The following is a list of keywords and their related routines with details of the mark of introduction, a short description of its purpose and a list of related keywords to assist with the selection of a routine document.
Keyword | Document
|
Mark of
|
Details |
---|---|---|---|
, hypergeometric function | S22BAF | 24 | nagf_specfun_1f1_real Real confluent hypergeometric function Related keywords: approximations of special functions; confluent hypergeometric function; hypergeometric function; |
S22BBF | 24 | nagf_specfun_1f1_real_scaled Real confluent hypergeometric function in scaled form Related keywords: approximations of special functions; confluent hypergeometric function; hypergeometric function; |
|
-norm | F04YDF | 24 | nagf_linsys_real_gen_norm_rcomm Norm estimation (for use in condition estimation), real rectangular matrix Related keywords: big data; data analytics; norm, matrix; real, by matrix; simultaneous linear equations; |
F04ZDF | 24 | nagf_linsys_complex_gen_norm_rcomm Norm estimation (for use in condition estimation), complex rectangular matrix Related keywords: big data; complex, by matrix; data analytics; norm, matrix; simultaneous linear equations; |
|
F06RAF | 15 | nagf_blas_dlange -norm, -norm, Frobenius norm, largest absolute element, real general matrix Related keywords: BLAS; Frobenius norm; infinity-norm; linear algebra support routines; norm, matrix; real, by matrix; |
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F06RBF | 15 | nagf_blas_dlangb -norm, -norm, Frobenius norm, largest absolute element, real band matrix Related keywords: BLAS; Frobenius norm; infinity-norm; linear algebra support routines; matrix, band; norm, matrix; real, band, by matrix; |
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F06RCF | 15 | nagf_blas_dlansy -norm, -norm, Frobenius norm, largest absolute element, real symmetric matrix Related keywords: BLAS; Frobenius norm; infinity-norm; linear algebra support routines; norm, matrix; real, indefinite, symmetric matrix; |
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F06RDF | 15 | nagf_blas_dlansp -norm, -norm, Frobenius norm, largest absolute element, real symmetric matrix, packed storage Related keywords: BLAS; Frobenius norm; infinity-norm; linear algebra support routines; norm, matrix; real, indefinite, symmetric matrix; |
|
F06REF | 15 | nagf_blas_dlansb -norm, -norm, Frobenius norm, largest absolute element, real symmetric band matrix Related keywords: BLAS; Frobenius norm; infinity-norm; linear algebra support routines; matrix, band; norm, matrix; real, band, symmetric matrix; |
|
F06RJF | 15 | nagf_blas_dlantr -norm, -norm, Frobenius norm, largest absolute element, real trapezoidal/triangular matrix Related keywords: BLAS; Frobenius norm; infinity-norm; linear algebra support routines; norm, matrix; real, trapezoidal matrix; real, triangular matrix; |
|
F06RKF | 15 | nagf_blas_dlantp -norm, -norm, Frobenius norm, largest absolute element, real triangular matrix, packed storage Related keywords: BLAS; Frobenius norm; infinity-norm; linear algebra support routines; norm, matrix; real, triangular matrix; |
|
F06RLF | 15 | nagf_blas_dlantb -norm, -norm, Frobenius norm, largest absolute element, real triangular band matrix Related keywords: BLAS; Frobenius norm; infinity-norm; linear algebra support routines; norm, matrix; real, band, triangular matrix; |
|
F06RMF | 15 | nagf_blas_dlanhs -norm, -norm, Frobenius norm, largest absolute element, real upper Hessenberg matrix Related keywords: BLAS; Frobenius norm; infinity-norm; linear algebra support routines; norm, matrix; real, Hessenberg matrix; |
|
F06RNF | 21 | nagf_blas_dlangt -norm, -norm, Frobenius norm, largest absolute element, real tridiagonal matrix Related keywords: BLAS; Frobenius norm; infinity-norm; linear algebra support routines; matrix, band; norm, matrix; real, tridiagonal matrix; |
|
F06RPF | 21 | nagf_blas_dlanst -norm, -norm, Frobenius norm, largest absolute element, real symmetric tridiagonal matrix Related keywords: BLAS; Frobenius norm; infinity-norm; linear algebra support routines; matrix, band; norm, matrix; real, symmetric, tridiagonal matrix; |
|
F06UAF | 15 | nagf_blas_zlange -norm, -norm, Frobenius norm, largest absolute element, complex general matrix Related keywords: BLAS; complex, by matrix; Frobenius norm; infinity-norm; linear algebra support routines; |
|
F06UBF | 15 | nagf_blas_zlangb -norm, -norm, Frobenius norm, largest absolute element, complex band matrix Related keywords: BLAS; complex, band matrix; Frobenius norm; infinity-norm; linear algebra support routines; matrix, band; |
|
F06UCF | 15 | nagf_blas_zlanhe -norm, -norm, Frobenius norm, largest absolute element, complex Hermitian matrix Related keywords: BLAS; complex, band matrix; Frobenius norm; infinity-norm; linear algebra support routines; |
|
F06UDF | 15 | nagf_blas_zlanhp -norm, -norm, Frobenius norm, largest absolute element, complex Hermitian matrix, packed storage Related keywords: BLAS; complex, Hermitian matrix; Frobenius norm; infinity-norm; linear algebra support routines; |
|
F06UEF | 15 | nagf_blas_zlanhb -norm, -norm, Frobenius norm, largest absolute element, complex Hermitian band matrix Related keywords: BLAS; complex, band, Hermitian matrix; Frobenius norm; infinity-norm; linear algebra support routines; matrix, band; |
|
F06UFF | 15 | nagf_blas_zlansy -norm, -norm, Frobenius norm, largest absolute element, complex symmetric matrix Related keywords: BLAS; complex, symmetric matrix; Frobenius norm; infinity-norm; linear algebra support routines; |
|
F06UGF | 15 | nagf_blas_zlansp -norm, -norm, Frobenius norm, largest absolute element, complex symmetric matrix, packed storage Related keywords: BLAS; complex, symmetric matrix; Frobenius norm; infinity-norm; linear algebra support routines; |
|
F06UHF | 15 | nagf_blas_zlansb -norm, -norm, Frobenius norm, largest absolute element, complex symmetric band matrix Related keywords: BLAS; complex, band, symmetric matrix; Frobenius norm; infinity-norm; linear algebra support routines; matrix, band; |
|
F06UJF | 15 | nagf_blas_zlantr -norm, -norm, Frobenius norm, largest absolute element, complex trapezoidal/triangular matrix Related keywords: BLAS; complex, trapezoidal matrix; complex, triangular matrix; Frobenius norm; infinity-norm; linear algebra support routines; |
|
F06UKF | 15 | nagf_blas_zlantp -norm, -norm, Frobenius norm, largest absolute element, complex triangular matrix, packed storage Related keywords: BLAS; complex, triangular matrix; Frobenius norm; infinity-norm; linear algebra support routines; |
|
F06ULF | 15 | nagf_blas_zlantb -norm, -norm, Frobenius norm, largest absolute element, complex triangular band matrix Related keywords: BLAS; complex, band, triangular matrix; Frobenius norm; infinity-norm; linear algebra support routines; matrix, band; |
|
F06UMF | 15 | nagf_blas_zlanhs -norm, -norm, Frobenius norm, largest absolute element, complex Hessenberg matrix Related keywords: BLAS; complex, Hessenberg matrix; Frobenius norm; infinity-norm; linear algebra support routines; |
|
F06UNF | 21 | nagf_blas_zlangt -norm, -norm, Frobenius norm, largest absolute element, complex tridiagonal matrix Related keywords: BLAS; complex, triangular matrix; Frobenius norm; infinity-norm; linear algebra support routines; matrix, band; |
|
F06UPF | 21 | nagf_blas_zlanht -norm, -norm, Frobenius norm, largest absolute element, complex Hermitian tridiagonal matrix Related keywords: BLAS; complex, Hermitian, tridiagonal matrix; Frobenius norm; infinity-norm; linear algebra support routines; matrix, band; |
|
F06WAF | 23 | nagf_blas_dlansf 1-norm, -norm, Frobenius norm, largest absolute element, real symmetric matrix, Rectangular Full Packed format Related keywords: BLAS; BLAS; blas, real matrices; dlansf; Frobenius norm; infinity-norm; linear algebra support routines; linear algebra support routines;; real, symmetric matrix; |
|
F06WNF | 23 | nagf_blas_zlanhf 1-norm, -norm, Frobenius norm, largest absolute element, complex Hermitian matrix, Rectangular Full Packed format Related keywords: BLAS; BLAS; blas, complex matrices; complex, Hermitian matrix; Frobenius norm; infinity-norm; linear algebra support routines; linear algebra support routines;; zlanhf; |
|
F11MLF | 21 | nagf_sparse_direct_real_gen_norm -norm, -norm, largest absolute element, real, square, sparse matrix Related keywords: absolute value; big data; data analytics; infinity-norm; large scale linear systems; norm, matrix; real, sparse matrix; |
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F16RBF | 23 | nagf_blast_dgb_norm -norm, -norm, Frobenius norm, largest absolute element, real band matrix Related keywords: absolute value; absolute value; banded matrix; Frobenius norm; further linear algebra support routines; infinity-norm; matrix, band; norm, matrix; real, band, by matrix; |
|
F16UBF | 23 | nagf_blast_zgb_norm -norm, -norm, Frobenius norm, largest absolute element, complex band matrix Related keywords: absolute value; banded matrix; complex, band matrix; Frobenius norm; further linear algebra support routines; infinity-norm; matrix, band; norm, matrix; |
|
, hypergeometric function | S22BEF | 25 | nagf_specfun_2f1_real Real Gauss hypergeometric function Related keywords: approximations of special functions; Gauss hypergeometric function; hypergeometric function; |
S22BFF | 25 | nagf_specfun_2f1_real_scaled Real Gauss hypergeometric function in scaled form Related keywords: approximations of special functions; Gauss hypergeometric function; hypergeometric function; |
|
abscissae | D01BCF | 8 | nagf_quad_1d_gauss_wgen Calculation of weights and abscissae for Gaussian quadrature rules, general choice of rule Related keywords: cubature; finance; integration, non-adaptive; quadrature; weights and abscissae; |
D01TBF | 24 | nagf_quad_1d_gauss_wres Pre-computed weights and abscissae for Gaussian quadrature rules, restricted choice of rule Related keywords: quadrature; weights and abscissae; |
|
D01TDF | 26 | nagf_quad_1d_gauss_wrec Calculation of weights and abscissae for Gaussian quadrature rules, method of Golub and Welsch Related keywords: cubature; Gaussian; Golub; Golub and Welsch; integration; non-adaptive; quadrature; weights and abscissae; Welsch; |
|
D01TEF | 26 | nagf_quad_1d_gauss_recm Generates recursion coefficients needed by D01TDF to calculate a Gaussian quadrature rule Related keywords: cubature; Gaussian; Golub; Golub and Welsch; integration; non-adaptive; quadrature; recursion coefficients; Welsch; |
|
absolute value | F11MLF | 21 | nagf_sparse_direct_real_gen_norm -norm, -norm, largest absolute element, real, square, sparse matrix Related keywords: 1-norm; big data; data analytics; infinity-norm; large scale linear systems; norm, matrix; real, sparse matrix; |
F16DQF | 22 | nagf_blast_iamax_val Maximum absolute value and location, integer vector Related keywords: further linear algebra support routines; maximum value; |
|
F16DRF | 22 | nagf_blast_iamin_val Minimum absolute value and location, integer vector Related keywords: further linear algebra support routines; minimum value; |
|
F16JQF | 22 | nagf_blast_damax_val Maximum absolute value and location, real vector Related keywords: blas; blas_damax_val; further linear algebra support routines; maximum value; |
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F16JRF | 22 | nagf_blast_damin_val Minimum absolute value and location, real vector Related keywords: blas; blas_damin_val; further linear algebra support routines; minimum value; |
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F16JSF | 22 | nagf_blast_zamax_val Maximum absolute value and location, complex vector Related keywords: blas; blas_zamax_val; further linear algebra support routines; maximum value; |
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F16JTF | 22 | nagf_blast_zamin_val Minimum absolute value and location, complex vector Related keywords: blas; blas_zamin_val; further linear algebra support routines; minimum value; |
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F16RBF | 23 | nagf_blast_dgb_norm -norm, -norm, Frobenius norm, largest absolute element, real band matrix Related keywords: 1-norm; banded matrix; Frobenius norm; further linear algebra support routines; infinity-norm; matrix, band; norm, matrix; real, band, by matrix; |
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F16UBF | 23 | nagf_blast_zgb_norm -norm, -norm, Frobenius norm, largest absolute element, complex band matrix Related keywords: 1-norm; banded matrix; complex, band matrix; Frobenius norm; further linear algebra support routines; infinity-norm; matrix, band; norm, matrix; |
|
ACORN | G05KFF | 22 | nagf_rand_init_repeat Initializes a pseudorandom number generator to give a repeatable sequence Related keywords: big data; data analytics; mersenne twister; MRG32k3a; options, computational; random number generators; random numbers; Wichmann Hill; |
G05KGF | 22 | nagf_rand_init_nonrepeat Initializes a pseudorandom number generator to give a non-repeatable sequence Related keywords: big data; data analytics; mersenne twister; MRG32k3a; options, computational; random number generators; random numbers; Wichmann Hill; |
|
active-set | E04NCF | 12 | nagf_opt_lsq_lincon_solve_old Linear programming (LP) convex quadratic programming (QP) or linearly-constrained linear least squares problem, dense Related keywords: convex optimization; data fitting; finance; least squares; maximizing a function; minimizing a function; nonlinear least squares; optimization; QP, quadratic programming; |
active-set method | E04MFF | 16 | nagf_opt_lp_solve_old Linear programming (LP), dense, active-set method Related keywords: finance; LP, linear programming; maximizing a function; minimizing a function; optimization; |
E04NFF | 16 | nagf_opt_qp_dense_solve_old General (possibly non-convex) quadratic programming (QP), dense, active-set method Related keywords: finance; maximizing a function; minimizing a function; optimization; QP, quadratic programming; |
|
E04NQF | 21 | nagf_opt_qpconvex2_sparse_solve Linear programming (LP) or convex quadratic programming (QP), sparse, active-set method, recommended Related keywords: finance; LP, linear programming; maximizing a function; minimizing a function; optimization; QP, quadratic programming; service routine; sparse convex QP prolem; |
|
Adams' method | 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) Related keywords: first-order system; initial value problem; IVP, initial value problem; Nonstiff; ODE, ordinary differential equations; stop at roots; |
D02QFF | 13 | nagf_ode_ivp_adams_roots Ordinary differential equations, initial value problem, Adams' method with root-finding (direct communication, comprehensive) Related keywords: IVP, initial value problem; ODE, ordinary differential equations; |
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D02QGF | 13 | nagf_ode_ivp_adams_roots_revcom Ordinary differential equations, initial value problem, Adams' method with root-finding (reverse communication, comprehensive) Related keywords: IVP, initial value problem; ODE, ordinary differential equations; |
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D02QWF | 13 | nagf_ode_ivp_adams_setup Ordinary differential equations, initial value problem, setup for D02QFF and D02QGF Related keywords: IVP, initial value problem; ODE, ordinary differential equations; |
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D02QXF | 13 | nagf_ode_ivp_adams_diag Ordinary differential equations, initial value problem, diagnostics for D02QFF and D02QGF Related keywords: IVP, initial value problem; ODE, ordinary differential equations; |
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D02QYF | 13 | nagf_ode_ivp_adams_rootdiag Ordinary differential equations, initial value problem, root-finding diagnostics for D02QFF and D02QGF Related keywords: IVP, initial value problem; ODE, ordinary differential equations; |
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D02QZF | 13 | nagf_ode_ivp_adams_interp Ordinary differential equations, initial value problem, interpolation for D02QFF or D02QGF Related keywords: interpolation; IVP, initial value problem; ODE, ordinary differential equations; |
|
adaptive grid, PDE | 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 Related keywords: DAE, differential algebraic equations; Keller box discretization; method of lines; PDE, partial differential equations; |
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 Related keywords: convection-diffusion, PDE; DAE, differential algebraic equations; hyperbolic equation; method of lines; one-dimensional; parabolic partial differential equation; PDE, partial differential equations; |
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AD callback | X10BBF | 26 | Insert the location of the AD callback into the callback data object Related keywords: adjoint derivatives; AD utility operations; automatic differentiation; callback data object; insert; location; |
additional precision accumulation | X03AAF | 5 | nagf_dot_real_prec Real inner product added to initial value, basic/additional precision Related keywords: dot product; extended precision accumulation; inner product; inner products; scalar product; |
X03ABF | 5 | nagf_dot_complex_prec Complex inner product added to initial value, basic/additional precision Related keywords: dot product; extended precision accumulation; inner product; inner products; scalar product; |
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additive Schwarz preconditioner | F11DFF | 24 | nagf_sparse_real_gen_precon_bdilu Real sparse nonsymmetric linear system, incomplete factorization of local or overlapping diagonal blocks Related keywords: big data; data analytics; incomplete factorization; large scale linear systems; linear equations, pre-conditioners; real, sparse matrix; |
F11DGF | 24 | nagf_sparse_real_gen_solve_bdilu Solution of real sparse nonsymmetric linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, incomplete block diagonal preconditioner computed by F11DFF Related keywords: Bi-CGSTAB; big data; CGS, conjugate gradient method; data analytics; incomplete factorization; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; real, sparse matrix; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; |
|
F11DTF | 24 | nagf_sparse_complex_gen_precon_bdilu Complex, sparse, non-Hermitian linear system, incomplete factorization of local or overlapping diagonal blocks Related keywords: big data; complex, sparse matrix; data analytics; incomplete factorization; large scale linear systems; linear equations, pre-conditioners; |
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F11DUF | 24 | nagf_sparse_complex_gen_solve_bdilu Solution of complex, sparse, non-Hermitian linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, incomplete block diagonal preconditioner computed by F11DTF Related keywords: Bi-CGSTAB; big data; CGS, conjugate gradient method; complex, sparse matrix; data analytics; incomplete factorization; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; |
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adjoint derivatives | X10 Chapter Introduction | Automatic Differentiation Utilities Related keywords: AD utility operations; automatic differentiation; |
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AD scalar | X10BEF | 26 | Write an integer (working precision) scalar to the callback data object Related keywords: adjoint derivatives; AD utility operations; automatic differentiation; callback data ojbect; integer scalar; working precision; write; |
X10BFF | 26 | Write a real (working precision) scalar to the callback data object Related keywords: adjoint derivatives; AD utility operations; automatic differentiation; callback data object; real scalar; working precision; write; |
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X10BJF | 26 | Write a scalar of type nagad_a1w_w_rtype to the callback data object Related keywords: adjoint derivatives; AD utility operations; automatic differentiation; callback data object; nagad_a1w_w_rtype; write; |
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X10CEF | 26 | Read an integer scalar from the callback data object Related keywords: adjoint derivatives; AD utility operations; automatic differentiation; callback data object; integer scalar; read; |
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X10CFF | 26 | Read a real (working precision) scalar from the callback data object Related keywords: adjoint derivatives; AD utility operations; automatic differentiation; callback data object; read; real scalar; working precision; |
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X10CJF | 26 | Read a scalar of type nagad_a1w_w_rtype from the callback data object Related keywords: adjoint derivatives; AD utility operations; automatic differentiation; callback dataobject; nagad_a1w_w_rtype; read; |
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AD utility operations | X10 Chapter Introduction | Automatic Differentiation Utilities Related keywords: adjoint derivatives; automatic differentiation; |
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Advancing-front method | D06ACF | 20 | nagf_mesh_2d_gen_front Generates a two-dimensional mesh using an Advancing-front method Related keywords: mesh generation; triangular mesh; |
advisory messages | X04ABF | 7 | nagf_file_set_unit_advisory Return or set unit number for advisory messages Related keywords: input utilities; output utilities; |
affine mesh transformation | D06DAF | 20 | nagf_mesh_2d_transform_affine Generates a mesh resulting from an affine transformation of a given mesh Related keywords: mesh generation; |
S17AUF | 24 | nagf_specfun_airy_ai_real_vector Airy function vectorized Related keywords: Airy function; approximations of special functions; |
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, Airy function | S17AGF | 8 | nagf_specfun_airy_ai_real Airy function Related keywords: Airy function; approximations of special functions; finance; |
S17DGF | 13 | nagf_specfun_airy_ai_complex Airy functions and , complex Related keywords: Airy function; , derivative Airy function; approximations of special functions; finance; |
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Airy function | S17AGF | 8 | nagf_specfun_airy_ai_real Airy function Related keywords: , Airy function; approximations of special functions; finance; |
S17AHF | 8 | nagf_specfun_airy_bi_real Airy function Related keywords: approximations of special functions; , Airy function; finance; |
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S17AJF | 8 | nagf_specfun_airy_ai_deriv Airy function Related keywords: , derivative Airy function; approximations of special functions; finance; |
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S17AKF | 8 | nagf_specfun_airy_bi_deriv Airy function Related keywords: approximations of special functions; , derivative Airy function; finance; |
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S17AUF | 24 | nagf_specfun_airy_ai_real_vector Airy function vectorized Related keywords: ; approximations of special functions; |
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S17AVF | 24 | nagf_specfun_airy_bi_real_vector Airy function vectorized Related keywords: approximations of special functions; ; |
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S17AWF | 24 | nagf_specfun_airy_ai_deriv_vector Derivatives of the Airy function, vectorized Related keywords: , derivative Airy function; approximations of special functions; |
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S17AXF | 24 | nagf_specfun_airy_bi_deriv_vector Derivatives of the Airy function, vectorized Related keywords: approximations of special functions; , derivative Airy function; |
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S17DGF | 13 | nagf_specfun_airy_ai_complex Airy functions and , complex Related keywords: , Airy function; , derivative Airy function; approximations of special functions; finance; |
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S17DHF | 13 | nagf_specfun_airy_bi_complex Airy functions and , complex Related keywords: approximations of special functions; , Airy function; , derivative Airy function; finance; |
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Aitken's method | E01AAF | 1 | nagf_interp_1d_aitken Interpolated values, Aitken's technique, unequally spaced data, one variable Related keywords: finance; interpolation; |
, derivative Airy function | S17AJF | 8 | nagf_specfun_airy_ai_deriv Airy function Related keywords: Airy function; approximations of special functions; finance; |
S17AWF | 24 | nagf_specfun_airy_ai_deriv_vector Derivatives of the Airy function, vectorized Related keywords: Airy function; approximations of special functions; |
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S17DGF | 13 | nagf_specfun_airy_ai_complex Airy functions and , complex Related keywords: , Airy function; Airy function; approximations of special functions; finance; |
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algorithmic mode | X10ACF | 26 | Set the algorithmic mode Related keywords: adjoint derivatives; AD utility operations; automatic differentiation; set; |
X10ADF | 26 | Get the algorithmic mode Related keywords: adjoint derivatives; AD utility operations; automatic differentiation; get; |
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allocate | G03EJF | 16 | nagf_mv_cluster_hier_indicator Computes cluster indicator variable (for use after G03ECF) Related keywords: big data; cluster analysis; data analytics; hierarchical cluster analysis; multivariate methods; |
American options | S30QCF | 22 | nagf_specfun_opt_amer_bs_price American option, Bjerksund and Stensland pricing formula Related keywords: approximations of special functions; Bjerksund and Stensland pricing formula; finance; |
analysis of variance | G04 Chapter Introduction | Analysis of Variance | |
Anderson acceleration | C05MDF | 26 | nagf_roots_sys_func_aa_rcomm Solution of a system of nonlinear equations using Anderson acceleration (reverse communication) Related keywords: root-finding; roots of transcendental equations; zeros of transcendental functions; |
Anderson–Darling test statistic | G08CHF | 23 | nagf_nonpar_gofstat_anddar Calculates the Anderson–Darling goodness-of-fit test statistic Related keywords: nonparametric statistics; |
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 Related keywords: nonparametric statistics; |
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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 Related keywords: Gaussian distribution; nonparametric statistics; Normal distribution; probability; |
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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 Related keywords: exponential distribution; nonparametric statistics; probability; |
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Andrew's sine wave | G02HAF | 13 | nagf_correg_robustm Robust regression, standard -estimates Related keywords: big data; correlation analysis; data analytics; finance; Hampel's piecewise linear function; Huber type regression; Krasker–Welsch weights; Mallows type regression; Maronna's weights; -estimates; nonlinear regression; polynomial regression; regression; regression analysis; robust regression; Scheppe type regression; Tukey's bi-weight; |
ANOVA | G04AGF | 8 | nagf_anova_hier2 Two-way analysis of variance, hierarchical classification, subgroups of unequal size Related keywords: analysis of variance; hierarchical classification; two-way analysis of variance; |
G04BBF | 16 | nagf_anova_random Analysis of variance, randomized block or completely randomized design, treatment means and standard errors Related keywords: analysis of variance; completely randomized design; randomized block design; standard errors; treatment means; |
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G04BCF | 17 | nagf_anova_rowcol Analysis of variance, general row and column design, treatment means and standard errors Related keywords: analysis of variance; standard errors; treatment means; |
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G04CAF | 16 | nagf_anova_factorial Analysis of variance, complete factorial design, treatment means and standard errors Related keywords: analysis of variance; factorial design; standard errors; treatment means; |
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G08AEF | 8 | nagf_nonpar_test_friedman Friedman two-way analysis of variance on matched samples Related keywords: Friedman two-way analysis of variance; nonparametric statistics; |
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G08AFF | 8 | nagf_nonpar_test_kruskal Kruskal–Wallis one-way analysis of variance on samples of unequal size Related keywords: Kruskal–Wallis analysis of variance; nonparametric statistics; |
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approximations of special functions | S Chapter Introduction | Approximations of Special Functions | |
arccos | S09ABF | 3 | nagf_specfun_arccos Related keywords: approximations of special functions; finance; inverse circular cosine; |
arcsine | S09AAF | 1 | nagf_specfun_arcsin Related keywords: approximations of special functions; finance; inverse circular sine; |
ARIMA | G13ADF | 9 | nagf_tsa_uni_arima_prelim Univariate time series, preliminary estimation, seasonal ARIMA model Related keywords: big data; data analytics; finance; time series; time series analysis; univariate time series; |
G13AEF | 9 | nagf_tsa_uni_arima_estim Univariate time series, estimation, seasonal ARIMA model (comprehensive) Related keywords: big data; data analytics; time series; time series analysis; univariate time series; |
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G13AFF | 9 | nagf_tsa_uni_arima_estim_easy Univariate time series, estimation, seasonal ARIMA model (easy-to-use) Related keywords: big data; data analytics; finance; time series; time series analysis; univariate time series; |
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G13BAF | 10 | nagf_tsa_multi_filter_arima Multivariate time series, filtering (pre-whitening) by an ARIMA model Related keywords: big data; data analytics; filtering; finance; multivariate time series; pre-whitening, filtering; time series; time series analysis; |
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G13BEF | 11 | nagf_tsa_multi_inputmod_estim Multivariate time series, estimation of multi-input model Related keywords: big data; data analytics; exact likelihood; finance; marginal likelihood; multivariate time series; nonlinear least squares; time series; time series analysis; univariate time series; |
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ARMA | G05PHF | 22 | nagf_rand_times_arma Generates a realization of a time series from an ARMA model Related keywords: big data; data analytics; finance; random number generators; time series; |
G13ASF | 13 | nagf_tsa_uni_arima_resid Univariate time series, diagnostic checking of residuals, following G13AEF or G13AFF Related keywords: autocorrelation function; big data; Box–Jenkins models; Box–Ljung portmanteau statistic; data analytics; finance; significance; standard errors; time series; time series analysis; univariate time series; |
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Asian option | S30SAF | 22 | nagf_specfun_opt_asian_geom_price Asian option, geometric continuous average rate pricing formula Related keywords: approximations of special functions; derivative, options; finance; option pricing; |
S30SBF | 22 | nagf_specfun_opt_asian_geom_greeks Asian option, geometric continuous average rate pricing formula with Greeks Related keywords: approximations of special functions; derivative, options; finance; Greeks, options; option pricing; |
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autocorrelation coefficients | G13ABF | 9 | nagf_tsa_uni_autocorr Univariate time series, sample autocorrelation function Related keywords: big data; data analytics; finance; mean; test statistic; time series; time series analysis; univariate time series; variance; |
G13ACF | 9 | nagf_tsa_uni_autocorr_part Univariate time series, partial autocorrelations from autocorrelations Related keywords: autoregressive parameters; big data; data analytics; error variance ratios; finance; partial autocorrelation coefficients; time series; time series analysis; univariate time series; |
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autocorrelation function | G13ASF | 13 | nagf_tsa_uni_arima_resid Univariate time series, diagnostic checking of residuals, following G13AEF or G13AFF Related keywords: ARMA; big data; Box–Jenkins models; Box–Ljung portmanteau statistic; data analytics; finance; significance; standard errors; time series; time series analysis; univariate time series; |
automatic | D01ESF | 25 | nagf_quad_md_sgq_multi_vec Multi-dimensional quadrature using sparse grids Related keywords: multidimensional; multiple integrands; quadrature; sparse; vectorized; |
automatic differentiation | X10 Chapter Introduction | Automatic Differentiation Utilities Related keywords: adjoint derivatives; AD utility operations; |
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autoregressive parameters | G13ACF | 9 | nagf_tsa_uni_autocorr_part Univariate time series, partial autocorrelations from autocorrelations Related keywords: autocorrelation coefficients; big data; data analytics; error variance ratios; finance; partial autocorrelation coefficients; time series; time series analysis; univariate time series; |
backward difference formula | 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) Related keywords: BDF, backward differentiation formula; initial value problem; IVP, initial value problem; ODE, ordinary differential equations; stiff differential equations; |
D02NBF | 12 | nagf_ode_ivp_stiff_exp_fulljac Explicit ordinary differential equations, stiff initial value problem, full Jacobian (comprehensive) Related keywords: initial value problem; IVP, initial value problem; Jacobian; ODE, ordinary differential equations; stiff differential equations; |
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D02NCF | 12 | nagf_ode_ivp_stiff_exp_bandjac Explicit ordinary differential equations, stiff initial value problem, banded Jacobian (comprehensive) Related keywords: BDF, backward differentiation formula; initial value problem; Jacobian; ODE, ordinary differential equations; stiff differential equations; |
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D02NDF | 12 | nagf_ode_ivp_stiff_exp_sparjac Explicit ordinary differential equations, stiff initial value problem, sparse Jacobian (comprehensive) Related keywords: BDF, backward differentiation formula; initial value problem; IVP, initial value problem; ODE, ordinary differential equations; stiff differential equations; |
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D02NGF | 12 | nagf_ode_ivp_stiff_imp_fulljac Implicit/algebraic ordinary differential equations, stiff initial value problem, full Jacobian (comprehensive) Related keywords: BDF, backward differentiation formula; implicit algebraic ordinary differential equations; initial value problem; IVP, initial value problem; Jacobian; ODE, ordinary differential equations; stiff differential equations; |
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D02NHF | 12 | nagf_ode_ivp_stiff_imp_bandjac Implicit/algebraic ordinary differential equations, stiff initial value problem, banded Jacobian (comprehensive) Related keywords: BDF, backward differentiation formula; implicit algebraic ordinary differential equations; initial value problem; IVP, initial value problem; Jacobian; ODE, ordinary differential equations; stiff differential equations; |
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D02NJF | 12 | nagf_ode_ivp_stiff_imp_sparjac Implicit/algebraic ordinary differential equations, stiff initial value problem, sparse Jacobian (comprehensive) Related keywords: BDF, backward differentiation formula; discretised system; implicit algebraic ordinary differential equations; initial value problem; IVP, initial value problem; Jacobian; ODE; ODE, ordinary differential equations; stiff differential equations; |
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D02NMF | 12 | nagf_ode_ivp_stiff_exp_revcom Explicit ordinary differential equations, stiff initial value problem (reverse communication, comprehensive) Related keywords: BDF, backward differentiation formula; initial value problem; IVP, initial value problem; ODE, ordinary differential equations; stiff differential equations; |
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D02NNF | 12 | nagf_ode_ivp_stiff_imp_revcom Implicit/algebraic ordinary differential equations, stiff initial value problem (reverse communication, comprehensive) Related keywords: implicit algebraic ordinary differential equations; initial value problem; IVP, initial value problem; ODE, ordinary differential equations; stiff differential equations; |
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D02NVF | 12 | nagf_ode_ivp_stiff_bdf Ordinary differential equations, initial value problem, backward differentiation formulae method, setup for d02m–n routines Related keywords: initial value problem; ODE, ordinary differential equations; stiff differential equations; |
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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 Related keywords: Blend method; initial value problem; interpolation; ODE, ordinary differential equations; |
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backward error | F02JCF | 25 | nagf_eigen_real_gen_quad Solves the quadratic eigenvalue problem for real matrices Related keywords: balancing; big data; condition number; data analytics; eigenproblem, quadratic; eigenvalues; eigenvalues and eigenvectors; eigenvectors; |
F02JQF | 25 | nagf_eigen_complex_gen_quad Solves the quadratic eigenvalue problem for complex matrices Related keywords: balancing; big data; condition number; data analytics; eigenproblem, quadratic; eigenvalues; eigenvalues and eigenvectors; eigenvectors; |
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F07ABF | 21 | nagf_lapacklin_dgesvx Uses the factorization to compute the solution, error-bound and condition estimate for a real system of linear equations Related keywords: condition number, matrix; DGESVX; error bound, matrix; finance; forward error; LAPACK; linear equations; decomposition; real, nonsymmetric matrix; |
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F07AHF | 15 | nagf_lapacklin_dgerfs Refined solution with error bounds of real system of linear equations, multiple right-hand sides Related keywords: DGERFS; error bound, matrix; forward error; LAPACK; linear equations; decomposition; real, nonsymmetric matrix; |
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F07APF | 21 | nagf_lapacklin_zgesvx Uses the factorization to compute the solution, error-bound and condition estimate for a complex system of linear equations Related keywords: complex, nonsymmetric matrix; condition number, matrix; error bound, matrix; finance; forward error; LAPACK; linear equations; decomposition; ZGESVX; |
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F07AVF | 15 | nagf_lapacklin_zgerfs Refined solution with error bounds of complex system of linear equations, multiple right-hand sides Related keywords: complex, nonsymmetric matrix; forward error; LAPACK; linear equations; ZGERFS; |
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F07BBF | 21 | nagf_lapacklin_dgbsvx Uses the factorization to compute the solution, error-bound and condition estimate for a real banded system of linear equations Related keywords: condition number, matrix; DGBSVX; error bound, matrix; forward error; LAPACK; linear equations; decomposition; matrix, band; real, band matrix; |
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F07BHF | 15 | nagf_lapacklin_dgbrfs Refined solution with error bounds of real band system of linear equations, multiple right-hand sides Related keywords: DGBRFS; forward error; LAPACK; linear equations; decomposition; matrix, band; real, band matrix; |
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F07BPF | 21 | nagf_lapacklin_zgbsvx Uses the factorization to compute the solution, error-bound and condition estimate for a complex banded system of linear equations Related keywords: complex, band matrix; condition number, matrix; error bound, matrix; forward error; LAPACK; linear equations; decomposition; matrix, band; ZGBSVX; |
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F07BVF | 15 | nagf_lapacklin_zgbrfs Refined solution with error bounds of complex band system of linear equations, multiple right-hand sides Related keywords: complex, band matrix; error bound, matrix; forward error; LAPACK; linear equations; matrix, band; ZGBRFS; |
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F07CBF | 21 | nagf_lapacklin_dgtsvx Uses the factorization to compute the solution, error-bound and condition estimate for a real tridiagonal system of linear equations Related keywords: condition number, matrix; DGTSVX; error bound, matrix; forward error; LAPACK; linear equations; decomposition; matrix, band; real, tridiagonal matrix; |
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F07CHF | 22 | nagf_lapacklin_dgtrfs Refined solution with error bounds of real tridiagonal system of linear equations, multiple right-hand sides Related keywords: DGTCON; forward error; LAPACK; linear equations; decomposition; matrix, band; real, tridiagonal matrix; |
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F07CPF | 21 | nagf_lapacklin_zgtsvx Uses the factorization to compute the solution, error-bound and condition estimate for a complex tridiagonal system of linear equations Related keywords: complex, tridiagonal matrix; forward error; LAPACK; linear equations; decomposition; matrix, band; ZGTSVX; |
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F07CVF | 22 | nagf_lapacklin_zgtrfs Refined solution with error bounds of complex tridiagonal system of linear equations, multiple right-hand sides Related keywords: complex, tridiagonal matrix; forward error; LAPACK; linear equations; decomposition; matrix, band; ZGTRFS; |
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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 Related keywords: Cholesky decomposition; condition number, matrix; DPOSVX; error bound, matrix; finance; forward error; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
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F07FHF | 15 | nagf_lapacklin_dporfs Refined solution with error bounds of real symmetric positive definite system of linear equations, multiple right-hand sides Related keywords: Cholesky decomposition; DPORFS; forward error; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
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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 Related keywords: Cholesky decomposition; complex, Hermitian, positive-definite matrix; condition number, matrix; error bound, matrix; finance; forward error; LAPACK; linear equations; ZPOSVX; |
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F07FVF | 15 | nagf_lapacklin_zporfs Refined solution with error bounds of complex Hermitian positive definite system of linear equations, multiple right-hand sides Related keywords: Cholesky decomposition; complex, Hermitian, positive-definite matrix; error bound, matrix; forward error; LAPACK; linear equations; ZPORFS; |
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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 Related keywords: Cholesky decomposition; condition number, matrix; DPPSVX; error bound, matrix; forward error; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
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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 Related keywords: Cholesky decomposition; DPPRFS; forward error; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
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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 Related keywords: Cholesky decomposition; complex, Hermitian, positive-definite matrix; condition number, matrix; error bound, matrix; forward error; LAPACK; linear equations; ZPPSVX; |
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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 Related keywords: Cholesky decomposition; complex, Hermitian, positive-definite matrix; error bound, matrix; forward error; LAPACK; linear equations; ZPPRFS; |
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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 Related keywords: Cholesky decomposition; condition number, matrix; DPBSVX; error bound, matrix; forward error; LAPACK; linear equations; matrix, band; real, band, positive-definite, symmetric matrix; |
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F07HHF | 15 | nagf_lapacklin_dpbrfs Refined solution with error bounds of real symmetric positive definite band system of linear equations, multiple right-hand sides Related keywords: Cholesky decomposition; DPBRFS; forward error; LAPACK; linear equations; matrix, band; real, band, positive-definite, symmetric matrix; |
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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 Related keywords: Cholesky decomposition; complex, band, Hermitian, positive-definite matrix; condition number, matrix; error bound, matrix; forward error; LAPACK; linear equations; matrix, band; ZPBSVX; |
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F07HVF | 15 | nagf_lapacklin_zpbrfs Refined solution with error bounds of complex Hermitian positive definite band system of linear equations, multiple right-hand sides Related keywords: Cholesky decomposition; complex, band, Hermitian, positive-definite matrix; error bound, matrix; forward error; LAPACK; linear equations; matrix, band; ZPBRFS; |
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F07JBF | 21 | nagf_lapacklin_dptsvx Uses the factorization to compute the solution, error-bound and condition estimate for a real symmetric positive definite tridiagonal system of linear equations Related keywords: Cholesky decomposition; condition number, matrix; DPTSVX; error bound, matrix; forward error; LAPACK; linear equations; matrix, band; real, positive-definite, symmetric, tridiagonal matrix; |
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F07JHF | 22 | nagf_lapacklin_dptrfs Refined solution with error bounds of real symmetric positive definite tridiagonal system of linear equations, multiple right-hand sides Related keywords: Cholesky decomposition; DPTRFS; forward error; LAPACK; linear equations; matrix, band; real, positive-definite, symmetric, tridiagonal matrix; |
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F07JPF | 21 | nagf_lapacklin_zptsvx Uses the factorization to compute the solution, error-bound and condition estimate for a complex Hermitian positive definite tridiagonal system of linear equations Related keywords: Cholesky decomposition; complex, Hermitian, positive-definite, tridiagonal matrix; condition number, matrix; error bound, matrix; forward error; LAPACK; linear equations; matrix, band; ZPTSVX; |
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F07JVF | 22 | nagf_lapacklin_zptrfs Refined solution with error bounds of complex Hermitian positive definite tridiagonal system of linear equations, multiple right-hand sides Related keywords: Cholesky decomposition; complex, Hermitian, positive-definite, tridiagonal matrix; forward error; LAPACK; linear equations; matrix, band; ZPTRFS; |
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F07MBF | 21 | nagf_lapacklin_dsysvx Uses the diagonal pivoting factorization to compute the solution to a real symmetric system of linear equations Related keywords: diagonal pivoting method; DSYSVX; forward error; LAPACK; LDLT decomposition; linear equations; real, indefinite, symmetric matrix; decompositiuon; |
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F07MHF | 15 | nagf_lapacklin_dsyrfs Refined solution with error bounds of real symmetric indefinite system of linear equations, multiple right-hand sides Related keywords: Bunch–Kaufman factorization; diagonal pivoting method; DSYRFS; forward error; LAPACK; linear equations; real, indefinite, symmetric matrix; |
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F07MPF | 21 | nagf_lapacklin_zhesvx Uses the diagonal pivoting factorization to compute the solution to a complex Hermitian system of linear equations Related keywords: complex, Hermitian, indefinite matrix; diagonal pivoting method; forward error; LAPACK; decomposition; linear equations; decomposition; ZHESVX; |
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F07MVF | 15 | nagf_lapacklin_zherfs Refined solution with error bounds of complex Hermitian indefinite system of linear equations, multiple right-hand sides Related keywords: Bunch–Kaufman factorization; complex, Hermitian, indefinite matrix; diagonal pivoting method; error bound, matrix; forward error; LAPACK; linear equations; ZHERFS; |
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F07NPF | 21 | nagf_lapacklin_zsysvx Uses the diagonal pivoting factorization to compute the solution to a complex symmetric system of linear equations Related keywords: complex, symmetric matrix; diagonal pivoting method; forward error; LAPACK; decomposition; linear equations; decomposition; ZSYSVX; |
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F07NVF | 15 | nagf_lapacklin_zsyrfs Refined solution with error bounds of complex symmetric system of linear equations, multiple right-hand sides Related keywords: Bunch–Kaufman factorization; complex, symmetric matrix; diagonal pivoting method; error bound, matrix; forward error; LAPACK; linear equations; ZSYRFS; |
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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 Related keywords: condition number, matrix; diagonal pivoting method; DSPSVX; error bound, matrix; forward error; LAPACK; decomposition; linear equations; real, indefinite, symmetric matrix; decomposition; |
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F07PHF | 15 | nagf_lapacklin_dsprfs Refined solution with error bounds of real symmetric indefinite system of linear equations, multiple right-hand sides, packed storage Related keywords: Bunch–Kaufman factorization; diagonal pivoting method; DSPRFS; forward error; LAPACK; linear equations; real, indefinite, symmetric matrix; |
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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 Related keywords: complex, Hermitian, indefinite matrix; diagonal pivoting method; forward error; inverse, matrix; LAPACK; decomposition; linear equations; decomposition; ZHPSVX; |
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F07PVF | 15 | nagf_lapacklin_zhprfs Refined solution with error bounds of complex Hermitian indefinite system of linear equations, multiple right-hand sides, packed storage Related keywords: Bunch–Kaufman factorization; complex, Hermitian, indefinite matrix; diagonal pivoting method; error bound, matrix; forward error; LAPACK; linear equations; ZHPRFS; |
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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 Related keywords: complex, symmetric matrix; diagonal pivoting method; forward error; LAPACK; decomposition; linear equations; decomposition; ZSPSVX; |
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F07QVF | 15 | nagf_lapacklin_zsprfs Refined solution with error bounds of complex symmetric system of linear equations, multiple right-hand sides, packed storage Related keywords: Bunch–Kaufman factorization; complex, symmetric matrix; diagonal pivoting method; error bound, matrix; forward error; LAPACK; linear equations; ZSPRFS; |
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F07THF | 15 | nagf_lapacklin_dtrrfs Error bounds for solution of real triangular system of linear equations, multiple right-hand sides Related keywords: DTRRFS; error bound, matrix; finance; forward error; LAPACK; linear equations; real, triangular matrix; |
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F07TVF | 15 | nagf_lapacklin_ztrrfs Error bounds for solution of complex triangular system of linear equations, multiple right-hand sides Related keywords: complex, triangular matrix; error bound, matrix; forward error; LAPACK; linear equations; ZTRRFS; |
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F07UHF | 15 | nagf_lapacklin_dtprfs Error bounds for solution of real triangular system of linear equations, multiple right-hand sides, packed storage Related keywords: DTPRFS; error bound, matrix; forward error; LAPACK; linear equations; real, triangular matrix; |
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F07UVF | 15 | nagf_lapacklin_ztprfs Error bounds for solution of complex triangular system of linear equations, multiple right-hand sides, packed storage Related keywords: complex, triangular matrix; error bound, matrix; forward error; LAPACK; linear equations; ZTPRFS; |
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F07VHF | 15 | nagf_lapacklin_dtbrfs Error bounds for solution of real band triangular system of linear equations, multiple right-hand sides Related keywords: DTBRFS; error bound, matrix; forward error; LAPACK; linear equations; matrix, band; real, band, triangular matrix; |
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F07VVF | 15 | nagf_lapacklin_ztbrfs Error bounds for solution of complex band triangular system of linear equations, multiple right-hand sides Related keywords: complex, band, triangular matrix; error bound, matrix; forward error; LAPACK; linear equations; matrix, band; ZTBRFS; |
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F11MHF | 21 | nagf_sparse_direct_real_gen_refine Refined solution with error bounds of real system of linear equations, multiple right-hand sides Related keywords: big data; data analytics; forward error; large scale linear systems; linear equations; real, sparse matrix; |
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balancing | F02JCF | 25 | nagf_eigen_real_gen_quad Solves the quadratic eigenvalue problem for real matrices Related keywords: backward error; big data; condition number; data analytics; eigenproblem, quadratic; eigenvalues; eigenvalues and eigenvectors; eigenvectors; |
