shifted
ln 1 + x
Keywords: approximations of special functions; finance; logarithmic function; shifted logarithmic function
GAMS: C4b
S01EAF 14 nagf_specfun_exp_complex
Complex exponential, e z
Keywords: approximations of special functions; complex exponential; exponential
GAMS: C4b
S07AAF 1 nagf_specfun_tan
tan x
Keywords: approximations of special functions; finance; circular tangent; tan x ; tangent, circular
GAMS: C4a
S09AAF 1 nagf_specfun_arcsin
arcsin x
Keywords: approximations of special functions; finance; arcsine; inverse circular sine
GAMS: C4a
S09ABF 3 nagf_specfun_arccos
arccos x
Keywords: approximations of special functions; finance; arccos; inverse circular cosine
GAMS: C4a
S10AAF 3 nagf_specfun_tanh
tanh x
Keywords: approximations of special functions; finance; hyperbolic tangent; tanh x
GAMS: C4c
S10ABF 4 nagf_specfun_sinh
sinh x
Keywords: approximations of special functions; finance; hyperbolic sine
GAMS: C4c
S10ACF 4 nagf_specfun_cosh
cosh x
Keywords: approximations of special functions; finance; cosh x ; hyperbolic cosine
GAMS: C4c
S11AAF 4 nagf_specfun_arctanh
arctanh x
Keywords: approximations of special functions; finance; inverse hyperbolic tangent
GAMS: C4c
S11ABF 4 nagf_specfun_arcsinh
arcsinh x
Keywords: approximations of special functions; finance; inverse hyperbolic sine
GAMS: C4c
S11ACF 4 nagf_specfun_arccosh
arccosh x
Keywords: approximations of special functions; finance; inverse hyperbolic cosine
GAMS: C4c
S13AAF 1 nagf_specfun_integral_exp
Exponential integral E 1 x
Keywords: approximations of special functions; finance; exponential integral, E 1 x ; exponential integral
GAMS: C5
S13ACF 2 nagf_specfun_integral_cos
Cosine integral Ci x
Keywords: approximations of special functions; finance; cosine integral, Ci x
GAMS: C6
S13ADF 5 nagf_specfun_integral_sin
Sine integral Si x
Keywords: approximations of special functions; finance; sine integral, Si x ; sine integral
GAMS: C6
S14AAF 1 nagf_specfun_gamma
Gamma function
Keywords: approximations of special functions; finance; gamma function
GAMS: C7a
S14ABF 8 nagf_specfun_gamma_log_real
Log gamma function, real argument
Keywords: approximations of special functions; finance; log gamma function
GAMS: C7a
S14ACF 14 nagf_specfun_polygamma
ψ x - ln x
Keywords: approximations of special functions; finance; psi function
GAMS: C7c
S14ADF 14 nagf_specfun_polygamma_deriv
Scaled derivatives of ψ x
Keywords: approximations of special functions; finance; derivatives, psi function; psi function
GAMS: C7c
S14AEF 20 nagf_specfun_psi_deriv_real
Polygamma function ψ n x for real x
Keywords: approximations of special functions; finance; derivatives, psi function; psi function
GAMS: C7c
S14AFF 20 nagf_specfun_psi_deriv_complex
Polygamma function ψ n z for complex z
Keywords: approximations of special functions; derivatives, psi function; digamma function; polygamma function; psi function; trigamma function
GAMS: C7c
S14AGF 21 nagf_specfun_gamma_log_complex
Logarithm of the gamma function ln Γ z , complex argument
Keywords: approximations of special functions; log gamma function
GAMS: C7a
S14AHF 23 nagf_specfun_gamma_log_scaled_real
Scaled log gamma function
Keywords: approximations of special functions; log gamma function
GAMS: C7a
S14BAF 14 nagf_specfun_gamma_incomplete
Incomplete gamma functions P a , x and Q a , x
Keywords: approximations of special functions; finance; incomplete gamma function
GAMS: C7e
S14CBF 24 nagf_specfun_beta_log_real
Logarithm of the beta function ln B a , b
Keywords: approximations of special functions; beta function; log beta function
GAMS: C7b
S14CCF 24 nagf_specfun_beta_incomplete
Incomplete beta function I x a , b and its complement 1 - I x
Keywords: approximations of special functions; complement of incomplete beta function; incomplete beta function
GAMS: C7f
S15ABF 3 nagf_specfun_cdf_normal
Cumulative Normal distribution function P x
Keywords: approximations of special functions; finance; Gaussian distribution; Normal distribution; cumulative Normal distribution
GAMS: C8a; L5a1n
S15ACF 4 nagf_specfun_compcdf_normal
Complement of cumulative Normal distribution function Q x
Keywords: approximations of special functions; finance; complement of cumulative Normal distribution; cumulative Normal distribution; error function
GAMS: C8a; L5a1n
S15ADF 4 nagf_specfun_erfc_real
Complement of error function erfc x
Keywords: approximations of special functions; finance; complement error function; error function
GAMS: C8a; L5a1e
S15AEF 4 nagf_specfun_erf_real
Error function erf x
Keywords: approximations of special functions; finance; error function
GAMS: C8a; L5a1e
S15AFF 7 nagf_specfun_dawson
Dawson's integral
Keywords: approximations of special functions; finance; Dawson's integral
GAMS: C8c
S15AGF 22 nagf_specfun_erfcx_real
Scaled complement of error function, erfcx x
Keywords: approximations of special functions; finance; complement error function; error function
GAMS: C8a; L5a1e
S15DDF 14 nagf_specfun_erfc_complex
Scaled complex complement of error function, exp - z 2 erfc - i z
Keywords: approximations of special functions; complement error function; error function
GAMS: C8a
S17ACF 1 nagf_specfun_bessel_y0_real
Bessel function Y 0 x
Keywords: approximations of special functions; finance; Bessel function; Y 0 x , Bessel function
GAMS: C10a1
S17ADF 1 nagf_specfun_bessel_y1_real
Bessel function Y 1 x
Keywords: approximations of special functions; finance; Bessel function; Y 1 x , Bessel function
GAMS: C10a1
S17AEF 5 nagf_specfun_bessel_j0_real
Bessel function J 0 x
Keywords: approximations of special functions; finance; Bessel function; J 0 , Bessel function
GAMS: C10a1
S17AFF 5 nagf_specfun_bessel_j1_real
Bessel function J 1 x
Keywords: approximations of special functions; finance; Bessel function; J 1 , Bessel function
GAMS: C10a1
S17AGF 8 nagf_specfun_airy_ai_real
Airy function Ai x
Keywords: approximations of special functions; finance; Ai , Airy function; Airy function
GAMS: C10d
S17AHF 8 nagf_specfun_airy_bi_real
Airy function Bi x
Keywords: approximations of special functions; finance; Airy function; Bi , Airy function
GAMS: C10d
S17AJF 8 nagf_specfun_airy_ai_deriv
Airy function Ai x
Keywords: approximations of special functions; finance; Ai , derivative Airy function; Airy function
GAMS: C10d
S17AKF 8 nagf_specfun_airy_bi_deriv
Airy function Bi x
Keywords: approximations of special functions; finance; Airy function; Bi , derivative Airy function
GAMS: C10d
S17ALF 20 nagf_specfun_bessel_zeros
Zeros of Bessel functions J α x , J α x , Y α x or Y α x
Keywords: approximations of special functions; finance; Bessel function; zeros of bessel functions
GAMS: C10a3
S17AQF 24 nagf_specfun_bessel_y0_real_vector
Bessel function vectorized Y 0 x
Keywords: approximations of special functions; Bessel function; Y 0 x , Bessel function
GAMS: C10a1
S17ARF 24 nagf_specfun_bessel_y1_real_vector
Bessel function vectorized Y 1 x
Keywords: approximations of special functions; Bessel function; Y 1 x , Bessel function
GAMS: C10a1
S17ASF 24 nagf_specfun_bessel_j0_real_vector
Bessel function vectorized J 0 x
Keywords: approximations of special functions; Bessel function; J 0 , Bessel function
GAMS: C10a1
S17ATF 24 nagf_specfun_bessel_j1_real_vector
Bessel function vectorized J 1 x
Keywords: approximations of special functions; Bessel function; J 1 , Bessel function
GAMS: C10a1
S17AUF 24 nagf_specfun_airy_ai_real_vector
Airy function vectorized Ai x
Keywords: approximations of special functions; Ai ; Airy function
GAMS: C10d
S17AVF 24 nagf_specfun_airy_bi_real_vector
Airy function vectorized Bi x
Keywords: approximations of special functions; Airy function; Bi
GAMS: C10d
S17AWF 24 nagf_specfun_airy_ai_deriv_vector
Derivatives of the Airy function, vectorized Ai x
Keywords: approximations of special functions; Ai , derivative Airy function; Airy function
GAMS: C10d
S17AXF 24 nagf_specfun_airy_bi_deriv_vector
Derivatives of the Airy function, vectorized Bi x
Keywords: approximations of special functions; Airy function; Bi , derivative Airy function
GAMS: C10d
S17DCF 13 nagf_specfun_bessel_y_complex
Bessel functions Y ν + a z , real a 0 , complex z , ν = 0 , 1 , 2 ,
Keywords: approximations of special functions; Bessel function
GAMS: C10a4
S17DEF 13 nagf_specfun_bessel_j_complex
Bessel functions J ν + a z , real a 0 , complex z , ν = 0 , 1 , 2 ,
Keywords: approximations of special functions; Bessel function
GAMS: C10a4
S17DGF 13 nagf_specfun_airy_ai_complex
Airy functions Ai z and Ai z , complex z
Keywords: approximations of special functions; finance; Ai , derivative Airy function; Ai , Airy function; Airy function
GAMS: C10d
S17DHF 13 nagf_specfun_airy_bi_complex
Airy functions Bi z and Bi z , complex z
Keywords: approximations of special functions; finance; Airy function; Bi , derivative Airy function; Bi , Airy function