F02JQF | 25 | nagf_eigen_complex_gen_quad Solves the quadratic eigenvalue problem for complex matrices Related keywords: backward error; big data; condition number; data analytics; eigenproblem, quadratic; eigenvalues; eigenvalues and eigenvectors; eigenvectors; |
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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 Related keywords: condition number, matrix; DGEEVX; eigenproblem; eigenvalues; eigenvectors; finance; forward error; LAPACK; LAPACK; least squares; orthogonal transformations; algorithm; real, nonsymmetric matrix; |
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F08NHF | 16 | nagf_lapackeig_dgebal Balances a real general matrix Related keywords: DGEBAL; eigenproblem; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; |
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F08NJF | 16 | nagf_lapackeig_dgebak Transforms eigenvectors of real balanced matrix to those of original matrix supplied to F08NHF Related keywords: DGEBAK; eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; |
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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 Related keywords: complex, nonsymmetric matrix; condition number, matrix; DGEEV; eigenproblem; eigenvalues; eigenvectors; finance; forward error; LAPACK; LAPACK; least squares; |
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F08NVF | 16 | nagf_lapackeig_zgebal Balances a complex general matrix Related keywords: complex, nonsymmetric matrix; eigenproblem; LAPACK; LAPACK; least squares; ZGEBAL; |
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F08NWF | 16 | nagf_lapackeig_zgebak Transforms eigenvectors of complex balanced matrix to those of original matrix supplied to F08NVF Related keywords: complex, nonsymmetric matrix; eigenproblem; LAPACK; LAPACK; least squares; ZGEBAK; |
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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 Related keywords: condition number, matrix; DGGEVX; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; finance; forward error; generalized eigenproblem; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; |
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F08WHF | 20 | nagf_lapackeig_dggbal Balances a pair of real, square, matrices Related keywords: DGGHRD; eigenproblem; eigenproblem, generalized; generalized eigenproblem; LAPACK; LAPACK; least squares; |
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F08WJF | 20 | nagf_lapackeig_dggbak Transforms eigenvectors of a pair of real balanced matrices to those of original matrix pair supplied to F08WHF Related keywords: DGGBAK; eigenproblem; eigenproblem, generalized; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; |
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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 Related keywords: complex, nonsymmetric matrix; condition number, matrix; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; finance; forward error; generalized eigenproblem; LAPACK; LAPACK; least squares; ZGGEVX; |
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F08WVF | 20 | nagf_lapackeig_zggbal Balances a pair of complex, square, matrices Related keywords: complex, nonsymmetric matrix; eigenproblem; LAPACK; LAPACK; least squares; ZGGBAL; |
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F08WWF | 20 | nagf_lapackeig_zggbak Transforms eigenvectors of a pair of complex balanced matrices to those of original matrix pair supplied to F08WVF Related keywords: complex, nonsymmetric matrix; eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; ZGGBAL; |
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banded matrix | F16RBF | 23 | nagf_blast_dgb_norm -norm, -norm, Frobenius norm, largest absolute element, real band matrix Related keywords: 1-norm; absolute value; absolute value; Frobenius norm; further linear algebra support routines; infinity-norm; matrix, band; norm, matrix; real, band, by matrix; |
F16UBF | 23 | nagf_blast_zgb_norm -norm, -norm, Frobenius norm, largest absolute element, complex band matrix Related keywords: 1-norm; absolute value; complex, band matrix; Frobenius norm; further linear algebra support routines; infinity-norm; matrix, band; norm, matrix; |
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barrier option | S30FAF | 22 | nagf_specfun_opt_barrier_std_price Standard barrier option pricing formula Related keywords: approximations of special functions; derivative, options; finance; option pricing; |
Bartlett lag window | G13CAF | 10 | nagf_tsa_uni_spectrum_lag Univariate time series, smoothed sample spectrum using rectangular, Bartlett, Tukey or Parzen lag window Related keywords: big data; data analytics; finance; Parzen lag window; rectangular lag window; smoothing; time series; time series analysis; Tukey lag window; univariate time series; |
G13CCF | 10 | nagf_tsa_multi_spectrum_lag Multivariate time series, smoothed sample cross spectrum using rectangular, Bartlett, Tukey or Parzen lag window Related keywords: big data; cross-spectrum; data analytics; finance; multivariate time series; Parzen lag window; rectangular lag window; smoothing; time series; time series analysis; Tukey lag window; |
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barycentering | D06CAF | 20 | nagf_mesh_2d_smooth_bary Uses a barycentering technique to smooth a given mesh Related keywords: barycentric; mesh generation; smoothing; |
barycentric | D06CAF | 20 | nagf_mesh_2d_smooth_bary Uses a barycentering technique to smooth a given mesh Related keywords: barycentering; mesh generation; smoothing; |
Barycentric interpolation | E01EBF | 25 | nagf_interp_2d_triang_bary_eval Barycentric interpolation on function values provided on a two-dimensional scattered grid Related keywords: Bilinear interpolation; finance; interpolation; Interpolation; Renka and Cline method; Scattered data; Scattered data interpolation; Triangulation; |
barycentric Lagrange interpolation | D02UWF | 23 | nagf_ode_bvp_ps_lin_grid_vals Interpolate a function from Chebyshev grid to uniform grid using barycentric Lagrange interpolation Related keywords: Gauss–Lobatto grid; interpolation; ODE, ordinary differential equations; |
base | X02BHF | 12 | nagf_machine_model_base The floating-point model parameter, Related keywords: floating-point model; machine constants; |
BDF, backward differentiation formula | 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) Related keywords: backward difference formula; initial value problem; IVP, initial value problem; ODE, ordinary differential equations; stiff differential equations; |
D02NCF | 12 | nagf_ode_ivp_stiff_exp_bandjac Explicit ordinary differential equations, stiff initial value problem, banded Jacobian (comprehensive) Related keywords: backward difference formula; initial value problem; Jacobian; ODE, ordinary differential equations; stiff differential equations; |
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D02NDF | 12 | nagf_ode_ivp_stiff_exp_sparjac Explicit ordinary differential equations, stiff initial value problem, sparse Jacobian (comprehensive) Related keywords: backward difference formula; initial value problem; IVP, initial value problem; ODE, ordinary differential equations; stiff differential equations; |
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D02NGF | 12 | nagf_ode_ivp_stiff_imp_fulljac Implicit/algebraic ordinary differential equations, stiff initial value problem, full Jacobian (comprehensive) Related keywords: backward difference formula; implicit algebraic ordinary differential equations; initial value problem; IVP, initial value problem; Jacobian; ODE, ordinary differential equations; stiff differential equations; |
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D02NHF | 12 | nagf_ode_ivp_stiff_imp_bandjac Implicit/algebraic ordinary differential equations, stiff initial value problem, banded Jacobian (comprehensive) Related keywords: backward difference formula; implicit algebraic ordinary differential equations; initial value problem; IVP, initial value problem; Jacobian; ODE, ordinary differential equations; stiff differential equations; |
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D02NJF | 12 | nagf_ode_ivp_stiff_imp_sparjac Implicit/algebraic ordinary differential equations, stiff initial value problem, sparse Jacobian (comprehensive) Related keywords: backward difference formula; discretised system; implicit algebraic ordinary differential equations; initial value problem; IVP, initial value problem; Jacobian; ODE; ODE, ordinary differential equations; stiff differential equations; |
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D02NMF | 12 | nagf_ode_ivp_stiff_exp_revcom Explicit ordinary differential equations, stiff initial value problem (reverse communication, comprehensive) Related keywords: backward difference formula; initial value problem; IVP, initial value problem; ODE, ordinary differential equations; stiff differential equations; |
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Bessel function | S17ACF | 1 | nagf_specfun_bessel_y0_real Bessel function Related keywords: approximations of special functions; finance; , Bessel function; |
S17ADF | 1 | nagf_specfun_bessel_y1_real Bessel function Related keywords: approximations of special functions; finance; , Bessel function; |
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S17AEF | 5 | nagf_specfun_bessel_j0_real Bessel function Related keywords: approximations of special functions; finance; , Bessel function; |
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S17AFF | 5 | nagf_specfun_bessel_j1_real Bessel function Related keywords: approximations of special functions; finance; , Bessel function; |
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S17ALF | 20 | nagf_specfun_bessel_zeros Zeros of Bessel functions , , or Related keywords: approximations of special functions; finance; zeros of bessel functions; |
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S17AQF | 24 | nagf_specfun_bessel_y0_real_vector Bessel function vectorized Related keywords: approximations of special functions; , Bessel function; |
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S17ARF | 24 | nagf_specfun_bessel_y1_real_vector Bessel function vectorized Related keywords: approximations of special functions; , Bessel function; |
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S17ASF | 24 | nagf_specfun_bessel_j0_real_vector Bessel function vectorized Related keywords: approximations of special functions; , Bessel function; |
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S17ATF | 24 | nagf_specfun_bessel_j1_real_vector Bessel function vectorized Related keywords: approximations of special functions; , Bessel function; |
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S17DCF | 13 | nagf_specfun_bessel_y_complex Bessel functions , real , complex , Related keywords: approximations of special functions; |
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S17DEF | 13 | nagf_specfun_bessel_j_complex Bessel functions , real , complex , Related keywords: approximations of special functions; |
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best subset | H05AAF | 24 | nagf_mip_best_subset_given_size_revcomm Best subsets of size (reverse communication) Related keywords: operations research; subsetting, best; |
H05ABF | 24 | nagf_mip_best_subset_given_size Best subsets of size (direct communication) Related keywords: operations research; subsetting, best; |
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beta distribution | G01EEF | 14 | nagf_stat_prob_beta Computes upper and lower tail probabilities and probability density function for the beta distribution Related keywords: CDF, cumulative distribution function; finance; lower tail probability; probability; Simple Calculations on Statistical Data; upper tail probability; |
G01FEF | 14 | nagf_stat_inv_cdf_beta Computes deviates for the beta distribution Related keywords: deviates; finance; inverse CDF; inverse cumulative distribution function; Simple Calculations on Statistical Data; |
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G01GEF | 14 | nagf_stat_prob_beta_noncentral Computes probabilities for the non-central beta distribution Related keywords: finance; lower tail probability; Simple Calculations on Statistical Data; |
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G01SEF | 24 | nagf_stat_prob_beta_vector Computes a vector of probabilities for the beta distribution Related keywords: big data; CDF, cumulative distribution function; data analytics; lower tail probability; Simple Calculations on Statistical Data; upper tail probability; |
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G01TEF | 24 | nagf_stat_inv_cdf_beta_vector Computes a vector of deviates for the beta distribution Related keywords: big data; data analytics; deviates; inverse CDF; inverse cumulative distribution function; Simple Calculations on Statistical Data; |
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G05SBF | 22 | nagf_rand_dist_beta Generates a vector of pseudorandom numbers from a beta distribution Related keywords: big data; data analytics; finance; random number generators; random numbers; |
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beta function | S14CBF | 24 | nagf_specfun_beta_log_real Logarithm of the beta function Related keywords: approximations of special functions; log beta function; |
BFGS, Broyden, Fletcher, Goldfarb and Shanno algorithm | 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) Related keywords: data fitting; finance; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; nonlinear least squares; optimization; quasi-Newton algorithm; sum-of-squares minimization; |
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) Related keywords: data fitting; finance; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; nonlinear least squares; optimization; quasi-Newton algorithm; sum-of-squares minimization; |
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E04JYF | 18 | nagf_opt_bounds_quasi_func_easy Bound constrained minimum, quasi-Newton algorithm, using function values only (easy-to-use) Related keywords: finance; maximizing a function; minimization, simple bound constraints; minimizing a function; NLP; nonlinear programming; optimization; quasi-Newton algorithm; |
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E04KYF | 18 | nagf_opt_bounds_quasi_deriv_easy Bound constrained minimum, quasi-Newton algorithm, using first derivatives (easy-to-use) Related keywords: finance; maximizing a function; minimization, simple bound constraints; minimizing a function; NLP; nonlinear programming; optimization; quasi-Newton algorithm; |
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S17AVF | 24 | nagf_specfun_airy_bi_real_vector Airy function vectorized Related keywords: Airy function; approximations of special functions; |
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, Airy function | S17AHF | 8 | nagf_specfun_airy_bi_real Airy function Related keywords: Airy function; approximations of special functions; finance; |
S17DHF | 13 | nagf_specfun_airy_bi_complex Airy functions and , complex Related keywords: Airy function; approximations of special functions; , derivative Airy function; finance; |
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Bi-CGSTAB | F11BEF | 19 | nagf_sparse_real_gen_basic_solver Real sparse nonsymmetric linear systems, preconditioned RGMRES, CGS, Bi-CGSTAB or TFQMR method Related keywords: big data; CGS, conjugate gradient method; data analytics; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; real, sparse matrix; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; |
F11BSF | 19 | nagf_sparse_complex_gen_basic_solver Complex sparse non-Hermitian linear systems, preconditioned RGMRES, CGS, Bi-CGSTAB or TFQMR method Related keywords: big data; CGS, conjugate gradient method; complex, sparse matrix; data analytics; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; |
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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 Related keywords: big data; CGS, conjugate gradient method; data analytics; incomplete factorization; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; real, sparse matrix; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; |
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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) Related keywords: big data; CGS, conjugate gradient method; data analytics; iterative methods, linear equations; Jacobi preconditioning; large scale linear systems; linear equations, iterative method; real, sparse matrix; RGMRES, restarted generalized minimum residual method; SSOR method, symmetric successive over-relaxation; TFQMR, transpose-free quasi-minimal residual method; |
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F11DGF | 24 | nagf_sparse_real_gen_solve_bdilu Solution of real sparse nonsymmetric linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, incomplete block diagonal preconditioner computed by F11DFF Related keywords: additive Schwarz preconditioner; big data; CGS, conjugate gradient method; data analytics; incomplete factorization; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; real, sparse matrix; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; |
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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) Related keywords: big data; CGS, conjugate gradient method; complex, sparse matrix; data analytics; incomplete factorization; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; |
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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 Related keywords: big data; CGS, conjugate gradient method; complex, sparse matrix; data analytics; iterative methods, linear equations; Jacobi preconditioning; large scale linear systems; linear equations, iterative method; RGMRES, restarted generalized minimum residual method; SSOR method, symmetric successive over-relaxation; TFQMR, transpose-free quasi-minimal residual method; |
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F11DUF | 24 | nagf_sparse_complex_gen_solve_bdilu Solution of complex, sparse, non-Hermitian linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, incomplete block diagonal preconditioner computed by F11DTF Related keywords: additive Schwarz preconditioner; big data; CGS, conjugate gradient method; complex, sparse matrix; data analytics; incomplete factorization; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; |
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bicubic spline | E01DAF | 14 | nagf_interp_2d_spline_grid Interpolating functions, fitting bicubic spline, data on rectangular grid Related keywords: finance; interpolation; two-dimensional; |
bicubic spline, partial derivative | E02DHF | 23 | nagf_fit_2dspline_derivm Evaluation of spline surface at mesh of points with derivatives Related keywords: bicubic splines; curve and surface fitting; |
bicubic splines | E02DAF | 6 | nagf_fit_2dspline_panel Least squares surface fit, bicubic splines Related keywords: B-splines; curve and surface fitting; knots; least squares; two-dimensional spline approximation; |
E02DCF | 13 | nagf_fit_2dspline_grid Least squares surface fit by bicubic splines with automatic knot placement, data on rectangular grid Related keywords: B-splines; curve and surface fitting; least squares; smoothing; two-dimensional spline approximation; |
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E02DDF | 13 | nagf_fit_2dspline_sctr Least squares surface fit by bicubic splines with automatic knot placement, scattered data Related keywords: B-splines; curve and surface fitting; least squares; scattered data; smoothing; |
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E02DEF | 14 | nagf_fit_2dspline_evalv Evaluation of fitted bicubic spline at a vector of points Related keywords: B-splines; curve and surface fitting; finance; |
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E02DFF | 14 | nagf_fit_2dspline_evalm Evaluation of fitted bicubic spline at a mesh of points Related keywords: B-splines; curve and surface fitting; finance; gridded data; |
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E02DHF | 23 | nagf_fit_2dspline_derivm Evaluation of spline surface at mesh of points with derivatives Related keywords: bicubic spline, partial derivative; curve and surface fitting; |
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big data | F02 Chapter Introduction | Eigenvalues and Eigenvectors Related keywords: data analytics; eigenvalues; eigenvectors; |
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F04 Chapter Introduction | Simultaneous Linear Equations Related keywords: data analytics; simultaneous linear equations; |
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F11 Chapter Introduction | Large Scale Linear Systems Related keywords: data analytics; large scale linear systems; |
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F12 Chapter Introduction | Large Scale Eigenproblems Related keywords: data analytics; large scale eigenproblems; |
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G01ANF | 23 | nagf_stat_quantiles_stream_fixed Calculates approximate quantiles from a data stream of known size Related keywords: data analytics; data stream; quantiles; Simple Calculations on Statistical Data; streaming; |
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G01APF | 23 | nagf_stat_quantiles_stream_arbitrary Calculates approximate quantiles from a data stream of unknown size Related keywords: data analytics; data stream; quantiles; Simple Calculations on Statistical Data; streaming; |
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G01ATF | 24 | nagf_stat_summary_onevar Computes univariate summary information: mean, variance, skewness, kurtosis Related keywords: data analytics; data stream; kurtosis; maximum value; mean; minimum value; Simple Calculations on Statistical Data; skewness; standard deviation; streaming; |
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G01AUF | 24 | nagf_stat_summary_onevar_combine Combines multiple sets of summary information, for use after G01ATF Related keywords: data analytics; data stream; Simple Calculations on Statistical Data; streaming; summary information; |
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G01SAF | 24 | nagf_stat_prob_normal_vector Computes a vector of probabilities for the standard Normal distribution Related keywords: CDF, cumulative distribution function; confidence interval; data analytics; Gaussian distribution; lower tail probability; Normal distribution; significance; Simple Calculations on Statistical Data; two-tail probability; upper tail probability; |
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G01SBF | 24 | nagf_stat_prob_students_t_vector Computes a vector of probabilities for the Student's -distribution Related keywords: CDF, cumulative distribution function; confidence interval; data analytics; lower tail probability; significance; Simple Calculations on Statistical Data; Student's -distribution; two-tail probability; upper tail probability; |
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G01SCF | 24 | nagf_stat_prob_chisq_vector Computes a vector of probabilities for distribution Related keywords: CDF, cumulative distribution function; chi-squared distribution; data analytics; lower tail probability; Simple Calculations on Statistical Data; upper tail probability; |
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G01SDF | 24 | nagf_stat_prob_f_vector Computes a vector of probabilities for -distribution Related keywords: CDF, cumulative distribution function; data analytics; -distribution; lower tail probability; Simple Calculations on Statistical Data; upper tail probability; variance-ratio distribution; |
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G01SEF | 24 | nagf_stat_prob_beta_vector Computes a vector of probabilities for the beta distribution Related keywords: beta distribution; CDF, cumulative distribution function; data analytics; lower tail probability; Simple Calculations on Statistical Data; upper tail probability; |
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G01SFF | 24 | nagf_stat_prob_gamma_vector Computes a vector of probabilities for the gamma distribution Related keywords: CDF, cumulative distribution function; data analytics; gamma distribution; lower tail probability; Simple Calculations on Statistical Data; upper tail probability; |
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G01SJF | 24 | nagf_stat_prob_binomial_vector Computes a vector of probabilities for the binomial distribution Related keywords: binomial distribution; CDF, cumulative distribution function; data analytics; lower tail probability; point probability; Simple Calculations on Statistical Data; upper tail probability; |
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G01SKF | 24 | nagf_stat_prob_poisson_vector Computes a vector of probabilities for the Poisson distribution Related keywords: CDF, cumulative distribution function; data analytics; lower tail probability; point probability; Poisson distribution; Simple Calculations on Statistical Data; upper tail probability; |
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G01SLF | 24 | nagf_stat_prob_hypergeom_vector Computes a vector of probabilities for the hypergeometric distribution Related keywords: CDF, cumulative distribution function; data analytics; hypergeometric distribution; lower tail probability; point probability; Simple Calculations on Statistical Data; upper tail probability; |
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G01TAF | 24 | nagf_stat_inv_cdf_normal_vector Computes a vector of deviates for the standard Normal distribution Related keywords: data analytics; deviates; Gaussian distribution; inverse CDF; inverse cumulative distribution function; Normal distribution; Simple Calculations on Statistical Data; |
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G01TBF | 24 | nagf_stat_inv_cdf_students_t_vector Computes a vector of deviates for Student's -distribution Related keywords: data analytics; deviates; inverse CDF; inverse cumulative distribution function; Simple Calculations on Statistical Data; Student's -distribution; |
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G01TCF | 24 | nagf_stat_inv_cdf_chisq_vector Computes a vector of deviates for distribution Related keywords: chi-squared distribution; data analytics; deviates; inverse CDF; inverse cumulative distribution function; Simple Calculations on Statistical Data; |
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G01TDF | 24 | nagf_stat_inv_cdf_f_vector Computes a vector of deviates for -distribution Related keywords: data analytics; deviates; -distribution; inverse CDF; inverse cumulative distribution function; Simple Calculations on Statistical Data; variance-ratio distribution; |
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G01TEF | 24 | nagf_stat_inv_cdf_beta_vector Computes a vector of deviates for the beta distribution Related keywords: beta distribution; data analytics; deviates; inverse CDF; inverse cumulative distribution function; Simple Calculations on Statistical Data; |
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G01TFF | 24 | nagf_stat_inv_cdf_gamma_vector Computes a vector of deviates for the gamma distribution Related keywords: data analytics; deviates; gamma distribution; inverse CDF; inverse cumulative distribution function; Simple Calculations on Statistical Data; |
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G01WAF | 24 | nagf_stat_moving_average Computes the mean and standard deviation using a rolling window Related keywords: data analytics; data stream; mean; moving average; Simple Calculations on Statistical Data; standard deviation; streaming; |
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G02 Chapter Introduction | Correlation and Regression Analysis Related keywords: correlation analysis; data analytics; nonlinear regression; polynomial regression; regression analysis; |
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G03AAF | 14 | nagf_mv_prin_comp Performs principal component analysis Related keywords: data analytics; finance; multivariate methods; principal component analysis; |
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G03EAF | 16 | nagf_mv_distance_mat Computes distance matrix Related keywords: data analytics; distance matrix; multivariate methods; |
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G03ECF | 16 | nagf_mv_cluster_hier Hierarchical cluster analysis Related keywords: cluster analysis; data analytics; hierarchical cluster analysis; multivariate methods; |
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G03EFF | 16 | nagf_mv_cluster_kmeans -means cluster analysis Related keywords: cluster analysis; data analytics; -means cluster analysis; multivariate methods; |
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G03EHF | 16 | nagf_mv_cluster_hier_dendrogram Constructs dendrogram (for use after G03ECF) Related keywords: data analytics; dendrogram; hierarchical cluster analysis; multivariate methods; |
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G03EJF | 16 | nagf_mv_cluster_hier_indicator Computes cluster indicator variable (for use after G03ECF) Related keywords: allocate; cluster analysis; data analytics; hierarchical cluster analysis; multivariate methods; |
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G05 Chapter Introduction | Random Number Generators Related keywords: data analytics; random number generators; |
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G13 Chapter Introduction | Time Series Analysis Related keywords: data analytics; time series analysis; |
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M01 Chapter Introduction | Sorting and Searching Related keywords: data analytics; searching; sorting; |
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Bilinear interpolation | E01EBF | 25 | nagf_interp_2d_triang_bary_eval Barycentric interpolation on function values provided on a two-dimensional scattered grid Related keywords: Barycentric interpolation; finance; interpolation; Interpolation; Renka and Cline method; Scattered data; Scattered data interpolation; Triangulation; |
bilinear matrix inequality | E04RPF | 26 | nagf_opt_handle_set_quadmatineq Define bilinear matrix terms to a problem initialized by E04RAF Related keywords: BMI; least squares fitting; matrix constraints; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; |
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) Related keywords: BMI; generalized augmented Lagrangian method; Lagrangian; least squares fitting; linear matrix inequality; LMI; matrix constraints; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; monitoring information; optimization; optimization; SDP; semidefinite programming; |
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binary option | S30CAF | 22 | nagf_specfun_opt_binary_con_price Binary option, cash-or-nothing pricing formula Related keywords: approximations of special functions; cash-or-nothing option; derivative, options; finance; option pricing; |
S30CBF | 22 | nagf_specfun_opt_binary_con_greeks Binary option, cash-or-nothing pricing formula with Greeks Related keywords: approximations of special functions; cash-or-nothing option; derivative, options; finance; Greeks, options; option pricing; |
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S30CCF | 22 | nagf_specfun_opt_binary_aon_price Binary option, asset-or-nothing pricing formula Related keywords: approximations of special functions; cash-or-nothing option; derivative, options; finance; option pricing; |
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S30CDF | 22 | nagf_specfun_opt_binary_aon_greeks Binary option, asset-or-nothing pricing formula with Greeks Related keywords: approximations of special functions; cash-or-nothing option; derivative, options; finance; Greeks, options; option pricing; |
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binary search method | M01NAF | 22 | nagf_sort_realvec_search Binary search in set of real numbers Related keywords: big data; data analytics; searching; sorting; |
M01NBF | 22 | nagf_sort_intvec_search Binary search in set of integer numbers Related keywords: big data; data analytics; searching; sorting; |
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M01NCF | 22 | nagf_sort_charvec_search Binary search in set of character data Related keywords: big data; data analytics; searching; sorting; |
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binary segmentation | G13NDF | 25 | nagf_tsa_cp_binary Change point detection, using binary segmentation Related keywords: big data; change point; data analytics; time series; time series analysis; |
G13NEF | 25 | nagf_tsa_cp_binary_user Change point detection, using binary segmentation, user supplied cost function Related keywords: big data; change point; data analytics; time series; time series analysis; |
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binomial distribution | G01BJF | 13 | nagf_stat_prob_binomial Binomial distribution function Related keywords: CDF, cumulative distribution function; finance; Simple Calculations on Statistical Data; |
G01SJF | 24 | nagf_stat_prob_binomial_vector Computes a vector of probabilities for the binomial distribution Related keywords: big data; CDF, cumulative distribution function; data analytics; lower tail probability; point probability; Simple Calculations on Statistical Data; upper tail probability; |
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G05TAF | 22 | nagf_rand_int_binomial Generates a vector of pseudorandom integers from a binomial distribution Related keywords: big data; data analytics; finance; random integers; random number generators; |
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G07AAF | 15 | nagf_univar_ci_binomial Computes confidence interval for the parameter of a binomial distribution Related keywords: confidence interval; univariate estimation; |
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biorthogonal wavelet | C09AAF | 22 | nagf_wav_1d_init One-dimensional wavelet filter initialization Related keywords: Daubechies wavelet; Haar wavelet; wavelets; wavelets, one-dimensional; wavelet transforms; |
C09ABF | 23 | nagf_wav_2d_init Two-dimensional wavelet filter initialization Related keywords: Daubechies wavelet; Haar wavelet; wavelets; wavelets, two-dimensional; wavelet transforms; |
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C09ACF | 24 | nagf_wav_3d_init Three-dimensional wavelet filter initialization Related keywords: Daubechies wavelet; Haar wavelet; wavelets; wavelets, three-dimensional; wavelet transforms; |
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bisection method | F08JBF | 21 | nagf_lapackeig_dstevx Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix Related keywords: DSTEVX; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; algorithm; real, symmetric, tridiagonal matrix; |
F08JJF | 16 | nagf_lapackeig_dstebz Computes selected eigenvalues of real symmetric tridiagonal matrix by bisection Related keywords: DSTEBZ; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; matrix, band; real, symmetric, tridiagonal matrix; |
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bivariate Normal distribution | G01HAF | 14 | nagf_stat_prob_bivariate_normal Computes probability for the bivariate Normal distribution Related keywords: finance; lower tail probability; Normal distribution; Simple Calculations on Statistical Data; |
bivariate polynomial approximation | E02CAF | 7 | nagf_fit_2dcheb_lines Least squares surface fit by polynomials, data on lines parallel to one independent coordinate axis Related keywords: Chebyshev polynomial approximation; curve and surface fitting; data-on-lines polynomial approximation; least squares; polynomial approximation; two-dimensional polynomial approximation; |
E02CBF | 7 | nagf_fit_2dcheb_eval Evaluation of fitted polynomial in two variables Related keywords: Chebyshev polynomial approximation; curve and surface fitting; polynomial approximation; two-dimensional polynomial approximation; |
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bivariate spectra | G13CEF | 10 | nagf_tsa_multi_spectrum_bivar Multivariate time series, cross amplitude spectrum, squared coherency, bounds, univariate and bivariate (cross) spectra Related keywords: big data; coherency, squared, time series; cross amplitude spectrum; data analytics; finance; multivariate time series; squared coherency; time series; time series analysis; |
bivariate Student's -distribution | G01HCF | 23 | nagf_stat_prob_bivariate_students_t Computes probabilities for the bivariate Student's -distribution Related keywords: probability; Simple Calculations on Statistical Data; Student's -distribution; |
bivariate time series | G13CFF | 10 | nagf_tsa_multi_gain_bivar Multivariate time series, gain, phase, bounds, univariate and bivariate (cross) spectra Related keywords: big data; cross-spectrum; data analytics; finance; gain, time series; multivariate time series; phase, time series; time series; time series analysis; |
, derivative Airy function | S17AKF | 8 | nagf_specfun_airy_bi_deriv Airy function Related keywords: Airy function; approximations of special functions; finance; |
S17AXF | 24 | nagf_specfun_airy_bi_deriv_vector Derivatives of the Airy function, vectorized Related keywords: Airy function; approximations of special functions; |
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S17DHF | 13 | nagf_specfun_airy_bi_complex Airy functions and , complex Related keywords: Airy function; approximations of special functions; , Airy function; finance; |
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Bjerksund and Stensland pricing formula | S30QCF | 22 | nagf_specfun_opt_amer_bs_price American option, Bjerksund and Stensland pricing formula Related keywords: American options; approximations of special functions; finance; |
Black–Scholes option pricing | D03NCF | 20 | nagf_pde_1d_blackscholes_fd Finite difference solution of the Black–Scholes equations Related keywords: one-dimensional; parabolic partial differential equation; PDE, partial differential equations; |
D03NDF | 20 | nagf_pde_1d_blackscholes_closed Analytic solution of the Black–Scholes equations Related keywords: parabolic partial differential equation; PDE, partial differential equations; |
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D03NEF | 20 | nagf_pde_1d_blackscholes_means Compute average values for D03NDF Related keywords: parabolic partial differential equation; PDE, partial differential equations; |
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S30AAF | 22 | nagf_specfun_opt_bsm_price Black–Scholes–Merton option pricing formula Related keywords: approximations of special functions; derivative, options; finance; option pricing; |
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S30ABF | 22 | nagf_specfun_opt_bsm_greeks Black–Scholes–Merton option pricing formula with Greeks Related keywords: approximations of special functions; derivative, options; finance; Greeks, options; option pricing; |
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blas | F16ECF | 24 | nagf_blast_daxpby Real weighted vector addition Related keywords: blas_daxpby; further linear algebra support routines; sum, vector; |
F16EHF | 22 | nagf_blast_dwaxpby Real weighted vector addition preserving input Related keywords: blas_dwaxpby; further linear algebra support routines; sum, vector; |
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F16ELF | 22 | nagf_blast_dsum Sum elements of real vector Related keywords: blas_dsum; further linear algebra support routines; sum, vector; |
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F16GCF | 24 | nagf_blast_zaxpby Complex weighted vector addition Related keywords: blas_zaxpby; further linear algebra support routines; sum, vector; |
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F16GHF | 22 | nagf_blast_zwaxpby Complex weighted vector addition preserving input Related keywords: blas_zwaxpby; further linear algebra support routines; sum, vector; |
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F16GLF | 22 | nagf_blast_zsum Sum elements of complex vector Related keywords: blas_zsum; further linear algebra support routines; sum, vector; |
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F16JNF | 22 | nagf_blast_dmax_val Maximum value and location, real vector Related keywords: blas_dmax_val; further linear algebra support routines; maximum value; |
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F16JPF | 22 | nagf_blast_dmin_val Minimum value and location, real vector Related keywords: blas_dmax_val; further linear algebra support routines; minimum value; |
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F16JQF | 22 | nagf_blast_damax_val Maximum absolute value and location, real vector Related keywords: absolute value; blas_damax_val; further linear algebra support routines; maximum value; |
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F16JRF | 22 | nagf_blast_damin_val Minimum absolute value and location, real vector Related keywords: absolute value; blas_damin_val; further linear algebra support routines; minimum value; |
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F16JSF | 22 | nagf_blast_zamax_val Maximum absolute value and location, complex vector Related keywords: absolute value; blas_zamax_val; further linear algebra support routines; maximum value; |
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F16JTF | 22 | nagf_blast_zamin_val Minimum absolute value and location, complex vector Related keywords: absolute value; blas_zamin_val; further linear algebra support routines; minimum value; |
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BLAS | F06 Chapter Introduction | Linear Algebra Support Routines Related keywords: linear algebra support routines; |
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F06WAF | 23 | nagf_blas_dlansf 1-norm, -norm, Frobenius norm, largest absolute element, real symmetric matrix, Rectangular Full Packed format Related keywords: 1-norm; blas, real matrices; dlansf; Frobenius norm; infinity-norm; linear algebra support routines; linear algebra support routines;; real, symmetric matrix; |
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F06WBF | 23 | nagf_blas_dtfsm Solves a system of equations with multiple right-hand sides, real triangular coefficient matrix, Rectangular Full Packed format Related keywords: blas, real matrices; dtfsm; linear algebra support routines; linear algebra support routines;; linear equations; real, triangular matrix; |
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F06WNF | 23 | nagf_blas_zlanhf 1-norm, -norm, Frobenius norm, largest absolute element, complex Hermitian matrix, Rectangular Full Packed format Related keywords: 1-norm; blas, complex matrices; complex, Hermitian matrix; Frobenius norm; infinity-norm; linear algebra support routines; linear algebra support routines;; zlanhf; |
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F06WPF | 23 | nagf_blas_ztfsm Solves system of equations with multiple right-hand sides, complex triangular coefficient matrix, Rectangular Full Packed format Related keywords: blas, complex matrices; complex, triangular matrix; linear algebra support routines; linear algebra support routines;; linear equations; ztfsm; |
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blas_damax_val | F16JQF | 22 | nagf_blast_damax_val Maximum absolute value and location, real vector Related keywords: absolute value; blas; further linear algebra support routines; maximum value; |
blas_damin_val | F16JRF | 22 | nagf_blast_damin_val Minimum absolute value and location, real vector Related keywords: absolute value; blas; further linear algebra support routines; minimum value; |
blas_daxpby | F16ECF | 24 | nagf_blast_daxpby Real weighted vector addition Related keywords: blas; further linear algebra support routines; sum, vector; |
blas_dmax_val | F16JNF | 22 | nagf_blast_dmax_val Maximum value and location, real vector Related keywords: blas; further linear algebra support routines; maximum value; |
F16JPF | 22 | nagf_blast_dmin_val Minimum value and location, real vector Related keywords: blas; further linear algebra support routines; minimum value; |
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blas_dsum | F16ELF | 22 | nagf_blast_dsum Sum elements of real vector Related keywords: blas; further linear algebra support routines; sum, vector; |
blas_dwaxpby | F16EHF | 22 | nagf_blast_dwaxpby Real weighted vector addition preserving input Related keywords: blas; further linear algebra support routines; sum, vector; |
blas_zamax_val | F16JSF | 22 | nagf_blast_zamax_val Maximum absolute value and location, complex vector Related keywords: absolute value; blas; further linear algebra support routines; maximum value; |
blas_zamin_val | F16JTF | 22 | nagf_blast_zamin_val Minimum absolute value and location, complex vector Related keywords: absolute value; blas; further linear algebra support routines; minimum value; |
blas_zaxpby | F16GCF | 24 | nagf_blast_zaxpby Complex weighted vector addition Related keywords: blas; further linear algebra support routines; sum, vector; |
blas_zsum | F16GLF | 22 | nagf_blast_zsum Sum elements of complex vector Related keywords: blas; further linear algebra support routines; sum, vector; |
blas_zwaxpby | F16GHF | 22 | nagf_blast_zwaxpby Complex weighted vector addition preserving input Related keywords: blas; further linear algebra support routines; sum, vector; |
blas, complex matrices | F06GAF | 12 | nagf_blas_zdotu Dot product of two complex vectors, unconjugated Related keywords: BLAS; inner product; linear algebra support routines; zdotu; |
F06GBF | 12 | nagf_blas_zdotc Dot product of two complex vectors, conjugated Related keywords: BLAS; inner product; linear algebra support routines; zdotc; |
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F06GCF | 12 | nagf_blas_zaxpy Add scalar times complex vector to complex vector Related keywords: BLAS; elementary arithmetic; linear algebra support routines; zaxpy; |
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F06GDF | 12 | nagf_blas_zscal Multiply complex vector by complex scalar Related keywords: BLAS; elementary arithmetic; linear algebra support routines; zscal; |
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F06GFF | 12 | nagf_blas_zcopy Copy complex vector Related keywords: BLAS; elementary arithmetic; linear algebra support routines; zcopy; |
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F06GGF | 12 | nagf_blas_zswap Swap two complex vectors Related keywords: BLAS; elementary arithmetic; linear algebra support routines; zswap; |
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F06GRF | 14 | nagf_blas_zdotui Dot product of a complex sparse and a full vector, unconjugated Related keywords: BLAS; inner product; linear algebra support routines; zdotui; |
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F06GSF | 14 | nagf_blas_zdotci Dot product of a complex sparse and a full vector, conjugated Related keywords: BLAS; inner product; linear algebra support routines; zdotci; |
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F06GTF | 14 | nagf_blas_zaxpyi Add scalar times complex sparse vector to a full vector Related keywords: BLAS; inner product; linear algebra support routines; zaxpyi; |
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F06GUF | 14 | nagf_blas_zgthr Gather complex sparse vector Related keywords: BLAS; elementary arithmetic; linear algebra support routines; zgthr; |
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F06GVF | 14 | nagf_blas_zgthrz Gather and set to zero complex sparse vector Related keywords: BLAS; elementary arithmetic; linear algebra support routines; zgthrz; |
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F06GWF | 14 | nagf_blas_zsctr Scatter complex sparse vector Related keywords: BLAS; elementary arithmetic; linear algebra support routines; zsctr; |
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F06HMF | 21 | nagf_blas_zrot Apply plane rotation with real cosine and complex sine Related keywords: BLAS; linear algebra support routines; rotation, elementary; zrot; |
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F06JDF | 12 | nagf_blas_zdscal Multiply complex vector by real scalar Related keywords: BLAS; elementary arithmetic; linear algebra support routines; zdscal; |
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F06JJF | 12 | nagf_blas_dznrm2 Compute Euclidean norm of complex vector Related keywords: BLAS; dznrm2; Euclidean norm; finance; linear algebra support routines; |
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F06JKF | 12 | nagf_blas_dzasum Sum absolute values of complex vector elements Related keywords: BLAS; dzasum; elementary arithmetic; linear algebra support routines; |
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F06JMF | 12 | nagf_blas_izamax Index, complex vector element with largest absolute value Related keywords: BLAS; elementary arithmetic; izamax; linear algebra support routines; |
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F06SAF | 12 | nagf_blas_zgemv Matrix-vector product, complex rectangular matrix Related keywords: BLAS; complex, by matrix; linear algebra support routines; multiply, matrix; zgemv; |
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F06SBF | 12 | nagf_blas_zgbmv Matrix-vector product, complex rectangular band matrix Related keywords: BLAS; complex, band, by matrix; linear algebra support routines; matrix, band; multiply, matrix; zgbmv; |
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F06SCF | 12 | nagf_blas_zhemv Matrix-vector product, complex Hermitian matrix Related keywords: BLAS; complex, Hermitian matrix; linear algebra support routines; multiply, matrix; zhemv; |
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F06SDF | 12 | nagf_blas_zhbmv Matrix-vector product, complex Hermitian band matrix Related keywords: BLAS; complex, band, Hermitian matrix; linear algebra support routines; matrix, band; multiply, matrix; zhbmv; |
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F06SEF | 12 | nagf_blas_zhpmv Matrix-vector product, complex Hermitian packed matrix Related keywords: BLAS; complex, Hermitian matrix; linear algebra support routines; multiply, matrix; zhpmv; |
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F06SFF | 12 | nagf_blas_ztrmv Matrix-vector product, complex triangular matrix Related keywords: BLAS; complex, triangular matrix; linear algebra support routines; multiply, matrix; ztrmv; |
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F06SGF | 12 | nagf_blas_ztbmv Matrix-vector product, complex triangular band matrix Related keywords: BLAS; complex, band, triangular matrix; linear algebra support routines; matrix, band; multiply, matrix; ztbmv; |
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F06SHF | 12 | nagf_blas_ztpmv Matrix-vector product, complex triangular packed matrix Related keywords: BLAS; complex, triangular matrix; linear algebra support routines; multiply, matrix; ztpmv; |
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F06SJF | 12 | nagf_blas_ztrsv System of equations, complex triangular matrix Related keywords: BLAS; complex, triangular matrix; linear algebra support routines; linear equations; ztrsv; |
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F06SKF | 12 | nagf_blas_ztbsv System of equations, complex triangular band matrix Related keywords: BLAS; complex, band, triangular matrix; linear algebra support routines; linear equations; matrix, band; ztbsv; |
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F06SLF | 12 | nagf_blas_ztpsv System of equations, complex triangular packed matrix Related keywords: BLAS; complex, triangular matrix; linear algebra support routines; linear equations; ztbsv; |
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F06SMF | 12 | nagf_blas_zgeru Rank-1 update, complex rectangular matrix, unconjugated vector Related keywords: BLAS; complex, by matrix; linear algebra support routines; rank matrix updates; zgeru; |
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F06SNF | 12 | nagf_blas_zgerc Rank-1 update, complex rectangular matrix, conjugated vector Related keywords: BLAS; complex, by matrix; linear algebra support routines; rank matrix updates; zgerc; |
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F06SPF | 12 | nagf_blas_zher Rank-1 update, complex Hermitian matrix Related keywords: BLAS; complex, Hermitian matrix; linear algebra support routines; rank matrix updates; zher; |
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F06SQF | 12 | nagf_blas_zhpr Rank-1 update, complex Hermitian packed matrix Related keywords: BLAS; complex, Hermitian matrix; linear algebra support routines; rank matrix updates; zhpr; |
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F06SRF | 12 | nagf_blas_zher2 Rank-2 update, complex Hermitian matrix Related keywords: BLAS; complex, Hermitian matrix; linear algebra support routines; rank matrix updates; zher2; |
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F06SSF | 12 | nagf_blas_zhpr2 Rank-2 update, complex Hermitian packed matrix Related keywords: BLAS; complex, Hermitian matrix; linear algebra support routines; rank matrix updates; zhpr2; |
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F06WNF | 23 | nagf_blas_zlanhf 1-norm, -norm, Frobenius norm, largest absolute element, complex Hermitian matrix, Rectangular Full Packed format Related keywords: 1-norm; BLAS; BLAS; complex, Hermitian matrix; Frobenius norm; infinity-norm; linear algebra support routines; linear algebra support routines;; zlanhf; |
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F06WPF | 23 | nagf_blas_ztfsm Solves system of equations with multiple right-hand sides, complex triangular coefficient matrix, Rectangular Full Packed format Related keywords: BLAS; BLAS; complex, triangular matrix; linear algebra support routines; linear algebra support routines;; linear equations; ztfsm; |
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F06WQF | 23 | nagf_blas_zhfrk Rank- update of a complex Hermitian matrix, Rectangular Full Packed format Related keywords: BLAS; complex, Hermitian, indefinite matrix; linear algebra support routines; rank matrix updates; zherk; |
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F06ZAF | 14 | nagf_blas_zgemm Matrix-matrix product, two complex rectangular matrices Related keywords: BLAS; complex, by matrix; linear algebra support routines; multiply, matrix; zgemm; |
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F06ZCF | 14 | nagf_blas_zhemm Matrix-matrix product, one complex Hermitian matrix, one complex rectangular matrix Related keywords: BLAS; complex, Hermitian, indefinite matrix; complex, by matrix; linear algebra support routines; multiply, matrix; zgemm; |
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F06ZFF | 14 | nagf_blas_ztrmm Matrix-matrix product, one complex triangular matrix, one complex rectangular matrix Related keywords: BLAS; complex, by matrix; complex, triangular matrix; linear algebra support routines; multiply, matrix; ztrmm; |
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F06ZJF | 14 | nagf_blas_ztrsm Solves system of equations with multiple right-hand sides, complex triangular coefficient matrix Related keywords: BLAS; complex, triangular matrix; linear algebra support routines; linear least squares; ztrsm; |
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F06ZPF | 14 | nagf_blas_zherk Rank- update of a complex Hermitian matrix Related keywords: BLAS; complex, Hermitian, indefinite matrix; linear algebra support routines; rank matrix updates; zherk; |
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F06ZRF | 14 | nagf_blas_zher2k Rank- update of a complex Hermitian matrix Related keywords: BLAS; complex, Hermitian, indefinite matrix; linear algebra support routines; rank matrix updates; zher2k; |
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F06ZTF | 14 | nagf_blas_zsymm Matrix-matrix product, one complex symmetric matrix, one complex rectangular matrix Related keywords: BLAS; complex, by matrix; complex, symmetric matrix; linear algebra support routines; multiply, matrix; zsymm; |
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F06ZUF | 14 | nagf_blas_zsyrk Rank- update of a complex symmetric matrix Related keywords: BLAS; complex, symmetric matrix; linear algebra support routines; rank matrix updates; zher2k; |
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F06ZWF | 14 | nagf_blas_zsyr2k Rank- update of a complex symmetric matrix Related keywords: BLAS; complex, symmetric matrix; linear algebra support routines; rank matrix updates; zsyr2k; |
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blas, real matrices | F06AAF | 12 | nagf_blas_drotg Generate real plane rotation Related keywords: BLAS; drotg; linear algebra support routines; rotation, elementary; |
F06EAF | 12 | nagf_blas_ddot Dot product of two real vectors Related keywords: BLAS; ddot; finance; inner product; linear algebra support routines; |
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F06ECF | 12 | nagf_blas_daxpy Add scalar times real vector to real vector Related keywords: BLAS; daxpy; elementary arithmetic; linear algebra support routines; |
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F06EDF | 12 | nagf_blas_dscal Multiply real vector by scalar Related keywords: BLAS; dscal; elementary arithmetic; linear algebra support routines; |
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F06EFF | 12 | nagf_blas_dcopy Copy real vector Related keywords: BLAS; dcopy; elementary arithmetic; finance; linear algebra support routines; |
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F06EGF | 12 | nagf_blas_dswap Swap two real vectors Related keywords: BLAS; dswap; elementary arithmetic; linear algebra support routines; |
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F06EJF | 12 | nagf_blas_dnrm2 Compute Euclidean norm of real vector Related keywords: BLAS; dnrm2; elementary arithmetic; Euclidean norm; finance; linear algebra support routines; |
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F06EKF | 12 | nagf_blas_dasum Sum absolute values of real vector elements Related keywords: BLAS; dasum; elementary arithmetic; linear algebra support routines; |
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F06EPF | 12 | nagf_blas_drot Apply real plane rotation Related keywords: BLAS; drot; linear algebra support routines; rotation, elementary; |
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F06ERF | 14 | nagf_blas_ddoti Dot product of a real sparse and a full vector Related keywords: BLAS; ddoti; inner product; linear algebra support routines; |
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F06ETF | 14 | nagf_blas_daxpyi Add scalar times real sparse vector to a full vector Related keywords: BLAS; daxpy; elementary arithmetic; linear algebra support routines; |
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F06EUF | 14 | nagf_blas_dgthr Gather real sparse vector Related keywords: BLAS; dgthr; elementary arithmetic; linear algebra support routines; |
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F06EVF | 14 | nagf_blas_dgthrz Gather and set to zero real sparse vector Related keywords: BLAS; dgthrz; elementary arithmetic; linear algebra support routines; |
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F06EWF | 14 | nagf_blas_dsctr Scatter real sparse vector Related keywords: BLAS; dgthrz; elementary arithmetic; linear algebra support routines; |
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F06EXF | 14 | nagf_blas_droti Apply plane rotation to a real sparse and a full vector Related keywords: BLAS; droti; linear algebra support routines; rotation, elementary; |
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F06JLF | 12 | nagf_blas_idamax Index, real vector element with largest absolute value Related keywords: BLAS; elementary arithmetic; idamax; linear algebra support routines; |
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F06PAF | 12 | nagf_blas_dgemv Matrix-vector product, real rectangular matrix Related keywords: BLAS; dgemv; finance; linear algebra support routines; multiply, matrix; real, by matrix; |
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F06PBF | 12 | nagf_blas_dgbmv Matrix-vector product, real rectangular band matrix Related keywords: BLAS; dgbmv; linear algebra support routines; matrix, band; multiply, matrix; real, band, by matrix; |
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F06PCF | 12 | nagf_blas_dsymv Matrix-vector product, real symmetric matrix Related keywords: BLAS; dsymv; linear algebra support routines; multiply, matrix; real, indefinite, symmetric matrix; |
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F06PDF | 12 | nagf_blas_dsbmv Matrix-vector product, real symmetric band matrix Related keywords: BLAS; dsbmv; linear algebra support routines; matrix, band; multiply, matrix; real, band, symmetric matrix; |
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F06PEF | 12 | nagf_blas_dspmv Matrix-vector product, real symmetric packed matrix Related keywords: BLAS; dspmv; linear algebra support routines; multiply, matrix; real, indefinite, symmetric matrix; |
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F06PFF | 12 | nagf_blas_dtrmv Matrix-vector product, real triangular matrix Related keywords: BLAS; dtrmv; linear algebra support routines; multiply, matrix; real, triangular matrix; |
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F06PGF | 12 | nagf_blas_dtbmv Matrix-vector product, real triangular band matrix Related keywords: BLAS; dtbmv; linear algebra support routines; matrix, band; multiply, matrix; real, band, triangular matrix; |
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F06PHF | 12 | nagf_blas_dtpmv Matrix-vector product, real triangular packed matrix Related keywords: BLAS; dtpmv; linear algebra support routines; multiply, matrix; real, triangular matrix; |
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F06PJF | 12 | nagf_blas_dtrsv System of equations, real triangular matrix Related keywords: BLAS; dtrsv; finance; linear algebra support routines; linear equations; real, triangular matrix; |
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F06PKF | 12 | nagf_blas_dtbsv System of equations, real triangular band matrix Related keywords: BLAS; dtbsv; linear algebra support routines; linear equations; matrix, band; real, band, triangular matrix; |
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F06PLF | 12 | nagf_blas_dtpsv System of equations, real triangular packed matrix Related keywords: BLAS; dtpsv; linear algebra support routines; linear equations; real, triangular matrix; |
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F06PMF | 12 | nagf_blas_dger Rank-1 update, real rectangular matrix Related keywords: BLAS; dger; linear algebra support routines; rank matrix updates; real, by matrix; |
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F06PPF | 12 | nagf_blas_dsyr Rank-1 update, real symmetric matrix Related keywords: BLAS; dsyr; linear algebra support routines; rank matrix updates; real, indefinite, symmetric matrix; |
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F06PQF | 12 | nagf_blas_dspr Rank-1 update, real symmetric packed matrix Related keywords: BLAS; dspr; linear algebra support routines; rank matrix updates; real, indefinite, symmetric matrix; |
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F06PRF | 12 | nagf_blas_dsyr2 Rank-2 update, real symmetric matrix Related keywords: BLAS; dsyr2; linear algebra support routines; rank matrix updates; real, indefinite, symmetric matrix; |
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F06PSF | 12 | nagf_blas_dspr2 Rank-2 update, real symmetric packed matrix Related keywords: BLAS; dspr2; linear algebra support routines; rank matrix updates; real, indefinite, symmetric matrix; |
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F06WAF | 23 | nagf_blas_dlansf 1-norm, -norm, Frobenius norm, largest absolute element, real symmetric matrix, Rectangular Full Packed format Related keywords: 1-norm; BLAS; BLAS; dlansf; Frobenius norm; infinity-norm; linear algebra support routines; linear algebra support routines;; real, symmetric matrix; |
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F06WBF | 23 | nagf_blas_dtfsm Solves a system of equations with multiple right-hand sides, real triangular coefficient matrix, Rectangular Full Packed format Related keywords: BLAS; BLAS; dtfsm; linear algebra support routines; linear algebra support routines;; linear equations; real, triangular matrix; |
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F06WCF | 23 | nagf_blas_dsfrk Rank- update of a real symmetric matrix, Rectangular Full Packed format Related keywords: BLAS; dsfrk; linear algebra support routines; rank matrix updates; real, indefinite, symmetric matrix; |
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F06YAF | 14 | nagf_blas_dgemm Matrix-matrix product, two real rectangular matrices Related keywords: BLAS; dgemm; finance; linear algebra support routines; multiply, matrix; real, by matrix; |
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F06YCF | 14 | nagf_blas_dsymm Matrix-matrix product, one real symmetric matrix, one real rectangular matrix Related keywords: BLAS; dsymm; linear algebra support routines; multiply, matrix; real, indefinite, symmetric matrix; real, by matrix; |
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F06YFF | 14 | nagf_blas_dtrmm Matrix-matrix product, one real triangular matrix, one real rectangular matrix Related keywords: BLAS; dsymm; linear algebra support routines; multiply, matrix; real, by matrix; real, triangular matrix; |
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F06YJF | 14 | nagf_blas_dtrsm Solves a system of equations with multiple right-hand sides, real triangular coefficient matrix Related keywords: BLAS; finance; linear algebra support routines; linear equations; real, triangular matrix; |
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F06YPF | 14 | nagf_blas_dsyrk Rank- update of a real symmetric matrix Related keywords: BLAS; dsyrk; linear algebra support routines; real, indefinite, symmetric matrix; |
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F06YRF | 14 | nagf_blas_dsyr2k Rank- update of a real symmetric matrix Related keywords: BLAS; dsyr2k; linear algebra support routines; rank matrix updates; real, indefinite, symmetric matrix; |
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Blend method | D02NWF | 12 | nagf_ode_ivp_stiff_blend Ordinary differential equations, initial value problem, Blend method, setup for d02m–n routines Related keywords: initial value problem; ODE, ordinary differential equations; stiff differential equations; |
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 Related keywords: backward difference formula; initial value problem; interpolation; ODE, ordinary differential equations; |
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Blom scores | G01DHF | 15 | nagf_stat_ranks_and_scores Ranks, Normal scores, approximate Normal scores or exponential (Savage) scores Related keywords: exponential scores; finance; rank scores; Savage scores; Simple Calculations on Statistical Data; Tukey scores; van der Waerden scores; |
BMI | E04RPF | 26 | nagf_opt_handle_set_quadmatineq Define bilinear matrix terms to a problem initialized by E04RAF Related keywords: bilinear matrix inequality; least squares fitting; matrix constraints; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; |
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) Related keywords: bilinear matrix inequality; generalized augmented Lagrangian method; Lagrangian; least squares fitting; linear matrix inequality; LMI; matrix constraints; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; monitoring information; optimization; optimization; SDP; semidefinite programming; |
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BOBYQA method | E04JCF | 23 | nagf_opt_bounds_bobyqa_func Bound constrained minimum, model-based algorithm, using function values only Related keywords: finance; maximizing a function; minimization, simple bound constraints; minimizing a function; NLP; nonlinear programming; optimization; |
boundary mesh | D06BAF | 20 | nagf_mesh_2d_gen_boundary Generates a boundary mesh Related keywords: mesh generation; |
boundary value problem | 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 Related keywords: BVP; ODE, ordinary differential equations; shooting method, ODE; |
D02GAF | 8 | nagf_ode_bvp_fd_nonlin_fixedbc Ordinary differential equations, boundary value problem, finite difference technique with deferred correction, simple nonlinear problem Related keywords: BVP; finite difference method, ODE; ODE, ordinary differential equations; |
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D02GBF | 8 | nagf_ode_bvp_fd_lin_gen Ordinary differential equations, boundary value problem, finite difference technique with deferred correction, general linear problem Related keywords: BVP; finite difference method, ODE; ODE, ordinary differential equations; |
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D02HAF | 8 | nagf_ode_bvp_shoot_bval Ordinary differential equations, boundary value problem, shooting and matching, boundary values to be determined Related keywords: BVP; ODE, ordinary differential equations; shooting method, ODE; |
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D02HBF | 8 | nagf_ode_bvp_shoot_genpar Ordinary differential equations, boundary value problem, shooting and matching, general parameters to be determined Related keywords: BVP; ODE, ordinary differential equations; shooting method, ODE; |
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D02JAF | 8 | nagf_ode_bvp_coll_nth Ordinary differential equations, boundary value problem, collocation and least squares, single th-order linear equation Related keywords: BVP; collocation method; ODE, ordinary differential equations; |
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D02JBF | 8 | nagf_ode_bvp_coll_sys Ordinary differential equations, boundary value problem, collocation and least squares, system of first-order linear equations Related keywords: BVP; collocation method; ODE, ordinary differential equations; |
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D02KAF | 7 | nagf_ode_sl2_reg_finite Second-order Sturm–Liouville problem, regular system, finite range, eigenvalue only Related keywords: BVP; eigenproblem; ODE, ordinary differential equations; Sturm–Liouville equations; |
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D02KDF | 7 | nagf_ode_sl2_breaks_vals Second-order Sturm–Liouville problem, regular/singular system, finite/infinite range, eigenvalue only, user-specified break-points Related keywords: BVP; eigenproblem; general; ODE, ordinary differential equations; Sturm–Liouville equations; |
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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 Related keywords: BVP; eigenproblem; ODE, ordinary differential equations; Sturm–Liouville equations; |
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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 Related keywords: BVP; ODE, ordinary differential equations; parameterized first order; shooting method, ODE; two-point boundary value problem; |
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D02TLF | 25 | nagf_ode_bvp_coll_nlin_solve Ordinary differential equations, general nonlinear boundary value problem, collocation technique (thread safe) Related keywords: BVP; differential equations; nonlinear mixed order; ODE, ordinary differential equations; ordinary differential equations; two-point boundary value problem; |
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D02UEF | 23 | nagf_ode_bvp_ps_lin_solve Solve linear constant coefficient boundary value problem on Chebyshev grid, Integral formulation Related keywords: BVP; Gauss–Lobatto grid; ODE, ordinary differential equations; pseudo-spectral method; |
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bound box | E04RHF | 26 | nagf_opt_handle_set_simplebounds Define bounds of variables of a problem initialized by E04RAF Related keywords: least squares fitting; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; |
bounded influence | G02HBF | 13 | nagf_correg_robustm_wts Robust regression, compute weights for use with G02HDF Related keywords: big data; correlation analysis; data analytics; finance; nonlinear regression; polynomial regression; regression analysis; robust regression; |
G02HDF | 13 | nagf_correg_robustm_user Robust regression, compute regression with user-supplied functions and weights Related keywords: big data; correlation analysis; data analytics; finance; iterative weighted least squares; -estimates; nonlinear regression; polynomial regression; regression analysis; robust regression; |
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box and whisker plot | G01ASF | 14 | nagf_stat_plot_box_whisker Constructs a box and whisker plot Related keywords: Simple Calculations on Statistical Data; |
Box–Jenkins models | G13ASF | 13 | nagf_tsa_uni_arima_resid Univariate time series, diagnostic checking of residuals, following G13AEF or G13AFF Related keywords: ARMA; autocorrelation function; big data; Box–Ljung portmanteau statistic; data analytics; finance; significance; standard errors; time series; time series analysis; univariate time series; |
Box–Ljung portmanteau statistic | G13ASF | 13 | nagf_tsa_uni_arima_resid Univariate time series, diagnostic checking of residuals, following G13AEF or G13AFF Related keywords: ARMA; autocorrelation function; big data; Box–Jenkins models; data analytics; finance; significance; standard errors; time series; time series analysis; univariate time series; |
branch and bound | H02BBF | 14 | nagf_mip_ilp_dense Integer LP problem (dense) Related keywords: finance; integer programming; mixed integer programming; operations research; |
H02BFF | 16 | nagf_mip_ilp_mpsx Interpret MPSX data file defining IP or LP problem, optimize and print solution Related keywords: integer programming; mixed integer programming; MPSX format; operations research; |
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H02CBF | 19 | nagf_mip_iqp_dense Integer QP problem (dense) Related keywords: finance; integer programming; integer quadratic program; mixed integer programming; operations research; QP, quadratic programming; |
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H02CEF | 19 | nagf_mip_iqp_sparse Integer LP or QP problem (sparse), using E04NKF Related keywords: finance; integer programming; integer quadratic program; mixed integer programming; operations research; QP, quadratic programming; |
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Brent algorithm | C05AUF | 23 | nagf_roots_contfn_brent_interval Zero of continuous function, Brent algorithm, from a given starting value, binary search for interval Related keywords: finance; root-finding; roots of transcendental equations; zeros of transcendental functions; |
C05AYF | 23 | nagf_roots_contfn_brent Zero of continuous function in a given interval, Brent algorithm Related keywords: finance; root-finding; roots of transcendental equations; zeros of transcendental functions; |
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C05AZF | 7 | nagf_roots_contfn_brent_rcomm Zero of continuous function in a given interval, Brent algorithm (reverse communication) Related keywords: finance; root-finding; roots of transcendental equations; zeros of transcendental functions; |
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brownian bridge | G05XAF | 24 | nagf_rand_bb_init Initializes the Brownian bridge generator Related keywords: big data; data analytics; options, computational; random number generators; |
G05XBF | 24 | nagf_rand_bb Generate paths for a free or non-free Wiener process using the Brownian bridge algorithm Related keywords: big data; data analytics; random number generators; Wiener process; |
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G05XCF | 24 | nagf_rand_bb_inc_init Initializes the generator which backs out the increments of sample paths generated by a Brownian bridge algorithm Related keywords: big data; data analytics; options, computational; random number generators; |
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G05XDF | 24 | nagf_rand_bb_inc Backs out the increments from sample paths generated by a Brownian bridge algorithm Related keywords: big data; data analytics; random number generators; |
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G05XEF | 24 | nagf_rand_bb_make_bridge_order Creates a Brownian bridge construction order out of a set of input times Related keywords: big data; data analytics; random number generators; |
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Brownian motion | G05ZTF | 24 | nagf_rand_field_fracbm_generate Generates realizations of fractional Brownian motion Related keywords: big data; data analytics; fractional Brownian motion; random number generators; |
Browns Exponential | G13AMF | 22 | nagf_tsa_uni_smooth_exp Univariate time series, exponential smoothing Related keywords: big data; data analytics; exponential smoothing; finance; Holt Winter; Linear Holt; time series; time series analysis; univariate time series; |
B-splines | E02BAF | 5 | nagf_fit_1dspline_knots Least squares curve cubic spline fit (including interpolation) Related keywords: cubic splines; curve and surface fitting; knots; least squares; |
E02BBF | 5 | nagf_fit_1dspline_eval Evaluation of fitted cubic spline, function only Related keywords: cubic splines; curve and surface fitting; finance; |
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E02BEF | 13 | nagf_fit_1dspline_auto Least squares cubic spline curve fit, automatic knot placement Related keywords: cubic splines; curve and surface fitting; least squares; smoothing; |
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E02DAF | 6 | nagf_fit_2dspline_panel Least squares surface fit, bicubic splines Related keywords: bicubic splines; curve and surface fitting; knots; least squares; two-dimensional spline approximation; |
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E02DCF | 13 | nagf_fit_2dspline_grid Least squares surface fit by bicubic splines with automatic knot placement, data on rectangular grid Related keywords: bicubic splines; curve and surface fitting; least squares; smoothing; two-dimensional spline approximation; |
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E02DDF | 13 | nagf_fit_2dspline_sctr Least squares surface fit by bicubic splines with automatic knot placement, scattered data Related keywords: bicubic splines; curve and surface fitting; least squares; scattered data; smoothing; |
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E02DEF | 14 | nagf_fit_2dspline_evalv Evaluation of fitted bicubic spline at a vector of points Related keywords: bicubic splines; curve and surface fitting; finance; |
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E02DFF | 14 | nagf_fit_2dspline_evalm Evaluation of fitted bicubic spline at a mesh of points Related keywords: bicubic splines; curve and surface fitting; finance; gridded data; |
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b-splines, derivative | E02BCF | 7 | nagf_fit_1dspline_deriv Evaluation of fitted cubic spline, function and derivatives Related keywords: cubic splines; curve and surface fitting; finance; |
E02BFF | 24 | nagf_fit_1dspline_deriv_vector Evaluation of fitted cubic spline, function and optionally derivatives at a vector of points Related keywords: cubic splines; curve and surface fitting; |
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b-splines, integral | E02BDF | 7 | nagf_fit_1dspline_integ Evaluation of fitted cubic spline, definite integral Related keywords: cubic splines; curve and surface fitting; |
Bunch–Kaufman factorization | F07MDF | 15 | nagf_lapacklin_dsytrf Bunch–Kaufman factorization of real symmetric indefinite matrix Related keywords: diagonal pivoting method; DSYTRF; LAPACK; linear equations; real, indefinite, symmetric matrix; |
F07MEF | 15 | nagf_lapacklin_dsytrs Solution of real symmetric indefinite system of linear equations, multiple right-hand sides, matrix already factorized by F07MDF Related keywords: diagonal pivoting method; DSYTRS; LAPACK; linear equations; real, indefinite, symmetric matrix; |
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F07MGF | 15 | nagf_lapacklin_dsycon Estimate condition number of real symmetric indefinite matrix, matrix already factorized by F07MDF Related keywords: condition number, matrix; diagonal pivoting method; DSYCON; LAPACK; linear equations; real, indefinite, symmetric matrix; |
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F07MHF | 15 | nagf_lapacklin_dsyrfs Refined solution with error bounds of real symmetric indefinite system of linear equations, multiple right-hand sides Related keywords: backward error; diagonal pivoting method; DSYRFS; forward error; LAPACK; linear equations; real, indefinite, symmetric matrix; |
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F07MJF | 15 | nagf_lapacklin_dsytri Inverse of real symmetric indefinite matrix, matrix already factorized by F07MDF Related keywords: diagonal pivoting method; DSYTRI; inverse, matrix; LAPACK; linear equations; real, indefinite, symmetric matrix; |
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F07MRF | 15 | nagf_lapacklin_zhetrf Bunch–Kaufman factorization of complex Hermitian indefinite matrix Related keywords: complex, Hermitian, indefinite matrix; diagonal pivoting method; LAPACK; linear equations; ZHETRF; |
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F07MSF | 15 | nagf_lapacklin_zhetrs Solution of complex Hermitian indefinite system of linear equations, multiple right-hand sides, matrix already factorized by F07MRF Related keywords: complex, Hermitian, indefinite matrix; diagonal pivoting method; LAPACK; linear equations; ZHETRS; |
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F07MUF | 15 | nagf_lapacklin_zhecon Estimate condition number of complex Hermitian indefinite matrix, matrix already factorized by F07MRF Related keywords: complex, Hermitian, indefinite matrix; condition number, matrix; diagonal pivoting method; LAPACK; linear equations; ZHECON; |
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F07MVF | 15 | nagf_lapacklin_zherfs Refined solution with error bounds of complex Hermitian indefinite system of linear equations, multiple right-hand sides Related keywords: backward error; complex, Hermitian, indefinite matrix; diagonal pivoting method; error bound, matrix; forward error; LAPACK; linear equations; ZHERFS; |
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F07MWF | 15 | nagf_lapacklin_zhetri Inverse of complex Hermitian indefinite matrix, matrix already factorized by F07MRF Related keywords: complex, Hermitian, indefinite matrix; diagonal pivoting method; inverse, matrix; LAPACK; linear equations; ZHETRI; |
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F07NRF | 15 | nagf_lapacklin_zsytrf Bunch–Kaufman factorization of complex symmetric matrix Related keywords: complex, symmetric matrix; diagonal pivoting method; LAPACK; linear equations; ZSYTRF; |
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F07NSF | 15 | nagf_lapacklin_zsytrs Solution of complex symmetric system of linear equations, multiple right-hand sides, matrix already factorized by F07NRF Related keywords: complex, symmetric matrix; diagonal pivoting method; LAPACK; linear equations; ZSYTRS; |
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F07NUF | 15 | nagf_lapacklin_zsycon Estimate condition number of complex symmetric matrix, matrix already factorized by F07NRF Related keywords: complex, symmetric matrix; condition number, matrix; diagonal pivoting method; LAPACK; linear equations; ZSYCON; |
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F07NVF | 15 | nagf_lapacklin_zsyrfs Refined solution with error bounds of complex symmetric system of linear equations, multiple right-hand sides Related keywords: backward error; complex, symmetric matrix; diagonal pivoting method; error bound, matrix; forward error; LAPACK; linear equations; ZSYRFS; |
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F07NWF | 15 | nagf_lapacklin_zsytri Inverse of complex symmetric matrix, matrix already factorized by F07NRF Related keywords: complex, symmetric matrix; diagonal pivoting method; inverse, matrix; LAPACK; linear equations; ZSYTRI; |
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F07PDF | 15 | nagf_lapacklin_dsptrf Bunch–Kaufman factorization of real symmetric indefinite matrix, packed storage Related keywords: diagonal pivoting method; DSPTRF; LAPACK; linear equations; real, indefinite, symmetric matrix; |
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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 Related keywords: diagonal pivoting method; DSPTRS; LAPACK; linear equations; real, indefinite, symmetric matrix; |
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F07PGF | 15 | nagf_lapacklin_dspcon Estimate condition number of real symmetric indefinite matrix, matrix already factorized by F07PDF, packed storage Related keywords: condition number, matrix; diagonal pivoting method; DSPCON; LAPACK; linear equations; real, indefinite, symmetric matrix; |
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F07PHF | 15 | nagf_lapacklin_dsprfs Refined solution with error bounds of real symmetric indefinite system of linear equations, multiple right-hand sides, packed storage Related keywords: backward error; diagonal pivoting method; DSPRFS; forward error; LAPACK; linear equations; real, indefinite, symmetric matrix; |
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F07PJF | 15 | nagf_lapacklin_dsptri Inverse of real symmetric indefinite matrix, matrix already factorized by F07PDF, packed storage Related keywords: diagonal pivoting method; DSPTRI; inverse, matrix; LAPACK; linear equations; real, indefinite, symmetric matrix; |
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F07PRF | 15 | nagf_lapacklin_zhptrf Bunch–Kaufman factorization of complex Hermitian indefinite matrix, packed storage Related keywords: complex, Hermitian, indefinite matrix; diagonal pivoting method; LAPACK; linear equations; ZHPTRF; |
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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 Related keywords: complex, Hermitian, indefinite matrix; diagonal pivoting method; LAPACK; linear equations; ZHPTRS; |
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F07PUF | 15 | nagf_lapacklin_zhpcon Estimate condition number of complex Hermitian indefinite matrix, matrix already factorized by F07PRF, packed storage Related keywords: complex, Hermitian, indefinite matrix; condition number, matrix; diagonal pivoting method; LAPACK; linear equations; ZHPCON; |
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F07PVF | 15 | nagf_lapacklin_zhprfs Refined solution with error bounds of complex Hermitian indefinite system of linear equations, multiple right-hand sides, packed storage Related keywords: backward error; complex, Hermitian, indefinite matrix; diagonal pivoting method; error bound, matrix; forward error; LAPACK; linear equations; ZHPRFS; |
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F07PWF | 15 | nagf_lapacklin_zhptri Inverse of complex Hermitian indefinite matrix, matrix already factorized by F07PRF, packed storage Related keywords: complex, Hermitian, indefinite matrix; diagonal pivoting method; inverse, matrix; LAPACK; linear equations; ZHPTRI; |
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F07QRF | 15 | nagf_lapacklin_zsptrf Bunch–Kaufman factorization of complex symmetric matrix, packed storage Related keywords: complex, symmetric matrix; diagonal pivoting method; LAPACK; linear equations; ZSPTRF; |
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F07QSF | 15 | nagf_lapacklin_zsptrs Solution of complex symmetric system of linear equations, multiple right-hand sides, matrix already factorized by F07QRF, packed storage Related keywords: complex, symmetric matrix; diagonal pivoting method; LAPACK; linear equations; ZSPTRS; |
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F07QUF | 15 | nagf_lapacklin_zspcon Estimate condition number of complex symmetric matrix, matrix already factorized by F07QRF, packed storage Related keywords: complex, symmetric matrix; condition number, matrix; diagonal pivoting method; LAPACK; linear equations; ZSPCON; |
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F07QVF | 15 | nagf_lapacklin_zsprfs Refined solution with error bounds of complex symmetric system of linear equations, multiple right-hand sides, packed storage Related keywords: backward error; complex, symmetric matrix; diagonal pivoting method; error bound, matrix; forward error; LAPACK; linear equations; ZSPRFS; |
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F07QWF | 15 | nagf_lapacklin_zsptri Inverse of complex symmetric matrix, matrix already factorized by F07QRF, packed storage Related keywords: complex, symmetric matrix; diagonal pivoting method; inverse, matrix; LAPACK; linear equations; ZSPTRI; |
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BVLS, bounded variable least squares | 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 Related keywords: data fitting; finance; maximizing a function; minimizing a function; NNLS, non-negative least squares; nonlinear least squares; non-negative least squares; optimization; |
BVP | 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 Related keywords: boundary value problem; ODE, ordinary differential equations; shooting method, ODE; |
D02GAF | 8 | nagf_ode_bvp_fd_nonlin_fixedbc Ordinary differential equations, boundary value problem, finite difference technique with deferred correction, simple nonlinear problem Related keywords: boundary value problem; finite difference method, ODE; ODE, ordinary differential equations; |
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D02GBF | 8 | nagf_ode_bvp_fd_lin_gen Ordinary differential equations, boundary value problem, finite difference technique with deferred correction, general linear problem Related keywords: boundary value problem; finite difference method, ODE; ODE, ordinary differential equations; |
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D02HAF | 8 | nagf_ode_bvp_shoot_bval Ordinary differential equations, boundary value problem, shooting and matching, boundary values to be determined Related keywords: boundary value problem; ODE, ordinary differential equations; shooting method, ODE; |
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D02HBF | 8 | nagf_ode_bvp_shoot_genpar Ordinary differential equations, boundary value problem, shooting and matching, general parameters to be determined Related keywords: boundary value problem; ODE, ordinary differential equations; shooting method, ODE; |
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D02JAF | 8 | nagf_ode_bvp_coll_nth Ordinary differential equations, boundary value problem, collocation and least squares, single th-order linear equation Related keywords: boundary value problem; collocation method; ODE, ordinary differential equations; |
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D02JBF | 8 | nagf_ode_bvp_coll_sys Ordinary differential equations, boundary value problem, collocation and least squares, system of first-order linear equations Related keywords: boundary value problem; collocation method; ODE, ordinary differential equations; |
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D02KAF | 7 | nagf_ode_sl2_reg_finite Second-order Sturm–Liouville problem, regular system, finite range, eigenvalue only Related keywords: boundary value problem; eigenproblem; ODE, ordinary differential equations; Sturm–Liouville equations; |
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D02KDF | 7 | nagf_ode_sl2_breaks_vals Second-order Sturm–Liouville problem, regular/singular system, finite/infinite range, eigenvalue only, user-specified break-points Related keywords: boundary value problem; eigenproblem; general; ODE, ordinary differential equations; Sturm–Liouville equations; |
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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 Related keywords: boundary value problem; eigenproblem; ODE, ordinary differential equations; Sturm–Liouville equations; |
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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 Related keywords: boundary value problem; ODE, ordinary differential equations; parameterized first order; shooting method, ODE; two-point boundary value problem; |
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D02TLF | 25 | nagf_ode_bvp_coll_nlin_solve Ordinary differential equations, general nonlinear boundary value problem, collocation technique (thread safe) Related keywords: boundary value problem; differential equations; nonlinear mixed order; ODE, ordinary differential equations; ordinary differential equations; two-point boundary value problem; |
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D02UEF | 23 | nagf_ode_bvp_ps_lin_solve Solve linear constant coefficient boundary value problem on Chebyshev grid, Integral formulation Related keywords: boundary value problem; Gauss–Lobatto grid; ODE, ordinary differential equations; pseudo-spectral method; |
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BVP, boundary value problem | D02RAF | 8 | nagf_ode_bvp_fd_nonlin_gen Ordinary differential equations, general nonlinear boundary value problem, finite difference technique with deferred correction, continuation facility Related keywords: finite difference method, ODE; ODE, ordinary differential equations; |
D02TGF | 8 | nagf_ode_bvp_coll_nth_comp th-order linear ordinary differential equations, boundary value problem, collocation and least squares Related keywords: collocation method; ODE, ordinary differential equations; |
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D02TVF | 17 | nagf_ode_bvp_coll_nlin_setup Ordinary differential equations, general nonlinear boundary value problem, setup for D02TLF Related keywords: collocation method; ODE, ordinary differential equations; |
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D02TXF | 17 | nagf_ode_bvp_coll_nlin_contin Ordinary differential equations, general nonlinear boundary value problem, continuation facility for D02TLF Related keywords: collocation method; ODE, ordinary differential equations; |
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D02TYF | 17 | nagf_ode_bvp_coll_nlin_interp Ordinary differential equations, general nonlinear boundary value problem, interpolation for D02TLF Related keywords: collocation method; interpolation; ODE, ordinary differential equations; |
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D02TZF | 17 | nagf_ode_bvp_coll_nlin_diag Ordinary differential equations, general nonlinear boundary value problem, diagnostics for D02TLF Related keywords: collocation method; interpolation; ODE, ordinary differential equations; |
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calibration | E04FFF | 26 | nagf_opt_handle_solve_dfls Derivative-free (DFO) solver for a nonlinear least squares objective function with bounded variables Related keywords: data fitting; derivative-free optimization; DFO; DFO; maximizing a function; minimizing a function; nonlinear least squares; nonlinear least squares; optimization; optimization; sum of squares; |
E04RMF | 26 | nagf_opt_handle_set_nlnls Define a nonlinear least squares objective function to a problem initialized by E04RAF Related keywords: data fitting; derivative-free optimization; DFO; least squares fitting; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; NLP; nonlinear least squares; optimization; optimization; optimization; sum of squares; |
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callback algorithmic mode | X10BCF | 26 | Set the callback algorithmic mode Related keywords: adjoint derivatives; AD utility operations; automatic differentiation; set; |
X10BDF | 26 | Get the callback algorithmic mode Related keywords: adjoint derivatives; AD utility operations; automatic differentiation; get; |
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callback dataobject | X10CJF | 26 | Read a scalar of type nagad_a1w_w_rtype from the callback data object Related keywords: adjoint derivatives; AD scalar; AD utility operations; automatic differentiation; nagad_a1w_w_rtype; read; |
callback data object | X10BAF | 26 | Create a callback data object Related keywords: adjoint derivatives; AD utility operations; automatic differentiation; create; |
X10BBF | 26 | Insert the location of the AD callback into the callback data object Related keywords: AD callback; adjoint derivatives; AD utility operations; automatic differentiation; insert; location; |
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X10BFF | 26 | Write a real (working precision) scalar to the callback data object Related keywords: adjoint derivatives; AD scalar; AD utility operations; automatic differentiation; real scalar; working precision; write; |
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X10BJF | 26 | Write a scalar of type nagad_a1w_w_rtype to the callback data object Related keywords: adjoint derivatives; AD scalar; AD utility operations; automatic differentiation; nagad_a1w_w_rtype; write; |
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X10CEF | 26 | Read an integer scalar from the callback data object Related keywords: adjoint derivatives; AD scalar; AD utility operations; automatic differentiation; integer scalar; read; |
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X10CFF | 26 | Read a real (working precision) scalar from the callback data object Related keywords: adjoint derivatives; AD scalar; AD utility operations; automatic differentiation; read; real scalar; working precision; |
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callback data ojbect | X10BEF | 26 | Write an integer (working precision) scalar to the callback data object Related keywords: adjoint derivatives; AD scalar; AD utility operations; automatic differentiation; integer scalar; working precision; write; |
canonical correlation analysis | G03ADF | 14 | nagf_mv_canon_corr Performs canonical correlation analysis Related keywords: multivariate methods; |
canonical discrimination analysis | G03ACF | 14 | nagf_mv_canon_var Performs canonical variate analysis Related keywords: canonical variate analysis; multivariate methods; |
canonical variate analysis | G03ACF | 14 | nagf_mv_canon_var Performs canonical variate analysis Related keywords: canonical discrimination analysis; multivariate methods; |
G03BAF | 15 | nagf_mv_rot_orthomax Computes orthogonal rotations for loading matrix, generalized orthomax criterion Related keywords: factor analysis; multivariate methods; orthogonal transformations; orthomax criterion; |
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cash-or-nothing option | S30CAF | 22 | nagf_specfun_opt_binary_con_price Binary option, cash-or-nothing pricing formula Related keywords: approximations of special functions; binary option; derivative, options; finance; option pricing; |
S30CBF | 22 | nagf_specfun_opt_binary_con_greeks Binary option, cash-or-nothing pricing formula with Greeks Related keywords: approximations of special functions; binary option; derivative, options; finance; Greeks, options; option pricing; |
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S30CCF | 22 | nagf_specfun_opt_binary_aon_price Binary option, asset-or-nothing pricing formula Related keywords: approximations of special functions; binary option; derivative, options; finance; option pricing; |
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S30CDF | 22 | nagf_specfun_opt_binary_aon_greeks Binary option, asset-or-nothing pricing formula with Greeks Related keywords: approximations of special functions; binary option; derivative, options; finance; Greeks, options; option pricing; |
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Cauchy distribution | G05SCF | 22 | nagf_rand_dist_cauchy Generates a vector of pseudorandom numbers from a Cauchy distribution Related keywords: big data; data analytics; finance; random number generators; random numbers; |
Cauchy principal value | D01AQF | 8 | nagf_quad_1d_fin_wcauchy One-dimensional quadrature, adaptive, finite interval, weight function , Cauchy principal value (Hilbert transform) Related keywords: finance; Gauss–Kronrod quadrature; Hilbert transform; integration, adaptive; QAWC; QUADPACK; quadrature; quadrature, adaptive; |
CDF, cumulative distribution function | G01BJF | 13 | nagf_stat_prob_binomial Binomial distribution function Related keywords: binomial distribution; finance; Simple Calculations on Statistical Data; |
G01BKF | 13 | nagf_stat_prob_poisson Poisson distribution function Related keywords: finance; Poisson distribution; Simple Calculations on Statistical Data; |
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G01BLF | 13 | nagf_stat_prob_hypergeom Hypergeometric distribution function Related keywords: finance; hypergeometric distribution; Simple Calculations on Statistical Data; |
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G01EAF | 15 | nagf_stat_prob_normal Computes probabilities for the standard Normal distribution Related keywords: finance; lower tail probability; Normal distribution; probability; Simple Calculations on Statistical Data; two-tail probability; upper tail probability; |
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G01EBF | 14 | nagf_stat_prob_students_t Computes probabilities for Student's -distribution Related keywords: finance; lower tail probability; probability; Simple Calculations on Statistical Data; Student's -distribution; two-tail probability; upper tail probability; |
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G01ECF | 14 | nagf_stat_prob_chisq Computes probabilities for distribution Related keywords: chi-squared distribution; finance; lower tail probability; probability; Simple Calculations on Statistical Data; two-tail probability; upper tail probability; |
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G01EDF | 14 | nagf_stat_prob_f Computes probabilities for -distribution Related keywords: -distribution; finance; lower tail probability; probability; Simple Calculations on Statistical Data; upper tail probability; variance-ratio distribution; |
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G01EEF | 14 | nagf_stat_prob_beta Computes upper and lower tail probabilities and probability density function for the beta distribution Related keywords: beta distribution; finance; lower tail probability; probability; Simple Calculations on Statistical Data; upper tail probability; |
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G01EFF | 14 | nagf_stat_prob_gamma Computes probabilities for the gamma distribution Related keywords: finance; gamma distribution; lower tail probability; probability; Simple Calculations on Statistical Data; upper tail probability; |
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G01EMF | 15 | nagf_stat_prob_studentized_range Computes probability for the Studentized range statistic Related keywords: finance; probability; Simple Calculations on Statistical Data; Studentized range statistic; |
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G01EPF | 15 | nagf_stat_prob_durbin_watson Computes bounds for the significance of a Durbin–Watson statistic Related keywords: Durbin–Watson statistic; finance; significance; Simple Calculations on Statistical Data; |
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G01ERF | 16 | nagf_stat_prob_vonmises Computes probability for von Mises distribution Related keywords: finance; lower tail probability; Simple Calculations on Statistical Data; von Mises distribution; |
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G01SAF | 24 | nagf_stat_prob_normal_vector Computes a vector of probabilities for the standard Normal distribution Related keywords: big data; confidence interval; data analytics; Gaussian distribution; lower tail probability; Normal distribution; significance; Simple Calculations on Statistical Data; two-tail probability; upper tail probability; |
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G01SBF | 24 | nagf_stat_prob_students_t_vector Computes a vector of probabilities for the Student's -distribution Related keywords: big data; confidence interval; data analytics; lower tail probability; significance; Simple Calculations on Statistical Data; Student's -distribution; two-tail probability; upper tail probability; |
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G01SCF | 24 | nagf_stat_prob_chisq_vector Computes a vector of probabilities for distribution Related keywords: big data; chi-squared distribution; data analytics; lower tail probability; Simple Calculations on Statistical Data; upper tail probability; |
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G01SDF | 24 | nagf_stat_prob_f_vector Computes a vector of probabilities for -distribution Related keywords: big data; data analytics; -distribution; lower tail probability; Simple Calculations on Statistical Data; upper tail probability; variance-ratio distribution; |
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G01SEF | 24 | nagf_stat_prob_beta_vector Computes a vector of probabilities for the beta distribution Related keywords: beta distribution; big data; data analytics; lower tail probability; Simple Calculations on Statistical Data; upper tail probability; |
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G01SFF | 24 | nagf_stat_prob_gamma_vector Computes a vector of probabilities for the gamma distribution Related keywords: big data; data analytics; gamma distribution; lower tail probability; Simple Calculations on Statistical Data; upper tail probability; |
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G01SJF | 24 | nagf_stat_prob_binomial_vector Computes a vector of probabilities for the binomial distribution Related keywords: big data; binomial distribution; data analytics; lower tail probability; point probability; Simple Calculations on Statistical Data; upper tail probability; |
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G01SKF | 24 | nagf_stat_prob_poisson_vector Computes a vector of probabilities for the Poisson distribution Related keywords: big data; data analytics; lower tail probability; point probability; Poisson distribution; Simple Calculations on Statistical Data; upper tail probability; |
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G01SLF | 24 | nagf_stat_prob_hypergeom_vector Computes a vector of probabilities for the hypergeometric distribution Related keywords: big data; data analytics; hypergeometric distribution; lower tail probability; point probability; Simple Calculations on Statistical Data; upper tail probability; |
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G05TDF | 22 | nagf_rand_int_general Generates a vector of pseudorandom integers from a general discrete distribution Related keywords: big data; data analytics; distribution function; finance; random integers; random number generators; |
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censored data | G07BBF | 15 | nagf_univar_estim_normal Computes maximum likelihood estimates for parameters of the Normal distribution from grouped and/or censored data Related keywords: Gaussian distribution; grouping data; maximum likelihood; Normal distribution; univariate estimation; |
central probability | G01HBF | 15 | nagf_stat_prob_multi_normal Computes probabilities for the multivariate Normal distribution Related keywords: finance; lower tail probability; multivariate Normal distribution; Normal distribution; Simple Calculations on Statistical Data; upper tail probability; |
CGS, conjugate gradient method | F11BEF | 19 | nagf_sparse_real_gen_basic_solver Real sparse nonsymmetric linear systems, preconditioned RGMRES, CGS, Bi-CGSTAB or TFQMR method Related keywords: Bi-CGSTAB; big data; data analytics; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; real, sparse matrix; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; |