GAMS: C10d
S17DLF 13 nagf_specfun_hankel_complex
Hankel functions H ν + a j z , j = 1 , 2 , real a 0 , complex z , ν = 0 , 1 , 2 ,
Keywords: approximations of special functions; Hankel functions
GAMS: C10a4
S17GAF 26 nagf_specfun_struve_h0
Struve function of order 0 , H 0 x
Keywords: approximations of special functions; Struve function; H 0 x , Struve function
GAMS: C10e
S17GBF 26 nagf_specfun_struve_h1
Struve function of order 1 , H 1 x
Keywords: approximations of special functions; Struve function; H 1 x , Struve function
GAMS: C10e
S18ACF 1 nagf_specfun_bessel_k0_real
Modified Bessel function K 0 x
Keywords: approximations of special functions; finance; K 0 , modified Bessel function; modified Bessel function
GAMS: C10b1
S18ADF 1 nagf_specfun_bessel_k1_real
Modified Bessel function K 1 x
Keywords: approximations of special functions; finance; K 1 , modified Bessel function; modified Bessel function
GAMS: C10b1
S18AEF 5 nagf_specfun_bessel_i0_real
Modified Bessel function I 0 x
Keywords: approximations of special functions; finance; I 0 , modified Bessel function; modified Bessel function
GAMS: C10b1
S18AFF 5 nagf_specfun_bessel_i1_real
Modified Bessel function I 1 x
Keywords: approximations of special functions; finance; I 1 , modified Bessel function; modified Bessel function
GAMS: C10b1
S18AQF 24 nagf_specfun_bessel_k0_real_vector
Modified Bessel function vectorized K 0 x
Keywords: approximations of special functions; K 0 , modified Bessel function; modified Bessel function
GAMS: C10b1
S18ARF 24 nagf_specfun_bessel_k1_real_vector
Modified Bessel function vectorized K 1 x
Keywords: approximations of special functions; K 1 , modified Bessel function; modified Bessel function
GAMS: C10b1
S18ASF 24 nagf_specfun_bessel_i0_real_vector
Modified Bessel function vectorized I 0 x
Keywords: approximations of special functions; I 0 , modified Bessel function; modified Bessel function
GAMS: C10b1
S18ATF 24 nagf_specfun_bessel_i1_real_vector
Modified Bessel function vectorized I 1 x
Keywords: approximations of special functions; I 1 , modified Bessel function; modified Bessel function
GAMS: C10b1
S18CCF 10 nagf_specfun_bessel_k0_scaled
Scaled modified Bessel function e x K 0 x
Keywords: approximations of special functions; finance; K 0 , modified Bessel function; modified Bessel function
GAMS: C10b1
S18CDF 10 nagf_specfun_bessel_k1_scaled
Scaled modified Bessel function e x K 1 x
Keywords: approximations of special functions; finance; K 1 , modified Bessel function; modified Bessel function
GAMS: C10b1
S18CEF 10 nagf_specfun_bessel_i0_scaled
Scaled modified Bessel function e - x I 0 x
Keywords: approximations of special functions; finance; I 0 , modified Bessel function; modified Bessel function
GAMS: C10b1
S18CFF 10 nagf_specfun_bessel_i1_scaled
Scaled modified Bessel function e - x I 1 x
Keywords: approximations of special functions; finance; I 1 , modified Bessel function; modified Bessel function
GAMS: C10b1
S18CQF 24 nagf_specfun_bessel_k0_scaled_vector
Scaled modified Bessel function vectorized e x K 0 x
Keywords: approximations of special functions; K 0 , modified Bessel function; modified Bessel function
GAMS: C10b1
S18CRF 24 nagf_specfun_bessel_k1_scaled_vector
Scaled modified Bessel function vectorized e x K 1 x
Keywords: approximations of special functions; K 1 , modified Bessel function; modified Bessel function
GAMS: C10b1
S18CSF 24 nagf_specfun_bessel_i0_scaled_vector
Scaled modified Bessel function vectorized e - x I 0 x
Keywords: approximations of special functions; I 0 , modified Bessel function; modified Bessel function
GAMS: C10b1
S18CTF 24 nagf_specfun_bessel_i1_scaled_vector
Scaled modified Bessel function vectorized e - x I 1 x
Keywords: approximations of special functions; I 1 , modified Bessel function; modified Bessel function
GAMS: C10b1
S18DCF 13 nagf_specfun_bessel_k_complex
Modified Bessel functions K ν + a z , real a 0 , complex z , ν = 0 , 1 , 2 ,
Keywords: approximations of special functions; modified Bessel function
GAMS: C10b4
S18DEF 13 nagf_specfun_bessel_i_complex
Modified Bessel functions I ν + a z , real a 0 , complex z , ν = 0 , 1 , 2 ,
Keywords: approximations of special functions; modified Bessel function
GAMS: C10b4
S18GKF 21 nagf_specfun_bessel_j_seq_complex
Bessel function of the 1st kind J α ± n z
Keywords: approximations of special functions; modified Bessel function