F11BSF | 19 | nagf_sparse_complex_gen_basic_solver Complex sparse non-Hermitian linear systems, preconditioned RGMRES, CGS, Bi-CGSTAB or TFQMR method Related keywords: Bi-CGSTAB; big data; complex, sparse matrix; data analytics; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; |
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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 Related keywords: Bi-CGSTAB; big data; data analytics; incomplete factorization; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; real, sparse matrix; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; |
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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) Related keywords: Bi-CGSTAB; big data; data analytics; iterative methods, linear equations; Jacobi preconditioning; large scale linear systems; linear equations, iterative method; real, sparse matrix; RGMRES, restarted generalized minimum residual method; SSOR method, symmetric successive over-relaxation; TFQMR, transpose-free quasi-minimal residual method; |
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F11DGF | 24 | nagf_sparse_real_gen_solve_bdilu Solution of real sparse nonsymmetric linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, incomplete block diagonal preconditioner computed by F11DFF Related keywords: additive Schwarz preconditioner; Bi-CGSTAB; big data; data analytics; incomplete factorization; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; real, sparse matrix; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; |
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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) Related keywords: Bi-CGSTAB; big data; complex, sparse matrix; data analytics; incomplete factorization; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; |
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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 Related keywords: Bi-CGSTAB; big data; complex, sparse matrix; data analytics; iterative methods, linear equations; Jacobi preconditioning; large scale linear systems; linear equations, iterative method; RGMRES, restarted generalized minimum residual method; SSOR method, symmetric successive over-relaxation; TFQMR, transpose-free quasi-minimal residual method; |
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F11DUF | 24 | nagf_sparse_complex_gen_solve_bdilu Solution of complex, sparse, non-Hermitian linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, incomplete block diagonal preconditioner computed by F11DTF Related keywords: additive Schwarz preconditioner; Bi-CGSTAB; big data; complex, sparse matrix; data analytics; incomplete factorization; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; |
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F11GEF | 20 | nagf_sparse_real_symm_basic_solver Real sparse symmetric linear systems, preconditioned conjugate gradient or Lanczos method or the MINRES algorithm Related keywords: big data; data analytics; iterative methods, linear equations; Lanczos method, linear equations; large scale linear systems; linear equations, iterative method; MINRES, iterative linear equation solver; real, sparse, symmetric matrix; |
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F11GSF | 20 | nagf_sparse_complex_herm_basic_solver Complex sparse Hermitian linear systems, preconditioned conjugate gradient or Lanczos Related keywords: big data; complex, Hermitian, sparse matrix; data analytics; iterative methods, linear equations; Lanczos method, linear equations; large scale linear systems; linear equations, iterative method; |
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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) Related keywords: big data; data analytics; incomplete Cholesky factorization; iterative methods, linear equations; Lanczos method, linear equations; large scale linear systems; linear equations, iterative method; real, sparse, symmetric matrix; |
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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) Related keywords: big data; data analytics; iterative methods, linear equations; Jacobi preconditioning; Lanczos method, linear equations; large scale linear systems; linear equations, iterative method; real, sparse, symmetric matrix; SSOR method, symmetric successive over-relaxation; |
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change point | G13NAF | 25 | nagf_tsa_cp_pelt Change point detection, using the PELT algorithm Related keywords: big data; data analytics; pelt; time series; time series analysis; |
G13NBF | 25 | nagf_tsa_cp_pelt_user Change points detection using the PELT algorithm, user supplied cost function Related keywords: big data; data analytics; pelt; time series; time series analysis; |
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G13NDF | 25 | nagf_tsa_cp_binary Change point detection, using binary segmentation Related keywords: big data; binary segmentation; data analytics; time series; time series analysis; |
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G13NEF | 25 | nagf_tsa_cp_binary_user Change point detection, using binary segmentation, user supplied cost function Related keywords: big data; binary segmentation; data analytics; time series; time series analysis; |
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Chebyshev polynomial approximation | E02CAF | 7 | nagf_fit_2dcheb_lines Least squares surface fit by polynomials, data on lines parallel to one independent coordinate axis Related keywords: bivariate polynomial approximation; curve and surface fitting; data-on-lines polynomial approximation; least squares; polynomial approximation; two-dimensional polynomial approximation; |
E02CBF | 7 | nagf_fit_2dcheb_eval Evaluation of fitted polynomial in two variables Related keywords: bivariate polynomial approximation; curve and surface fitting; polynomial approximation; two-dimensional polynomial approximation; |
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Chebyshev polynomial interpolation | D02UAF | 23 | nagf_ode_bvp_ps_lin_coeffs Coefficients of Chebyshev interpolating polynomial from function values on Chebyshev grid Related keywords: Gauss–Lobatto grid; interpolation; ODE, ordinary differential equations; |
D02UBF | 23 | nagf_ode_bvp_ps_lin_cgl_vals Function or low-order-derivative values on Chebyshev grid from coefficients of Chebyshev interpolating polynomial Related keywords: Chebyshev series, solution; Gauss–Lobatto grid; interpolation; ODE, ordinary differential equations; |
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E01AEF | 8 | nagf_interp_1d_cheb Interpolating functions, polynomial interpolant, data may include derivative values, one variable Related keywords: interpolation; |
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Chebyshev series, differentiation | E02AHF | 8 | nagf_fit_1dcheb_deriv Derivative of fitted polynomial in Chebyshev series form Related keywords: curve and surface fitting; |
Chebyshev series, evaluation | C06DCF | 23 | nagf_sum_chebyshev Sum of a Chebyshev series at a set of points Related keywords: summation of series; |
D02UZF | 23 | nagf_ode_bvp_ps_lin_cheb_eval Chebyshev polynomial evaluation, Related keywords: ODE, ordinary differential equations; |
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E02AKF | 8 | nagf_fit_1dcheb_eval2 Evaluation of fitted polynomial in one variable from Chebyshev series form Related keywords: curve and surface fitting; |
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Chebyshev series, integration | E02AJF | 8 | nagf_fit_1dcheb_integ Integral of fitted polynomial in Chebyshev series form Related keywords: curve and surface fitting; |
Chebyshev series, solution | D02UBF | 23 | nagf_ode_bvp_ps_lin_cgl_vals Function or low-order-derivative values on Chebyshev grid from coefficients of Chebyshev interpolating polynomial Related keywords: Chebyshev polynomial interpolation; Gauss–Lobatto grid; interpolation; ODE, ordinary differential equations; |
Chebyshev series approximation | D02UYF | 23 | nagf_ode_bvp_ps_lin_quad_weights Clenshaw–Curtis quadrature weights for integration using computed Chebyshev coefficients Related keywords: Clenshaw–Curtis quadrature; ODE, ordinary differential equations; weights and abscissae; |
check derivative | C05ZDF | 23 | nagf_roots_sys_deriv_check Check user's routine for calculating first derivatives of a set of nonlinear functions of several variables Related keywords: finance; roots of transcendental equations; |
E04HCF | 6 | nagf_opt_check_deriv Check user's routine for calculating first derivatives of function Related keywords: finance; maximizing a function; minimization, unconstrained; minimizing a function; optimization; service routine; |
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E04HDF | 6 | nagf_opt_check_deriv2 Check user's routine for calculating second derivatives of function Related keywords: finance; maximizing a function; minimization, unconstrained; minimizing a function; optimization; service routine; |
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chi-squared distribution | G01AFF | 4 | nagf_stat_contingency_table Two-way contingency table analysis, with /Fisher's exact test Related keywords: contingency table; finance; Fisher's exact test; Simple Calculations on Statistical Data; two-way contingency table; Yates' correction; |
G01ECF | 14 | nagf_stat_prob_chisq Computes probabilities for distribution Related keywords: CDF, cumulative distribution function; finance; lower tail probability; probability; Simple Calculations on Statistical Data; two-tail probability; upper tail probability; |
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G01FCF | 14 | nagf_stat_inv_cdf_chisq Computes deviates for the distribution Related keywords: deviates; finance; inverse CDF; inverse cumulative distribution function; Simple Calculations on Statistical Data; |
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G01GCF | 14 | nagf_stat_prob_chisq_noncentral Computes probabilities for the non-central distribution Related keywords: finance; lower tail probability; Simple Calculations on Statistical Data; |
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G01JCF | 14 | nagf_stat_prob_chisq_noncentral_lincomb Computes probability for a positive linear combination of variables Related keywords: finance; lower tail probability; Simple Calculations on Statistical Data; |
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G01JDF | 15 | nagf_stat_prob_chisq_lincomb Computes lower tail probability for a linear combination of (central) variables Related keywords: finance; Imhof's method; lower tail probability; Pan's method; Simple Calculations on Statistical Data; |
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G01SCF | 24 | nagf_stat_prob_chisq_vector Computes a vector of probabilities for distribution Related keywords: big data; CDF, cumulative distribution function; data analytics; lower tail probability; Simple Calculations on Statistical Data; upper tail probability; |
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G01TCF | 24 | nagf_stat_inv_cdf_chisq_vector Computes a vector of deviates for distribution Related keywords: big data; data analytics; deviates; inverse CDF; inverse cumulative distribution function; Simple Calculations on Statistical Data; |
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G05SDF | 22 | nagf_rand_dist_chisq Generates a vector of pseudorandom numbers from a distribution Related keywords: big data; data analytics; finance; random number generators; random numbers; |
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chi squared statistics | G11AAF | 16 | nagf_contab_chisq statistics for two-way contingency table Related keywords: contingency table; contingency table analysis; |
G13DNF | 15 | nagf_tsa_multi_corrmat_partlag Multivariate time series, sample partial lag correlation matrices, statistics and significance levels Related keywords: big data; data analytics; multivariate time series; partial lag; significance; time series; time series analysis; |
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chi squared test | G08CGF | 14 | nagf_nonpar_test_chisq Performs the goodness-of-fit test, for standard continuous distributions Related keywords: nonparametric statistics; |
Cholesky decomposition | F07FAF | 21 | nagf_lapacklin_dposv Computes the solution to a real symmetric positive definite system of linear equations Related keywords: DPOSV; finance; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
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 Related keywords: backward error; condition number, matrix; DPOSVX; error bound, matrix; finance; forward error; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
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F07FCF | 23 | nagf_lapacklin_dsposv Computes the solution to a real symmetric positive definite system of linear equations using mixed precision arithmetic Related keywords: DSPOSV; LAPACK; linear equations; mixed-precision; real, positive-definite, symmetric matrix; |
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F07FDF | 15 | nagf_lapacklin_dpotrf Cholesky factorization of real symmetric positive definite matrix Related keywords: DPOTRF; finance; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
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F07FEF | 15 | nagf_lapacklin_dpotrs Solution of real symmetric positive definite system of linear equations, multiple right-hand sides, matrix already factorized by F07FDF Related keywords: DPOTRS; finance; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
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F07FHF | 15 | nagf_lapacklin_dporfs Refined solution with error bounds of real symmetric positive definite system of linear equations, multiple right-hand sides Related keywords: backward error; DPORFS; forward error; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
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F07FJF | 15 | nagf_lapacklin_dpotri Inverse of real symmetric positive definite matrix, matrix already factorized by F07FDF Related keywords: DPOTRI; finance; inverse, matrix; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
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F07FNF | 21 | nagf_lapacklin_zposv Computes the solution to a complex Hermitian positive definite system of linear equations Related keywords: complex, Hermitian, positive-definite matrix; LAPACK; linear equations; ZPOSV; |
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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 Related keywords: backward error; complex, Hermitian, positive-definite matrix; condition number, matrix; error bound, matrix; finance; forward error; LAPACK; linear equations; ZPOSVX; |
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F07FQF | 23 | nagf_lapacklin_zcposv Computes the solution to a complex Hermitian positive definite system of linear equations using mixed precision arithmetic Related keywords: complex, Hermitian, positive-definite matrix; LAPACK; linear equations; mixed-precision; ZCPOSV; |
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F07FRF | 15 | nagf_lapacklin_zpotrf Cholesky factorization of complex Hermitian positive definite matrix Related keywords: complex, Hermitian, positive-definite matrix; LAPACK; linear equations; ZPOTRF; |
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F07FSF | 15 | nagf_lapacklin_zpotrs Solution of complex Hermitian positive definite system of linear equations, multiple right-hand sides, matrix already factorized by F07FRF Related keywords: complex, Hermitian, positive-definite matrix; LAPACK; linear equations; ZPOTRS; |
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F07FUF | 15 | nagf_lapacklin_zpocon Estimate condition number of complex Hermitian positive definite matrix, matrix already factorized by F07FRF Related keywords: complex, Hermitian, positive-definite matrix; condition number, matrix; LAPACK; linear equations; ZPOCON; |
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F07FVF | 15 | nagf_lapacklin_zporfs Refined solution with error bounds of complex Hermitian positive definite system of linear equations, multiple right-hand sides Related keywords: backward error; complex, Hermitian, positive-definite matrix; error bound, matrix; forward error; LAPACK; linear equations; ZPORFS; |
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F07GAF | 21 | nagf_lapacklin_dppsv Computes the solution to a real symmetric positive definite system of linear equations, packed storage Related keywords: DPPSV; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
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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 Related keywords: backward error; condition number, matrix; DPPSVX; error bound, matrix; forward error; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
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F07GDF | 15 | nagf_lapacklin_dpptrf Cholesky factorization of real symmetric positive definite matrix, packed storage Related keywords: DPPTRF; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
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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 Related keywords: DPPTRS; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
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F07GGF | 15 | nagf_lapacklin_dppcon Estimate condition number of real symmetric positive definite matrix, matrix already factorized by F07GDF, packed storage Related keywords: condition number, matrix; DPPCON; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
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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 Related keywords: backward error; DPPRFS; forward error; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
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F07GJF | 15 | nagf_lapacklin_dpptri Inverse of real symmetric positive definite matrix, matrix already factorized by F07GDF, packed storage Related keywords: DPPTRI; inverse, matrix; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
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F07GNF | 21 | nagf_lapacklin_zppsv Computes the solution to a complex Hermitian positive definite system of linear equations, packed storage Related keywords: complex, Hermitian, positive-definite matrix; LAPACK; linear equations; ZPPSV; |
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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 Related keywords: backward error; complex, Hermitian, positive-definite matrix; condition number, matrix; error bound, matrix; forward error; LAPACK; linear equations; ZPPSVX; |
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F07GRF | 15 | nagf_lapacklin_zpptrf Cholesky factorization of complex Hermitian positive definite matrix, packed storage Related keywords: complex, Hermitian, positive-definite matrix; LAPACK; linear equations; ZPPTRF; |
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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 Related keywords: complex, Hermitian, positive-definite matrix; LAPACK; linear equations; ZPPTRS; |
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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 Related keywords: backward error; complex, Hermitian, positive-definite matrix; error bound, matrix; forward error; LAPACK; linear equations; ZPPRFS; |
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F07GWF | 15 | nagf_lapacklin_zpptri Inverse of complex Hermitian positive definite matrix, matrix already factorized by F07GRF, packed storage Related keywords: complex, Hermitian, positive-definite matrix; inverse, matrix; LAPACK; linear equations; ZPPTRI; |
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F07HAF | 21 | nagf_lapacklin_dpbsv Computes the solution to a real symmetric positive definite banded system of linear equations Related keywords: DPBSV; LAPACK; linear equations; matrix, band; real, band, positive-definite, symmetric matrix; |
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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 Related keywords: backward error; condition number, matrix; DPBSVX; error bound, matrix; forward error; LAPACK; linear equations; matrix, band; real, band, positive-definite, symmetric matrix; |
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F07HDF | 15 | nagf_lapacklin_dpbtrf Cholesky factorization of real symmetric positive definite band matrix Related keywords: DPBTRF; finance; LAPACK; linear equations; matrix, band; real, band, positive-definite, symmetric matrix; |
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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 Related keywords: DPBTRS; finance; LAPACK; linear equations; matrix, band; real, band, positive-definite, symmetric matrix; |
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F07HHF | 15 | nagf_lapacklin_dpbrfs Refined solution with error bounds of real symmetric positive definite band system of linear equations, multiple right-hand sides Related keywords: backward error; DPBRFS; forward error; LAPACK; linear equations; matrix, band; real, band, positive-definite, symmetric matrix; |
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F07HNF | 21 | nagf_lapacklin_zpbsv Computes the solution to a complex Hermitian positive definite banded system of linear equations Related keywords: complex, band, Hermitian, positive-definite matrix; LAPACK; linear equations; matrix, band; ZPBSV; |
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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 Related keywords: backward error; complex, band, Hermitian, positive-definite matrix; condition number, matrix; error bound, matrix; forward error; LAPACK; linear equations; matrix, band; ZPBSVX; |
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F07HRF | 15 | nagf_lapacklin_zpbtrf Cholesky factorization of complex Hermitian positive definite band matrix Related keywords: complex, band, Hermitian, positive-definite matrix; LAPACK; linear equations; matrix, band; ZPBTRF; |
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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 Related keywords: complex, band, Hermitian, positive-definite matrix; LAPACK; linear equations; matrix, band; ZPBTRS; |
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F07HVF | 15 | nagf_lapacklin_zpbrfs Refined solution with error bounds of complex Hermitian positive definite band system of linear equations, multiple right-hand sides Related keywords: backward error; complex, band, Hermitian, positive-definite matrix; error bound, matrix; forward error; LAPACK; linear equations; matrix, band; ZPBRFS; |
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F07JAF | 21 | nagf_lapacklin_dptsv Computes the solution to a real symmetric positive definite tridiagonal system of linear equations Related keywords: DPTSV; LAPACK; linear equations; matrix, band; real, positive-definite, symmetric, tridiagonal matrix; |
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F07JBF | 21 | nagf_lapacklin_dptsvx Uses the factorization to compute the solution, error-bound and condition estimate for a real symmetric positive definite tridiagonal system of linear equations Related keywords: backward error; condition number, matrix; DPTSVX; error bound, matrix; forward error; LAPACK; linear equations; matrix, band; real, positive-definite, symmetric, tridiagonal matrix; |
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F07JDF | 22 | nagf_lapacklin_dpttrf Computes the factorization of a real symmetric positive definite tridiagonal matrix Related keywords: DPTTRF; LAPACK; linear equations; matrix, band; real, positive-definite, symmetric, tridiagonal matrix; |
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F07JEF | 22 | nagf_lapacklin_dpttrs Solves a real symmetric positive definite tridiagonal system using the factorization computed by F07JDF Related keywords: DPTTRS; LAPACK; linear equations; matrix, band; real, positive-definite, symmetric, tridiagonal matrix; |
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F07JHF | 22 | nagf_lapacklin_dptrfs Refined solution with error bounds of real symmetric positive definite tridiagonal system of linear equations, multiple right-hand sides Related keywords: backward error; DPTRFS; forward error; LAPACK; linear equations; matrix, band; real, positive-definite, symmetric, tridiagonal matrix; |
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F07JNF | 21 | nagf_lapacklin_zptsv Computes the solution to a complex Hermitian positive definite tridiagonal system of linear equations Related keywords: complex, Hermitian, positive-definite, tridiagonal matrix; LAPACK; linear equations; matrix, band; ZPTSV; |
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F07JPF | 21 | nagf_lapacklin_zptsvx Uses the factorization to compute the solution, error-bound and condition estimate for a complex Hermitian positive definite tridiagonal system of linear equations Related keywords: backward error; complex, Hermitian, positive-definite, tridiagonal matrix; condition number, matrix; error bound, matrix; forward error; LAPACK; linear equations; matrix, band; ZPTSVX; |
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F07JRF | 22 | nagf_lapacklin_zpttrf Computes the factorization of a complex Hermitian positive definite tridiagonal matrix Related keywords: complex, Hermitian, positive-definite, tridiagonal matrix; LAPACK; linear equations; matrix, band; ZPPTRF; |
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F07JSF | 22 | nagf_lapacklin_zpttrs Solves a complex Hermitian positive definite tridiagonal system using the factorization computed by F07JRF Related keywords: complex, Hermitian, positive-definite, tridiagonal matrix; LAPACK; linear equations; matrix, band; ZPPTRS; |
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F07JUF | 22 | nagf_lapacklin_zptcon Computes the reciprocal of the condition number of a complex Hermitian positive definite tridiagonal system using the factorization computed by F07JRF Related keywords: complex, Hermitian, positive-definite, tridiagonal matrix; condition number, matrix; LAPACK; linear equations; matrix, band; ZPTCON; |
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F07JVF | 22 | nagf_lapacklin_zptrfs Refined solution with error bounds of complex Hermitian positive definite tridiagonal system of linear equations, multiple right-hand sides Related keywords: backward error; complex, Hermitian, positive-definite, tridiagonal matrix; forward error; LAPACK; linear equations; matrix, band; ZPTRFS; |
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F07KDF | 23 | nagf_lapacklin_dpstrf Cholesky factorization, with complete pivoting, of a real, symmetric, positive semidefinite matrix Related keywords: DPSTRF; LAPACK; linear equations; real, positive-semidefinite, symmetric matrix; |
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F07KRF | 23 | nagf_lapacklin_zpstrf Cholesky factorization of complex Hermitian positive semidefinite matrix Related keywords: complex, Hermitian, positive-semidefinite matrix; LAPACK; linear equations; ZPSTRF; |
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F07WDF | 23 | nagf_lapacklin_dpftrf Cholesky factorization of real symmetric positive definite matrix, Rectangular Full Packed format Related keywords: DPFTRF; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
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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 Related keywords: DPFTRS; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
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F07WJF | 23 | nagf_lapacklin_dpftri Inverse of real symmetric positive definite matrix, matrix already factorized by F07WDF, Rectangular Full Packed format Related keywords: DPETRI; inverse, matrix; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
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F07WRF | 23 | nagf_lapacklin_zpftrf Cholesky factorization of complex Hermitian positive definite matrix, Rectangular Full Packed format Related keywords: complex, Hermitian, positive-definite matrix; LAPACK; linear equations; ZPFTRF; |
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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 Related keywords: complex, Hermitian, positive-definite matrix; LAPACK; linear equations; ZPFTRS; |
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F07WWF | 23 | nagf_lapacklin_zpftri Inverse of complex Hermitian positive definite matrix, matrix already factorized by F07WRF, Rectangular Full Packed format Related keywords: complex, Hermitian, positive-definite matrix; LAPACK; linear equations; ZPETRI; |
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F08UFF | 19 | nagf_lapackeig_dpbstf Computes a split Cholesky factorization of real symmetric positive definite band matrix Related keywords: DPBSTF; DSBGST; eigenproblem; eigenproblem, generalized; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; real, band, positive-definite, symmetric matrix; |
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circular tangent | S07AAF | 1 | nagf_specfun_tan Related keywords: approximations of special functions; finance; tangent, circular; ; |
classical metric scaling | G03FAF | 17 | nagf_mv_multidimscal_metric Performs principal coordinate analysis, classical metric scaling Related keywords: multivariate methods; principal coordinate analysis; |
classification variable | G04EAF | 17 | nagf_anova_dummyvars Computes orthogonal polynomials or dummy variables for factor/classification variable Related keywords: analysis of variance; design of experiments; experimental design; factor variable; |
G11BAF | 17 | nagf_contab_tabulate_stat Computes multiway table from set of classification factors using selected statistic Related keywords: contingency table analysis; factor variable; table; |
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G11BBF | 17 | nagf_contab_tabulate_percentile Computes multiway table from set of classification factors using given percentile/quantile Related keywords: contingency table analysis; factor variable; table; |
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Clayton/Cook–Johnson copula | G05REF | 23 | nagf_rand_copula_clayton_bivar Generates a matrix of pseudorandom numbers from a bivariate Clayton/Cook–Johnson copula Related keywords: big data; copula; data analytics; random number generators; random numbers; |
G05RHF | 23 | nagf_rand_copula_clayton Generates a matrix of pseudorandom numbers from a multivariate Clayton/Cook–Johnson copula Related keywords: big data; copula; data analytics; random number generators; random numbers; |
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Clenshaw–Curtis quadrature | D02UYF | 23 | nagf_ode_bvp_ps_lin_quad_weights Clenshaw–Curtis quadrature weights for integration using computed Chebyshev coefficients Related keywords: Chebyshev series approximation; ODE, ordinary differential equations; weights and abscissae; |
close file | X04ADF | 19 | nagf_file_close Close file associated with given unit number Related keywords: file closing; input utilities; output utilities; |
cluster analysis | G03ECF | 16 | nagf_mv_cluster_hier Hierarchical cluster analysis Related keywords: big data; data analytics; hierarchical cluster analysis; multivariate methods; |
G03EFF | 16 | nagf_mv_cluster_kmeans -means cluster analysis Related keywords: big data; data analytics; -means cluster analysis; multivariate methods; |
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G03EJF | 16 | nagf_mv_cluster_hier_indicator Computes cluster indicator variable (for use after G03ECF) Related keywords: allocate; big data; data analytics; hierarchical cluster analysis; multivariate methods; |
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G03GAF | 24 | nagf_mv_gaussian_mixture Fits a Gaussian mixture model Related keywords: Gaussian mixture model; multivariate methods; |
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cn, Jacobian elliptic function | S21CAF | 15 | nagf_specfun_jacellip_real Jacobian elliptic functions sn, cn and dn of real argument Related keywords: approximations of special functions; dn, Jacobian elliptic function; elliptic functions; finance; Jacobian elliptic functions; sn, Jacobian elliptic functions; |
S21CBF | 20 | nagf_specfun_jacellip_complex Jacobian elliptic functions sn, cn and dn of complex argument Related keywords: approximations of special functions; dn, Jacobian elliptic function; elliptic functions; finance; Jacobian elliptic functions; sn, Jacobian elliptic functions; |
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Cochran Q test | G08ALF | 15 | nagf_nonpar_test_cochranq Performs the Cochran test on cross-classified binary data Related keywords: cross-classified; nonparametric statistics; |
coefficients | C09EYF | 25 | nagf_wav_2d_coeff_ext Two-dimensional discrete wavelet transform coefficient extraction Related keywords: extract; two-dimensional; wavelet; wavelet transforms; |
C09EZF | 25 | nagf_wav_2d_coeff_ins Two-dimensional discrete wavelet transform coefficient insertion Related keywords: insert; two-dimensional; wavelet; wavelet transforms; |
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C09FYF | 25 | nagf_wav_3d_coeff_ext Three-dimensional discrete wavelet transform coefficient extraction Related keywords: extract; three-dimensional; wavelet; wavelet transforms; |
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C09FZF | 25 | nagf_wav_3d_coeff_ins Three-dimensional discrete wavelet transform coefficient insertion Related keywords: insert; three-dimensional; wavelet; wavelet transforms; |
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coherency, squared, time series | G13CEF | 10 | nagf_tsa_multi_spectrum_bivar Multivariate time series, cross amplitude spectrum, squared coherency, bounds, univariate and bivariate (cross) spectra Related keywords: big data; bivariate spectra; cross amplitude spectrum; data analytics; finance; multivariate time series; squared coherency; time series; time series analysis; |
collocation method | D02JAF | 8 | nagf_ode_bvp_coll_nth Ordinary differential equations, boundary value problem, collocation and least squares, single th-order linear equation Related keywords: boundary value problem; BVP; ODE, ordinary differential equations; |
D02JBF | 8 | nagf_ode_bvp_coll_sys Ordinary differential equations, boundary value problem, collocation and least squares, system of first-order linear equations Related keywords: boundary value problem; BVP; ODE, ordinary differential equations; |
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D02TGF | 8 | nagf_ode_bvp_coll_nth_comp th-order linear ordinary differential equations, boundary value problem, collocation and least squares Related keywords: BVP, boundary value problem; ODE, ordinary differential equations; |
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D02TVF | 17 | nagf_ode_bvp_coll_nlin_setup Ordinary differential equations, general nonlinear boundary value problem, setup for D02TLF Related keywords: BVP, boundary value problem; ODE, ordinary differential equations; |
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D02TXF | 17 | nagf_ode_bvp_coll_nlin_contin Ordinary differential equations, general nonlinear boundary value problem, continuation facility for D02TLF Related keywords: BVP, boundary value problem; ODE, ordinary differential equations; |
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D02TYF | 17 | nagf_ode_bvp_coll_nlin_interp Ordinary differential equations, general nonlinear boundary value problem, interpolation for D02TLF Related keywords: BVP, boundary value problem; interpolation; ODE, ordinary differential equations; |
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D02TZF | 17 | nagf_ode_bvp_coll_nlin_diag Ordinary differential equations, general nonlinear boundary value problem, diagnostics for D02TLF Related keywords: BVP, boundary value problem; interpolation; ODE, ordinary differential equations; |
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D03PDF | 15 | nagf_pde_1d_parab_coll_old General system of parabolic PDEs, method of lines, Chebyshev collocation, one space variable Related keywords: method of lines; parabolic partial differential equation; PDE, partial differential equations; |
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communalities, maximum likelihood | G03CAF | 15 | nagf_mv_factor Computes maximum likelihood estimates of the parameters of a factor analysis model, factor loadings, communalities and residual correlations Related keywords: factor analysis; factor loadings; maximum likelihood; multivariate methods; residual correlations; |
complement error function | S15ADF | 4 | nagf_specfun_erfc_real Complement of error function Related keywords: approximations of special functions; error function; finance; |
S15AGF | 22 | nagf_specfun_erfcx_real Scaled complement of error function, Related keywords: approximations of special functions; error function; finance; |
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S15DDF | 14 | nagf_specfun_erfc_complex Scaled complex complement of error function, Related keywords: approximations of special functions; error function; |
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complement of cumulative Normal distribution | S15ACF | 4 | nagf_specfun_compcdf_normal Complement of cumulative Normal distribution function Related keywords: approximations of special functions; cumulative Normal distribution; error function; finance; |
complement of incomplete beta function | S14CCF | 24 | nagf_specfun_beta_incomplete Incomplete beta function and its complement Related keywords: approximations of special functions; incomplete beta function; |
complete CS decomposition | F08RAF | 25 | nagf_lapackeig_dorcsd Computes the CS decomposition of an orthogonal matrix partitioned into four real submatrices Related keywords: DORCSD; eigenproblem; GSVD, generalized singular value decomposition; LAPACK; LAPACK; least squares; real, orthogonal matrix; |
F08RNF | 25 | nagf_lapackeig_zuncsd Computes the CS decomposition of a unitary matrix partitioned into four complex submatrices Related keywords: complex, unitary matrix; eigenproblem; GSVD, generalized singular value decomposition; LAPACK; LAPACK; least squares; ZUNCSD; |
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completely randomized design | G04BBF | 16 | nagf_anova_random Analysis of variance, randomized block or completely randomized design, treatment means and standard errors Related keywords: analysis of variance; ANOVA; randomized block design; standard errors; treatment means; |
complex, band, Hermitian, positive-definite matrix | 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 Related keywords: big data; data analytics; forward error; linear equations; matrix, band; simultaneous linear equations; |
F07HNF | 21 | nagf_lapacklin_zpbsv Computes the solution to a complex Hermitian positive definite banded system of linear equations Related keywords: Cholesky decomposition; LAPACK; linear equations; matrix, band; ZPBSV; |
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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 Related keywords: backward error; Cholesky decomposition; condition number, matrix; error bound, matrix; forward error; LAPACK; linear equations; matrix, band; ZPBSVX; |
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F07HRF | 15 | nagf_lapacklin_zpbtrf Cholesky factorization of complex Hermitian positive definite band matrix Related keywords: Cholesky decomposition; LAPACK; linear equations; matrix, band; ZPBTRF; |
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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 Related keywords: Cholesky decomposition; LAPACK; linear equations; matrix, band; ZPBTRS; |
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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 Related keywords: equilibration; LAPACK; linear equations; matrix, band; scaling; ZPBEQU; |
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F07HUF | 15 | nagf_lapacklin_zpbcon Estimate condition number of complex Hermitian positive definite band matrix, matrix already factorized by F07HRF Related keywords: condition number, matrix; LAPACK; linear equations; matrix, band; ZPBCON; |
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F07HVF | 15 | nagf_lapacklin_zpbrfs Refined solution with error bounds of complex Hermitian positive definite band system of linear equations, multiple right-hand sides Related keywords: backward error; Cholesky decomposition; error bound, matrix; forward error; LAPACK; linear equations; matrix, band; ZPBRFS; |
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F08UNF | 21 | nagf_lapackeig_zhbgv Computes all the eigenvalues, and optionally, the eigenvectors of a complex banded generalized Hermitian-definite eigenproblem Related keywords: eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; ZHBGV; |
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F08UPF | 21 | nagf_lapackeig_zhbgvx Computes selected eigenvalues, and optionally, the eigenvectors of a complex banded generalized Hermitian-definite eigenproblem Related keywords: eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; ZHBGVX; |
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F08UQF | 21 | nagf_lapackeig_zhbgvd Computes all the eigenvalues, and optionally, the eigenvectors of a complex banded generalized Hermitian-definite eigenproblem (divide-and-conquer) Related keywords: divide-and-conquer method; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; ZHBGVD; |
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F08USF | 19 | nagf_lapackeig_zhbgst Performs a reduction of complex Hermitian-definite banded generalized eigenproblem to standard form , such that has the same bandwidth as Related keywords: eigenproblem; eigenproblem, generalized; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; ZHBGST; |
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F08UTF | 19 | nagf_lapackeig_zpbstf Computes a split Cholesky factorization of complex Hermitian positive definite band matrix Related keywords: eigenproblem; eigenproblem, generalized; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; Split Cholesky factorization; ZPBSTF; |
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complex, band, Hermitian matrix | F06SDF | 12 | nagf_blas_zhbmv Matrix-vector product, complex Hermitian band matrix Related keywords: BLAS; blas, complex matrices; linear algebra support routines; matrix, band; multiply, matrix; zhbmv; |
F06UEF | 15 | nagf_blas_zlanhb -norm, -norm, Frobenius norm, largest absolute element, complex Hermitian band matrix Related keywords: 1-norm; BLAS; Frobenius norm; infinity-norm; linear algebra support routines; matrix, band; |
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F08HNF | 21 | nagf_lapackeig_zhbev Computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian band matrix Related keywords: eigenproblem; LAPACK; LAPACK; least squares; matrix, band; algorithm; unitary transformations; ZHBEV; |
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F08HPF | 21 | nagf_lapackeig_zhbevx Computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian band matrix Related keywords: eigenproblem; LAPACK; LAPACK; least squares; matrix, band; unitary transformations; ZHBEVX; |
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F08HQF | 19 | nagf_lapackeig_zhbevd Computes all eigenvalues and, optionally, all eigenvectors of complex Hermitian band matrix (divide-and-conquer) Related keywords: divide-and-conquer method; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; Pal–Walker–Kahan ( or ) algorithm; ZHBEVD; |
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F08HSF | 16 | nagf_lapackeig_zhbtrd Performs a unitary reduction of complex Hermitian band matrix to real symmetric tridiagonal form Related keywords: eigenproblem; LAPACK; LAPACK; least squares; matrix, band; unitary transformations; ZHBTRD; |
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complex, band, by matrix | F06SBF | 12 | nagf_blas_zgbmv Matrix-vector product, complex rectangular band matrix Related keywords: BLAS; blas, complex matrices; linear algebra support routines; matrix, band; multiply, matrix; zgbmv; |
complex, band, symmetric matrix | F06UHF | 15 | nagf_blas_zlansb -norm, -norm, Frobenius norm, largest absolute element, complex symmetric band matrix Related keywords: 1-norm; BLAS; Frobenius norm; infinity-norm; linear algebra support routines; matrix, band; |
complex, band, triangular matrix | F06SGF | 12 | nagf_blas_ztbmv Matrix-vector product, complex triangular band matrix Related keywords: BLAS; blas, complex matrices; linear algebra support routines; matrix, band; multiply, matrix; ztbmv; |
F06SKF | 12 | nagf_blas_ztbsv System of equations, complex triangular band matrix Related keywords: BLAS; blas, complex matrices; linear algebra support routines; linear equations; matrix, band; ztbsv; |
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F06ULF | 15 | nagf_blas_zlantb -norm, -norm, Frobenius norm, largest absolute element, complex triangular band matrix Related keywords: 1-norm; BLAS; Frobenius norm; infinity-norm; linear algebra support routines; matrix, band; |
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F07VSF | 15 | nagf_lapacklin_ztbtrs Solution of complex band triangular system of linear equations, multiple right-hand sides Related keywords: LAPACK; linear equations; matrix, band; ZTBTRS; |
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F07VUF | 15 | nagf_lapacklin_ztbcon Estimate condition number of complex band triangular matrix Related keywords: condition number, matrix; LAPACK; linear equations; matrix, band; ZTBCON; |
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F07VVF | 15 | nagf_lapacklin_ztbrfs Error bounds for solution of complex band triangular system of linear equations, multiple right-hand sides Related keywords: backward error; error bound, matrix; forward error; LAPACK; linear equations; matrix, band; ZTBRFS; |
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complex, band matrix | F04CBF | 21 | nagf_linsys_complex_band_solve Computes the solution, estimated condition number and error-bound to a complex banded system of linear equations Related keywords: big data; data analytics; forward error; linear equations; matrix, band; simultaneous linear equations; |
F06UBF | 15 | nagf_blas_zlangb -norm, -norm, Frobenius norm, largest absolute element, complex band matrix Related keywords: 1-norm; BLAS; Frobenius norm; infinity-norm; linear algebra support routines; matrix, band; |
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F06UCF | 15 | nagf_blas_zlanhe -norm, -norm, Frobenius norm, largest absolute element, complex Hermitian matrix Related keywords: 1-norm; BLAS; Frobenius norm; infinity-norm; linear algebra support routines; |
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F07BNF | 21 | nagf_lapacklin_zgbsv Computes the solution to a complex banded system of linear equations Related keywords: LAPACK; linear equations; decomposition; matrix, band; ZGBSV; |
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F07BPF | 21 | nagf_lapacklin_zgbsvx Uses the factorization to compute the solution, error-bound and condition estimate for a complex banded system of linear equations Related keywords: backward error; condition number, matrix; error bound, matrix; forward error; LAPACK; linear equations; decomposition; matrix, band; ZGBSVX; |
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F07BSF | 15 | nagf_lapacklin_zgbtrs Solution of complex band system of linear equations, multiple right-hand sides, matrix already factorized by F07BRF Related keywords: LAPACK; linear equations; decomposition; matrix, band; ZGBTRS; |
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F07BTF | 22 | nagf_lapacklin_zgbequ Computes row and column scalings intended to equilibrate a complex banded matrix and reduce its condition number Related keywords: equilibration; LAPACK; linear equations; matrix, band; scaling; ZGBEQU; |
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F07BUF | 15 | nagf_lapacklin_zgbcon Estimate condition number of complex band matrix, matrix already factorized by F07BRF Related keywords: condition number, matrix; LAPACK; linear equations; matrix, band; ZGBEQU; |
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F07BVF | 15 | nagf_lapacklin_zgbrfs Refined solution with error bounds of complex band system of linear equations, multiple right-hand sides Related keywords: backward error; error bound, matrix; forward error; LAPACK; linear equations; matrix, band; ZGBRFS; |
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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 Related keywords: big data; data analytics; eigenproblem, initialization; large scale eigenproblems; |
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F12AUF | 24 | nagf_sparseig_complex_band_solve Selected eigenvalues and, optionally, eigenvectors of complex non-Hermitian banded eigenproblem, driver Related keywords: big data; data analytics; eigenproblem, banded; eigenvalues; eigenvectors; large scale eigenproblems; |
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F16UBF | 23 | nagf_blast_zgb_norm -norm, -norm, Frobenius norm, largest absolute element, complex band matrix Related keywords: 1-norm; absolute value; banded matrix; Frobenius norm; further linear algebra support routines; infinity-norm; matrix, band; norm, matrix; |
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complex, Hermitian, indefinite matrix | F01FDF | 23 | nagf_matop_complex_herm_matrix_exp Complex Hermitian matrix exponential Related keywords: exponential, matrix; finance; inversion; matrix exponential; matrix operations; |
F01FFF | 23 | nagf_matop_complex_herm_matrix_fun Function of a complex Hermitian matrix Related keywords: finance; functions, matrix; inversion; matrix functions; matrix operations; |
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F04CHF | 21 | nagf_linsys_complex_herm_solve Computes the solution and error-bound to a complex Hermitian system of linear equations Related keywords: big data; data analytics; forward error; linear equations; simultaneous linear equations; |
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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 Related keywords: big data; data analytics; forward error; linear equations; simultaneous linear equations; |
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F06WQF | 23 | nagf_blas_zhfrk Rank- update of a complex Hermitian matrix, Rectangular Full Packed format Related keywords: BLAS; blas, complex matrices; linear algebra support routines; rank matrix updates; zherk; |
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F06ZCF | 14 | nagf_blas_zhemm Matrix-matrix product, one complex Hermitian matrix, one complex rectangular matrix Related keywords: BLAS; blas, complex matrices; complex, by matrix; linear algebra support routines; multiply, matrix; zgemm; |
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F06ZPF | 14 | nagf_blas_zherk Rank- update of a complex Hermitian matrix Related keywords: BLAS; blas, complex matrices; linear algebra support routines; rank matrix updates; zherk; |
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F06ZRF | 14 | nagf_blas_zher2k Rank- update of a complex Hermitian matrix Related keywords: BLAS; blas, complex matrices; linear algebra support routines; rank matrix updates; zher2k; |
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F07MNF | 21 | nagf_lapacklin_zhesv Computes the solution to a complex Hermitian system of linear equations Related keywords: diagonal pivoting method; LAPACK; decomposition; linear equations; decomposition; ZHESV; |
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F07MPF | 21 | nagf_lapacklin_zhesvx Uses the diagonal pivoting factorization to compute the solution to a complex Hermitian system of linear equations Related keywords: backward error; diagonal pivoting method; forward error; LAPACK; decomposition; linear equations; decomposition; ZHESVX; |
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F07MRF | 15 | nagf_lapacklin_zhetrf Bunch–Kaufman factorization of complex Hermitian indefinite matrix Related keywords: Bunch–Kaufman factorization; diagonal pivoting method; LAPACK; linear equations; ZHETRF; |
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F07MSF | 15 | nagf_lapacklin_zhetrs Solution of complex Hermitian indefinite system of linear equations, multiple right-hand sides, matrix already factorized by F07MRF Related keywords: Bunch–Kaufman factorization; diagonal pivoting method; LAPACK; linear equations; ZHETRS; |
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F07MUF | 15 | nagf_lapacklin_zhecon Estimate condition number of complex Hermitian indefinite matrix, matrix already factorized by F07MRF Related keywords: Bunch–Kaufman factorization; condition number, matrix; diagonal pivoting method; LAPACK; linear equations; ZHECON; |
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F07MVF | 15 | nagf_lapacklin_zherfs Refined solution with error bounds of complex Hermitian indefinite system of linear equations, multiple right-hand sides Related keywords: backward error; Bunch–Kaufman factorization; diagonal pivoting method; error bound, matrix; forward error; LAPACK; linear equations; ZHERFS; |
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F07MWF | 15 | nagf_lapacklin_zhetri Inverse of complex Hermitian indefinite matrix, matrix already factorized by F07MRF Related keywords: Bunch–Kaufman factorization; diagonal pivoting method; inverse, matrix; LAPACK; linear equations; ZHETRI; |
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F07PNF | 21 | nagf_lapacklin_zhpsv Computes the solution to a complex Hermitian system of linear equations, packed storage Related keywords: diagonal pivoting method; inverse, matrix; LAPACK; decomposition; linear equations; decomposition; ZHPSV; |