GAMS: C10a1
S18GAF 26 nagf_specfun_struve_l0
Modified Struve function of order 0 , L 0 x
Keywords: approximations of special functions; Modified Struve function; L 0 x , Struve function
GAMS: C10e
S18GBF 26 nagf_specfun_struve_l1
Modified Struve function of order 1 , L 1 x
Keywords: approximations of special functions; Modified Struve function; L 1 x , Struve function
GAMS: C10e
S18GCF 26 nagf_specfun_struve_i0ml0
The function I 0 x - L 0 x , where I 0 x is a modified Bessel function and L 0 x is a Struve function
Keywords: approximations of special functions; Modified Struve function; I 0 x - L 0 x , Struve function
GAMS: C10e
S18GDF 26 nagf_specfun_struve_i1ml1
The function I 1 x - L 1 x , where I 1 x is a modified Bessel function and L 1 x is a Struve function
Keywords: approximations of special functions; Modified Struve function; I 1 x - L 1 x , Struve function
GAMS: C10e
S19AAF 11 nagf_specfun_kelvin_ber
Kelvin function ber x
Keywords: approximations of special functions; finance; Kelvin functions; ber x , Kelvin function
GAMS: C10c
S19ABF 11 nagf_specfun_kelvin_bei
Kelvin function bei x
Keywords: approximations of special functions; finance; Kelvin functions; bei x , Kelvin function
GAMS: C10c
S19ACF 11 nagf_specfun_kelvin_ker
Kelvin function ker x
Keywords: approximations of special functions; finance; Kelvin functions; ker x , Kelvin function
GAMS: C10c
S19ADF 11 nagf_specfun_kelvin_kei
Kelvin function kei x
Keywords: approximations of special functions; finance; Kelvin functions; kei x , Kelvin function
GAMS: C10c
S19ANF 24 nagf_specfun_kelvin_ber_vector
Kelvin function vectorized ber x
Keywords: approximations of special functions; Kelvin functions; ber x , Kelvin function
GAMS: C10c
S19APF 24 nagf_specfun_kelvin_bei_vector
Kelvin function vectorized bei x
Keywords: approximations of special functions; Kelvin functions; bei x , Kelvin function
GAMS: C10c
S19AQF 24 nagf_specfun_kelvin_ker_vector
Kelvin function vectorized ker x
Keywords: approximations of special functions; Kelvin functions; ker x , Kelvin function
GAMS: C10c
S19ARF 24 nagf_specfun_kelvin_kei_vector
Kelvin function vectorized kei x
Keywords: approximations of special functions; Kelvin functions; kei x , Kelvin function
GAMS: C10c
S20ACF 5 nagf_specfun_fresnel_s
Fresnel integral S x
Keywords: approximations of special functions; finance; Fresnel integral; S x , Fresnel Integral
GAMS: C8b
S20ADF 5 nagf_specfun_fresnel_c
Fresnel integral C x
Keywords: approximations of special functions; finance; Fresnel integral; C x , Fresnel Integral
GAMS: C8b
S20AQF 24 nagf_specfun_fresnel_s_vector
Fresnel integral vectorized S x
Keywords: approximations of special functions; Fresnel integral; S x , Fresnel Integral
GAMS: C8b
S20ARF 24 nagf_specfun_fresnel_c_vector
Fresnel integral vectorized C x
Keywords: approximations of special functions; Fresnel integral; C x , Fresnel Integral
GAMS: C8b
S21BAF 8 nagf_specfun_ellipint_symm_1_degen
Degenerate symmetrised elliptic integral of 1st kind R C x , y
Keywords: approximations of special functions; finance; elliptic integral
GAMS: C14
S21BBF 8 nagf_specfun_ellipint_symm_1
Symmetrised elliptic integral of 1st kind R F x , y , z
Keywords: approximations of special functions; finance; elliptic integral
GAMS: C14
S21BCF 8 nagf_specfun_ellipint_symm_2
Symmetrised elliptic integral of 2nd kind R D x , y , z
Keywords: approximations of special functions; finance; elliptic integral
GAMS: C14
S21BDF 8 nagf_specfun_ellipint_symm_3
Symmetrised elliptic integral of 3rd kind R J x , y , z , r
Keywords: approximations of special functions; finance; elliptic integral
GAMS: C14
S21BEF 22 nagf_specfun_ellipint_legendre_1
Elliptic integral of 1st kind, Legendre form, F ϕ m
Keywords: approximations of special functions; finance; elliptic integral
GAMS: C14
S21BFF 22 nagf_specfun_ellipint_legendre_2
Elliptic integral of 2nd kind, Legendre form, E ϕ m
Keywords: approximations of special functions; finance; elliptic integral
GAMS: C14
S21BGF 22 nagf_specfun_ellipint_legendre_3
Elliptic integral of 3rd kind, Legendre form, Π n ; ϕ m
Keywords: approximations of special functions; finance; elliptic integral
GAMS: C14
S21BHF 22 nagf_specfun_ellipint_complete_1
Complete elliptic integral of 1st kind, Legendre form, K m
Keywords: approximations of special functions; finance; elliptic integral
GAMS: C14
S21BJF 22 nagf_specfun_ellipint_complete_2
Complete elliptic integral of 2nd kind, Legendre form, E m
Keywords: approximations of special functions; finance; elliptic integral
GAMS: C14
S21CAF 15 nagf_specfun_jacellip_real
Jacobian elliptic functions sn, cn and dn of real argument
Keywords: approximations of special functions; finance; cn, Jacobian elliptic function; Jacobian elliptic functions; dn, Jacobian elliptic function; elliptic functions; sn, Jacobian elliptic functions
GAMS: C13
S21CBF 20 nagf_specfun_jacellip_complex
Jacobian elliptic functions sn, cn and dn of complex argument
Keywords: approximations of special functions; finance; cn, Jacobian elliptic function; Jacobian elliptic functions; dn, Jacobian elliptic function; elliptic functions; sn, Jacobian elliptic functions
GAMS: C13
S21CCF 20 nagf_specfun_jactheta_real
Jacobian theta functions θ k x , q of real argument
Keywords: approximations of special functions; finance; Jacobian theta functions; theta, Jacobian theta functions
GAMS: C13
S21DAF 20 nagf_specfun_ellipint_general_2
General elliptic integral of 2nd kind F z , k , a , b of complex argument
Keywords: approximations of special functions; elliptic integral
GAMS: C14
S22AAF 20 nagf_specfun_legendre_p
Legendre functions of 1st kind P n m x or P n m ¯ x
Keywords: approximations of special functions; finance; Legendre functions
GAMS: C9
S22BAF 24 nagf_specfun_1f1_real
Real confluent hypergeometric function F 1 1 a ; b ; x
Keywords: approximations of special functions; 1 F 1 , hypergeometric function; confluent hypergeometric function; hypergeometric function
GAMS: C11
S22BBF 24 nagf_specfun_1f1_real_scaled
Real confluent hypergeometric function F 1 1 a ; b ; x in scaled form
Keywords: approximations of special functions; 1 F 1 , hypergeometric function; confluent hypergeometric function; hypergeometric function
GAMS: C11
S22BEF 25 nagf_specfun_2f1_real
Real Gauss hypergeometric function F 1 2 a , b ; c ; x
Keywords: approximations of special functions; 2 F 1 , hypergeometric function; Gauss hypergeometric function; hypergeometric function
GAMS: C11; L5a1h
S22BFF 25 nagf_specfun_2f1_real_scaled
Real Gauss hypergeometric function F 1 2 a , b ; c ; x in scaled form
Keywords: approximations of special functions; 2 F 1 , hypergeometric function; Gauss hypergeometric function; hypergeometric function
GAMS: C11; L5a1h
S30AAF 22 nagf_specfun_opt_bsm_price
Black–Scholes–Merton option pricing formula
Keywords: approximations of special functions; Black–Scholes option pricing; derivative, options; finance; option pricing
GAMS: C19
S30ABF 22 nagf_specfun_opt_bsm_greeks
Black–Scholes–Merton option pricing formula with Greeks
Keywords: approximations of special functions; Black–Scholes option pricing; Greeks, options; derivative, options; finance; option pricing
GAMS: C19
S30BAF 22 nagf_specfun_opt_lookback_fls_price
Floating-strike lookback option pricing formula in the Black-Scholes-Merton model
Keywords: approximations of special functions; derivative, options; floating-strike lookback option; finance; option pricing
GAMS: C19
S30BBF 22 nagf_specfun_opt_lookback_fls_greeks
Floating-strike lookback option pricing formula with Greeks in the Black-Scholes-Merton model
Keywords: approximations of special functions; Greeks, options; derivative, options; finance; floating-strike lookback option; option pricing
GAMS: C19
S30CAF 22 nagf_specfun_opt_binary_con_price
Binary option, cash-or-nothing pricing formula
Keywords: approximations of special functions; binary option; cash-or-nothing option; derivative, options; finance; option pricing
GAMS: C19
S30CBF 22 nagf_specfun_opt_binary_con_greeks
Binary option, cash-or-nothing pricing formula with Greeks
Keywords: approximations of special functions; Greeks, options; binary option; cash-or-nothing option; derivative, options; finance; option pricing
GAMS: C19
S30CCF 22 nagf_specfun_opt_binary_aon_price
Binary option, asset-or-nothing pricing formula
Keywords: approximations of special functions; binary option; cash-or-nothing option; derivative, options; finance; option pricing
GAMS: C19
S30CDF 22 nagf_specfun_opt_binary_aon_greeks
Binary option, asset-or-nothing pricing formula with Greeks
Keywords: approximations of special functions; Greeks, options; binary option; cash-or-nothing option; derivative, options; finance; option pricing
GAMS: C19
S30FAF 22 nagf_specfun_opt_barrier_std_price
Standard barrier option pricing formula