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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 Related keywords: backward error; diagonal pivoting method; forward error; inverse, matrix; LAPACK; decomposition; linear equations; decomposition; ZHPSVX; |
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F07PRF | 15 | nagf_lapacklin_zhptrf Bunch–Kaufman factorization of complex Hermitian indefinite matrix, packed storage Related keywords: Bunch–Kaufman factorization; diagonal pivoting method; LAPACK; linear equations; ZHPTRF; |
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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 Related keywords: Bunch–Kaufman factorization; diagonal pivoting method; LAPACK; linear equations; ZHPTRS; |
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F07PUF | 15 | nagf_lapacklin_zhpcon Estimate condition number of complex Hermitian indefinite matrix, matrix already factorized by F07PRF, packed storage Related keywords: Bunch–Kaufman factorization; condition number, matrix; diagonal pivoting method; LAPACK; linear equations; ZHPCON; |
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F07PVF | 15 | nagf_lapacklin_zhprfs Refined solution with error bounds of complex Hermitian indefinite system of linear equations, multiple right-hand sides, packed storage Related keywords: backward error; Bunch–Kaufman factorization; diagonal pivoting method; error bound, matrix; forward error; LAPACK; linear equations; ZHPRFS; |
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F07PWF | 15 | nagf_lapacklin_zhptri Inverse of complex Hermitian indefinite matrix, matrix already factorized by F07PRF, packed storage Related keywords: Bunch–Kaufman factorization; diagonal pivoting method; inverse, matrix; LAPACK; linear equations; ZHPTRI; |
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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 Related keywords: condition number, matrix; DDISNA; eigenproblem; eigenvectors; finance; LAPACK; LAPACK; least squares; real, indefinite, symmetric matrix; |
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F08FNF | 21 | nagf_lapackeig_zheev Computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix Related keywords: eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; ZHEEV; |
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F08FPF | 21 | nagf_lapackeig_zheevx Computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix Related keywords: eigenproblem; eigenvalues; eigenvectors; finance; LAPACK; LAPACK; least squares; ZHEEVX; |
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F08FQF | 19 | nagf_lapackeig_zheevd Computes all eigenvalues and, optionally, all eigenvectors of complex Hermitian matrix (divide-and-conquer) Related keywords: divide-and-conquer method; eigenproblem; eigenvalues; eigenvectors; finance; LAPACK; LAPACK; least squares; ZHEEVD; |
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F08FRF | 21 | nagf_lapackeig_zheevr Computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix (Relatively Robust Representations) Related keywords: eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; relatively robust representations; unitary transformations; ZHEEVR; |
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F08FSF | 16 | nagf_lapackeig_zhetrd Unitary reduction of complex Hermitian matrix to real symmetric tridiagonal form Related keywords: eigenproblem; LAPACK; LAPACK; least squares; unitary transformations; ZHETRD; |
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F08GNF | 21 | nagf_lapackeig_zhpev Computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix, packed storage Related keywords: eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; ZHPEV; |
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F08GPF | 21 | nagf_lapackeig_zhpevx Computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix, packed storage Related keywords: eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; ZHPEVX; |
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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 or algorithm) Related keywords: divide-and-conquer method; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; Pal–Walker–Kahan ( or ) algorithm; ZHPEVD; |
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F08GSF | 16 | nagf_lapackeig_zhptrd Performs a unitary reduction of complex Hermitian matrix to real symmetric tridiagonal form, packed storage Related keywords: eigenproblem; LAPACK; LAPACK; least squares; unitary transformations; ZHPTRD; |
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F08XSF | 20 | nagf_lapackeig_zhgeqz Eigenvalues and generalized Schur factorization of complex generalized upper Hessenberg form reduced from a pair of complex, square, matrices Related keywords: eigenproblem; eigenproblem, generalized; eigenvalues; generalized eigenproblem; generalized Schur form; LAPACK; LAPACK; least squares; QZ algorithm; ZHGEQZ; |
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complex, Hermitian, positive-definite, tridiagonal matrix | 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 Related keywords: big data; data analytics; forward error; linear equations; matrix, band; simultaneous linear equations; |
F07JNF | 21 | nagf_lapacklin_zptsv Computes the solution to a complex Hermitian positive definite tridiagonal system of linear equations Related keywords: Cholesky decomposition; LAPACK; linear equations; matrix, band; ZPTSV; |
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F07JPF | 21 | nagf_lapacklin_zptsvx Uses the factorization to compute the solution, error-bound and condition estimate for a complex Hermitian positive definite tridiagonal system of linear equations Related keywords: backward error; Cholesky decomposition; condition number, matrix; error bound, matrix; forward error; LAPACK; linear equations; matrix, band; ZPTSVX; |
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F07JRF | 22 | nagf_lapacklin_zpttrf Computes the factorization of a complex Hermitian positive definite tridiagonal matrix Related keywords: Cholesky decomposition; LAPACK; linear equations; matrix, band; ZPPTRF; |
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F07JSF | 22 | nagf_lapacklin_zpttrs Solves a complex Hermitian positive definite tridiagonal system using the factorization computed by F07JRF Related keywords: Cholesky decomposition; LAPACK; linear equations; matrix, band; ZPPTRS; |
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F07JUF | 22 | nagf_lapacklin_zptcon Computes the reciprocal of the condition number of a complex Hermitian positive definite tridiagonal system using the factorization computed by F07JRF Related keywords: Cholesky decomposition; condition number, matrix; LAPACK; linear equations; matrix, band; ZPTCON; |
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F07JVF | 22 | nagf_lapacklin_zptrfs Refined solution with error bounds of complex Hermitian positive definite tridiagonal system of linear equations, multiple right-hand sides Related keywords: backward error; Cholesky decomposition; forward error; LAPACK; linear equations; matrix, band; ZPTRFS; |
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complex, Hermitian, positive-definite matrix | 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 Related keywords: big data; data analytics; forward error; linear equations; simultaneous linear equations; |
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 Related keywords: big data; data analytics; forward error; linear equations; simultaneous linear equations; |
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F07FNF | 21 | nagf_lapacklin_zposv Computes the solution to a complex Hermitian positive definite system of linear equations Related keywords: Cholesky decomposition; LAPACK; linear equations; ZPOSV; |
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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 Related keywords: backward error; Cholesky decomposition; condition number, matrix; error bound, matrix; finance; forward error; LAPACK; linear equations; ZPOSVX; |
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F07FQF | 23 | nagf_lapacklin_zcposv Computes the solution to a complex Hermitian positive definite system of linear equations using mixed precision arithmetic Related keywords: Cholesky decomposition; LAPACK; linear equations; mixed-precision; ZCPOSV; |
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F07FRF | 15 | nagf_lapacklin_zpotrf Cholesky factorization of complex Hermitian positive definite matrix Related keywords: Cholesky decomposition; LAPACK; linear equations; ZPOTRF; |
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F07FSF | 15 | nagf_lapacklin_zpotrs Solution of complex Hermitian positive definite system of linear equations, multiple right-hand sides, matrix already factorized by F07FRF Related keywords: Cholesky decomposition; LAPACK; linear equations; ZPOTRS; |
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F07FTF | 22 | nagf_lapacklin_zpoequ Computes row and column scalings intended to equilibrate a complex Hermitian positive definite matrix and reduce its condition number Related keywords: equilibration; LAPACK; linear equations; scaling; ZPOEQU; |
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F07FUF | 15 | nagf_lapacklin_zpocon Estimate condition number of complex Hermitian positive definite matrix, matrix already factorized by F07FRF Related keywords: Cholesky decomposition; condition number, matrix; LAPACK; linear equations; ZPOCON; |
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F07FVF | 15 | nagf_lapacklin_zporfs Refined solution with error bounds of complex Hermitian positive definite system of linear equations, multiple right-hand sides Related keywords: backward error; Cholesky decomposition; error bound, matrix; forward error; LAPACK; linear equations; ZPORFS; |
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F07FWF | 15 | nagf_lapacklin_zpotri Inverse of complex Hermitian positive definite matrix, matrix already factorized by F07FRF Related keywords: inverse, matrix; LAPACK; linear equations; ZPOTRI; |
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F07GNF | 21 | nagf_lapacklin_zppsv Computes the solution to a complex Hermitian positive definite system of linear equations, packed storage Related keywords: Cholesky decomposition; LAPACK; linear equations; ZPPSV; |
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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 Related keywords: backward error; Cholesky decomposition; condition number, matrix; error bound, matrix; forward error; LAPACK; linear equations; ZPPSVX; |
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F07GRF | 15 | nagf_lapacklin_zpptrf Cholesky factorization of complex Hermitian positive definite matrix, packed storage Related keywords: Cholesky decomposition; LAPACK; linear equations; ZPPTRF; |
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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 Related keywords: Cholesky decomposition; LAPACK; linear equations; ZPPTRS; |
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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 Related keywords: equilibration; LAPACK; linear equations; scaling; ZPPEQU; |
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F07GUF | 15 | nagf_lapacklin_zppcon Estimate condition number of complex Hermitian positive definite matrix, matrix already factorized by F07GRF, packed storage Related keywords: condition number, matrix; LAPACK; linear equations; ZPPCON; |
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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 Related keywords: backward error; Cholesky decomposition; error bound, matrix; forward error; LAPACK; linear equations; ZPPRFS; |
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F07GWF | 15 | nagf_lapacklin_zpptri Inverse of complex Hermitian positive definite matrix, matrix already factorized by F07GRF, packed storage Related keywords: Cholesky decomposition; inverse, matrix; LAPACK; linear equations; ZPPTRI; |
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F07WRF | 23 | nagf_lapacklin_zpftrf Cholesky factorization of complex Hermitian positive definite matrix, Rectangular Full Packed format Related keywords: Cholesky decomposition; LAPACK; linear equations; ZPFTRF; |
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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 Related keywords: Cholesky decomposition; LAPACK; linear equations; ZPFTRS; |
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F07WWF | 23 | nagf_lapacklin_zpftri Inverse of complex Hermitian positive definite matrix, matrix already factorized by F07WRF, Rectangular Full Packed format Related keywords: Cholesky decomposition; LAPACK; linear equations; ZPETRI; |
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F08SNF | 21 | nagf_lapackeig_zhegv Computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem Related keywords: eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; ZHEGV; |
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F08SPF | 21 | nagf_lapackeig_zhegvx Computes selected eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem Related keywords: eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; ZHEGVX; |
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F08SQF | 21 | nagf_lapackeig_zhegvd Computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem (divide-and-conquer) Related keywords: divide-and-conquer method; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; ZHEGVD; |
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F08SSF | 16 | nagf_lapackeig_zhegst Performs a reduction to standard form of complex Hermitian-definite generalized eigenproblem , or , factorized by F07FRF Related keywords: eigenproblem; eigenproblem, generalized; generalized eigenproblem; LAPACK; LAPACK; least squares; ZHEGST; |
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F08TNF | 21 | nagf_lapackeig_zhpgv Computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem, packed storage Related keywords: eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; ZHPGV; |
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F08TPF | 21 | nagf_lapackeig_zhpgvx Computes selected eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem, packed storage Related keywords: eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; ZHPGVX; |
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F08TQF | 21 | nagf_lapackeig_zhpgvd Computes selected eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem, packed storage (divide-and-conquer) Related keywords: divide-and-conquer method; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; ZHPGVD; |
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F08TSF | 16 | nagf_lapackeig_zhpgst Performs a reduction to standard form of complex Hermitian-definite generalized eigenproblem , or , packed storage, factorized by F07GRF Related keywords: eigenproblem; eigenproblem, generalized; generalized eigenproblem; LAPACK; LAPACK; least squares; ZHPGVD; |
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complex, Hermitian, positive-semidefinite matrix | F07KRF | 23 | nagf_lapacklin_zpstrf Cholesky factorization of complex Hermitian positive semidefinite matrix Related keywords: Cholesky decomposition; LAPACK; linear equations; ZPSTRF; |
complex, Hermitian, sparse matrix | F11GRF | 20 | nagf_sparse_complex_herm_basic_setup Complex sparse Hermitian linear systems, setup for F11GSF Related keywords: big data; data analytics; large scale linear systems; linear equations, iterative method, setup; |
F11GSF | 20 | nagf_sparse_complex_herm_basic_solver Complex sparse Hermitian linear systems, preconditioned conjugate gradient or Lanczos Related keywords: big data; CGS, conjugate gradient method; data analytics; iterative methods, linear equations; Lanczos method, linear equations; large scale linear systems; linear equations, iterative method; |
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F11GTF | 20 | nagf_sparse_complex_herm_basic_diag Complex sparse Hermitian linear systems, diagnostic for F11GSF Related keywords: big data; data analytics; large scale linear systems; linear equations, iterative method, diagnostic; |
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F11JNF | 19 | nagf_sparse_complex_herm_precon_ilu Complex sparse Hermitian matrix, incomplete Cholesky factorization Related keywords: big data; data analytics; incomplete Cholesky factorization; large scale linear systems; |
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F11JPF | 19 | nagf_sparse_complex_herm_precon_ilu_solve Solution of complex linear system involving incomplete Cholesky preconditioning matrix generated by F11JNF Related keywords: big data; data analytics; incomplete Cholesky factorization; large scale linear systems; linear equations, pre-conditioners; |
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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) Related keywords: big data; conjugate gradient method; data analytics; iterative methods, linear equations; Lanczos method, linear equations; large scale linear systems; linear equations, iterative method; sparse linear equations; |
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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 Related keywords: big data; data analytics; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; sparse linear equations; SSOR method, symmetric successive over-relaxation; |
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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) Related keywords: big data; conjugate gradient method; data analytics; iterative methods, linear equations; Jacobi method; Lanczos method, linear equations; large scale linear systems; linear equations, iterative method; sparse linear equations; SSOR method, symmetric successive over-relaxation; |
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F11XSF | 19 | nagf_sparse_complex_herm_matvec Complex sparse Hermitian matrix-vector multiply Related keywords: big data; data analytics; large scale linear systems; multiply, matrix; |
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F11ZPF | 19 | nagf_sparse_complex_herm_sort Complex sparse Hermitian matrix reorder routine Related keywords: big data; data analytics; large scale linear systems; matrix, reorder; |
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complex, Hermitian, tridiagonal matrix | F06UPF | 21 | nagf_blas_zlanht -norm, -norm, Frobenius norm, largest absolute element, complex Hermitian tridiagonal matrix Related keywords: 1-norm; BLAS; Frobenius norm; infinity-norm; linear algebra support routines; matrix, band; |
complex, Hermitian matrix | F06SCF | 12 | nagf_blas_zhemv Matrix-vector product, complex Hermitian matrix Related keywords: BLAS; blas, complex matrices; linear algebra support routines; multiply, matrix; zhemv; |
F06SEF | 12 | nagf_blas_zhpmv Matrix-vector product, complex Hermitian packed matrix Related keywords: BLAS; blas, complex matrices; linear algebra support routines; multiply, matrix; zhpmv; |
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F06SPF | 12 | nagf_blas_zher Rank-1 update, complex Hermitian matrix Related keywords: BLAS; blas, complex matrices; linear algebra support routines; rank matrix updates; zher; |
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F06SQF | 12 | nagf_blas_zhpr Rank-1 update, complex Hermitian packed matrix Related keywords: BLAS; blas, complex matrices; linear algebra support routines; rank matrix updates; zhpr; |
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F06SRF | 12 | nagf_blas_zher2 Rank-2 update, complex Hermitian matrix Related keywords: BLAS; blas, complex matrices; linear algebra support routines; rank matrix updates; zher2; |
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F06SSF | 12 | nagf_blas_zhpr2 Rank-2 update, complex Hermitian packed matrix Related keywords: BLAS; blas, complex matrices; linear algebra support routines; rank matrix updates; zhpr2; |
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F06TMF | 13 | nagf_blas_zhesrc Unitary similarity transformation of Hermitian matrix as a sequence of plane rotations Related keywords: BLAS; linear algebra support routines; rotation, elementary; |
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F06UDF | 15 | nagf_blas_zlanhp -norm, -norm, Frobenius norm, largest absolute element, complex Hermitian matrix, packed storage Related keywords: 1-norm; BLAS; Frobenius norm; infinity-norm; linear algebra support routines; |
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F06WNF | 23 | nagf_blas_zlanhf 1-norm, -norm, Frobenius norm, largest absolute element, complex Hermitian matrix, Rectangular Full Packed format Related keywords: 1-norm; BLAS; BLAS; blas, complex matrices; Frobenius norm; infinity-norm; linear algebra support routines; linear algebra support routines;; zlanhf; |
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complex, Hessenberg matrix | F06TRF | 13 | nagf_blas_zuhqr or factorization by sequence of plane rotations, complex upper Hessenberg matrix Related keywords: BLAS; linear algebra support routines; factorization; rotation, elementary; RQ factorizations; |
F06UMF | 15 | nagf_blas_zlanhs -norm, -norm, Frobenius norm, largest absolute element, complex Hessenberg matrix Related keywords: 1-norm; BLAS; Frobenius norm; infinity-norm; linear algebra support routines; |
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F08PSF | 16 | nagf_lapackeig_zhseqr Computes the eigenvalues and Schur factorization of complex upper Hessenberg matrix reduced from complex general matrix Related keywords: eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; Schur form; ZHSEQR; |
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F08PXF | 16 | nagf_lapackeig_zhsein Computes selected right and/or left eigenvectors of complex upper Hessenberg matrix by inverse iteration Related keywords: eigenproblem; eigenvectors; inverse iteration; LAPACK; LAPACK; least squares; ZHSEIN; |
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complex, by matrix | F01RJF | 14 | nagf_matop_complex_gen_rq factorization of complex by matrix Related keywords: inversion; matrix operations; factorizations; |
F04ZDF | 24 | nagf_linsys_complex_gen_norm_rcomm Norm estimation (for use in condition estimation), complex rectangular matrix Related keywords: -norm; big data; data analytics; norm, matrix; simultaneous linear equations; |
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F06SAF | 12 | nagf_blas_zgemv Matrix-vector product, complex rectangular matrix Related keywords: BLAS; blas, complex matrices; linear algebra support routines; multiply, matrix; zgemv; |
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F06SMF | 12 | nagf_blas_zgeru Rank-1 update, complex rectangular matrix, unconjugated vector Related keywords: BLAS; blas, complex matrices; linear algebra support routines; rank matrix updates; zgeru; |
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F06SNF | 12 | nagf_blas_zgerc Rank-1 update, complex rectangular matrix, conjugated vector Related keywords: BLAS; blas, complex matrices; linear algebra support routines; rank matrix updates; zgerc; |
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F06TFF | 13 | nagf_blas_zmcopy Matrix copy, complex rectangular or trapezoidal matrix Related keywords: BLAS; complex, trapezoidal matrix; elementary arithmetic; linear algebra support routines; |
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F06THF | 13 | nagf_blas_zmload Matrix initialization, complex rectangular matrix Related keywords: BLAS; elementary arithmetic; linear algebra support routines; |
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F06TXF | 13 | nagf_blas_zgesrc Apply sequence of plane rotations, complex rectangular matrix, real cosine and complex sine Related keywords: BLAS; linear algebra support routines; rotation, elementary; |
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F06TYF | 13 | nagf_blas_zgesrs Apply sequence of plane rotations, complex rectangular matrix, complex cosine and real sine Related keywords: BLAS; linear algebra support routines; rotation, elementary; |
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F06UAF | 15 | nagf_blas_zlange -norm, -norm, Frobenius norm, largest absolute element, complex general matrix Related keywords: 1-norm; BLAS; Frobenius norm; infinity-norm; linear algebra support routines; |
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F06VJF | 13 | nagf_blas_zgeap Permute rows or columns, complex rectangular matrix, permutations represented by an integer array Related keywords: BLAS; linear algebra support routines; permutation; |
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F06VKF | 13 | nagf_blas_zgeapr Permute rows or columns, complex rectangular matrix, permutations represented by a real array Related keywords: BLAS; linear algebra support routines; permutation; |
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F06VXF | 13 | nagf_blas_zsgesr Apply sequence of plane rotations, complex rectangular matrix, real cosine and sine Related keywords: BLAS; linear algebra support routines; rotation, elementary; |
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F06ZAF | 14 | nagf_blas_zgemm Matrix-matrix product, two complex rectangular matrices Related keywords: BLAS; blas, complex matrices; linear algebra support routines; multiply, matrix; zgemm; |
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F06ZCF | 14 | nagf_blas_zhemm Matrix-matrix product, one complex Hermitian matrix, one complex rectangular matrix Related keywords: BLAS; blas, complex matrices; complex, Hermitian, indefinite matrix; linear algebra support routines; multiply, matrix; zgemm; |
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F06ZFF | 14 | nagf_blas_ztrmm Matrix-matrix product, one complex triangular matrix, one complex rectangular matrix Related keywords: BLAS; blas, complex matrices; complex, triangular matrix; linear algebra support routines; multiply, matrix; ztrmm; |
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F06ZTF | 14 | nagf_blas_zsymm Matrix-matrix product, one complex symmetric matrix, one complex rectangular matrix Related keywords: BLAS; blas, complex matrices; complex, symmetric matrix; linear algebra support routines; multiply, matrix; zsymm; |
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F07ARF | 15 | nagf_lapacklin_zgetrf factorization of complex by matrix Related keywords: finance; LAPACK; linear equations; decomposition; ZGETRF; |
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F07BRF | 15 | nagf_lapacklin_zgbtrf factorization of complex by band matrix Related keywords: LAPACK; linear equations; decomposition; matrix, band; ZGBSVX; |
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F08ANF | 21 | nagf_lapackeig_zgels Solves a complex linear least problem of full rank Related keywords: eigenproblem; finance; LAPACK; LAPACK; least squares; linear least squares; decomposition; overdetermined linear equations; factorization; underdetermined linear system; ZGELS; |
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F08APF | 25 | nagf_lapackeig_zgeqrt Performs a factorization of complex general rectangular matrix using recursive algorithm Related keywords: eigenproblem; explicit blocking; LAPACK; least squares; QR factorization; recursive QR; ZGEQRT; |
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F08ASF | 16 | nagf_lapackeig_zgeqrf Performs a factorization of complex general rectangular matrix Related keywords: eigenproblem; LAPACK; LAPACK; least squares; factorization; ZGEQRF; |
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F08AVF | 16 | nagf_lapackeig_zgelqf Performs a factorization of complex general rectangular matrix Related keywords: eigenproblem; LAPACK; LAPACK; least squares; factorization; ZGELQF; |
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F08BNF | 21 | nagf_lapackeig_zgelsy Computes the minimum-norm solution to a complex linear least squares problem Related keywords: eigenproblem; LAPACK; LAPACK; least squares; linear least squares; minimal least squares; ZGELSY; |
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F08BSF | 16 | nagf_lapackeig_zgeqpf factorization, with column pivoting, of complex general rectangular matrix Related keywords: eigenproblem; LAPACK; LAPACK; least squares; factorization; ZGEQPF; |
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F08BTF | 22 | nagf_lapackeig_zgeqp3 factorization, with column pivoting, using BLAS-3, of complex general rectangular matrix Related keywords: eigenproblem; LAPACK; LAPACK; least squares; factorization; ZGEQP3; |
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F08CSF | 22 | nagf_lapackeig_zgeqlf factorization of complex general rectangular matrix Related keywords: eigenproblem; LAPACK; LAPACK; least squares; factorization; ZGEQLF; |
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F08CVF | 22 | nagf_lapackeig_zgerqf factorization of complex general rectangular matrix Related keywords: eigenproblem; LAPACK; LAPACK; least squares; RQ factorizations; ZGERQF; |
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F08KNF | 21 | nagf_lapackeig_zgelss Computes the minimum-norm solution to a complex linear least squares problem using singular value decomposition Related keywords: eigenproblem; LAPACK; LAPACK; least squares; linear least squares; minimal least squares; SVD, singular value decomposition; ZGELSS; |
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F08KQF | 21 | nagf_lapackeig_zgelsd Computes the minimum-norm solution to a complex linear least squares problem using singular value decomposition (divide-and-conquer) Related keywords: divide-and-conquer method; eigenproblem; LAPACK; LAPACK; least squares; linear least squares; minimal least squares; SVD, singular value decomposition; ZGELSD; |
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F08KSF | 16 | nagf_lapackeig_zgebrd Performs a unitary reduction of complex general rectangular matrix to bidiagonal form Related keywords: eigenproblem; LAPACK; LAPACK; least squares; unitary transformations; ZGEBRD; |
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F08VSF | 22 | nagf_lapackeig_zggsvp Produces unitary matrices that simultaneously reduce the complex, by , matrix and the complex, by , matrix to upper triangular form Related keywords: eigenproblem; GSVD, generalized singular value decomposition; LAPACK; LAPACK; least squares; orthogonal transformations; SVD, generalized; ZGGSVP; |
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F08VUF | 26 | nagf_lapackeig_zggsvp3 Produces unitary matrices, using BLAS-3, that simultaneously reduce the complex, by , matrix and the complex, by , matrix to upper triangular form Related keywords: eigenproblem; GSVD, generalized singular value decomposition; LAPACK; LAPACK; least squares; orthogonal transformations; SVD, generalized; ZGGSVP3; |
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F08ZNF | 21 | nagf_lapackeig_zgglse Solves the complex linear equality-constrained least squares (LSE) problem Related keywords: eigenproblem; LAPACK; LAPACK; least squares; linear least squares; RQ factorizations; ZGGLSE; |
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F08ZPF | 21 | nagf_lapackeig_zggglm Solves a complex general Gauss–Markov linear model (GLM) problem Related keywords: eigenproblem; Gauss–Markov linear model; LAPACK; LAPACK; least squares; ZGGGLM; |
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F08ZSF | 22 | nagf_lapackeig_zggqrf Computes a generalized factorization of a complex matrix pair Related keywords: eigenproblem; LAPACK; LAPACK; least squares; factorization; ZGGQRF; |
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F08ZTF | 22 | nagf_lapackeig_zggrqf Computes a generalized factorization of a complex matrix pair Related keywords: eigenproblem; LAPACK; LAPACK; least squares; RQ factorizations; ZGGRQF; |
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complex, nonsymmetric matrix | F01CWF | 14 | nagf_matop_complex_addsub Sum or difference of two complex matrices, optional scaling and transposition Related keywords: inversion; matrix operations; sum, matrix; transpose, matrix; |
F01FCF | 23 | nagf_matop_complex_gen_matrix_exp Complex matrix exponential Related keywords: exponential, matrix; finance; inversion; matrix exponential; matrix operations; |
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F01FJF | 24 | nagf_matop_complex_gen_matrix_log Complex matrix logarithm Related keywords: inversion; logarithm, matrix; matrix logarithm; matrix operations; |
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F01FKF | 24 | nagf_matop_complex_gen_matrix_fun_std Exponential, sine, cosine, sinh or cosh of a complex matrix (Schur–Parlett algorithm) Related keywords: cosh, matrix; cosine, matrix; exponential, matrix; functions, matrix; inversion; matrix operations; sine, matrix; sinh, matrix; |
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F01FLF | 24 | nagf_matop_complex_gen_matrix_fun_num Function of a complex matrix (using numerical differentiation) Related keywords: functions, matrix; inversion; matrix functions; matrix operations; |
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F01FMF | 24 | nagf_matop_complex_gen_matrix_fun_usd Function of a complex matrix (using user-supplied derivatives) Related keywords: functions, matrix; inversion; matrix functions; matrix operations; |
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F01FNF | 25 | nagf_matop_complex_gen_matrix_sqrt Complex matrix square root Related keywords: inversion; matrix operations; |
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F01HAF | 24 | nagf_matop_complex_gen_matrix_actexp Action of a complex matrix exponential on a complex matrix Related keywords: exponential, matrix; inversion; matrix exponential; matrix operations; product, matrices; |
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F01HBF | 24 | nagf_matop_complex_gen_matrix_actexp_rcomm Action of a complex matrix exponential on a complex matrix (reverse communication) Related keywords: exponential, matrix; inversion; matrix exponential; matrix operations; product, matrices; |
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F01KAF | 24 | nagf_matop_complex_gen_matrix_cond_std Condition number for the exponential, logarithm, sine, cosine, sinh or cosh of a complex matrix Related keywords: condition number, matrix; cosh, matrix; cosine, matrix; exponential, matrix; inversion; logarithm, matrix; matrix operations; sine, matrix; sinh, matrix; |
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F01KBF | 24 | nagf_matop_complex_gen_matrix_cond_num Condition number for a function of a complex matrix (using numerical differentiation) Related keywords: condition number, matrix; inversion; matrix functions; matrix operations; |
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F01KCF | 24 | nagf_matop_complex_gen_matrix_cond_usd Condition number for a function of a complex matrix (using user-supplied derivatives) Related keywords: condition number, matrix; inversion; matrix functions; matrix operations; |
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F01KDF | 25 | nagf_matop_complex_gen_matrix_cond_sqrt Condition number for square root of complex matrix Related keywords: condition number; inversion; matrix operations; |
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F01KGF | 25 | nagf_matop_complex_gen_matrix_cond_exp Condition number for complex matrix exponential Related keywords: condition number; inversion; matrix operations; |
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F01KHF | 25 | nagf_matop_complex_gen_matrix_frcht_exp Fréchet derivative of complex matrix exponential Related keywords: Fréchet derivative; inversion; matrix operations; |
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F01KJF | 25 | nagf_matop_complex_gen_matrix_cond_log Condition number for complex matrix logarithm Related keywords: condition number; inversion; matrix operations; |
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F01KKF | 25 | nagf_matop_complex_gen_matrix_frcht_log Fréchet derivative of complex matrix logarithm Related keywords: Fréchet derivative; inversion; matrix operations; |
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F01LEF | 11 | nagf_matop_real_gen_tridiag_lu factorization of real tridiagonal matrix Related keywords: inversion; LU decomposition; matrix, band; matrix operations; |
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F01ZBF | 14 | nagf_matop_complex_tri_pack Convert complex matrix between packed triangular and square storage formats Related keywords: convert matrix storage formats; inversion; matrix operations; |
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F01ZDF | 14 | nagf_matop_complex_band_pack Convert complex matrix between packed banded and rectangular storage formats Related keywords: convert matrix storage formats; inversion; matrix operations; |
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F02GCF | 17 | nagf_eigen_complex_gen_eigsys Selected eigenvalues and eigenvectors of complex nonsymmetric matrix (Black Box) Related keywords: big data; data analytics; eigenvalues; eigenvectors; |
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F03BNF | 23 | nagf_det_complex_gen Determinant of complex matrix previously factorized Related keywords: determinant; |
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F04CAF | 21 | nagf_linsys_complex_square_solve Computes the solution, estimated condition number and error-bound to a complex system of linear equations Related keywords: big data; data analytics; forward error; linear equations; simultaneous linear equations; |
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F07ANF | 21 | nagf_lapacklin_zgesv Computes the solution to a complex system of linear equations Related keywords: LAPACK; linear equations; decomposition; ZGESV; |
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F07APF | 21 | nagf_lapacklin_zgesvx Uses the factorization to compute the solution, error-bound and condition estimate for a complex system of linear equations Related keywords: backward error; condition number, matrix; error bound, matrix; finance; forward error; LAPACK; linear equations; decomposition; ZGESVX; |
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F07AQF | 22 | nagf_lapacklin_zcgesv Computes the solution to a complex system of linear equations using mixed precision arithmetic Related keywords: LAPACK; linear equations; mixed-precision; ZCGESV; |
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F07ASF | 15 | nagf_lapacklin_zgetrs Solution of complex system of linear equations, multiple right-hand sides, matrix already factorized by F07ARF Related keywords: finance; LAPACK; linear equations; decomposition; ZGETRS; |
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F07ATF | 22 | nagf_lapacklin_zgeequ Computes row and column scalings intended to equilibrate a general complex matrix and reduce its condition number Related keywords: equilibration; LAPACK; linear equations; scaling; ZGEEQU; |
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F07AUF | 15 | nagf_lapacklin_zgecon Estimate condition number of complex matrix, matrix already factorized by F07ARF Related keywords: condition number, matrix; LAPACK; linear equations; ZGECON; |
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F07AVF | 15 | nagf_lapacklin_zgerfs Refined solution with error bounds of complex system of linear equations, multiple right-hand sides Related keywords: backward error; forward error; LAPACK; linear equations; ZGERFS; |
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F07AWF | 15 | nagf_lapacklin_zgetri Inverse of complex matrix, matrix already factorized by F07ARF Related keywords: inverse, matrix; LAPACK; linear equations; ZGETRI; |
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F08KPF | 21 | nagf_lapackeig_zgesvd Computes the singular value decomposition of a complex matrix, optionally computing the left and/or right singular vectors Related keywords: eigenproblem; finance; LAPACK; LAPACK; least squares; SVD, singular value decomposition; ZGESVD; |
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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) Related keywords: divide-and-conquer method; eigenproblem; LAPACK; LAPACK; least squares; SVD, singular value decomposition; ZGESDD; |
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F08NNF | 21 | nagf_lapackeig_zgeev Computes all eigenvalues and, optionally, left and/or right eigenvectors of a complex nonsymmetric matrix Related keywords: DGEEV; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; |
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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 Related keywords: balancing; condition number, matrix; DGEEV; eigenproblem; eigenvalues; eigenvectors; finance; forward error; LAPACK; LAPACK; least squares; |
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F08NSF | 16 | nagf_lapackeig_zgehrd Performs a unitary reduction of complex general matrix to upper Hessenberg form Related keywords: eigenproblem; LAPACK; LAPACK; least squares; unitary transformations; ZGEHRD; |
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F08NVF | 16 | nagf_lapackeig_zgebal Balances a complex general matrix Related keywords: balancing; eigenproblem; LAPACK; LAPACK; least squares; ZGEBAL; |
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F08NWF | 16 | nagf_lapackeig_zgebak Transforms eigenvectors of complex balanced matrix to those of original matrix supplied to F08NVF Related keywords: balancing; eigenproblem; LAPACK; LAPACK; least squares; ZGEBAK; |
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F08PNF | 21 | nagf_lapackeig_zgees Computes for complex square nonsymmetric matrix, the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors Related keywords: eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; Schur form; Schur vectors; ZGEES; |
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F08VNF | 21 | nagf_lapackeig_zggsvd Computes the generalized singular value decomposition of a complex matrix pair Related keywords: eigenproblem; GSVD, generalized singular value decomposition; LAPACK; LAPACK; least squares; SVD, generalized; ZGGSVD; |
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F08VQF | 26 | nagf_lapackeig_zggsvd3 Computes, using BLAS-3, the generalized singular value decomposition of a complex matrix pair Related keywords: eigenproblem; GSVD, generalized singular value decomposition; LAPACK; LAPACK; least squares; SVD, generalized; ZGGSVD3; |
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F08WNF | 21 | nagf_lapackeig_zggev Computes, for a complex nonsymmetric matrix pair, the generalized eigenvalues, and optionally, the left and/or right generalized eigenvectors Related keywords: eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; ZGGEV; |
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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 Related keywords: balancing; condition number, matrix; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; finance; forward error; generalized eigenproblem; LAPACK; LAPACK; least squares; ZGGEVX; |
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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 Related keywords: eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; ZGGEV3; |
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F08WSF | 20 | nagf_lapackeig_zgghrd Performs a unitary reduction of a pair of complex general matrices to generalized upper Hessenberg form Related keywords: eigenproblem; LAPACK; LAPACK; least squares; unitary transformations; ZGGHRD; |
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F08WTF | 26 | nagf_lapackeig_zgghd3 Performs, using BLAS-3, a unitary reduction of a pair of complex general matrices to generalized upper Hessenberg form Related keywords: eigenproblem; LAPACK; LAPACK; least squares; unitary transformations; ZGGHD3; |
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F08WVF | 20 | nagf_lapackeig_zggbal Balances a pair of complex, square, matrices Related keywords: balancing; eigenproblem; LAPACK; LAPACK; least squares; ZGGBAL; |
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F08WWF | 20 | nagf_lapackeig_zggbak Transforms eigenvectors of a pair of complex balanced matrices to those of original matrix pair supplied to F08WVF Related keywords: balancing; eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; ZGGBAL; |
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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 Related keywords: eigenproblem; eigenproblem, generalized; eigenvalues; generalized eigenproblem; generalized Schur form; LAPACK; LAPACK; least squares; Schur vectors; ZGGES; |
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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 Related keywords: condition number, matrix; eigenproblem; eigenproblem, generalized; eigenvalues; generalized eigenproblem; generalized Schur form; LAPACK; LAPACK; least squares; Schur vectors; ZGGES; |
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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 Related keywords: eigenproblem; eigenproblem, generalized; eigenvalues; generalized eigenproblem; generalized Schur form; LAPACK; LAPACK; least squares; Schur vectors; ZGGES3; |
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F08YTF | 22 | nagf_lapackeig_ztgexc Reorders the generalized Schur decomposition of a complex matrix pair using an unitary equivalence transformation Related keywords: eigenproblem; generalized Schur form; LAPACK; LAPACK; least squares; unitary transformations; ZTGEXC; |
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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 Related keywords: condition number, matrix; eigenproblem; eigenvalues; generalized Schur form; LAPACK; LAPACK; least squares; unitary transformations; ZTGEXC; |
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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 Related keywords: condition number, matrix; eigenproblem; generalized Schur form; LAPACK; LAPACK; least squares; ZTGSNA; |
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complex, sparse matrix | F11BRF | 19 | nagf_sparse_complex_gen_basic_setup Complex sparse non-Hermitian linear systems, setup for F11BSF Related keywords: big data; data analytics; large scale linear systems; linear equations, iterative method, setup; |
F11BSF | 19 | nagf_sparse_complex_gen_basic_solver Complex sparse non-Hermitian linear systems, preconditioned RGMRES, CGS, Bi-CGSTAB or TFQMR method Related keywords: Bi-CGSTAB; big data; CGS, conjugate gradient method; data analytics; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; |
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F11BTF | 19 | nagf_sparse_complex_gen_basic_diag Complex sparse non-Hermitian linear systems, diagnostic for F11BSF Related keywords: big data; data analytics; large scale linear systems; linear equations, iterative method, diagnostic; |
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F11DNF | 19 | nagf_sparse_complex_gen_precon_ilu Complex sparse non-Hermitian linear systems, incomplete factorization Related keywords: big data; data analytics; incomplete factorization; large scale linear systems; linear equations, pre-conditioners; |
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F11DPF | 19 | nagf_sparse_complex_gen_precon_ilu_solve Solution of complex linear system involving incomplete preconditioning matrix generated by F11DNF Related keywords: big data; data analytics; incomplete factorization; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; |
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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) Related keywords: Bi-CGSTAB; big data; CGS, conjugate gradient method; data analytics; incomplete factorization; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; |
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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 Related keywords: big data; data analytics; large scale linear systems; linear equations, pre-conditioners; SSOR method, symmetric successive over-relaxation; |
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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 Related keywords: Bi-CGSTAB; big data; CGS, conjugate gradient method; data analytics; iterative methods, linear equations; Jacobi preconditioning; large scale linear systems; linear equations, iterative method; RGMRES, restarted generalized minimum residual method; SSOR method, symmetric successive over-relaxation; TFQMR, transpose-free quasi-minimal residual method; |
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F11DTF | 24 | nagf_sparse_complex_gen_precon_bdilu Complex, sparse, non-Hermitian linear system, incomplete factorization of local or overlapping diagonal blocks Related keywords: additive Schwarz preconditioner; big data; data analytics; incomplete factorization; large scale linear systems; linear equations, pre-conditioners; |
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F11DUF | 24 | nagf_sparse_complex_gen_solve_bdilu Solution of complex, sparse, non-Hermitian linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, incomplete block diagonal preconditioner computed by F11DTF Related keywords: additive Schwarz preconditioner; Bi-CGSTAB; big data; CGS, conjugate gradient method; data analytics; incomplete factorization; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; |
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F11DXF | 20 | nagf_sparse_complex_gen_precon_jacobi Complex, sparse, Hermitian or non-Hermitian, linear systems, line Jacobi preconditioner Related keywords: big data; data analytics; Jacobi preconditioning; large scale linear systems; linear equations, pre-conditioners; |
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F11XNF | 19 | nagf_sparse_complex_gen_matvec Complex sparse non-Hermitian matrix-vector multiply Related keywords: big data; data analytics; large scale linear systems; multiply, matrix; |
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F11ZNF | 19 | nagf_sparse_complex_gen_sort Complex sparse non-Hermitian matrix reorder routine Related keywords: big data; data analytics; large scale linear systems; matrix, reorder; |
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F12ANF | 21 | nagf_sparseig_complex_init Initialization routine for (F12APF) computing selected eigenvalues and, optionally, eigenvectors of a complex sparse (standard or generalized) eigenproblem Related keywords: big data; data analytics; eigenproblem, initialization; large scale eigenproblems; |
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F12APF | 21 | nagf_sparseig_complex_iter Selected eigenvalues and, optionally, eigenvectors of a complex sparse eigenproblem, reverse communication Related keywords: big data; data analytics; eigenvalues; eigenvectors; large scale eigenproblems; sparse eigenproblem; sparse generalized eigenproblem; |
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F12AQF | 21 | nagf_sparseig_complex_proc Selected eigenvalues and, optionally, eigenvectors of a complex sparse eigenproblem, postprocessing for F12APF Related keywords: big data; data analytics; large scale eigenproblems; sparse eigenproblem, postprocessing; |
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F12ARF | 21 | nagf_sparseig_complex_option Set a single option from a string (F12APF/F12AQF) Related keywords: big data; data analytics; large scale eigenproblems; sparse eigenproblem, options; |
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F12ASF | 21 | nagf_sparseig_complex_monit Provides monitoring information for F12APF Related keywords: big data; data analytics; eigenproblem; large scale eigenproblems; monitoring information; sparse eigenproblems, monitoring; |
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complex, symmetric matrix | F04DHF | 21 | nagf_linsys_complex_symm_solve Computes the solution, estimated condition number and error-bound to a complex symmetric system of linear equations Related keywords: big data; data analytics; forward error; linear equations; simultaneous linear equations; |
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 Related keywords: big data; data analytics; forward error; linear equations; simultaneous linear equations; |
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F06TAF | 21 | nagf_blas_zsymv Matrix-vector product, complex symmetric matrix Related keywords: BLAS; linear algebra support routines; multiply, matrix; |
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F06TBF | 21 | nagf_blas_zsyr Rank-1 update, complex symmetric matrix Related keywords: BLAS; linear algebra support routines; rank matrix updates; |
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F06TCF | 21 | nagf_blas_zspmv Matrix-vector product, complex symmetric packed matrix Related keywords: BLAS; linear algebra support routines; multiply, matrix; |
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F06TDF | 21 | nagf_blas_zspr Rank-1 update, complex symmetric packed matrix Related keywords: BLAS; linear algebra support routines; rank matrix updates; |
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F06UFF | 15 | nagf_blas_zlansy -norm, -norm, Frobenius norm, largest absolute element, complex symmetric matrix Related keywords: 1-norm; BLAS; Frobenius norm; infinity-norm; linear algebra support routines; |
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F06UGF | 15 | nagf_blas_zlansp -norm, -norm, Frobenius norm, largest absolute element, complex symmetric matrix, packed storage Related keywords: 1-norm; BLAS; Frobenius norm; infinity-norm; linear algebra support routines; |
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F06ZTF | 14 | nagf_blas_zsymm Matrix-matrix product, one complex symmetric matrix, one complex rectangular matrix Related keywords: BLAS; blas, complex matrices; complex, by matrix; linear algebra support routines; multiply, matrix; zsymm; |
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F06ZUF | 14 | nagf_blas_zsyrk Rank- update of a complex symmetric matrix Related keywords: BLAS; blas, complex matrices; linear algebra support routines; rank matrix updates; zher2k; |