Keywords: approximations of special functions; barrier option; derivative, options; finance; option pricing
GAMS: C19
S30JAF 22 nagf_specfun_opt_jumpdiff_merton_price
Jump-diffusion, Merton's model, option pricing formula
Keywords: approximations of special functions; Merton model, option pricing; derivative, options; finance; jump-diffusion model, option pricing; option pricing
GAMS: C19
S30JBF 22 nagf_specfun_opt_jumpdiff_merton_greeks
Jump-diffusion, Merton's model, option pricing formula with Greeks
Keywords: approximations of special functions; Greeks, options; Merton model, option pricing; derivative, options; finance; jump-diffusion model, option pricing; option pricing
GAMS: C19
S30NAF 22 nagf_specfun_opt_heston_price
Heston's model option pricing formula
Keywords: approximations of special functions; finance; Heston model, options; derivative, options; finance; option pricing
GAMS: C19
S30NBF 23 nagf_specfun_opt_heston_greeks
Heston's model option pricing formula with Greeks
Keywords: approximations of special functions; Greeks, options; Heston model, options; derivative, options; finance; option pricing
GAMS: C19
S30NCF 25 nagf_specfun_opt_heston_term
Heston's model option pricing with term structure
Keywords: approximations of special functions; finance; stochastic volatility; Heston; European; term structure
GAMS: C19
S30QCF 22 nagf_specfun_opt_amer_bs_price
American option, Bjerksund and Stensland pricing formula
Keywords: approximations of special functions; finance; American options; Bjerksund and Stensland pricing formula
GAMS: C19
S30SAF 22 nagf_specfun_opt_asian_geom_price
Asian option, geometric continuous average rate pricing formula
Keywords: approximations of special functions; Asian option; derivative, options; finance; option pricing
GAMS: C19
S30SBF 22 nagf_specfun_opt_asian_geom_greeks
Asian option, geometric continuous average rate pricing formula with Greeks
Keywords: approximations of special functions; Asian option; Greeks, options; finance; derivative, options; option pricing
GAMS: C19
X01AAF 5 nagf_math_pi
Provides the mathematical constant π
Keywords: mathematical constants; pi, mathematical constant
GAMS: R1
X01ABF 5 nagf_math_euler
Provides the mathematical constant γ (Euler's constant)
Keywords: mathematical constants; Euler's constant; gamma, Euler's constant
GAMS: R1
X02AHF 9 nagf_machine_sinarg_max
The largest permissible argument for sin and cos
Keywords: machine constants; largest trigonometric function argument
GAMS: R1
X02AJF 12 nagf_machine_precision
The machine precision
Keywords: machine constants; machine precision
GAMS: R1
X02AKF 12 nagf_machine_real_smallest
The smallest positive model number
Keywords: machine constants; smallest floating-point number
GAMS: R1
X02ALF 12 nagf_machine_real_largest
The largest positive model number
Keywords: machine constants; largest floating-point number
GAMS: R1
X02AMF 12 nagf_machine_real_safe
The safe range parameter
Keywords: machine constants; floating-point safe range
GAMS: R1
X02ANF 15 nagf_machine_complex_safe
The safe range parameter for complex floating-point arithmetic
Keywords: machine constants; floating-point complex safe range
GAMS: R1
X02BBF 5 nagf_machine_integer_max
The largest representable integer
Keywords: machine constants; largest integer
GAMS: R1
X02BEF 5 nagf_machine_decimal_digits
The maximum number of decimal digits that can be represented
Keywords: machine constants; decimal digits
GAMS: R1
X02BHF 12 nagf_machine_model_base
The floating-point model parameter, b
Keywords: machine constants; floating-point model; base
GAMS: R1
X02BJF 12 nagf_machine_model_digits
The floating-point model parameter, p
Keywords: machine constants; floating-point model; precision
GAMS: R1
X02BKF 12 nagf_machine_model_minexp
The floating-point model parameter e min
Keywords: machine constants; floating-point model; minimum exponent
GAMS: R1
X02BLF 12 nagf_machine_model_maxexp
The floating-point model parameter e max
Keywords: machine constants; floating-point model; maximum exponent
GAMS: R1
X03AAF 5 nagf_dot_real_prec
Real inner product added to initial value, basic/additional precision
Keywords: inner products; additional precision accumulation; dot product; extended precision accumulation; inner product; scalar product
GAMS: D1a4
X03ABF 5 nagf_dot_complex_prec
Complex inner product added to initial value, basic/additional precision