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F06ZWF | 14 | nagf_blas_zsyr2k Rank- update of a complex symmetric matrix Related keywords: BLAS; blas, complex matrices; linear algebra support routines; rank matrix updates; zsyr2k; |
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F07NNF | 21 | nagf_lapacklin_zsysv Computes the solution to a complex symmetric system of linear equations Related keywords: diagonal pivoting method; LAPACK; decomposition; linear equations; decomposition; ZSYSV; |
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F07NPF | 21 | nagf_lapacklin_zsysvx Uses the diagonal pivoting factorization to compute the solution to a complex symmetric system of linear equations Related keywords: backward error; diagonal pivoting method; forward error; LAPACK; decomposition; linear equations; decomposition; ZSYSVX; |
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F07NRF | 15 | nagf_lapacklin_zsytrf Bunch–Kaufman factorization of complex symmetric matrix Related keywords: Bunch–Kaufman factorization; diagonal pivoting method; LAPACK; linear equations; ZSYTRF; |
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F07NSF | 15 | nagf_lapacklin_zsytrs Solution of complex symmetric system of linear equations, multiple right-hand sides, matrix already factorized by F07NRF Related keywords: Bunch–Kaufman factorization; diagonal pivoting method; LAPACK; linear equations; ZSYTRS; |
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F07NUF | 15 | nagf_lapacklin_zsycon Estimate condition number of complex symmetric matrix, matrix already factorized by F07NRF Related keywords: Bunch–Kaufman factorization; condition number, matrix; diagonal pivoting method; LAPACK; linear equations; ZSYCON; |
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F07NVF | 15 | nagf_lapacklin_zsyrfs Refined solution with error bounds of complex symmetric system of linear equations, multiple right-hand sides Related keywords: backward error; Bunch–Kaufman factorization; diagonal pivoting method; error bound, matrix; forward error; LAPACK; linear equations; ZSYRFS; |
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F07NWF | 15 | nagf_lapacklin_zsytri Inverse of complex symmetric matrix, matrix already factorized by F07NRF Related keywords: Bunch–Kaufman factorization; diagonal pivoting method; inverse, matrix; LAPACK; linear equations; ZSYTRI; |
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F07QNF | 21 | nagf_lapacklin_zspsv Computes the solution to a complex symmetric system of linear equations, packed storage Related keywords: diagonal pivoting method; LAPACK; decomposition; linear equations; decomposition; ZSPSV; |
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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 Related keywords: backward error; diagonal pivoting method; forward error; LAPACK; decomposition; linear equations; decomposition; ZSPSVX; |
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F07QRF | 15 | nagf_lapacklin_zsptrf Bunch–Kaufman factorization of complex symmetric matrix, packed storage Related keywords: Bunch–Kaufman factorization; diagonal pivoting method; LAPACK; linear equations; ZSPTRF; |
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F07QSF | 15 | nagf_lapacklin_zsptrs Solution of complex symmetric system of linear equations, multiple right-hand sides, matrix already factorized by F07QRF, packed storage Related keywords: Bunch–Kaufman factorization; diagonal pivoting method; LAPACK; linear equations; ZSPTRS; |
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F07QUF | 15 | nagf_lapacklin_zspcon Estimate condition number of complex symmetric matrix, matrix already factorized by F07QRF, packed storage Related keywords: Bunch–Kaufman factorization; condition number, matrix; diagonal pivoting method; LAPACK; linear equations; ZSPCON; |
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F07QVF | 15 | nagf_lapacklin_zsprfs Refined solution with error bounds of complex symmetric system of linear equations, multiple right-hand sides, packed storage Related keywords: backward error; Bunch–Kaufman factorization; diagonal pivoting method; error bound, matrix; forward error; LAPACK; linear equations; ZSPRFS; |
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F07QWF | 15 | nagf_lapacklin_zsptri Inverse of complex symmetric matrix, matrix already factorized by F07QRF, packed storage Related keywords: Bunch–Kaufman factorization; diagonal pivoting method; inverse, matrix; LAPACK; linear equations; ZSPTRI; |
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F11YEF | 25 | nagf_sparse_sym_rcm Reverse Cuthill–McKee reordering of a sparse symmetric matrix in CCS format Related keywords: big data; data analytics; large scale linear systems; permutation; real, symmetric matrix; sparse; sparse matrix; |
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complex, trapezoidal matrix | F01RGF | 14 | nagf_matop_complex_trapez_rq factorization of complex by upper trapezoidal matrix Related keywords: inversion; matrix operations; RQ factorizations; |
F06TFF | 13 | nagf_blas_zmcopy Matrix copy, complex rectangular or trapezoidal matrix Related keywords: BLAS; complex, by matrix; elementary arithmetic; linear algebra support routines; |
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F06UJF | 15 | nagf_blas_zlantr -norm, -norm, Frobenius norm, largest absolute element, complex trapezoidal/triangular matrix Related keywords: 1-norm; BLAS; complex, triangular matrix; Frobenius norm; infinity-norm; linear algebra support routines; |
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F08BVF | 22 | nagf_lapackeig_ztzrzf Reduces a complex upper trapezoidal matrix to upper triangular form Related keywords: eigenproblem; LAPACK; LAPACK; least squares; matrix, upper trapezoidal; matrix, upper triangular; ZTZRZF; |
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F08YSF | 22 | nagf_lapackeig_ztgsja Computes the generalized singular value decomposition of a complex upper triangular (or trapezoidal) matrix pair Related keywords: complex, triangular matrix; eigenproblem; GSVD, generalized singular value decomposition; LAPACK; LAPACK; least squares; ZTGSJA; |
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complex, triangular matrix | F01FPF | 25 | nagf_matop_complex_tri_matrix_sqrt Complex upper triangular matrix square root Related keywords: inversion; matrix operations; |
F01VBF | 23 | nagf_matop_ztrttp Copies a complex triangular matrix from full format to packed format Related keywords: finance; inversion; LAPACK; matrix operations; ZTRTTP; |
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F01VDF | 23 | nagf_matop_ztpttr Copies a complex triangular matrix from packed format to full format Related keywords: finance; inversion; LAPACK; matrix operations; ZTPTTR; |
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F01VFF | 23 | nagf_matop_ztrttf Copies a complex triangular matrix from full format to Rectangular Full Packed format Related keywords: finance; inversion; LAPACK; matrix operations; ZTRTTF; |
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F01VHF | 23 | nagf_matop_ztfttr Copies a complex triangular matrix from Rectangular Full Packed format to full format Related keywords: finance; inversion; LAPACK; matrix operations; ZTFTTR; |
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F01VKF | 23 | nagf_matop_ztpttf Copies a complex triangular matrix from packed format to Rectangular Full Packed format Related keywords: finance; inversion; LAPACK; matrix operations; ZTPTTF; |
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F01VMF | 23 | nagf_matop_ztfttp Copies a complex triangular matrix from Rectangular Full Packed format to packed format Related keywords: finance; inversion; LAPACK; matrix operations; ZTFTTP; |
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F02XUF | 13 | nagf_eigen_complex_triang_svd SVD of complex upper triangular matrix (Black Box) Related keywords: big data; data analytics; eigenvalues; eigenvectors; SVD, singular value decomposition; |
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F06SFF | 12 | nagf_blas_ztrmv Matrix-vector product, complex triangular matrix Related keywords: BLAS; blas, complex matrices; linear algebra support routines; multiply, matrix; ztrmv; |
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F06SHF | 12 | nagf_blas_ztpmv Matrix-vector product, complex triangular packed matrix Related keywords: BLAS; blas, complex matrices; linear algebra support routines; multiply, matrix; ztpmv; |
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F06SJF | 12 | nagf_blas_ztrsv System of equations, complex triangular matrix Related keywords: BLAS; blas, complex matrices; linear algebra support routines; linear equations; ztrsv; |
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F06SLF | 12 | nagf_blas_ztpsv System of equations, complex triangular packed matrix Related keywords: BLAS; blas, complex matrices; linear algebra support routines; linear equations; ztbsv; |
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F06TPF | 13 | nagf_blas_zutr1 factorization by sequence of plane rotations, rank-1 update of complex upper triangular matrix Related keywords: BLAS; linear algebra support routines; factorization; rank matrix updates; |
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F06TQF | 13 | nagf_blas_zutupd factorization by sequence of plane rotations, complex upper triangular matrix augmented by a full row Related keywords: BLAS; linear algebra support routines; factorization; rotation, elementary; |
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F06TSF | 13 | nagf_blas_zusqr or factorization by sequence of plane rotations, complex upper spiked matrix Related keywords: BLAS; linear algebra support routines; factorization; rotation, elementary; RQ factorizations; |
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F06TTF | 13 | nagf_blas_zutsqr factorization of or factorization of , complex upper triangular, a sequence of plane rotations Related keywords: BLAS; linear algebra support routines; factorization; rotation, elementary; RQ factorizations; |
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F06TVF | 13 | nagf_blas_zutsrh Compute upper Hessenberg matrix by sequence of plane rotations, complex upper triangular matrix Related keywords: BLAS; linear algebra support routines; rotation, elementary; |
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F06TWF | 13 | nagf_blas_zutsrs Compute upper spiked matrix by sequence of plane rotations, complex upper triangular matrix Related keywords: BLAS; linear algebra support routines; rotation, elementary; |
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F06UJF | 15 | nagf_blas_zlantr -norm, -norm, Frobenius norm, largest absolute element, complex trapezoidal/triangular matrix Related keywords: 1-norm; BLAS; complex, trapezoidal matrix; Frobenius norm; infinity-norm; linear algebra support routines; |
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F06UKF | 15 | nagf_blas_zlantp -norm, -norm, Frobenius norm, largest absolute element, complex triangular matrix, packed storage Related keywords: 1-norm; BLAS; Frobenius norm; infinity-norm; linear algebra support routines; |
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F06UNF | 21 | nagf_blas_zlangt -norm, -norm, Frobenius norm, largest absolute element, complex tridiagonal matrix Related keywords: 1-norm; BLAS; Frobenius norm; infinity-norm; linear algebra support routines; matrix, band; |
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F06WPF | 23 | nagf_blas_ztfsm Solves system of equations with multiple right-hand sides, complex triangular coefficient matrix, Rectangular Full Packed format Related keywords: BLAS; BLAS; blas, complex matrices; linear algebra support routines; linear algebra support routines;; linear equations; ztfsm; |
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F06ZFF | 14 | nagf_blas_ztrmm Matrix-matrix product, one complex triangular matrix, one complex rectangular matrix Related keywords: BLAS; blas, complex matrices; complex, by matrix; linear algebra support routines; multiply, matrix; ztrmm; |
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F06ZJF | 14 | nagf_blas_ztrsm Solves system of equations with multiple right-hand sides, complex triangular coefficient matrix Related keywords: BLAS; blas, complex matrices; linear algebra support routines; linear least squares; ztrsm; |
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F07TSF | 15 | nagf_lapacklin_ztrtrs Solution of complex triangular system of linear equations, multiple right-hand sides Related keywords: LAPACK; linear equations; ZTRTRS; |
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F07TUF | 15 | nagf_lapacklin_ztrcon Estimate condition number of complex triangular matrix Related keywords: condition number, matrix; LAPACK; linear equations; ZTRCON; |
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F07TVF | 15 | nagf_lapacklin_ztrrfs Error bounds for solution of complex triangular system of linear equations, multiple right-hand sides Related keywords: backward error; error bound, matrix; forward error; LAPACK; linear equations; ZTRRFS; |
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F07TWF | 15 | nagf_lapacklin_ztrtri Inverse of complex triangular matrix Related keywords: inverse, matrix; LAPACK; linear equations; ZTRTRI; |
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F07USF | 15 | nagf_lapacklin_ztptrs Solution of complex triangular system of linear equations, multiple right-hand sides, packed storage Related keywords: LAPACK; linear equations; ZTPTRS; |
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F07UUF | 15 | nagf_lapacklin_ztpcon Estimate condition number of complex triangular matrix, packed storage Related keywords: condition number, matrix; LAPACK; linear equations; ZTPCON; |
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F07UVF | 15 | nagf_lapacklin_ztprfs Error bounds for solution of complex triangular system of linear equations, multiple right-hand sides, packed storage Related keywords: backward error; error bound, matrix; forward error; LAPACK; linear equations; ZTPRFS; |
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F07UWF | 15 | nagf_lapacklin_ztptri Inverse of complex triangular matrix, packed storage Related keywords: inverse, matrix; LAPACK; linear equations; ZTPTRI; |
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F07WXF | 23 | nagf_lapacklin_ztftri Inverse of complex triangular matrix, Rectangular Full Packed format Related keywords: inverse, matrix; LAPACK; linear equations; ZTFTRI; |
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F08QVF | 16 | nagf_lapackeig_ztrsyl Solves the complex Sylvester matrix equation , and are upper triangular or conjugate-transposes Related keywords: eigenproblem; LAPACK; LAPACK; least squares; Sylvester equation; ZTRSYL; |
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F08QXF | 16 | nagf_lapackeig_ztrevc Computes left and right eigenvectors of complex upper triangular matrix Related keywords: eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; ZTREVC; |
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F08QYF | 16 | nagf_lapackeig_ztrsna Computes estimates of sensitivities of selected eigenvalues and eigenvectors of complex upper triangular matrix Related keywords: condition number, matrix; DTRSNA; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; |
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F08YSF | 22 | nagf_lapackeig_ztgsja Computes the generalized singular value decomposition of a complex upper triangular (or trapezoidal) matrix pair Related keywords: complex, trapezoidal matrix; eigenproblem; GSVD, generalized singular value decomposition; LAPACK; LAPACK; least squares; ZTGSJA; |
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F08YVF | 22 | nagf_lapackeig_ztgsyl Solves the complex generalized Sylvester equation Related keywords: eigenproblem; LAPACK; LAPACK; least squares; Sylvester equation; ZTGSYL; |
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F08YXF | 20 | nagf_lapackeig_ztgevc Computes left and right eigenvectors of a pair of complex upper triangular matrices Related keywords: eigenproblem; eigenvectors; generalized Schur form; LAPACK; LAPACK; least squares; ZTGEVC; |
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complex, triangular-pentagonal matrix | F08BPF | 25 | nagf_lapackeig_ztpqrt factorization of complex triangular-pentagonal matrix Related keywords: eigenproblem; explicit blocking; LAPACK; least squares; QR factorization; recursive QR; ZTPQRT; |
complex, tridiagonal matrix | F04CCF | 21 | nagf_linsys_complex_tridiag_solve Computes the solution, estimated condition number and error-bound to a complex tridiagonal system of linear equations Related keywords: big data; data analytics; forward error; linear equations; matrix, band; simultaneous linear equations; |
F07CNF | 21 | nagf_lapacklin_zgtsv Computes the solution to a complex tridiagonal system of linear equations Related keywords: LAPACK; linear equations; decomposition; matrix, band; ZGTSV; |
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F07CPF | 21 | nagf_lapacklin_zgtsvx Uses the factorization to compute the solution, error-bound and condition estimate for a complex tridiagonal system of linear equations Related keywords: backward error; forward error; LAPACK; linear equations; decomposition; matrix, band; ZGTSVX; |
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F07CRF | 22 | nagf_lapacklin_zgttrf factorization of complex tridiagonal matrix Related keywords: LAPACK; linear equations; decomposition; matrix, band; ZGTTRF; |
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F07CSF | 22 | nagf_lapacklin_zgttrs Solves a complex tridiagonal system of linear equations using the factorization computed by F07CDF Related keywords: LAPACK; linear equations; decomposition; matrix, band; ZGTTRS; |
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F07CUF | 22 | nagf_lapacklin_zgtcon Estimates the reciprocal of the condition number of a complex tridiagonal matrix using the factorization computed by F07CDF Related keywords: condition number, matrix; LAPACK; linear equations; decomposition; matrix, band; ZGTCON; |
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F07CVF | 22 | nagf_lapacklin_zgtrfs Refined solution with error bounds of complex tridiagonal system of linear equations, multiple right-hand sides Related keywords: backward error; forward error; LAPACK; linear equations; decomposition; matrix, band; ZGTRFS; |
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complex, unitary matrix | F08RNF | 25 | nagf_lapackeig_zuncsd Computes the CS decomposition of a unitary matrix partitioned into four complex submatrices Related keywords: complete CS decomposition; eigenproblem; GSVD, generalized singular value decomposition; LAPACK; LAPACK; least squares; ZUNCSD; |
complex arithmetic | A02 Chapter Introduction | Complex Arithmetic | |
complex exponential | S01EAF | 14 | nagf_specfun_exp_complex Complex exponential, Related keywords: approximations of special functions; exponential; |
complex Fourier transform | C06FFF | 11 | nagf_sum_fft_complex_multid_1d_sep One-dimensional complex discrete Fourier transform of multidimensional data Related keywords: Fast Fourier Transform; FFT; summation of series; |
C06FJF | 11 | nagf_sum_fft_complex_multid_sep Multidimensional complex discrete Fourier transform of multidimensional data Related keywords: Fast Fourier Transform; FFT; summation of series; |
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C06FXF | 17 | nagf_sum_fft_complex_3d_sep Three-dimensional complex discrete Fourier transform Related keywords: Fast Fourier Transform; FFT; summation of series; |
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conditional logistic analysis | G11CAF | 19 | nagf_contab_condl_logistic Returns parameter estimates for the conditional analysis of stratified data Related keywords: contingency table analysis; logistic analysis; parameter estimates; stratified data; |
condition number | F01JDF | 25 | nagf_matop_real_gen_matrix_cond_sqrt Condition number for square root of real matrix Related keywords: inversion; matrix operations; real, nonsymmetric matrix; |
F01JEF | 25 | nagf_matop_real_gen_matrix_cond_pow Condition number for real matrix power Related keywords: inversion; matrix operations; matrix operations including inversion; |
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F01JGF | 25 | nagf_matop_real_gen_matrix_cond_exp Condition number for real matrix exponential Related keywords: inversion; matrix operations; real, nonsymmetric matrix; |
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F01JJF | 25 | nagf_matop_real_gen_matrix_cond_log Condition number for real matrix logarithm Related keywords: inversion; matrix operations; real, nonsymmetric matrix; |
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F01KDF | 25 | nagf_matop_complex_gen_matrix_cond_sqrt Condition number for square root of complex matrix Related keywords: complex, nonsymmetric matrix; inversion; matrix operations; |
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F01KEF | 25 | nagf_matop_complex_gen_matrix_cond_pow Condition number for complex matrix power Related keywords: eigenvalues and eigenvectors; inversion; matrix operations; matrix operations including inversion; |
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F01KGF | 25 | nagf_matop_complex_gen_matrix_cond_exp Condition number for complex matrix exponential Related keywords: complex, nonsymmetric matrix; inversion; matrix operations; |
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F01KJF | 25 | nagf_matop_complex_gen_matrix_cond_log Condition number for complex matrix logarithm Related keywords: complex, nonsymmetric matrix; inversion; matrix operations; |
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F02JCF | 25 | nagf_eigen_real_gen_quad Solves the quadratic eigenvalue problem for real matrices Related keywords: backward error; balancing; big data; data analytics; eigenproblem, quadratic; eigenvalues; eigenvalues and eigenvectors; eigenvectors; |
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F02JQF | 25 | nagf_eigen_complex_gen_quad Solves the quadratic eigenvalue problem for complex matrices Related keywords: backward error; balancing; big data; data analytics; eigenproblem, quadratic; eigenvalues; eigenvalues and eigenvectors; eigenvectors; |
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condition number, matrix | F01JAF | 24 | nagf_matop_real_gen_matrix_cond_std Condition number for the exponential, logarithm, sine, cosine, sinh or cosh of a real matrix Related keywords: cosh, matrix; cosine, matrix; exponential, matrix; inversion; logarithm, matrix; matrix operations; real, nonsymmetric matrix; sine, matrix; sinh, matrix; |
F01JBF | 24 | nagf_matop_real_gen_matrix_cond_num Condition number for a function of a real matrix (using numerical differentiation) Related keywords: inversion; matrix functions; matrix operations; real, nonsymmetric matrix; |
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F01JCF | 24 | nagf_matop_real_gen_matrix_cond_usd Condition number for a function of a real matrix (using user-supplied derivatives) Related keywords: inversion; matrix functions; matrix operations; real, nonsymmetric matrix; |
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F01KAF | 24 | nagf_matop_complex_gen_matrix_cond_std Condition number for the exponential, logarithm, sine, cosine, sinh or cosh of a complex matrix Related keywords: complex, nonsymmetric matrix; cosh, matrix; cosine, matrix; exponential, matrix; inversion; logarithm, matrix; matrix operations; sine, matrix; sinh, matrix; |
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F01KBF | 24 | nagf_matop_complex_gen_matrix_cond_num Condition number for a function of a complex matrix (using numerical differentiation) Related keywords: complex, nonsymmetric matrix; inversion; matrix functions; matrix operations; |
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F01KCF | 24 | nagf_matop_complex_gen_matrix_cond_usd Condition number for a function of a complex matrix (using user-supplied derivatives) Related keywords: complex, nonsymmetric matrix; inversion; matrix functions; matrix operations; |
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F07ABF | 21 | nagf_lapacklin_dgesvx Uses the factorization to compute the solution, error-bound and condition estimate for a real system of linear equations Related keywords: backward error; DGESVX; error bound, matrix; finance; forward error; LAPACK; linear equations; decomposition; real, nonsymmetric matrix; |
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F07AGF | 15 | nagf_lapacklin_dgecon Estimate condition number of real matrix, matrix already factorized by F07ADF Related keywords: DGECON; LAPACK; linear equations; decomposition; real, nonsymmetric matrix; |
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F07APF | 21 | nagf_lapacklin_zgesvx Uses the factorization to compute the solution, error-bound and condition estimate for a complex system of linear equations Related keywords: backward error; complex, nonsymmetric matrix; error bound, matrix; finance; forward error; LAPACK; linear equations; decomposition; ZGESVX; |
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F07AUF | 15 | nagf_lapacklin_zgecon Estimate condition number of complex matrix, matrix already factorized by F07ARF Related keywords: complex, nonsymmetric matrix; LAPACK; linear equations; ZGECON; |
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F07BBF | 21 | nagf_lapacklin_dgbsvx Uses the factorization to compute the solution, error-bound and condition estimate for a real banded system of linear equations Related keywords: backward error; DGBSVX; error bound, matrix; forward error; LAPACK; linear equations; decomposition; matrix, band; real, band matrix; |
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F07BGF | 15 | nagf_lapacklin_dgbcon Estimate condition number of real band matrix, matrix already factorized by F07BDF Related keywords: DGBCON; LAPACK; linear equations; matrix, band; real, band matrix; |
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F07BPF | 21 | nagf_lapacklin_zgbsvx Uses the factorization to compute the solution, error-bound and condition estimate for a complex banded system of linear equations Related keywords: backward error; complex, band matrix; error bound, matrix; forward error; LAPACK; linear equations; decomposition; matrix, band; ZGBSVX; |
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F07BUF | 15 | nagf_lapacklin_zgbcon Estimate condition number of complex band matrix, matrix already factorized by F07BRF Related keywords: complex, band matrix; LAPACK; linear equations; matrix, band; ZGBEQU; |
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F07CBF | 21 | nagf_lapacklin_dgtsvx Uses the factorization to compute the solution, error-bound and condition estimate for a real tridiagonal system of linear equations Related keywords: backward error; DGTSVX; error bound, matrix; forward error; LAPACK; linear equations; decomposition; matrix, band; real, tridiagonal matrix; |
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F07CGF | 22 | nagf_lapacklin_dgtcon Estimates the reciprocal of the condition number of a real tridiagonal matrix using the factorization computed by F07CDF Related keywords: DGTCON; LAPACK; linear equations; decomposition; matrix, band; real, tridiagonal matrix; |
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F07CUF | 22 | nagf_lapacklin_zgtcon Estimates the reciprocal of the condition number of a complex tridiagonal matrix using the factorization computed by F07CDF Related keywords: complex, tridiagonal matrix; LAPACK; linear equations; decomposition; matrix, band; ZGTCON; |
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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 Related keywords: backward error; Cholesky decomposition; DPOSVX; error bound, matrix; finance; forward error; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
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F07FGF | 15 | nagf_lapacklin_dpocon Estimate condition number of real symmetric positive definite matrix, matrix already factorized by F07FDF Related keywords: DPOCON; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
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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 Related keywords: backward error; Cholesky decomposition; complex, Hermitian, positive-definite matrix; error bound, matrix; finance; forward error; LAPACK; linear equations; ZPOSVX; |
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F07FUF | 15 | nagf_lapacklin_zpocon Estimate condition number of complex Hermitian positive definite matrix, matrix already factorized by F07FRF Related keywords: Cholesky decomposition; complex, Hermitian, positive-definite matrix; LAPACK; linear equations; ZPOCON; |
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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 Related keywords: backward error; Cholesky decomposition; DPPSVX; error bound, matrix; forward error; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
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F07GGF | 15 | nagf_lapacklin_dppcon Estimate condition number of real symmetric positive definite matrix, matrix already factorized by F07GDF, packed storage Related keywords: Cholesky decomposition; DPPCON; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
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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 Related keywords: backward error; Cholesky decomposition; complex, Hermitian, positive-definite matrix; error bound, matrix; forward error; LAPACK; linear equations; ZPPSVX; |
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F07GUF | 15 | nagf_lapacklin_zppcon Estimate condition number of complex Hermitian positive definite matrix, matrix already factorized by F07GRF, packed storage Related keywords: complex, Hermitian, positive-definite matrix; LAPACK; linear equations; ZPPCON; |
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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 Related keywords: backward error; Cholesky decomposition; DPBSVX; error bound, matrix; forward error; LAPACK; linear equations; matrix, band; real, band, positive-definite, symmetric matrix; |
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F07HGF | 15 | nagf_lapacklin_dpbcon Estimate condition number of real symmetric positive definite band matrix, matrix already factorized by F07HDF Related keywords: DPBCON; LAPACK; linear equations; matrix, band; real, band, positive-definite, symmetric matrix; |
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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 Related keywords: backward error; Cholesky decomposition; complex, band, Hermitian, positive-definite matrix; error bound, matrix; forward error; LAPACK; linear equations; matrix, band; ZPBSVX; |
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F07HUF | 15 | nagf_lapacklin_zpbcon Estimate condition number of complex Hermitian positive definite band matrix, matrix already factorized by F07HRF Related keywords: complex, band, Hermitian, positive-definite matrix; LAPACK; linear equations; matrix, band; ZPBCON; |
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F07JBF | 21 | nagf_lapacklin_dptsvx Uses the factorization to compute the solution, error-bound and condition estimate for a real symmetric positive definite tridiagonal system of linear equations Related keywords: backward error; Cholesky decomposition; DPTSVX; error bound, matrix; forward error; LAPACK; linear equations; matrix, band; real, positive-definite, symmetric, tridiagonal matrix; |
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F07JGF | 22 | nagf_lapacklin_dptcon Computes the reciprocal of the condition number of a real symmetric positive definite tridiagonal system using the factorization computed by F07JDF Related keywords: DPTCON; LAPACK; linear equations; matrix, band; real, positive-definite, symmetric, tridiagonal matrix; |
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F07JPF | 21 | nagf_lapacklin_zptsvx Uses the factorization to compute the solution, error-bound and condition estimate for a complex Hermitian positive definite tridiagonal system of linear equations Related keywords: backward error; Cholesky decomposition; complex, Hermitian, positive-definite, tridiagonal matrix; error bound, matrix; forward error; LAPACK; linear equations; matrix, band; ZPTSVX; |
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F07JUF | 22 | nagf_lapacklin_zptcon Computes the reciprocal of the condition number of a complex Hermitian positive definite tridiagonal system using the factorization computed by F07JRF Related keywords: Cholesky decomposition; complex, Hermitian, positive-definite, tridiagonal matrix; LAPACK; linear equations; matrix, band; ZPTCON; |
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F07MGF | 15 | nagf_lapacklin_dsycon Estimate condition number of real symmetric indefinite matrix, matrix already factorized by F07MDF Related keywords: Bunch–Kaufman factorization; diagonal pivoting method; DSYCON; LAPACK; linear equations; real, indefinite, symmetric matrix; |
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F07MUF | 15 | nagf_lapacklin_zhecon Estimate condition number of complex Hermitian indefinite matrix, matrix already factorized by F07MRF Related keywords: Bunch–Kaufman factorization; complex, Hermitian, indefinite matrix; diagonal pivoting method; LAPACK; linear equations; ZHECON; |
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F07NUF | 15 | nagf_lapacklin_zsycon Estimate condition number of complex symmetric matrix, matrix already factorized by F07NRF Related keywords: Bunch–Kaufman factorization; complex, symmetric matrix; diagonal pivoting method; LAPACK; linear equations; ZSYCON; |
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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 Related keywords: backward error; diagonal pivoting method; DSPSVX; error bound, matrix; forward error; LAPACK; decomposition; linear equations; real, indefinite, symmetric matrix; decomposition; |
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F07PGF | 15 | nagf_lapacklin_dspcon Estimate condition number of real symmetric indefinite matrix, matrix already factorized by F07PDF, packed storage Related keywords: Bunch–Kaufman factorization; diagonal pivoting method; DSPCON; LAPACK; linear equations; real, indefinite, symmetric matrix; |
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F07PUF | 15 | nagf_lapacklin_zhpcon Estimate condition number of complex Hermitian indefinite matrix, matrix already factorized by F07PRF, packed storage Related keywords: Bunch–Kaufman factorization; complex, Hermitian, indefinite matrix; diagonal pivoting method; LAPACK; linear equations; ZHPCON; |
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F07QUF | 15 | nagf_lapacklin_zspcon Estimate condition number of complex symmetric matrix, matrix already factorized by F07QRF, packed storage Related keywords: Bunch–Kaufman factorization; complex, symmetric matrix; diagonal pivoting method; LAPACK; linear equations; ZSPCON; |
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F07TGF | 15 | nagf_lapacklin_dtrcon Estimate condition number of real triangular matrix Related keywords: DTRCON; LAPACK; linear equations; real, triangular matrix; |
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F07TUF | 15 | nagf_lapacklin_ztrcon Estimate condition number of complex triangular matrix Related keywords: complex, triangular matrix; LAPACK; linear equations; ZTRCON; |
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F07UGF | 15 | nagf_lapacklin_dtpcon Estimate condition number of real triangular matrix, packed storage Related keywords: DTPCON; LAPACK; linear equations; real, triangular matrix; |
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F07UUF | 15 | nagf_lapacklin_ztpcon Estimate condition number of complex triangular matrix, packed storage Related keywords: complex, triangular matrix; LAPACK; linear equations; ZTPCON; |
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F07VGF | 15 | nagf_lapacklin_dtbcon Estimate condition number of real band triangular matrix Related keywords: DTBCON; LAPACK; linear equations; matrix, band; real, band, triangular matrix; |
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F07VUF | 15 | nagf_lapacklin_ztbcon Estimate condition number of complex band triangular matrix Related keywords: complex, band, triangular matrix; LAPACK; linear equations; matrix, band; ZTBCON; |
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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 Related keywords: complex, Hermitian, indefinite matrix; DDISNA; eigenproblem; eigenvectors; finance; LAPACK; LAPACK; least squares; real, indefinite, symmetric matrix; |
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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 Related keywords: balancing; DGEEVX; eigenproblem; eigenvalues; eigenvectors; finance; forward error; LAPACK; LAPACK; least squares; orthogonal transformations; algorithm; real, nonsymmetric matrix; |
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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 Related keywords: balancing; complex, nonsymmetric matrix; DGEEV; eigenproblem; eigenvalues; eigenvectors; finance; forward error; LAPACK; LAPACK; least squares; |
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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 Related keywords: DGEES; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; Schur form; Schur vectors; |
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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 Related keywords: eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; Schur form; Schur vectors; ZGEESX; |
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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 Related keywords: DTREXC; eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; Schur form; |
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F08QLF | 16 | nagf_lapackeig_dtrsna Computes estimates of sensitivities of selected eigenvalues and eigenvectors of real upper quasi-triangular matrix Related keywords: DTRSNA; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; real, quasi-triangular matrix; |
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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 Related keywords: eigenproblem; LAPACK; LAPACK; least squares; Schur form; ZTRSEN; |
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F08QYF | 16 | nagf_lapackeig_ztrsna Computes estimates of sensitivities of selected eigenvalues and eigenvectors of complex upper triangular matrix Related keywords: complex, triangular matrix; DTRSNA; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; |
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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 Related keywords: balancing; DGGEVX; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; finance; forward error; generalized eigenproblem; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; |
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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 Related keywords: balancing; complex, nonsymmetric matrix; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; finance; forward error; generalized eigenproblem; LAPACK; LAPACK; least squares; ZGGEVX; |
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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 Related keywords: DGGESX; eigenproblem; eigenvalues; generalized Schur form; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; Schur form, generalized; Schur vectors; |
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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 Related keywords: complex, nonsymmetric matrix; eigenproblem; eigenproblem, generalized; eigenvalues; generalized eigenproblem; generalized Schur form; LAPACK; LAPACK; least squares; Schur vectors; ZGGES; |
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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 Related keywords: DTGSEN; eigenproblem; eigenvalues; generalized Schur form; LAPACK; LAPACK; least squares; orthogonal transformations; real, nonsymmetric matrix; |
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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 Related keywords: DTGSNA; eigenproblem; generalized Schur form; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; |
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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 Related keywords: complex, nonsymmetric matrix; eigenproblem; eigenvalues; generalized Schur form; LAPACK; LAPACK; least squares; unitary transformations; ZTGEXC; |
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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 Related keywords: complex, nonsymmetric matrix; eigenproblem; generalized Schur form; LAPACK; LAPACK; least squares; ZTGSNA; |
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F11MGF | 21 | nagf_sparse_direct_real_gen_cond Estimate condition number of real matrix, matrix already factorized by F11MEF Related keywords: big data; data analytics; large scale linear systems; real, sparse matrix; |
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confidence interval | G01SAF | 24 | nagf_stat_prob_normal_vector Computes a vector of probabilities for the standard Normal distribution Related keywords: big data; CDF, cumulative distribution function; data analytics; Gaussian distribution; lower tail probability; Normal distribution; significance; Simple Calculations on Statistical Data; two-tail probability; upper tail probability; |
G01SBF | 24 | nagf_stat_prob_students_t_vector Computes a vector of probabilities for the Student's -distribution Related keywords: big data; CDF, cumulative distribution function; data analytics; lower tail probability; significance; Simple Calculations on Statistical Data; Student's -distribution; two-tail probability; upper tail probability; |
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G04DBF | 17 | nagf_anova_confidence Computes confidence intervals for differences between means computed by G04BBF or G04BCF Related keywords: analysis of variance; design of experiments; experimental design; |
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G07AAF | 15 | nagf_univar_ci_binomial Computes confidence interval for the parameter of a binomial distribution Related keywords: binomial distribution; univariate estimation; |
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G07ABF | 15 | nagf_univar_ci_poisson Computes confidence interval for the parameter of a Poisson distribution Related keywords: Poisson distribution; univariate estimation; |
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G07CAF | 15 | nagf_univar_ttest_2normal Computes -test statistic for a difference in means between two Normal populations, confidence interval Related keywords: Gaussian distribution; Normal distribution; t-test statistic; univariate estimation; |
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G07EAF | 16 | nagf_univar_robust_1var_ci Robust confidence intervals, one-sample Related keywords: robust estimation; univariate estimation; |
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G07EBF | 16 | nagf_univar_robust_2var_ci Robust confidence intervals, two-sample Related keywords: robust estimation; univariate estimation; |
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configuration data object | X10AAF | 26 | Create a configuration data object Related keywords: adjoint derivatives; AD utility operations; automatic differentiation; create; |
X10ABF | 26 | Remove a configuration data object Related keywords: adjoint derivatives; AD utility operations; automatic differentiation; remove; |
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confluent hypergeometric function | S22BAF | 24 | nagf_specfun_1f1_real Real confluent hypergeometric function Related keywords: , hypergeometric function; approximations of special functions; hypergeometric function; |
S22BBF | 24 | nagf_specfun_1f1_real_scaled Real confluent hypergeometric function in scaled form Related keywords: , hypergeometric function; approximations of special functions; hypergeometric function; |
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conjugate gradient method | E04DGF | 12 | nagf_opt_uncon_conjgrd_comp_old Unconstrained minimum, preconditioned conjugate gradient algorithm, using first derivatives (comprehensive) Related keywords: finance; maximizing a function; minimization, unconstrained; minimizing a function; NLP; nonlinear programming; optimization; quasi-Newton; |
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) Related keywords: big data; complex, Hermitian, sparse matrix; data analytics; iterative methods, linear equations; Lanczos method, linear equations; large scale linear systems; linear equations, iterative method; sparse linear equations; |
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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) Related keywords: big data; complex, Hermitian, sparse matrix; data analytics; iterative methods, linear equations; Jacobi method; Lanczos method, linear equations; large scale linear systems; linear equations, iterative method; sparse linear equations; SSOR method, symmetric successive over-relaxation; |
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constants and utilities | X06 Chapter Introduction | OpenMP Utilities Related keywords: openMP; thread; |
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X06AAF | 25 | nagf_omp_set_num_threads Sets the number of threads for OpenMP parallel regions Related keywords: openMP; openMP; thread; thread; |
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X06ABF | 25 | nagf_omp_get_num_threads The number of OpenMP threads in the current team Related keywords: openMP; openMP; thread; thread; |
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X06ACF | 25 | nagf_omp_get_max_threads An upper bound on the number of threads in the next parallel region Related keywords: openMP; openMP; thread; thread; |
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X06ADF | 25 | nagf_omp_get_thread_num The OpenMP thread number of the calling thread Related keywords: openMP; openMP; thread; thread; |
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X06AFF | 25 | nagf_omp_in_parallel Tests for an active OpenMP parallel region Related keywords: openMP; openMP; thread; thread; |
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X06AGF | 25 | nagf_omp_set_nested Enables or disables nested OpenMP parallelism Related keywords: openMP; openMP; thread; thread; |
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X06AHF | 25 | nagf_omp_get_nested Tests the status of nested OpenMP parallelism Related keywords: openMP; openMP; thread; thread; |
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X06XAF | 26 | nagf_omp_using_threaded_impl Tests whether a threaded NAG Library is being used Related keywords: openMP; openMP; thread; thread; |
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contingency table | G01AFF | 4 | nagf_stat_contingency_table Two-way contingency table analysis, with /Fisher's exact test Related keywords: chi-squared distribution; finance; Fisher's exact test; Simple Calculations on Statistical Data; two-way contingency table; Yates' correction; |
G11AAF | 16 | nagf_contab_chisq statistics for two-way contingency table Related keywords: chi squared statistics; contingency table analysis; |
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contingency table analysis | G11 Chapter Introduction | Contingency Table Analysis | |
convection-diffusion, PDE | 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 Related keywords: method of lines; partial differential equations; PDE, partial differential equations; |
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 Related keywords: DAE, differential algebraic equations; partial differential equations; PDE, partial differential equations; |
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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 Related keywords: adaptive grid, PDE; DAE, differential algebraic equations; hyperbolic equation; method of lines; one-dimensional; parabolic partial differential equation; PDE, partial differential equations; |
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convert matrix storage formats | F01ZAF | 14 | nagf_matop_real_tri_pack Convert real matrix between packed triangular and square storage formats Related keywords: inversion; matrix operations; real, nonsymmetric matrix; |
F01ZBF | 14 | nagf_matop_complex_tri_pack Convert complex matrix between packed triangular and square storage formats Related keywords: complex, nonsymmetric matrix; inversion; matrix operations; |
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F01ZCF | 14 | nagf_matop_real_band_pack Convert real matrix between packed banded and rectangular storage formats Related keywords: inversion; matrix operations; real, nonsymmetric matrix; |
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F01ZDF | 14 | nagf_matop_complex_band_pack Convert complex matrix between packed banded and rectangular storage formats Related keywords: complex, nonsymmetric matrix; inversion; matrix operations; |
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convex optimization | E04NCF | 12 | nagf_opt_lsq_lincon_solve_old Linear programming (LP) convex quadratic programming (QP) or linearly-constrained linear least squares problem, dense Related keywords: active-set; data fitting; finance; least squares; maximizing a function; minimizing a function; nonlinear least squares; optimization; QP, quadratic programming; |
E04NDF | 12 | nagf_opt_lsq_lincon_option_file_old Supply values for E04NCF from external file Related keywords: least squares; maximizing a function; minimizing a function; optimization; options, computational; QP, quadratic programming; |
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convolution | C06FKF | 11 | nagf_sum_convcorr_real Circular convolution or correlation of two real vectors, no restrictions on Related keywords: correlation; Fast Fourier Transform; FFT; summation of series; |
convolution, vectors | C06PKF | 19 | nagf_sum_convcorr_complex Circular convolution or correlation of two complex vectors Related keywords: summation of series; |
copula | G05RCF | 22 | nagf_rand_copula_students_t Generates a matrix of pseudorandom numbers from a Student's -copula Related keywords: big data; data analytics; finance; random number generators; random numbers; student's t-copula; |
G05RDF | 22 | nagf_rand_copula_normal Generates a matrix of pseudorandom numbers from a Gaussian copula Related keywords: big data; data analytics; finance; Gaussian copula; random number generators; random numbers; |
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G05REF | 23 | nagf_rand_copula_clayton_bivar Generates a matrix of pseudorandom numbers from a bivariate Clayton/Cook–Johnson copula Related keywords: big data; Clayton/Cook–Johnson copula; data analytics; random number generators; random numbers; |
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G05RFF | 23 | nagf_rand_copula_frank_bivar Generates a matrix of pseudorandom numbers from a bivariate Frank copula Related keywords: big data; data analytics; Frank copula; random number generators; random numbers; |
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G05RGF | 23 | nagf_rand_copula_plackett_bivar Generates a matrix of pseudorandom numbers from a bivariate Plackett copula Related keywords: big data; data analytics; Plackett copula; random number generators; random numbers; |
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G05RHF | 23 | nagf_rand_copula_clayton Generates a matrix of pseudorandom numbers from a multivariate Clayton/Cook–Johnson copula Related keywords: big data; Clayton/Cook–Johnson copula; data analytics; random number generators; random numbers; |
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G05RJF | 23 | nagf_rand_copula_frank Generates a matrix of pseudorandom numbers from a multivariate Frank copula Related keywords: big data; data analytics; Frank copula; random number generators; random numbers; |
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G05RKF | 23 | nagf_rand_copula_gumbel Generates a matrix of pseudorandom numbers from a Gumbel–Hougaard copula Related keywords: big data; data analytics; Gumbel–Hougard copula; random number generators; random numbers; |
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copy, vectors and matrices | F06QFF | 13 | nagf_blas_dmcopy Matrix copy, real rectangular or trapezoidal matrix Related keywords: BLAS; elementary arithmetic; finance; linear algebra support routines; real, by matrix; real, trapezoidal matrix; |
correlation | C06FKF | 11 | nagf_sum_convcorr_real Circular convolution or correlation of two real vectors, no restrictions on Related keywords: convolution; Fast Fourier Transform; FFT; summation of series; |
correlation analysis | G02 Chapter Introduction | Correlation and Regression Analysis Related keywords: big data; data analytics; nonlinear regression; polynomial regression; regression analysis; |
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correlation coefficients | G02BAF | 4 | nagf_correg_coeffs_pearson Pearson product-moment correlation coefficients, all variables, no missing values Related keywords: big data; correlation analysis; data analytics; finance; nonlinear regression; Pearson product moment correlation; polynomial regression; regression analysis; |
G02BBF | 4 | nagf_correg_coeffs_pearson_miss_case Pearson product-moment correlation coefficients, all variables, casewise treatment of missing values Related keywords: big data; correlation analysis; data analytics; finance; missing values; nonlinear regression; Pearson product moment correlation; polynomial regression; regression analysis; |