Keywords: inner products; additional precision accumulation; dot product; extended precision accumulation; inner product; scalar product
GAMS: D1a4
X04AAF 7 nagf_file_set_unit_error
Return or set unit number for error messages
Keywords: input utilities; output utilities; error messages
GAMS: R3b
X04ABF 7 nagf_file_set_unit_advisory
Return or set unit number for advisory messages
Keywords: input utilities; output utilities; advisory messages
GAMS: R3b
X04ACF 19 nagf_file_open
Open unit number for reading, writing or appending, and associate unit with named file
Keywords: input utilities; output utilities; file opening; open file
GAMS: N1
X04ADF 19 nagf_file_close
Close file associated with given unit number
Keywords: input utilities; output utilities; close file; file closing
GAMS: N1
X04BAF 12 nagf_file_line_write
Write formatted record to external file
Keywords: input utilities; output utilities; write record
GAMS: N1
X04BBF 12 nagf_file_line_read
Read formatted record from external file
Keywords: input utilities; output utilities; read record
GAMS: N1
X04CAF 14 nagf_file_print_matrix_real_gen
Print real general matrix (easy-to-use)
Keywords: input utilities; output utilities; print matrix
GAMS: N1
X04CBF 14 nagf_file_print_matrix_real_gen_comp
Print real general matrix (comprehensive)
Keywords: input utilities; output utilities; print matrix
GAMS: N1
X04CCF 14 nagf_file_print_matrix_real_packed
Print real packed triangular matrix (easy-to-use)
Keywords: input utilities; output utilities; print matrix
GAMS: N1
X04CDF 14 nagf_file_print_matrix_real_packed_comp
Print real packed triangular matrix (comprehensive)
Keywords: input utilities; output utilities; print matrix
GAMS: N1
X04CEF 14 nagf_file_print_matrix_real_band
Print real packed banded matrix (easy-to-use)
Keywords: input utilities; output utilities; print matrix
GAMS: N1
X04CFF 14 nagf_file_print_matrix_real_band_comp
Print real packed banded matrix (comprehensive)
Keywords: input utilities; output utilities; print matrix
GAMS: N1
X04DAF 14 nagf_file_print_matrix_complex_gen
Print complex general matrix (easy-to-use)
Keywords: input utilities; output utilities; print matrix
GAMS: N1
X04DBF 14 nagf_file_print_matrix_complex_gen_comp
Print complex general matrix (comprehensive)
Keywords: input utilities; output utilities; print matrix
GAMS: N1
X04DCF 14 nagf_file_print_matrix_complex_packed
Print complex packed triangular matrix (easy-to-use)
Keywords: input utilities; output utilities; print matrix
GAMS: N1
X04DDF 14 nagf_file_print_matrix_complex_packed_comp
Print complex packed triangular matrix (comprehensive)
Keywords: input utilities; output utilities; print matrix
GAMS: N1
X04DEF 14 nagf_file_print_matrix_complex_band
Print complex packed banded matrix (easy-to-use)
Keywords: input utilities; output utilities; print matrix
GAMS: N1
X04DFF 14 nagf_file_print_matrix_complex_band_comp
Print complex packed banded matrix (comprehensive)
Keywords: input utilities; output utilities; print matrix
GAMS: N1
X04EAF 14 nagf_file_print_matrix_integer
Print integer matrix (easy-to-use)
Keywords: input utilities; output utilities; print matrix
GAMS: N1
X04EBF 14 nagf_file_print_matrix_integer_comp
Print integer matrix (comprehensive)
Keywords: input utilities; output utilities; print matrix
GAMS: N1
X05AAF 14 nagf_time_date_array
Return date and time as an array of integers
Keywords: data and time utilities; date and time; time
GAMS: R
X05ABF 14 nagf_time_date_array_string
Convert array of integers representing date and time to character string
Keywords: data and time utilities; date and time; time
GAMS: R
X05ACF 14 nagf_time_date_string_compare
Compare two character strings representing date and time
Keywords: data and time utilities; date and time; time
GAMS: R
X05BAF 14 nagf_time_cpu
Return the CPU time
Keywords: data and time utilities; CPU time; time, cpu
GAMS: R
X06AAF 25 nagf_omp_set_num_threads
Sets the number of threads for OpenMP parallel regions
Keywords: constants and utilities; openMP; thread; constants and utilities; openMP; thread
GAMS: Z
X06ABF 25 nagf_omp_get_num_threads
The number of OpenMP threads in the current team
Keywords: constants and utilities; openMP; thread; constants and utilities; openMP; thread
GAMS: Z
X06ACF 25 nagf_omp_get_max_threads
An upper bound on the number of threads in the next parallel region
Keywords: constants and utilities; openMP; thread; constants and utilities; openMP; thread