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G02BCF | 4 | nagf_correg_coeffs_pearson_miss_pair Pearson product-moment correlation coefficients, all variables, pairwise treatment of missing values Related keywords: big data; correlation analysis; data analytics; finance; missing values; nonlinear regression; Pearson product moment correlation; polynomial regression; regression analysis; |
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G02BNF | 4 | nagf_correg_coeffs_kspearman_overwrite Kendall/Spearman non-parametric rank correlation coefficients, no missing values, overwriting input data Related keywords: big data; correlation analysis; data analytics; finance; Kendall's tau correlation coefficient; nonlinear regression; polynomial regression; regression analysis; Spearman's rank correlation coefficients; |
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G02BPF | 4 | nagf_correg_coeffs_kspearman_miss_case_overwrite Kendall/Spearman non-parametric rank correlation coefficients, casewise treatment of missing values, overwriting input data Related keywords: big data; correlation analysis; data analytics; finance; Kendall's tau correlation coefficient; missing values; nonlinear regression; polynomial regression; regression analysis; Spearman's rank correlation coefficients; |
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G02BQF | 4 | nagf_correg_coeffs_kspearman Kendall/Spearman non-parametric rank correlation coefficients, no missing values, preserving input data Related keywords: big data; correlation analysis; data analytics; finance; Kendall's tau correlation coefficient; nonlinear regression; polynomial regression; regression analysis; Spearman's rank correlation coefficients; |
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G02BRF | 4 | nagf_correg_coeffs_kspearman_miss_case Kendall/Spearman non-parametric rank correlation coefficients, casewise treatment of missing values, preserving input data Related keywords: big data; correlation analysis; data analytics; finance; Kendall's tau correlation coefficient; missing values; nonlinear regression; polynomial regression; regression analysis; Spearman's rank correlation coefficients; |
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G02BSF | 4 | nagf_correg_coeffs_kspearman_miss_pair Kendall/Spearman non-parametric rank correlation coefficients, pairwise treatment of missing values Related keywords: big data; correlation analysis; data analytics; finance; Kendall's tau correlation coefficient; missing values; nonlinear regression; polynomial regression; regression analysis; Spearman's rank correlation coefficients; |
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correlation-like coefficients | G02BDF | 4 | nagf_correg_coeffs_zero Correlation-like coefficients (about zero), all variables, no missing values Related keywords: big data; correlation analysis; cross-products; data analytics; finance; mean; nonlinear regression; polynomial regression; regression analysis; standard deviation; sum of squares; |
G02BEF | 4 | nagf_correg_coeffs_zero_miss_case Correlation-like coefficients (about zero), all variables, casewise treatment of missing values Related keywords: big data; correlation analysis; cross-products; data analytics; finance; mean; missing values; nonlinear regression; polynomial regression; regression analysis; standard deviation; sum of squares; |
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G02BFF | 4 | nagf_correg_coeffs_zero_miss_pair Correlation-like coefficients (about zero), all variables, pairwise treatment of missing values Related keywords: big data; correlation analysis; cross-products; data analytics; finance; mean; missing values; nonlinear regression; polynomial regression; regression analysis; standard deviation; sum of squares; |
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G02BKF | 4 | nagf_correg_coeffs_zero_subset Correlation-like coefficients (about zero), subset of variables, no missing values Related keywords: big data; correlation analysis; cross-products; data analytics; finance; mean; nonlinear regression; polynomial regression; regression analysis; standard deviation; sum of squares; |
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G02BLF | 4 | nagf_correg_coeffs_zero_subset_miss_case Correlation-like coefficients (about zero), subset of variables, casewise treatment of missing values Related keywords: big data; correlation analysis; cross-products; data analytics; finance; mean; missing values; nonlinear regression; polynomial regression; regression analysis; standard deviation; sum of squares; |
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G02BMF | 4 | nagf_correg_coeffs_zero_subset_miss_pair Correlation-like coefficients (about zero), subset of variables, pairwise treatment of missing values Related keywords: big data; correlation analysis; cross-products; data analytics; finance; mean; missing values; nonlinear regression; polynomial regression; regression analysis; standard deviation; sum of squares; |
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correlation matrix | G02AAF | 22 | nagf_correg_corrmat_nearest Computes the nearest correlation matrix to a real square matrix, using the method of Qi and Sun Related keywords: big data; correlation analysis; data analytics; finance; nearest correlation matrix; nonlinear regression; polynomial regression; Qi and Sun algorithm; regression analysis; |
G02ABF | 23 | nagf_correg_corrmat_nearest_bounded Computes the nearest correlation matrix to a real square matrix, augmenting G02AAF to incorporate weights and bounds Related keywords: big data; correlation analysis; data analytics; finance; nearest correlation matrix; nonlinear regression; polynomial regression; Qi and Sun algorithm; regression analysis; |
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G02AEF | 23 | nagf_correg_corrmat_nearest_kfactor Computes the nearest correlation matrix with -factor structure to a real square matrix Related keywords: big data; correlation analysis; data analytics; finance; -factor structure; nearest correlation matrix; nonlinear regression; polynomial regression; Qi and Sun algorithm; regression analysis; |
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G02AJF | 24 | nagf_correg_corrmat_h_weight Computes the nearest correlation matrix to a real square matrix, using element-wise weighting Related keywords: big data; correlation analysis; data analytics; nearest correlation matrix; nonlinear regression; polynomial regression; Qi and Sun algorithm; regression analysis; |
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G02ANF | 25 | nagf_correg_corrmat_shrinking Computes a correlation matrix from an approximate matrix with fixed submatrix Related keywords: big data; correlation analysis; data analytics; nearest correlation matrix; nonlinear regression; polynomial regression; regression analysis; shrinking method; |
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G02APF | 26 | nagf_correg_corrmat_target Computes a correlation matrix from an approximate one using a specified target matrix Related keywords: big data; correlation analysis; data analytics; elementwise weights; nearest correlation matrix; nonlinear regression; polynomial regression; regression analysis; shrinkage; shrinking method; |
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G02HKF | 14 | nagf_correg_robustm_corr_huber Calculates a robust estimation of a covariance matrix, Huber's weight function Related keywords: big data; correlation analysis; data analytics; finance; Huber's weight function; nonlinear regression; polynomial regression; regression analysis; |
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G02HLF | 14 | nagf_correg_robustm_corr_user_deriv Calculates a robust estimation of a covariance matrix, user-supplied weight function plus derivatives Related keywords: big data; correlation analysis; data analytics; finance; nonlinear regression; polynomial regression; regression analysis; robust estimation; |
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G02HMF | 14 | nagf_correg_robustm_corr_user Calculates a robust estimation of a covariance matrix, user-supplied weight function Related keywords: big data; correlation analysis; data analytics; finance; nonlinear regression; polynomial regression; regression analysis; robust estimation; |
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G13DDF | 22 | nagf_tsa_multi_varma_estimate Multivariate time series, estimation of VARMA model Related keywords: big data; data analytics; finance; maximum likelihood; multivariate time series; standard errors; time series; time series analysis; VARMA, vector autoregressive moving average model; |
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cosh, matrix | F01EKF | 24 | nagf_matop_real_gen_matrix_fun_std Exponential, sine, cosine, sinh or cosh of a real matrix (Schur–Parlett algorithm) Related keywords: cosine, matrix; exponential, matrix; functions, matrix; inversion; matrix operations; real, nonsymmetric matrix; sine, matrix; sinh, matrix; |
F01FKF | 24 | nagf_matop_complex_gen_matrix_fun_std Exponential, sine, cosine, sinh or cosh of a complex matrix (Schur–Parlett algorithm) Related keywords: complex, nonsymmetric matrix; cosine, matrix; exponential, matrix; functions, matrix; inversion; matrix operations; sine, matrix; sinh, matrix; |
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F01JAF | 24 | nagf_matop_real_gen_matrix_cond_std Condition number for the exponential, logarithm, sine, cosine, sinh or cosh of a real matrix Related keywords: condition number, matrix; cosine, matrix; exponential, matrix; inversion; logarithm, matrix; matrix operations; real, nonsymmetric matrix; sine, matrix; sinh, matrix; |
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F01KAF | 24 | nagf_matop_complex_gen_matrix_cond_std Condition number for the exponential, logarithm, sine, cosine, sinh or cosh of a complex matrix Related keywords: complex, nonsymmetric matrix; condition number, matrix; cosine, matrix; exponential, matrix; inversion; logarithm, matrix; matrix operations; sine, matrix; sinh, matrix; |
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cosine, matrix | F01EKF | 24 | nagf_matop_real_gen_matrix_fun_std Exponential, sine, cosine, sinh or cosh of a real matrix (Schur–Parlett algorithm) Related keywords: cosh, matrix; exponential, matrix; functions, matrix; inversion; matrix operations; real, nonsymmetric matrix; sine, matrix; sinh, matrix; |
F01FKF | 24 | nagf_matop_complex_gen_matrix_fun_std Exponential, sine, cosine, sinh or cosh of a complex matrix (Schur–Parlett algorithm) Related keywords: complex, nonsymmetric matrix; cosh, matrix; exponential, matrix; functions, matrix; inversion; matrix operations; sine, matrix; sinh, matrix; |
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F01JAF | 24 | nagf_matop_real_gen_matrix_cond_std Condition number for the exponential, logarithm, sine, cosine, sinh or cosh of a real matrix Related keywords: condition number, matrix; cosh, matrix; exponential, matrix; inversion; logarithm, matrix; matrix operations; real, nonsymmetric matrix; sine, matrix; sinh, matrix; |
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F01KAF | 24 | nagf_matop_complex_gen_matrix_cond_std Condition number for the exponential, logarithm, sine, cosine, sinh or cosh of a complex matrix Related keywords: complex, nonsymmetric matrix; condition number, matrix; cosh, matrix; exponential, matrix; inversion; logarithm, matrix; matrix operations; sine, matrix; sinh, matrix; |
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cosine integral, | S13ACF | 2 | nagf_specfun_integral_cos Cosine integral Related keywords: approximations of special functions; finance; |
cosine transform | C06RBF | 19 | nagf_sum_fft_real_cosine_simple Discrete cosine transform (easy-to-use) Related keywords: summation of series; |
C06RDF | 19 | nagf_sum_fft_real_qtrcosine_simple Discrete quarter-wave cosine transform (easy-to-use) Related keywords: summation of series; |
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C06RFF | 25 | nagf_sum_fft_cosine Multiple discrete cosine transforms, simple Related keywords: Discrete Fourier Transforms; Fast Fourier Transform; FFT; Fourier Transforms, real; summation of series; |
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C06RHF | 25 | nagf_sum_fft_qtrcosine Multiple discrete quarter-wave cosine transforms, simple Related keywords: Discrete Fourier Transforms; Fast Fourier Transform; FFT; Fourier Transforms, real; quarter-wave; summation of series; |
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covariance matrix | E04YCF | 11 | nagf_opt_lsq_uncon_covariance Covariance matrix for nonlinear least squares problem (unconstrained) Related keywords: maximizing a function; minimizing a function; nonlinear least squares; optimization; service routine; |
F04YAF | 11 | nagf_linsys_real_gen_lsq_covmat Covariance matrix for linear least squares problems, real equations in unknowns Related keywords: big data; data analytics; least squares; real, by matrix; simultaneous linear equations; |
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G01DCF | 12 | nagf_stat_normal_scores_var Normal scores, approximate variance-covariance matrix Related keywords: finance; Normal scores; Simple Calculations on Statistical Data; variance-covariance matrix; |
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Cox proportional hazard model | G12BAF | 17 | nagf_surviv_coxmodel Fits Cox's proportional hazard model Related keywords: survival analysis; |
G12ZAF | 19 | nagf_surviv_coxmodel_risksets Creates the risk sets associated with the Cox proportional hazards model for fixed covariates Related keywords: risk sets; survival analysis; |
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CPU time | X05BAF | 14 | nagf_time_cpu Return the CPU time Related keywords: data and time utilities; time, cpu; |
values | G02ECF | 14 | nagf_correg_linregm_rssq_stat Calculates and values from residual sums of squares Related keywords: big data; correlation analysis; data analytics; nonlinear regression; polynomial regression; values; regression analysis; sum of squares; |
create | X10AAF | 26 | Create a configuration data object Related keywords: adjoint derivatives; AD utility operations; automatic differentiation; configuration data object; |
X10BAF | 26 | Create a callback data object Related keywords: adjoint derivatives; AD utility operations; automatic differentiation; callback data object; |
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cross amplitude spectrum | G13CEF | 10 | nagf_tsa_multi_spectrum_bivar Multivariate time series, cross amplitude spectrum, squared coherency, bounds, univariate and bivariate (cross) spectra Related keywords: big data; bivariate spectra; coherency, squared, time series; data analytics; finance; multivariate time series; squared coherency; time series; time series analysis; |
cross-classified | G08ALF | 15 | nagf_nonpar_test_cochranq Performs the Cochran test on cross-classified binary data Related keywords: Cochran Q test; nonparametric statistics; |
cross-correlation | G13BCF | 10 | nagf_tsa_multi_xcorr Multivariate time series, cross-correlations Related keywords: big data; data analytics; finance; multivariate time series; time series; time series analysis; |
G13DMF | 15 | nagf_tsa_multi_corrmat_cross Multivariate time series, sample cross-correlation or cross-covariance matrices Related keywords: big data; cross-covariance; data analytics; multivariate time series; time series; time series analysis; |
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cross-covariance | G13DMF | 15 | nagf_tsa_multi_corrmat_cross Multivariate time series, sample cross-correlation or cross-covariance matrices Related keywords: big data; cross-correlation; data analytics; multivariate time series; time series; time series analysis; |
cross-product | 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 Related keywords: big data; correlation analysis; data analytics; forward stagewise; LARS; LASSO; least angle regression; model selection; nonlinear regression; polynomial regression; regression analysis; |
cross-products | G01ABF | 4 | nagf_stat_summary_2var Means, corrected sums of squares and cross-products, etc., two variables, from raw data Related keywords: maximum value; mean; minimum value; product-moment correlation coefficients; Simple Calculations on Statistical Data; sum of squares; |
G02BDF | 4 | nagf_correg_coeffs_zero Correlation-like coefficients (about zero), all variables, no missing values Related keywords: big data; correlation analysis; correlation-like coefficients; data analytics; finance; mean; nonlinear regression; polynomial regression; regression analysis; standard deviation; sum of squares; |
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G02BEF | 4 | nagf_correg_coeffs_zero_miss_case Correlation-like coefficients (about zero), all variables, casewise treatment of missing values Related keywords: big data; correlation analysis; correlation-like coefficients; data analytics; finance; mean; missing values; nonlinear regression; polynomial regression; regression analysis; standard deviation; sum of squares; |
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G02BFF | 4 | nagf_correg_coeffs_zero_miss_pair Correlation-like coefficients (about zero), all variables, pairwise treatment of missing values Related keywords: big data; correlation analysis; correlation-like coefficients; data analytics; finance; mean; missing values; nonlinear regression; polynomial regression; regression analysis; standard deviation; sum of squares; |
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G02BGF | 4 | nagf_correg_coeffs_pearson_subset Pearson product-moment correlation coefficients, subset of variables, no missing values Related keywords: big data; correlation analysis; data analytics; finance; mean; nonlinear regression; Pearson product moment correlation; polynomial regression; regression analysis; standard deviation; sum of squares; |
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G02BHF | 4 | nagf_correg_coeffs_pearson_subset_miss_case Pearson product-moment correlation coefficients, subset of variables, casewise treatment of missing values Related keywords: big data; correlation analysis; data analytics; finance; mean; missing values; nonlinear regression; Pearson product moment correlation; polynomial regression; regression analysis; standard deviation; sum of squares; |
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G02BJF | 4 | nagf_correg_coeffs_pearson_subset_miss_pair Pearson product-moment correlation coefficients, subset of variables, pairwise treatment of missing values Related keywords: big data; correlation analysis; data analytics; finance; mean; missing values; nonlinear regression; Pearson product moment correlation; polynomial regression; regression analysis; standard deviation; sum of squares; |
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G02BKF | 4 | nagf_correg_coeffs_zero_subset Correlation-like coefficients (about zero), subset of variables, no missing values Related keywords: big data; correlation analysis; correlation-like coefficients; data analytics; finance; mean; nonlinear regression; polynomial regression; regression analysis; standard deviation; sum of squares; |
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G02BLF | 4 | nagf_correg_coeffs_zero_subset_miss_case Correlation-like coefficients (about zero), subset of variables, casewise treatment of missing values Related keywords: big data; correlation analysis; correlation-like coefficients; data analytics; finance; mean; missing values; nonlinear regression; polynomial regression; regression analysis; standard deviation; sum of squares; |
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G02BMF | 4 | nagf_correg_coeffs_zero_subset_miss_pair Correlation-like coefficients (about zero), subset of variables, pairwise treatment of missing values Related keywords: big data; correlation analysis; correlation-like coefficients; data analytics; finance; mean; missing values; nonlinear regression; polynomial regression; regression analysis; standard deviation; sum of squares; |
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G02BTF | 14 | nagf_correg_ssqmat_update Update a weighted sum of squares matrix with a new observation Related keywords: big data; correlation analysis; data analytics; finance; mean; nonlinear regression; polynomial regression; regression analysis; sum of squares; |
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G02BUF | 14 | nagf_correg_ssqmat Computes a weighted sum of squares matrix Related keywords: big data; correlation analysis; data analytics; finance; mean; nonlinear regression; polynomial regression; regression analysis; sum of squares; West's WV2 algorithm; |
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G02BZF | 24 | nagf_correg_ssqmat_combine Combines two sums of squares matrices, for use after G02BUF Related keywords: big data; correlation analysis; data analytics; data stream; mean; nonlinear regression; polynomial regression; regression analysis; streaming; sum of squares; |
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cross-spectrum | G13CCF | 10 | nagf_tsa_multi_spectrum_lag Multivariate time series, smoothed sample cross spectrum using rectangular, Bartlett, Tukey or Parzen lag window Related keywords: Bartlett lag window; big data; data analytics; finance; multivariate time series; Parzen lag window; rectangular lag window; smoothing; time series; time series analysis; Tukey lag window; |
G13CDF | 10 | nagf_tsa_multi_spectrum_daniell Multivariate time series, smoothed sample cross spectrum using spectral smoothing by the trapezium frequency (Daniell) window Related keywords: big data; Daniell window; data analytics; finance; multivariate time series; smoothing; spectral smoothing; time series; time series analysis; trapezium frequency window; |
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G13CFF | 10 | nagf_tsa_multi_gain_bivar Multivariate time series, gain, phase, bounds, univariate and bivariate (cross) spectra Related keywords: big data; bivariate time series; data analytics; finance; gain, time series; multivariate time series; phase, time series; time series; time series analysis; |
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cross-validation | G05PVF | 25 | nagf_rand_kfold_xyw Permutes a matrix, vector, vector triplet into a form suitable for -fold cross validation Related keywords: big data; CV; data analytics; jacknife; k-fold; leave-one-out; LOO; permute; random number generators; |
G05PWF | 25 | nagf_rand_subsamp_xyw Permutes a matrix, vector, vector triplet into a form suitable for random sub-sampling validation Related keywords: big data; data analytics; permute; random number generators; resample; sub-sample; |
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Crump's method | C06LAF | 12 | nagf_sum_invlaplace_crump Inverse Laplace transform, Crump's method Related keywords: inverse Laplace transform; Laplace transform; summation of series; |
cubature | D01BCF | 8 | nagf_quad_1d_gauss_wgen Calculation of weights and abscissae for Gaussian quadrature rules, general choice of rule Related keywords: abscissae; finance; integration, non-adaptive; quadrature; weights and abscissae; |
D01TDF | 26 | nagf_quad_1d_gauss_wrec Calculation of weights and abscissae for Gaussian quadrature rules, method of Golub and Welsch Related keywords: abscissae; Gaussian; Golub; Golub and Welsch; integration; non-adaptive; quadrature; weights and abscissae; Welsch; |
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D01TEF | 26 | nagf_quad_1d_gauss_recm Generates recursion coefficients needed by D01TDF to calculate a Gaussian quadrature rule Related keywords: abscissae; Gaussian; Golub; Golub and Welsch; integration; non-adaptive; quadrature; recursion coefficients; Welsch; |
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cubic polynomial | C02AKF | 20 | nagf_zeros_cubic_real All zeros of real cubic equation Related keywords: root-finding; zeros of polynomials; |
C02AMF | 20 | nagf_zeros_cubic_complex All zeros of complex cubic equation Related keywords: root-finding; zeros of polynomials; |
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cubic spline | E01BAF | 8 | nagf_interp_1d_spline Interpolating functions, cubic spline interpolant, one variable Related keywords: finance; interpolation; one-dimensional; |
cubic spline interpolation | E01BEF | 13 | nagf_interp_1d_monotonic Interpolating functions, monotonicity-preserving, piecewise cubic Hermite, one variable Related keywords: finance; Hermite interpolation; interpolation; monotonicity-preserving spline; |
cubic splines | E02BAF | 5 | nagf_fit_1dspline_knots Least squares curve cubic spline fit (including interpolation) Related keywords: B-splines; curve and surface fitting; knots; least squares; |
E02BBF | 5 | nagf_fit_1dspline_eval Evaluation of fitted cubic spline, function only Related keywords: B-splines; curve and surface fitting; finance; |
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E02BCF | 7 | nagf_fit_1dspline_deriv Evaluation of fitted cubic spline, function and derivatives Related keywords: b-splines, derivative; curve and surface fitting; finance; |
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E02BDF | 7 | nagf_fit_1dspline_integ Evaluation of fitted cubic spline, definite integral Related keywords: b-splines, integral; curve and surface fitting; |
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E02BEF | 13 | nagf_fit_1dspline_auto Least squares cubic spline curve fit, automatic knot placement Related keywords: B-splines; curve and surface fitting; least squares; smoothing; |
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E02BFF | 24 | nagf_fit_1dspline_deriv_vector Evaluation of fitted cubic spline, function and optionally derivatives at a vector of points Related keywords: b-splines, derivative; curve and surface fitting; |
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cuboid | 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 Related keywords: elliptic partial differential equations; Laplace's equation; PDE, partial differential equations; Stone's strongly implicit procedure; |
cumulant | G01NAF | 16 | nagf_stat_moments_quad_form Cumulants and moments of quadratic forms in Normal variables Related keywords: finance; Gaussian distribution; moments quadratic form; multivariate Normal distribution; Normal distribution; Simple Calculations on Statistical Data; |
cumulative Normal distribution | S15ABF | 3 | nagf_specfun_cdf_normal Cumulative Normal distribution function Related keywords: approximations of special functions; finance; Gaussian distribution; Normal distribution; |
S15ACF | 4 | nagf_specfun_compcdf_normal Complement of cumulative Normal distribution function Related keywords: approximations of special functions; complement of cumulative Normal distribution; error function; finance; |
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curve and surface fitting | E02 Chapter Introduction | Curve and Surface Fitting | |
CV | G05PVF | 25 | nagf_rand_kfold_xyw Permutes a matrix, vector, vector triplet into a form suitable for -fold cross validation Related keywords: big data; cross-validation; data analytics; jacknife; k-fold; leave-one-out; LOO; permute; random number generators; |
, Fresnel Integral | S20ADF | 5 | nagf_specfun_fresnel_c Fresnel integral Related keywords: approximations of special functions; finance; Fresnel integral; |
S20ARF | 24 | nagf_specfun_fresnel_c_vector Fresnel integral vectorized Related keywords: approximations of special functions; Fresnel integral; |
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cycles | M01ZCF | 12 | nagf_sort_permute_decompose Decompose a permutation into cycles Related keywords: big data; data analytics; permutation; searching; sorting; |
DAE, differential algebraic equations | D02MCF | 22 | nagf_ode_dae_dassl_cont Implicit ordinary differential equations/DAEs, initial value problem, DASSL method continuation for D02NEF Related keywords: DASSL, ordinary differential equations; implicit algebraic ordinary differential equations; initial value problem; IVP, initial value problem; ODE, ordinary differential equations; stiff differential equations; |
D02NEF | 22 | nagf_ode_dae_dassl_gen Implicit ordinary differential equations/DAEs, initial value problem, DASSL method integrator Related keywords: DASSL, ordinary differential equations; implicit algebraic ordinary differential equations; initial value problem; IVP, initial value problem; ODE, ordinary differential equations; |
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D03PHF | 15 | nagf_pde_1d_parab_dae_fd_old General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable Related keywords: finite difference discretization; method of lines; parabolic partial differential equation; partial differential equations; PDE, partial differential equations; |
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D03PJF | 15 | nagf_pde_1d_parab_dae_coll_old General system of parabolic PDEs, coupled DAEs, method of lines, Chebyshev collocation, one space variable Related keywords: method of lines; parabolic partial differential equation; partial differential equations; PDE, partial differential equations; |
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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 Related keywords: Keller box discretization; method of lines; partial differential equations; PDE, partial differential equations; |
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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 Related keywords: convection-diffusion, PDE; partial differential equations; PDE, partial differential equations; |
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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 Related keywords: method of lines; one-dimensional; parabolic partial differential equation; PDE, partial differential equations; |
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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 Related keywords: adaptive grid, PDE; Keller box discretization; method of lines; PDE, partial differential equations; |
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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 Related keywords: adaptive grid, PDE; convection-diffusion, PDE; hyperbolic equation; method of lines; one-dimensional; parabolic partial differential equation; PDE, partial differential equations; |
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Daniell window | G13CBF | 10 | nagf_tsa_uni_spectrum_daniell Univariate time series, smoothed sample spectrum using spectral smoothing by the trapezium frequency (Daniell) window Related keywords: big data; data analytics; finance; smoothing; spectral smoothing; time series; time series analysis; trapezium frequency window; univariate time series; |
G13CDF | 10 | nagf_tsa_multi_spectrum_daniell Multivariate time series, smoothed sample cross spectrum using spectral smoothing by the trapezium frequency (Daniell) window Related keywords: big data; cross-spectrum; data analytics; finance; multivariate time series; smoothing; spectral smoothing; time series; time series analysis; trapezium frequency window; |
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DASSL, ordinary differential equations | D02MCF | 22 | nagf_ode_dae_dassl_cont Implicit ordinary differential equations/DAEs, initial value problem, DASSL method continuation for D02NEF Related keywords: DAE, differential algebraic equations; implicit algebraic ordinary differential equations; initial value problem; IVP, initial value problem; ODE, ordinary differential equations; stiff differential equations; |
D02MVF | 14 | nagf_ode_ivp_stiff_dassl Ordinary differential equations, initial value problem, DASSL method, setup for d02m–n routines Related keywords: implicit algebraic ordinary differential equations; initial value problem; IVP, initial value problem; ODE, ordinary differential equations; stiff differential equations; |
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D02MWF | 22 | nagf_ode_dae_dassl_setup Implicit ordinary differential equations/DAEs, initial value problem, setup for D02NEF Related keywords: initial value problem; IVP, initial value problem; ODE, ordinary differential equations; stiff differential equations; |
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D02NEF | 22 | nagf_ode_dae_dassl_gen Implicit ordinary differential equations/DAEs, initial value problem, DASSL method integrator Related keywords: DAE, differential algebraic equations; implicit algebraic ordinary differential equations; initial value problem; IVP, initial value problem; ODE, ordinary differential equations; |
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dasum | F06EKF | 12 | nagf_blas_dasum Sum absolute values of real vector elements Related keywords: BLAS; blas, real matrices; elementary arithmetic; linear algebra support routines; |
data | G22YBF | 26 | nagf_blgm_lm_describe_data Describe a dataset |
data analytics | F02 Chapter Introduction | Eigenvalues and Eigenvectors Related keywords: big data; eigenvalues; eigenvectors; |
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F04 Chapter Introduction | Simultaneous Linear Equations Related keywords: big data; simultaneous linear equations; |
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F11 Chapter Introduction | Large Scale Linear Systems Related keywords: big data; large scale linear systems; |
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F12 Chapter Introduction | Large Scale Eigenproblems Related keywords: big data; large scale eigenproblems; |
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G01ANF | 23 | nagf_stat_quantiles_stream_fixed Calculates approximate quantiles from a data stream of known size Related keywords: big data; data stream; quantiles; Simple Calculations on Statistical Data; streaming; |
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G01APF | 23 | nagf_stat_quantiles_stream_arbitrary Calculates approximate quantiles from a data stream of unknown size Related keywords: big data; data stream; quantiles; Simple Calculations on Statistical Data; streaming; |
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G01ATF | 24 | nagf_stat_summary_onevar Computes univariate summary information: mean, variance, skewness, kurtosis Related keywords: big data; data stream; kurtosis; maximum value; mean; minimum value; Simple Calculations on Statistical Data; skewness; standard deviation; streaming; |
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G01AUF | 24 | nagf_stat_summary_onevar_combine Combines multiple sets of summary information, for use after G01ATF Related keywords: big data; data stream; Simple Calculations on Statistical Data; streaming; summary information; |
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G01SAF | 24 | nagf_stat_prob_normal_vector Computes a vector of probabilities for the standard Normal distribution Related keywords: big data; CDF, cumulative distribution function; confidence interval; Gaussian distribution; lower tail probability; Normal distribution; significance; Simple Calculations on Statistical Data; two-tail probability; upper tail probability; |
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G01SBF | 24 | nagf_stat_prob_students_t_vector Computes a vector of probabilities for the Student's -distribution Related keywords: big data; CDF, cumulative distribution function; confidence interval; lower tail probability; significance; Simple Calculations on Statistical Data; Student's -distribution; two-tail probability; upper tail probability; |
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G01SCF | 24 | nagf_stat_prob_chisq_vector Computes a vector of probabilities for distribution Related keywords: big data; CDF, cumulative distribution function; chi-squared distribution; lower tail probability; Simple Calculations on Statistical Data; upper tail probability; |
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G01SDF | 24 | nagf_stat_prob_f_vector Computes a vector of probabilities for -distribution Related keywords: big data; CDF, cumulative distribution function; -distribution; lower tail probability; Simple Calculations on Statistical Data; upper tail probability; variance-ratio distribution; |
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G01SEF | 24 | nagf_stat_prob_beta_vector Computes a vector of probabilities for the beta distribution Related keywords: beta distribution; big data; CDF, cumulative distribution function; lower tail probability; Simple Calculations on Statistical Data; upper tail probability; |
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G01SFF | 24 | nagf_stat_prob_gamma_vector Computes a vector of probabilities for the gamma distribution Related keywords: big data; CDF, cumulative distribution function; gamma distribution; lower tail probability; Simple Calculations on Statistical Data; upper tail probability; |
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G01SJF | 24 | nagf_stat_prob_binomial_vector Computes a vector of probabilities for the binomial distribution Related keywords: big data; binomial distribution; CDF, cumulative distribution function; lower tail probability; point probability; Simple Calculations on Statistical Data; upper tail probability; |
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G01SKF | 24 | nagf_stat_prob_poisson_vector Computes a vector of probabilities for the Poisson distribution Related keywords: big data; CDF, cumulative distribution function; lower tail probability; point probability; Poisson distribution; Simple Calculations on Statistical Data; upper tail probability; |
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G01SLF | 24 | nagf_stat_prob_hypergeom_vector Computes a vector of probabilities for the hypergeometric distribution Related keywords: big data; CDF, cumulative distribution function; hypergeometric distribution; lower tail probability; point probability; Simple Calculations on Statistical Data; upper tail probability; |
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G01TAF | 24 | nagf_stat_inv_cdf_normal_vector Computes a vector of deviates for the standard Normal distribution Related keywords: big data; deviates; Gaussian distribution; inverse CDF; inverse cumulative distribution function; Normal distribution; Simple Calculations on Statistical Data; |
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G01TBF | 24 | nagf_stat_inv_cdf_students_t_vector Computes a vector of deviates for Student's -distribution Related keywords: big data; deviates; inverse CDF; inverse cumulative distribution function; Simple Calculations on Statistical Data; Student's -distribution; |
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G01TCF | 24 | nagf_stat_inv_cdf_chisq_vector Computes a vector of deviates for distribution Related keywords: big data; chi-squared distribution; deviates; inverse CDF; inverse cumulative distribution function; Simple Calculations on Statistical Data; |
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G01TDF | 24 | nagf_stat_inv_cdf_f_vector Computes a vector of deviates for -distribution Related keywords: big data; deviates; -distribution; inverse CDF; inverse cumulative distribution function; Simple Calculations on Statistical Data; variance-ratio distribution; |
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G01TEF | 24 | nagf_stat_inv_cdf_beta_vector Computes a vector of deviates for the beta distribution Related keywords: beta distribution; big data; deviates; inverse CDF; inverse cumulative distribution function; Simple Calculations on Statistical Data; |
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G01TFF | 24 | nagf_stat_inv_cdf_gamma_vector Computes a vector of deviates for the gamma distribution Related keywords: big data; deviates; gamma distribution; inverse CDF; inverse cumulative distribution function; Simple Calculations on Statistical Data; |
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G01WAF | 24 | nagf_stat_moving_average Computes the mean and standard deviation using a rolling window Related keywords: big data; data stream; mean; moving average; Simple Calculations on Statistical Data; standard deviation; streaming; |
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G02 Chapter Introduction | Correlation and Regression Analysis Related keywords: big data; correlation analysis; nonlinear regression; polynomial regression; regression analysis; |
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G03AAF | 14 | nagf_mv_prin_comp Performs principal component analysis Related keywords: big data; finance; multivariate methods; principal component analysis; |
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G03EAF | 16 | nagf_mv_distance_mat Computes distance matrix Related keywords: big data; distance matrix; multivariate methods; |
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G03ECF | 16 | nagf_mv_cluster_hier Hierarchical cluster analysis Related keywords: big data; cluster analysis; hierarchical cluster analysis; multivariate methods; |
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G03EFF | 16 | nagf_mv_cluster_kmeans -means cluster analysis Related keywords: big data; cluster analysis; -means cluster analysis; multivariate methods; |
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G03EHF | 16 | nagf_mv_cluster_hier_dendrogram Constructs dendrogram (for use after G03ECF) Related keywords: big data; dendrogram; hierarchical cluster analysis; multivariate methods; |
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G03EJF | 16 | nagf_mv_cluster_hier_indicator Computes cluster indicator variable (for use after G03ECF) Related keywords: allocate; big data; cluster analysis; hierarchical cluster analysis; multivariate methods; |
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G05 Chapter Introduction | Random Number Generators Related keywords: big data; random number generators; |
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G13 Chapter Introduction | Time Series Analysis Related keywords: big data; time series analysis; |
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M01 Chapter Introduction | Sorting and Searching Related keywords: big data; searching; sorting; |
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data and time utilities | X05 Chapter Introduction | Date and Time Utilities | |
data fitting | 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) Related keywords: derivative-free minimization; finance; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; Newton algorithm; nonlinear least squares; optimization; sum-of-squares minimization; |
E04FFF | 26 | nagf_opt_handle_solve_dfls Derivative-free (DFO) solver for a nonlinear least squares objective function with bounded variables Related keywords: calibration; derivative-free optimization; DFO; DFO; maximizing a function; minimizing a function; nonlinear least squares; nonlinear least squares; optimization; optimization; sum of squares; |
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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) Related keywords: derivative-free minimization; finance; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; Newton algorithm; nonlinear least squares; optimization; sum-of-squares minimization; |
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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) Related keywords: BFGS, Broyden, Fletcher, Goldfarb and Shanno algorithm; finance; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; nonlinear least squares; optimization; quasi-Newton algorithm; sum-of-squares minimization; |
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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) Related keywords: finance; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; Newton algorithm; nonlinear least squares; optimization; sum-of-squares minimization; |
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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) Related keywords: BFGS, Broyden, Fletcher, Goldfarb and Shanno algorithm; finance; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; nonlinear least squares; optimization; quasi-Newton algorithm; sum-of-squares minimization; |
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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) Related keywords: finance; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; Newton algorithm; nonlinear least squares; optimization; sum-of-squares minimization; |
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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) Related keywords: finance; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; Newton algorithm; nonlinear least squares; optimization; sum-of-squares minimization; |
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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) Related keywords: finance; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; Newton algorithm; nonlinear least squares; optimization; sum-of-squares minimization; |
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E04NCF | 12 | nagf_opt_lsq_lincon_solve_old Linear programming (LP) convex quadratic programming (QP) or linearly-constrained linear least squares problem, dense Related keywords: active-set; convex optimization; finance; least squares; maximizing a function; minimizing a function; nonlinear least squares; optimization; QP, quadratic programming; |
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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 Related keywords: BVLS, bounded variable least squares; finance; maximizing a function; minimizing a function; NNLS, non-negative least squares; nonlinear least squares; non-negative least squares; optimization; |
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E04RMF | 26 | nagf_opt_handle_set_nlnls Define a nonlinear least squares objective function to a problem initialized by E04RAF Related keywords: calibration; derivative-free optimization; DFO; least squares fitting; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; NLP; nonlinear least squares; optimization; optimization; optimization; sum of squares; |
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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 Related keywords: finance; maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; nonlinear least squares; nonlinear programming; optimization; quasi-Newton approximation; sequential QP method; sum of squares; |
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data-on-lines polynomial approximation | E02CAF | 7 | nagf_fit_2dcheb_lines Least squares surface fit by polynomials, data on lines parallel to one independent coordinate axis Related keywords: bivariate polynomial approximation; Chebyshev polynomial approximation; curve and surface fitting; least squares; polynomial approximation; two-dimensional polynomial approximation; |
data stream | G01ANF | 23 | nagf_stat_quantiles_stream_fixed Calculates approximate quantiles from a data stream of known size Related keywords: big data; data analytics; quantiles; Simple Calculations on Statistical Data; streaming; |
G01APF | 23 | nagf_stat_quantiles_stream_arbitrary Calculates approximate quantiles from a data stream of unknown size Related keywords: big data; data analytics; quantiles; Simple Calculations on Statistical Data; streaming; |
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G01ATF | 24 | nagf_stat_summary_onevar Computes univariate summary information: mean, variance, skewness, kurtosis Related keywords: big data; data analytics; kurtosis; maximum value; mean; minimum value; Simple Calculations on Statistical Data; skewness; standard deviation; streaming; |
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G01AUF | 24 | nagf_stat_summary_onevar_combine Combines multiple sets of summary information, for use after G01ATF Related keywords: big data; data analytics; Simple Calculations on Statistical Data; streaming; summary information; |
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G01WAF | 24 | nagf_stat_moving_average Computes the mean and standard deviation using a rolling window Related keywords: big data; data analytics; mean; moving average; Simple Calculations on Statistical Data; standard deviation; streaming; |
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G02BZF | 24 | nagf_correg_ssqmat_combine Combines two sums of squares matrices, for use after G02BUF Related keywords: big data; correlation analysis; cross-products; data analytics; mean; nonlinear regression; polynomial regression; regression analysis; streaming; sum of squares; |
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G13MEF | 24 | nagf_tsa_inhom_iema Computes the iterated exponential moving average for a univariate inhomogeneous time series Related keywords: big data; data analytics; exponential moving average; moving average; streaming; time series; time series analysis; univariate time series; |
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G13MFF | 24 | nagf_tsa_inhom_iema_all Computes the iterated exponential moving average for a univariate inhomogeneous time series, intermediate results are also returned Related keywords: big data; data analytics; exponential moving average; moving average; streaming; time series; time series analysis; univariate time series; |
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G13MGF | 24 | nagf_tsa_inhom_ma Computes the exponential moving average for a univariate inhomogeneous time series Related keywords: big data; data analytics; exponential moving average; moving average; streaming; time series; time series analysis; univariate time series; |
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date and time | X05AAF | 14 | nagf_time_date_array Return date and time as an array of integers Related keywords: data and time utilities; time; |
X05ABF | 14 | nagf_time_date_array_string Convert array of integers representing date and time to character string Related keywords: data and time utilities; time; |
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X05ACF | 14 | nagf_time_date_string_compare Compare two character strings representing date and time Related keywords: data and time utilities; time; |
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Daubechies wavelet | C09AAF | 22 | nagf_wav_1d_init One-dimensional wavelet filter initialization Related keywords: biorthogonal wavelet; Haar wavelet; wavelets; wavelets, one-dimensional; wavelet transforms; |
C09ABF | 23 | nagf_wav_2d_init Two-dimensional wavelet filter initialization Related keywords: biorthogonal wavelet; Haar wavelet; wavelets; wavelets, two-dimensional; wavelet transforms; |
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C09ACF | 24 | nagf_wav_3d_init Three-dimensional wavelet filter initialization Related keywords: biorthogonal wavelet; Haar wavelet; wavelets; wavelets, three-dimensional; wavelet transforms; |
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David's test | G08BAF | 8 | nagf_nonpar_test_mooddavid Mood's and David's tests on two samples of unequal size Related keywords: dispersion; Mood's test for dispersion differences; nonparametric statistics; |
Dawson's integral | S15AFF | 7 | nagf_specfun_dawson Dawson's integral Related keywords: approximations of special functions; finance; |
daxpy | F06ECF | 12 | nagf_blas_daxpy Add scalar times real vector to real vector Related keywords: BLAS; blas, real matrices; elementary arithmetic; linear algebra support routines; |
F06ETF | 14 | nagf_blas_daxpyi Add scalar times real sparse vector to a full vector Related keywords: BLAS; blas, real matrices; elementary arithmetic; linear algebra support routines; |
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DBDSDC | F08MDF | 22 | nagf_lapackeig_dbdsdc Computes the singular value decomposition of a real bidiagonal matrix, optionally computing the singular vectors (divide-and-conquer) Related keywords: divide-and-conquer method; eigenproblem; LAPACK; LAPACK; least squares; matrix, band; algorithm; real, bidiagonal matrix; SVD, singular value decomposition; |
DBDSQR | F08MEF | 16 | nagf_lapackeig_dbdsqr Performs an SVD of real bidiagonal matrix reduced from real general matrix Related keywords: differential qd algorithm; eigenproblem; LAPACK; LAPACK; least squares; matrix, band; algorithm; algorithm; real, bidiagonal matrix; SVD, singular value decomposition; |
dcopy | F06EFF | 12 | nagf_blas_dcopy Copy real vector Related keywords: BLAS; blas, real matrices; elementary arithmetic; finance; linear algebra support routines; |
DDISNA | 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 Related keywords: complex, Hermitian, indefinite matrix; condition number, matrix; eigenproblem; eigenvectors; finance; LAPACK; LAPACK; least squares; real, indefinite, symmetric matrix; |
ddot | F06EAF | 12 | nagf_blas_ddot Dot product of two real vectors Related keywords: BLAS; blas, real matrices; finance; inner product; linear algebra support routines; |
ddoti | F06ERF | 14 | nagf_blas_ddoti Dot product of a real sparse and a full vector Related keywords: BLAS; blas, real matrices; inner product; linear algebra support routines; |
decimal digits | X02BEF | 5 | nagf_machine_decimal_digits The maximum number of decimal digits that can be represented Related keywords: machine constants; |
decomposition, matrix | F01BUF | 7 | nagf_matop_real_symm_posdef_fac factorization of real symmetric positive definite band matrix Related keywords: inversion; matrix, band; matrix operations; real, band, positive-definite, symmetric matrix; decomposition; |
Delaunay–Voronoi process | D06ABF | 20 | nagf_mesh_2d_gen_delaunay Generates a two-dimensional mesh using a Delaunay–Voronoi process Related keywords: mesh generation; triangular mesh; |
dendrogram | G03EHF | 16 | nagf_mv_cluster_hier_dendrogram Constructs dendrogram (for use after G03ECF) Related keywords: big data; data analytics; hierarchical cluster analysis; multivariate methods; |