GAMS: Z
X06ADF 25 nagf_omp_get_thread_num
The OpenMP thread number of the calling thread
Keywords: constants and utilities; openMP; thread; constants and utilities; openMP; thread
GAMS: Z
X06AFF 25 nagf_omp_in_parallel
Tests for an active OpenMP parallel region
Keywords: constants and utilities; openMP; thread; constants and utilities; openMP; thread
GAMS: Z
X06AGF 25 nagf_omp_set_nested
Enables or disables nested OpenMP parallelism
Keywords: constants and utilities; openMP; thread; constants and utilities; openMP; thread
GAMS: Z
X06AHF 25 nagf_omp_get_nested
Tests the status of nested OpenMP parallelism
Keywords: constants and utilities; openMP; thread; constants and utilities; openMP; thread
GAMS: Z
X06XAF 26 nagf_omp_using_threaded_impl
Tests whether a threaded NAG Library is being used
Keywords: constants and utilities; openMP; thread; constants and utilities; openMP; thread
GAMS: Z
X07AAF 24 nagf_ieee_is_finite
Determines whether its argument has a finite value
Keywords: IEEE arithmetic; finite
GAMS: A3a
X07ABF 24 nagf_ieee_is_nan
Determines whether its argument is a NaN (Not A Number)
Keywords: IEEE arithmetic; NaN
GAMS: A3a
X07BAF 24 nagf_ieee_create_infinity
Creates a signed infinite value
Keywords: IEEE arithmetic; infinity
GAMS: A3a
X07BBF 24 nagf_ieee_create_nan
Creates a NaN (Not A Number)
Keywords: IEEE arithmetic; NaN
GAMS: A3a
X07CAF 24 nagf_ieee_get_exception_mode
Gets current behaviour of floating-point exceptions
Keywords: IEEE arithmetic; exception mode
GAMS: A3a
X07CBF 24 nagf_ieee_set_exception_mode
Sets behaviour of floating-point exceptions
Keywords: IEEE arithmetic; exception mode
GAMS: A3a
X10AAF 26
Create a configuration data object
Keywords: adjoint derivatives; automatic differentiation; AD utility operations; create; configuration data object
GAMS: R3c
X10ABF 26
Remove a configuration data object
Keywords: adjoint derivatives; automatic differentiation; AD utility operations; remove; configuration data object
GAMS: R3c
X10ACF 26
Set the algorithmic mode
Keywords: adjoint derivatives; automatic differentiation; AD utility operations; set; algorithmic mode
GAMS: R3c
X10ADF 26
Get the algorithmic mode
Keywords: adjoint derivatives; automatic differentiation; AD utility operations; get; algorithmic mode
GAMS: R3c
X10BAF 26
Create a callback data object
Keywords: adjoint derivatives; automatic differentiation; AD utility operations; create; callback data object
GAMS: R3c
X10BBF 26
Insert the location of the AD callback into the callback data object
Keywords: adjoint derivatives; automatic differentiation; AD utility operations; insert; location; AD callback; callback data object
GAMS: R3c
X10BCF 26
Set the callback algorithmic mode
Keywords: adjoint derivatives; automatic differentiation; AD utility operations; set; callback algorithmic mode
GAMS: R3c
X10BDF 26
Get the callback algorithmic mode
Keywords: adjoint derivatives; automatic differentiation; AD utility operations; get; callback algorithmic mode
GAMS: R3c
X10BEF 26
Write an integer (working precision) scalar to the callback data object
Keywords: adjoint derivatives; automatic differentiation; AD utility operations; write; AD scalar; integer scalar; working precision; callback data ojbect
GAMS: R3c
X10BFF 26
Write a real (working precision) scalar to the callback data object
Keywords: adjoint derivatives; automatic differentiation; AD utility operations; write; working precision; AD scalar; real scalar; callback data object
GAMS: R3c
X10BJF 26
Write a scalar of type nagad_a1w_w_rtype to the callback data object
Keywords: adjoint derivatives; automatic differentiation; AD utility operations; write; AD scalar; nagad_a1w_w_rtype; callback data object
GAMS: R3c
X10CEF 26
Read an integer scalar from the callback data object
Keywords: adjoint derivatives; automatic differentiation; AD utility operations; read; AD scalar; integer scalar; callback data object
GAMS: R3c
X10CFF 26
Read a real (working precision) scalar from the callback data object
Keywords: adjoint derivatives; automatic differentiation; AD utility operations; read; AD scalar; real scalar; working precision; callback data object
GAMS: R3c
X10CJF 26
Read a scalar of type nagad_a1w_w_rtype from the callback data object
Keywords: adjoint derivatives; automatic differentiation; AD utility operations; read; AD scalar; nagad_a1w_w_rtype; callback dataobject
GAMS: R3c