dense | E04UCF | 12 | nagf_opt_nlp1_solve_old Nonlinear programming (NLP), dense, active-set SQP method, using function values and optionally first derivatives, recommended Related keywords: finance; maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; nonlinear programming; optimization; sequential QP method; SQP; |
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) Related keywords: finance; maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; nonlinear programming; optimization; sequential QP method; SQP; |
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E04WDF | 21 | nagf_opt_nlp2_solve Nonlinear programming (NLP), dense, active-set SQP method, using function values and optionally first derivatives Related keywords: finance; maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; nonlinear programming; optimization; sequential QP method; SQP; |
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derivative, Landau density function | G01RTF | 21 | nagf_stat_pdf_landau_deriv Landau derivative function Related keywords: finance; Landau density function; Simple Calculations on Statistical Data; |
derivative, options | S30AAF | 22 | nagf_specfun_opt_bsm_price Black–Scholes–Merton option pricing formula Related keywords: approximations of special functions; Black–Scholes option pricing; finance; option pricing; |
S30ABF | 22 | nagf_specfun_opt_bsm_greeks Black–Scholes–Merton option pricing formula with Greeks Related keywords: approximations of special functions; Black–Scholes option pricing; finance; Greeks, options; option pricing; |
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S30BAF | 22 | nagf_specfun_opt_lookback_fls_price Floating-strike lookback option pricing formula in the Black-Scholes-Merton model Related keywords: approximations of special functions; finance; floating-strike lookback option; option pricing; |
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S30BBF | 22 | nagf_specfun_opt_lookback_fls_greeks Floating-strike lookback option pricing formula with Greeks in the Black-Scholes-Merton model Related keywords: approximations of special functions; finance; floating-strike lookback option; Greeks, options; option pricing; |
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S30CAF | 22 | nagf_specfun_opt_binary_con_price Binary option, cash-or-nothing pricing formula Related keywords: approximations of special functions; binary option; cash-or-nothing option; finance; option pricing; |
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S30CBF | 22 | nagf_specfun_opt_binary_con_greeks Binary option, cash-or-nothing pricing formula with Greeks Related keywords: approximations of special functions; binary option; cash-or-nothing option; finance; Greeks, options; option pricing; |
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S30CCF | 22 | nagf_specfun_opt_binary_aon_price Binary option, asset-or-nothing pricing formula Related keywords: approximations of special functions; binary option; cash-or-nothing option; finance; option pricing; |
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S30CDF | 22 | nagf_specfun_opt_binary_aon_greeks Binary option, asset-or-nothing pricing formula with Greeks Related keywords: approximations of special functions; binary option; cash-or-nothing option; finance; Greeks, options; option pricing; |
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S30FAF | 22 | nagf_specfun_opt_barrier_std_price Standard barrier option pricing formula Related keywords: approximations of special functions; barrier option; finance; option pricing; |
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S30JAF | 22 | nagf_specfun_opt_jumpdiff_merton_price Jump-diffusion, Merton's model, option pricing formula Related keywords: approximations of special functions; finance; jump-diffusion model, option pricing; Merton model, option pricing; option pricing; |
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S30JBF | 22 | nagf_specfun_opt_jumpdiff_merton_greeks Jump-diffusion, Merton's model, option pricing formula with Greeks Related keywords: approximations of special functions; finance; Greeks, options; jump-diffusion model, option pricing; Merton model, option pricing; option pricing; |
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S30NAF | 22 | nagf_specfun_opt_heston_price Heston's model option pricing formula Related keywords: approximations of special functions; finance; finance; Heston model, options; option pricing; |
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S30NBF | 23 | nagf_specfun_opt_heston_greeks Heston's model option pricing formula with Greeks Related keywords: approximations of special functions; finance; Greeks, options; Heston model, options; option pricing; |
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S30SAF | 22 | nagf_specfun_opt_asian_geom_price Asian option, geometric continuous average rate pricing formula Related keywords: approximations of special functions; Asian option; finance; option pricing; |
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S30SBF | 22 | nagf_specfun_opt_asian_geom_greeks Asian option, geometric continuous average rate pricing formula with Greeks Related keywords: approximations of special functions; Asian option; finance; Greeks, options; option pricing; |
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derivative-free minimization | E04ABF | 6 | nagf_opt_one_var_func_old Minimum, function of one variable, using function values only Related keywords: finance; maximizing a function; minimization, unconstrained; minimizing a function; NLP; nonlinear programming; one-dimensional quadratic interpolation; optimization; univariate minimization; |
E04CBF | 22 | nagf_opt_uncon_simplex Unconstrained minimum, Nelder–Mead simplex algorithm, using function values only Related keywords: finance; maximizing a function; minimization, unconstrained; minimizing a function; Nelder–Mead algorithm; NLP; nonlinear programming; optimization; simplex algorithm; |
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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) Related keywords: data fitting; finance; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; Newton algorithm; nonlinear least squares; optimization; sum-of-squares minimization; |
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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) Related keywords: data fitting; finance; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; Newton algorithm; nonlinear least squares; optimization; sum-of-squares minimization; |
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derivative-free optimization | E04FFF | 26 | nagf_opt_handle_solve_dfls Derivative-free (DFO) solver for a nonlinear least squares objective function with bounded variables Related keywords: calibration; data fitting; DFO; DFO; maximizing a function; minimizing a function; nonlinear least squares; nonlinear least squares; optimization; optimization; sum of squares; |
E04RMF | 26 | nagf_opt_handle_set_nlnls Define a nonlinear least squares objective function to a problem initialized by E04RAF Related keywords: calibration; data fitting; DFO; least squares fitting; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; NLP; nonlinear least squares; optimization; optimization; optimization; sum of squares; |
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derivative of a Gaussian wavelet | C09BAF | 23 | nagf_wav_1d_cont One-dimensional real continuous wavelet transform Related keywords: Mexican hat wavelet; Morlet wavelet; wavelet continuous; wavelets; wavelets, one-dimensional; wavelet transforms; |
derivatives, psi function | S14ADF | 14 | nagf_specfun_polygamma_deriv Scaled derivatives of Related keywords: approximations of special functions; finance; psi function; |
S14AEF | 20 | nagf_specfun_psi_deriv_real Polygamma function for real Related keywords: approximations of special functions; finance; psi function; |
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S14AFF | 20 | nagf_specfun_psi_deriv_complex Polygamma function for complex Related keywords: approximations of special functions; digamma function; polygamma function; psi function; trigamma function; |
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design matrix | G22YCF | 26 | nagf_blgm_lm_design_matrix Construct a design matrix from a linear model specified using G22YAF Related keywords: regression; |
G22YDF | 26 | nagf_blgm_lm_submodel Construct a vector indicating which columns of a design matrix to include in a submodel specified using G22YAF Related keywords: regression; |
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design of experiments | G04DAF | 17 | nagf_anova_contrasts Computes sum of squares for contrast between means Related keywords: analysis of variance; experimental design; sum of squares; |
G04DBF | 17 | nagf_anova_confidence Computes confidence intervals for differences between means computed by G04BBF or G04BCF Related keywords: analysis of variance; confidence interval; experimental design; |
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G04EAF | 17 | nagf_anova_dummyvars Computes orthogonal polynomials or dummy variables for factor/classification variable Related keywords: analysis of variance; classification variable; experimental design; factor variable; |
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destroy | G22ZAF | 26 | nagf_blgm_handle_free Destroy a and deallocate all the memory used Related keywords: free; handle; |
determinant | F03 Chapter Introduction | Determinants | |
deviates | G01FAF | 15 | nagf_stat_inv_cdf_normal Computes deviates for the standard Normal distribution Related keywords: finance; inverse CDF; inverse cumulative distribution function; Normal distribution; Simple Calculations on Statistical Data; |
G01FBF | 14 | nagf_stat_inv_cdf_students_t Computes deviates for Student's -distribution Related keywords: finance; inverse CDF; inverse cumulative distribution function; Simple Calculations on Statistical Data; Student's -distribution; |
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G01FCF | 14 | nagf_stat_inv_cdf_chisq Computes deviates for the distribution Related keywords: chi-squared distribution; finance; inverse CDF; inverse cumulative distribution function; Simple Calculations on Statistical Data; |
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G01FDF | 14 | nagf_stat_inv_cdf_f Computes deviates for the -distribution Related keywords: -distribution; finance; inverse CDF; inverse cumulative distribution function; Simple Calculations on Statistical Data; |
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G01FEF | 14 | nagf_stat_inv_cdf_beta Computes deviates for the beta distribution Related keywords: beta distribution; finance; inverse CDF; inverse cumulative distribution function; Simple Calculations on Statistical Data; |
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G01FFF | 14 | nagf_stat_inv_cdf_gamma Computes deviates for the gamma distribution Related keywords: finance; gamma distribution; inverse CDF; inverse cumulative distribution function; Simple Calculations on Statistical Data; |
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G01FMF | 15 | nagf_stat_inv_cdf_studentized_range Computes deviates for the Studentized range statistic Related keywords: finance; inverse CDF; inverse cumulative distribution function; Simple Calculations on Statistical Data; Studentized range statistic; |
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G01TAF | 24 | nagf_stat_inv_cdf_normal_vector Computes a vector of deviates for the standard Normal distribution Related keywords: big data; data analytics; Gaussian distribution; inverse CDF; inverse cumulative distribution function; Normal distribution; Simple Calculations on Statistical Data; |
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G01TBF | 24 | nagf_stat_inv_cdf_students_t_vector Computes a vector of deviates for Student's -distribution Related keywords: big data; data analytics; inverse CDF; inverse cumulative distribution function; Simple Calculations on Statistical Data; Student's -distribution; |
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G01TCF | 24 | nagf_stat_inv_cdf_chisq_vector Computes a vector of deviates for distribution Related keywords: big data; chi-squared distribution; data analytics; inverse CDF; inverse cumulative distribution function; Simple Calculations on Statistical Data; |
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G01TDF | 24 | nagf_stat_inv_cdf_f_vector Computes a vector of deviates for -distribution Related keywords: big data; data analytics; -distribution; inverse CDF; inverse cumulative distribution function; Simple Calculations on Statistical Data; variance-ratio distribution; |
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G01TEF | 24 | nagf_stat_inv_cdf_beta_vector Computes a vector of deviates for the beta distribution Related keywords: beta distribution; big data; data analytics; inverse CDF; inverse cumulative distribution function; Simple Calculations on Statistical Data; |
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G01TFF | 24 | nagf_stat_inv_cdf_gamma_vector Computes a vector of deviates for the gamma distribution Related keywords: big data; data analytics; gamma distribution; inverse CDF; inverse cumulative distribution function; Simple Calculations on Statistical Data; |
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DFO | E04FFF | 26 | nagf_opt_handle_solve_dfls Derivative-free (DFO) solver for a nonlinear least squares objective function with bounded variables Related keywords: calibration; data fitting; derivative-free optimization; maximizing a function; minimizing a function; nonlinear least squares; nonlinear least squares; optimization; optimization; sum of squares; |
E04RMF | 26 | nagf_opt_handle_set_nlnls Define a nonlinear least squares objective function to a problem initialized by E04RAF Related keywords: calibration; data fitting; derivative-free optimization; least squares fitting; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; NLP; nonlinear least squares; optimization; optimization; optimization; sum of squares; |
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DGBBRD | F08LEF | 19 | nagf_lapackeig_dgbbrd Performs a reduction of real rectangular band matrix to upper bidiagonal form Related keywords: eigenproblem; Givens rotations; LAPACK; LAPACK; least squares; matrix, band; real, band, by matrix; |
DGBCON | F07BGF | 15 | nagf_lapacklin_dgbcon Estimate condition number of real band matrix, matrix already factorized by F07BDF Related keywords: condition number, matrix; LAPACK; linear equations; matrix, band; real, band matrix; |
DGBEQU | F07BFF | 22 | nagf_lapacklin_dgbequ Computes row and column scalings intended to equilibrate a real banded matrix and reduce its condition number Related keywords: equilibration; LAPACK; linear equations; matrix, band; real, band matrix; scaling; |
dgbmv | F06PBF | 12 | nagf_blas_dgbmv Matrix-vector product, real rectangular band matrix Related keywords: BLAS; blas, real matrices; linear algebra support routines; matrix, band; multiply, matrix; real, band, by matrix; |
DGBRFS | F07BHF | 15 | nagf_lapacklin_dgbrfs Refined solution with error bounds of real band system of linear equations, multiple right-hand sides Related keywords: backward error; forward error; LAPACK; linear equations; decomposition; matrix, band; real, band matrix; |
DGBSV | F07BAF | 21 | nagf_lapacklin_dgbsv Computes the solution to a real banded system of linear equations Related keywords: LAPACK; linear equations; decomposition; matrix, band; real, band matrix; |
DGBSVX | F07BBF | 21 | nagf_lapacklin_dgbsvx Uses the factorization to compute the solution, error-bound and condition estimate for a real banded system of linear equations Related keywords: backward error; condition number, matrix; error bound, matrix; forward error; LAPACK; linear equations; decomposition; matrix, band; real, band matrix; |
DGBTRF | F07BDF | 15 | nagf_lapacklin_dgbtrf factorization of real by band matrix Related keywords: LAPACK; linear equations; decomposition; matrix, band; real, band matrix; |
DGBTRS | F07BEF | 15 | nagf_lapacklin_dgbtrs Solution of real band system of linear equations, multiple right-hand sides, matrix already factorized by F07BDF Related keywords: LAPACK; linear equations; decomposition; matrix, band; real, band matrix; |
DGEBAK | F08NJF | 16 | nagf_lapackeig_dgebak Transforms eigenvectors of real balanced matrix to those of original matrix supplied to F08NHF Related keywords: balancing; eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; |
DGEBAL | F08NHF | 16 | nagf_lapackeig_dgebal Balances a real general matrix Related keywords: balancing; eigenproblem; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; |
DGEBRD | F08KEF | 16 | nagf_lapackeig_dgebrd Performs an orthogonal reduction of real general rectangular matrix to bidiagonal form Related keywords: eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; real, by matrix; |
DGECON | F07AGF | 15 | nagf_lapacklin_dgecon Estimate condition number of real matrix, matrix already factorized by F07ADF Related keywords: condition number, matrix; LAPACK; linear equations; decomposition; real, nonsymmetric matrix; |
DGEEQU | F07AFF | 22 | nagf_lapacklin_dgeequ Computes row and column scalings intended to equilibrate a general real matrix and reduce its condition number Related keywords: equilibration; LAPACK; linear equations; real, nonsymmetric matrix; scaling; |
DGEES | F08PAF | 21 | nagf_lapackeig_dgees Computes for real square nonsymmetric matrix, the eigenvalues, the real Schur form, and, optionally, the matrix of Schur vectors Related keywords: eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; Schur form; Schur vectors; |
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 Related keywords: condition number, matrix; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; Schur form; Schur vectors; |
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DGEEV | F08NAF | 21 | nagf_lapackeig_dgeev Computes all eigenvalues and, optionally, left and/or right eigenvectors of a real nonsymmetric matrix Related keywords: eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; orthogonal transformations; algorithm; real, nonsymmetric matrix; |
F08NNF | 21 | nagf_lapackeig_zgeev Computes all eigenvalues and, optionally, left and/or right eigenvectors of a complex nonsymmetric matrix Related keywords: complex, nonsymmetric matrix; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; |
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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 Related keywords: balancing; complex, nonsymmetric matrix; condition number, matrix; eigenproblem; eigenvalues; eigenvectors; finance; forward error; LAPACK; LAPACK; least squares; |
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DGEEVX | 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 Related keywords: balancing; condition number, matrix; eigenproblem; eigenvalues; eigenvectors; finance; forward error; LAPACK; LAPACK; least squares; orthogonal transformations; algorithm; real, nonsymmetric matrix; |
DGEHRD | F08NEF | 16 | nagf_lapackeig_dgehrd Performs an orthogonal reduction of real general matrix to upper Hessenberg form Related keywords: eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; real, nonsymmetric matrix; |
DGEJSV | 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) Related keywords: eigenproblem; Jacobi method; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; singular value decomposition; |
DGELQF | F08AHF | 16 | nagf_lapackeig_dgelqf Performs a factorization of real general rectangular matrix Related keywords: eigenproblem; LAPACK; LAPACK; least squares; factorization; real, by matrix; |
DGELS | F08AAF | 21 | nagf_lapackeig_dgels Solves a real linear least squares problem of full rank Related keywords: eigenproblem; finance; LAPACK; LAPACK; least squares; linear least squares; decomposition; overdetermined linear equations; factorization; real, by matrix; underdetermined linear system; |
DGELSD | F08KCF | 21 | nagf_lapackeig_dgelsd Computes the minimum-norm solution to a real linear least squares problem using singular value decomposition (divide-and-conquer) Related keywords: divide-and-conquer method; eigenproblem; finance; LAPACK; LAPACK; least squares; linear least squares; minimal least squares; real, by matrix; SVD, singular value decomposition; |
DGELSS | F08KAF | 21 | nagf_lapackeig_dgelss Computes the minimum-norm solution to a real linear least squares problem using singular value decomposition Related keywords: eigenproblem; LAPACK; LAPACK; least squares; linear least squares; minimal least squares; real, by matrix; SVD, singular value decomposition; |
DGELSY | F08BAF | 21 | nagf_lapackeig_dgelsy Computes the minimum-norm solution to a real linear least squares problem Related keywords: eigenproblem; finance; LAPACK; LAPACK; least squares; linear least squares; minimal least squares; real, by matrix; |
dgemm | F06YAF | 14 | nagf_blas_dgemm Matrix-matrix product, two real rectangular matrices Related keywords: BLAS; blas, real matrices; finance; linear algebra support routines; multiply, matrix; real, by matrix; |
DGEMQRT | F08ACF | 25 | nagf_lapackeig_dgemqrt Applies the orthogonal transformation determined by F08ABF Related keywords: eigenproblem; explicit blocking; LAPACK; least squares; orthogonal transformations; QR factorization; recursive QR; |
dgemv | F06PAF | 12 | nagf_blas_dgemv Matrix-vector product, real rectangular matrix Related keywords: BLAS; blas, real matrices; finance; linear algebra support routines; multiply, matrix; real, by matrix; |
DGEQLF | F08CEF | 22 | nagf_lapackeig_dgeqlf factorization of real general rectangular matrix Related keywords: eigenproblem; LAPACK; LAPACK; least squares; factorization; real, by matrix; |
DGEQP3 | F08BFF | 22 | nagf_lapackeig_dgeqp3 factorization, with column pivoting, using BLAS-3, of real general rectangular matrix Related keywords: eigenproblem; finance; LAPACK; LAPACK; least squares; orthogonal transformations; factorization; real, by matrix; |
DGEQPF | F08BEF | 16 | nagf_lapackeig_dgeqpf factorization, with column pivoting, of real general rectangular matrix Related keywords: eigenproblem; finance; LAPACK; LAPACK; least squares; orthogonal transformations; factorization; real, by matrix; |
DGEQRF | F08AEF | 16 | nagf_lapackeig_dgeqrf Performs a factorization of real general rectangular matrix Related keywords: eigenproblem; finance; LAPACK; LAPACK; least squares; factorization; real, by matrix; |
DGEQRT | F08ABF | 25 | nagf_lapackeig_dgeqrt Performs a factorization of real general rectangular matrix, with explicit blocking Related keywords: eigenproblem; explicit blocking; LAPACK; least squares; QR factorization; real, m by n matrix; recursive QR; |
dger | F06PMF | 12 | nagf_blas_dger Rank-1 update, real rectangular matrix Related keywords: BLAS; blas, real matrices; linear algebra support routines; rank matrix updates; real, by matrix; |
DGERFS | F07AHF | 15 | nagf_lapacklin_dgerfs Refined solution with error bounds of real system of linear equations, multiple right-hand sides Related keywords: backward error; error bound, matrix; forward error; LAPACK; linear equations; decomposition; real, nonsymmetric matrix; |
DGERQF | F08CHF | 22 | nagf_lapackeig_dgerqf factorization of real general rectangular matrix Related keywords: eigenproblem; LAPACK; LAPACK; least squares; real, by matrix; RQ factorizations; |
DGESDD | 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) Related keywords: divide-and-conquer method; eigenproblem; finance; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; SVD, singular value decomposition; |
DGESV | F07AAF | 21 | nagf_lapacklin_dgesv Computes the solution to a real system of linear equations Related keywords: finance; LAPACK; linear equations; decomposition; real, nonsymmetric matrix; |
DGESVD | F08KBF | 21 | nagf_lapackeig_dgesvd Computes the singular value decomposition of a real matrix, optionally computing the left and/or right singular vectors Related keywords: eigenproblem; finance; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; SVD, singular value decomposition; |
DGESVJ | 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) Related keywords: eigenproblem; Jacobi method; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; singular value decomposition; |
DGESVX | F07ABF | 21 | nagf_lapacklin_dgesvx Uses the factorization to compute the solution, error-bound and condition estimate for a real system of linear equations Related keywords: backward error; condition number, matrix; error bound, matrix; finance; forward error; LAPACK; linear equations; decomposition; real, nonsymmetric matrix; |
DGETRF | F07ADF | 15 | nagf_lapacklin_dgetrf factorization of real by matrix Related keywords: finance; LAPACK; linear equations; decomposition; real, by matrix; |
DGETRI | F07AJF | 15 | nagf_lapacklin_dgetri Inverse of real matrix, matrix already factorized by F07ADF Related keywords: finance; inverse, matrix; LAPACK; linear equations; decomposition; real, nonsymmetric matrix; |
DGETRS | F07AEF | 15 | nagf_lapacklin_dgetrs Solution of real system of linear equations, multiple right-hand sides, matrix already factorized by F07ADF Related keywords: LAPACK; linear equations; decomposition; real, nonsymmetric matrix; |
DGGBAK | F08WJF | 20 | nagf_lapackeig_dggbak Transforms eigenvectors of a pair of real balanced matrices to those of original matrix pair supplied to F08WHF Related keywords: balancing; eigenproblem; eigenproblem, generalized; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; |
DGGES | 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 Related keywords: eigenproblem; eigenvalues; generalized Schur form; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; Schur form, generalized; Schur vectors; |
DGGES3 | 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 Related keywords: eigenproblem; eigenvalues; generalized Schur form; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; Schur form, generalized; Schur vectors; |
DGGESX | 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 Related keywords: condition number, matrix; eigenproblem; eigenvalues; generalized Schur form; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; Schur form, generalized; Schur vectors; |
DGGEV | F08WAF | 21 | nagf_lapackeig_dggev Computes, for a real nonsymmetric matrix pair, the generalized eigenvalues, and optionally, the left and/or right generalized eigenvectors Related keywords: eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; |
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 Related keywords: eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; |
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DGGEVX | 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 Related keywords: balancing; condition number, matrix; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; finance; forward error; generalized eigenproblem; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; |
DGGGLM | F08ZBF | 21 | nagf_lapackeig_dggglm Solves a real general Gauss–Markov linear model (GLM) problem Related keywords: eigenproblem; Gauss–Markov linear model; LAPACK; LAPACK; least squares; factorization; real, by matrix; |
DGGHD3 | F08WFF | 26 | nagf_lapackeig_dgghd3 Performs, using BLAS-3, an orthogonal reduction of a pair of real general matrices to generalized upper Hessenberg form Related keywords: eigenproblem; eigenproblem, generalized; generalized eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; real, nonsymmetric matrix; |
DGGHRD | F08WEF | 20 | nagf_lapackeig_dgghrd Performs an orthogonal reduction of a pair of real general matrices to generalized upper Hessenberg form Related keywords: eigenproblem; eigenproblem, generalized; generalized eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; real, nonsymmetric matrix; |
F08WHF | 20 | nagf_lapackeig_dggbal Balances a pair of real, square, matrices Related keywords: balancing; eigenproblem; eigenproblem, generalized; generalized eigenproblem; LAPACK; LAPACK; least squares; |
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DGGLSE | F08ZAF | 21 | nagf_lapackeig_dgglse Solves the real linear equality-constrained least squares (LSE) problem Related keywords: eigenproblem; LAPACK; LAPACK; least squares; linear least squares; real, by matrix; RQ factorizations; |
DGGQRF | F08ZEF | 22 | nagf_lapackeig_dggqrf Computes a generalized factorization of a real matrix pair Related keywords: eigenproblem; LAPACK; LAPACK; least squares; factorization; real, by matrix; |
DGGRQF | F08ZFF | 22 | nagf_lapackeig_dggrqf Computes a generalized factorization of a real matrix pair Related keywords: eigenproblem; LAPACK; LAPACK; least squares; real, by matrix; RQ factorizations; |
DGGSVD | F08VAF | 21 | nagf_lapackeig_dggsvd Computes the generalized singular value decomposition of a real matrix pair Related keywords: eigenproblem; GSVD, generalized singular value decomposition; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; SVD, generalized; |
DGGSVD3 | F08VCF | 26 | nagf_lapackeig_dggsvd3 Computes, using BLAS-3, the generalized singular value decomposition of a real matrix pair Related keywords: eigenproblem; GSVD, generalized singular value decomposition; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; SVD, generalized; |
DGGSVP | F08VEF | 22 | nagf_lapackeig_dggsvp Produces orthogonal matrices that simultaneously reduce the by matrix and the by matrix to upper triangular form Related keywords: eigenproblem; GSVD, generalized singular value decomposition; LAPACK; LAPACK; least squares; orthogonal transformations; real, by matrix; SVD, generalized; |
DGGSVP3 | F08VGF | 26 | nagf_lapackeig_dggsvp3 Produces orthogonal matrices, using BLAS-3, that simultaneously reduce the by matrix and the by matrix to upper triangular form Related keywords: eigenproblem; GSVD, generalized singular value decomposition; LAPACK; LAPACK; least squares; orthogonal transformations; real, by matrix; SVD, generalized; |
DGTCON | F07CGF | 22 | nagf_lapacklin_dgtcon Estimates the reciprocal of the condition number of a real tridiagonal matrix using the factorization computed by F07CDF Related keywords: condition number, matrix; LAPACK; linear equations; decomposition; matrix, band; real, tridiagonal matrix; |
F07CHF | 22 | nagf_lapacklin_dgtrfs Refined solution with error bounds of real tridiagonal system of linear equations, multiple right-hand sides Related keywords: backward error; forward error; LAPACK; linear equations; decomposition; matrix, band; real, tridiagonal matrix; |
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dgthr | F06EUF | 14 | nagf_blas_dgthr Gather real sparse vector Related keywords: BLAS; blas, real matrices; elementary arithmetic; linear algebra support routines; |
dgthrz | F06EVF | 14 | nagf_blas_dgthrz Gather and set to zero real sparse vector Related keywords: BLAS; blas, real matrices; elementary arithmetic; linear algebra support routines; |
F06EWF | 14 | nagf_blas_dsctr Scatter real sparse vector Related keywords: BLAS; blas, real matrices; elementary arithmetic; linear algebra support routines; |
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DGTSV | F07CAF | 21 | nagf_lapacklin_dgtsv Computes the solution to a real tridiagonal system of linear equations Related keywords: finance; LAPACK; linear equations; decomposition; matrix, band; real, tridiagonal matrix; |
DGTSVX | F07CBF | 21 | nagf_lapacklin_dgtsvx Uses the factorization to compute the solution, error-bound and condition estimate for a real tridiagonal system of linear equations Related keywords: backward error; condition number, matrix; error bound, matrix; forward error; LAPACK; linear equations; decomposition; matrix, band; real, tridiagonal matrix; |
DGTTRF | F07CDF | 22 | nagf_lapacklin_dgttrf factorization of real tridiagonal matrix Related keywords: finance; LAPACK; linear equations; decomposition; matrix, band; real, tridiagonal matrix; |
DGTTRS | F07CEF | 22 | nagf_lapacklin_dgttrs Solves a real tridiagonal system of linear equations using the factorization computed by F07CDF Related keywords: finance; LAPACK; linear equations; decomposition; matrix, band; real, tridiagonal matrix; |
DHGEQZ | 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 Related keywords: eigenproblem; eigenvalues; generalized Schur form; LAPACK; LAPACK; least squares; real, Hessenberg matrix; |
DHSEIN | F08PKF | 16 | nagf_lapackeig_dhsein Computes selected right and/or left eigenvectors of real upper Hessenberg matrix by inverse iteration Related keywords: eigenproblem; eigenvectors; inverse iteration; LAPACK; LAPACK; least squares; real, Hessenberg matrix; |
DHSEQR | F08PEF | 16 | nagf_lapackeig_dhseqr Computes the eigenvalues and Schur factorization of real upper Hessenberg matrix reduced from real general matrix Related keywords: eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; Schur form; |
diagonal pivoting method | F07MAF | 21 | nagf_lapacklin_dsysv Computes the solution to a real symmetric system of linear equations Related keywords: DSYSV; LAPACK; LDLT decomposition; linear equations; real, indefinite, symmetric matrix; decompositiuon; |
F07MBF | 21 | nagf_lapacklin_dsysvx Uses the diagonal pivoting factorization to compute the solution to a real symmetric system of linear equations Related keywords: backward error; DSYSVX; forward error; LAPACK; LDLT decomposition; linear equations; real, indefinite, symmetric matrix; decompositiuon; |
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F07MDF | 15 | nagf_lapacklin_dsytrf Bunch–Kaufman factorization of real symmetric indefinite matrix Related keywords: Bunch–Kaufman factorization; DSYTRF; LAPACK; linear equations; real, indefinite, symmetric matrix; |
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F07MEF | 15 | nagf_lapacklin_dsytrs Solution of real symmetric indefinite system of linear equations, multiple right-hand sides, matrix already factorized by F07MDF Related keywords: Bunch–Kaufman factorization; DSYTRS; LAPACK; linear equations; real, indefinite, symmetric matrix; |
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F07MGF | 15 | nagf_lapacklin_dsycon Estimate condition number of real symmetric indefinite matrix, matrix already factorized by F07MDF Related keywords: Bunch–Kaufman factorization; condition number, matrix; DSYCON; LAPACK; linear equations; real, indefinite, symmetric matrix; |
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F07MHF | 15 | nagf_lapacklin_dsyrfs Refined solution with error bounds of real symmetric indefinite system of linear equations, multiple right-hand sides Related keywords: backward error; Bunch–Kaufman factorization; DSYRFS; forward error; LAPACK; linear equations; real, indefinite, symmetric matrix; |
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F07MJF | 15 | nagf_lapacklin_dsytri Inverse of real symmetric indefinite matrix, matrix already factorized by F07MDF Related keywords: Bunch–Kaufman factorization; DSYTRI; inverse, matrix; LAPACK; linear equations; real, indefinite, symmetric matrix; |
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F07MNF | 21 | nagf_lapacklin_zhesv Computes the solution to a complex Hermitian system of linear equations Related keywords: complex, Hermitian, indefinite matrix; LAPACK; decomposition; linear equations; decomposition; ZHESV; |
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F07MPF | 21 | nagf_lapacklin_zhesvx Uses the diagonal pivoting factorization to compute the solution to a complex Hermitian system of linear equations Related keywords: backward error; complex, Hermitian, indefinite matrix; forward error; LAPACK; decomposition; linear equations; decomposition; ZHESVX; |
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F07MRF | 15 | nagf_lapacklin_zhetrf Bunch–Kaufman factorization of complex Hermitian indefinite matrix Related keywords: Bunch–Kaufman factorization; complex, Hermitian, indefinite matrix; LAPACK; linear equations; ZHETRF; |
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F07MSF | 15 | nagf_lapacklin_zhetrs Solution of complex Hermitian indefinite system of linear equations, multiple right-hand sides, matrix already factorized by F07MRF Related keywords: Bunch–Kaufman factorization; complex, Hermitian, indefinite matrix; LAPACK; linear equations; ZHETRS; |
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F07MUF | 15 | nagf_lapacklin_zhecon Estimate condition number of complex Hermitian indefinite matrix, matrix already factorized by F07MRF Related keywords: Bunch–Kaufman factorization; complex, Hermitian, indefinite matrix; condition number, matrix; LAPACK; linear equations; ZHECON; |
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F07MVF | 15 | nagf_lapacklin_zherfs Refined solution with error bounds of complex Hermitian indefinite system of linear equations, multiple right-hand sides Related keywords: backward error; Bunch–Kaufman factorization; complex, Hermitian, indefinite matrix; error bound, matrix; forward error; LAPACK; linear equations; ZHERFS; |
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F07MWF | 15 | nagf_lapacklin_zhetri Inverse of complex Hermitian indefinite matrix, matrix already factorized by F07MRF Related keywords: Bunch–Kaufman factorization; complex, Hermitian, indefinite matrix; inverse, matrix; LAPACK; linear equations; ZHETRI; |
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F07NNF | 21 | nagf_lapacklin_zsysv Computes the solution to a complex symmetric system of linear equations Related keywords: complex, symmetric matrix; LAPACK; decomposition; linear equations; decomposition; ZSYSV; |
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F07NPF | 21 | nagf_lapacklin_zsysvx Uses the diagonal pivoting factorization to compute the solution to a complex symmetric system of linear equations Related keywords: backward error; complex, symmetric matrix; forward error; LAPACK; decomposition; linear equations; decomposition; ZSYSVX; |
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F07NRF | 15 | nagf_lapacklin_zsytrf Bunch–Kaufman factorization of complex symmetric matrix Related keywords: Bunch–Kaufman factorization; complex, symmetric matrix; LAPACK; linear equations; ZSYTRF; |
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F07NSF | 15 | nagf_lapacklin_zsytrs Solution of complex symmetric system of linear equations, multiple right-hand sides, matrix already factorized by F07NRF Related keywords: Bunch–Kaufman factorization; complex, symmetric matrix; LAPACK; linear equations; ZSYTRS; |
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F07NUF | 15 | nagf_lapacklin_zsycon Estimate condition number of complex symmetric matrix, matrix already factorized by F07NRF Related keywords: Bunch–Kaufman factorization; complex, symmetric matrix; condition number, matrix; LAPACK; linear equations; ZSYCON; |
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F07NVF | 15 | nagf_lapacklin_zsyrfs Refined solution with error bounds of complex symmetric system of linear equations, multiple right-hand sides Related keywords: backward error; Bunch–Kaufman factorization; complex, symmetric matrix; error bound, matrix; forward error; LAPACK; linear equations; ZSYRFS; |
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F07NWF | 15 | nagf_lapacklin_zsytri Inverse of complex symmetric matrix, matrix already factorized by F07NRF Related keywords: Bunch–Kaufman factorization; complex, symmetric matrix; inverse, matrix; LAPACK; linear equations; ZSYTRI; |
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F07PAF | 21 | nagf_lapacklin_dspsv Computes the solution to a real symmetric system of linear equations, packed storage Related keywords: DSPSV; LAPACK; decomposition; linear equations; real, indefinite, symmetric matrix; decomposition; |
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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 Related keywords: backward error; condition number, matrix; DSPSVX; error bound, matrix; forward error; LAPACK; decomposition; linear equations; real, indefinite, symmetric matrix; decomposition; |
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F07PDF | 15 | nagf_lapacklin_dsptrf Bunch–Kaufman factorization of real symmetric indefinite matrix, packed storage Related keywords: Bunch–Kaufman factorization; DSPTRF; LAPACK; linear equations; real, indefinite, symmetric matrix; |
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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 Related keywords: Bunch–Kaufman factorization; DSPTRS; LAPACK; linear equations; real, indefinite, symmetric matrix; |
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F07PGF | 15 | nagf_lapacklin_dspcon Estimate condition number of real symmetric indefinite matrix, matrix already factorized by F07PDF, packed storage Related keywords: Bunch–Kaufman factorization; condition number, matrix; DSPCON; LAPACK; linear equations; real, indefinite, symmetric matrix; |
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F07PHF | 15 | nagf_lapacklin_dsprfs Refined solution with error bounds of real symmetric indefinite system of linear equations, multiple right-hand sides, packed storage Related keywords: backward error; Bunch–Kaufman factorization; DSPRFS; forward error; LAPACK; linear equations; real, indefinite, symmetric matrix; |
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F07PJF | 15 | nagf_lapacklin_dsptri Inverse of real symmetric indefinite matrix, matrix already factorized by F07PDF, packed storage Related keywords: Bunch–Kaufman factorization; DSPTRI; inverse, matrix; LAPACK; linear equations; real, indefinite, symmetric matrix; |
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F07PNF | 21 | nagf_lapacklin_zhpsv Computes the solution to a complex Hermitian system of linear equations, packed storage Related keywords: complex, Hermitian, indefinite matrix; inverse, matrix; LAPACK; decomposition; linear equations; decomposition; ZHPSV; |
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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 Related keywords: backward error; complex, Hermitian, indefinite matrix; forward error; inverse, matrix; LAPACK; decomposition; linear equations; decomposition; ZHPSVX; |
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F07PRF | 15 | nagf_lapacklin_zhptrf Bunch–Kaufman factorization of complex Hermitian indefinite matrix, packed storage Related keywords: Bunch–Kaufman factorization; complex, Hermitian, indefinite matrix; LAPACK; linear equations; ZHPTRF; |
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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 Related keywords: Bunch–Kaufman factorization; complex, Hermitian, indefinite matrix; LAPACK; linear equations; ZHPTRS; |
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F07PUF | 15 | nagf_lapacklin_zhpcon Estimate condition number of complex Hermitian indefinite matrix, matrix already factorized by F07PRF, packed storage Related keywords: Bunch–Kaufman factorization; complex, Hermitian, indefinite matrix; condition number, matrix; LAPACK; linear equations; ZHPCON; |
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F07PVF | 15 | nagf_lapacklin_zhprfs Refined solution with error bounds of complex Hermitian indefinite system of linear equations, multiple right-hand sides, packed storage Related keywords: backward error; Bunch–Kaufman factorization; complex, Hermitian, indefinite matrix; error bound, matrix; forward error; LAPACK; linear equations; ZHPRFS; |
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F07PWF | 15 | nagf_lapacklin_zhptri Inverse of complex Hermitian indefinite matrix, matrix already factorized by F07PRF, packed storage Related keywords: Bunch–Kaufman factorization; complex, Hermitian, indefinite matrix; inverse, matrix; LAPACK; linear equations; ZHPTRI; |
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F07QNF | 21 | nagf_lapacklin_zspsv Computes the solution to a complex symmetric system of linear equations, packed storage Related keywords: complex, symmetric matrix; LAPACK; decomposition; linear equations; decomposition; ZSPSV; |
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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 Related keywords: backward error; complex, symmetric matrix; forward error; LAPACK; decomposition; linear equations; decomposition; ZSPSVX; |
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F07QRF | 15 | nagf_lapacklin_zsptrf Bunch–Kaufman factorization of complex symmetric matrix, packed storage Related keywords: Bunch–Kaufman factorization; complex, symmetric matrix; LAPACK; linear equations; ZSPTRF; |
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F07QSF | 15 | nagf_lapacklin_zsptrs Solution of complex symmetric system of linear equations, multiple right-hand sides, matrix already factorized by F07QRF, packed storage Related keywords: Bunch–Kaufman factorization; complex, symmetric matrix; LAPACK; linear equations; ZSPTRS; |
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F07QUF | 15 | nagf_lapacklin_zspcon Estimate condition number of complex symmetric matrix, matrix already factorized by F07QRF, packed storage Related keywords: Bunch–Kaufman factorization; complex, symmetric matrix; condition number, matrix; LAPACK; linear equations; ZSPCON; |
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F07QVF | 15 | nagf_lapacklin_zsprfs Refined solution with error bounds of complex symmetric system of linear equations, multiple right-hand sides, packed storage Related keywords: backward error; Bunch–Kaufman factorization; complex, symmetric matrix; error bound, matrix; forward error; LAPACK; linear equations; ZSPRFS; |
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F07QWF | 15 | nagf_lapacklin_zsptri Inverse of complex symmetric matrix, matrix already factorized by F07QRF, packed storage Related keywords: Bunch–Kaufman factorization; complex, symmetric matrix; inverse, matrix; LAPACK; linear equations; ZSPTRI; |
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Dickey–Fuller | G13AWF | 25 | nagf_tsa_uni_dickey_fuller_unit Computes (augmented) Dickey–Fuller unit root test statistic Related keywords: big data; data analytics; time series analysis; unit root; |
Dickey–Fuller | G01EWF | 25 | nagf_stat_prob_dickey_fuller_unit Computes probabilities for the Dickey–Fuller unit root test Related keywords: probabilities; Simple Calculations on Statistical Data; statistical distribution functions; unit root; |
differencing, time series | G13AAF | 9 | nagf_tsa_uni_diff Univariate time series, seasonal and non-seasonal differencing Related keywords: big data; data analytics; finance; non-seasonal differencing; seasonal differencing; time series; time series analysis; univariate time series; |
differential equations | D02TLF | 25 | nagf_ode_bvp_coll_nlin_solve Ordinary differential equations, general nonlinear boundary value problem, collocation technique (thread safe) Related keywords: boundary value problem; BVP; nonlinear mixed order; ODE, ordinary differential equations; ordinary differential equations; two-point boundary value problem; |
differential qd algorithm | F08MEF | 16 | nagf_lapackeig_dbdsqr Performs an SVD of real bidiagonal matrix reduced from real general matrix Related keywords: DBDSQR; eigenproblem; LAPACK; LAPACK; least squares; matrix, band; algorithm; algorithm; real, bidiagonal matrix; SVD, singular value decomposition; |
F08MSF | 16 | nagf_lapackeig_zbdsqr Performs an SVD of real bidiagonal matrix reduced from complex general matrix Related keywords: eigenproblem; LAPACK; LAPACK; least squares; matrix, band; algorithm; algorithm; real, bidiagonal matrix; SVD, singular value decomposition; ZBDSQR; |
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differentiation, numerical | D04AAF | 5 | nagf_numdiff_fwd Numerical differentiation, derivatives up to order , function of one real variable Related keywords: numerical differentiation; |
D04BAF | 23 | nagf_numdiff_rcomm Numerical differentiation, user-supplied function values, derivatives up to order , derivatives with respect to one real variable Related keywords: numerical differentiation; |
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D04BBF | 23 | nagf_numdiff_sample Generates sample points for function evaluations by D04BAF Related keywords: numerical differentiation; |
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digamma function | S14AFF | 20 | nagf_specfun_psi_deriv_complex Polygamma function for complex Related keywords: approximations of special functions; derivatives, psi function; polygamma function; psi function; trigamma function; |
Dijkstra's algorithm, shortest path | H03ADF | 18 | nagf_mip_shortestpath Shortest path problem, Dijkstra's algorithm Related keywords: operations research; shortest path; |
Dirichlet distribution | G05SEF | 22 | nagf_rand_dist_dirichlet Generates a vector of pseudorandom numbers from a Dirichlet distribution Related keywords: big data; data analytics; finance; random number generators; random numbers; |
discrete | 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 Related keywords: Fast Fourier Transform; FFT; one-dimensional; summation of series; |
C09DAF | 25 | nagf_wav_1d_mxolap_fwd One-dimensional maximal overlap discrete wavelet transform (MODWT) Related keywords: maximal-overlap; stationary; wavelet transforms; |
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C09DBF | 25 | nagf_wav_1d_mxolap_inv One-dimensional inverse maximal overlap discrete wavelet transform (IMODWT) Related keywords: inverse; maximal-overlap; stationary; wavelet transforms; |
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C09DCF | 25 | nagf_wav_1d_mxolap_multi_fwd One-dimensional multi-level maximal overlap discrete wavelet transform (MODWT) Related keywords: maximal-overlap; multi-level; stationary; wavelet transforms; |
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C09DDF | 25 | nagf_wav_1d_mxolap_multi_inv One-dimensional inverse multi-level maximal overlap discrete wavelet transform (IMODWT) Related keywords: inverse; maximal-overlap; multi-level; stationary; wavelet transforms; |
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Discrete Fourier Transforms | C06REF | 25 | nagf_sum_fft_sine Multiple discrete sine transforms, simple Related keywords: Fast Fourier Transform; FFT; Fourier Transforms, real; sine transform; summation of series; |
C06RFF | 25 | nagf_sum_fft_cosine Multiple discrete cosine transforms, simple Related keywords: cosine transform; Fast Fourier Transform; FFT; Fourier Transforms, real; summation of series; |
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C06RGF | 25 | nagf_sum_fft_qtrsine Multiple discrete quarter-wave sine transforms, simple Related keywords: Fast Fourier Transform; FFT; Fourier Transforms, real; quarter-wave; sine transform; summation of series; |
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C06RHF | 25 | nagf_sum_fft_qtrcosine Multiple discrete quarter-wave cosine transforms, simple Related keywords: cosine transform; Fast Fourier Transform; FFT; Fourier Transforms, real; quarter-wave; summation of series; |
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discrete transform | C09CAF | 22 | nagf_wav_1d_sngl_fwd One-dimensional discrete wavelet transform Related keywords: finance; wavelets; wavelets, one-dimensional; wavelet transforms; |
C09CBF | 22 | nagf_wav_1d_sngl_inv One-dimensional inverse discrete wavelet transform Related keywords: finance; wavelets; wavelets, one-dimensional; wavelet transforms; |
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C09EAF | 23 | nagf_wav_2d_sngl_fwd Two-dimensional discrete wavelet transform Related keywords: wavelets; wavelets, two-dimensional; wavelet transforms; |
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C09EBF | 23 | nagf_wav_2d_sngl_inv Two-dimensional inverse discrete wavelet transform Related keywords: wavelets; wavelets, two-dimensional; wavelet transforms; |
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C09ECF | 23 | nagf_wav_2d_multi_fwd Two-dimensional multi-level discrete wavelet transform Related keywords: multi-level discrete transform; wavelets; wavelets, two-dimensional; wavelet transforms; |
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C09EDF | 23 | nagf_wav_2d_multi_inv Two-dimensional inverse multi-level discrete wavelet transform Related keywords: multi-level discrete transform; wavelets; wavelets, two-dimensional; wavelet transforms; |
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C09FAF | 24 | nagf_wav_3d_sngl_fwd Three-dimensional discrete wavelet transform Related keywords: wavelets; wavelets, three-dimensional; wavelet transforms; |
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C09FBF | 24 | nagf_wav_3d_sngl_inv Three-dimensional inverse discrete wavelet transform Related keywords: wavelets; wavelets, three-dimensional; wavelet transforms; |
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C09FCF | 24 | nagf_wav_3d_multi_fwd Three-dimensional multi-level discrete wavelet transform Related keywords: multi-level discrete transform; wavelets; wavelets, three-dimensional; wavelet transforms; |
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C09FDF | 24 | nagf_wav_3d_mxolap_multi_inv Three-dimensional inverse multi-level discrete wavelet transform Related keywords: multi-level discrete transform; wavelets; wavelets, three-dimensional; wavelet transforms; |
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discretised system | C05QSF | 23 | nagf_roots_sparsys_func_easy Solution of a sparse system of nonlinear equations using function values only (easy-to-use) Related keywords: root-finding; roots of transcendental equations; sparse nonlinear system; zeros of transcendental functions; |
D02NJF | 12 | nagf_ode_ivp_stiff_imp_sparjac Implicit/algebraic ordinary differential equations, stiff initial value problem, sparse Jacobian (comprehensive) Related keywords: backward difference formula; BDF, backward differentiation formula; implicit algebraic ordinary differential equations; initial value problem; IVP, initial value problem; Jacobian; ODE; ODE, ordinary differential equations; stiff differential equations; |
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F11MEF | 21 | nagf_sparse_direct_real_gen_lu factorization of real sparse matrix Related keywords: big data; data analytics; large scale linear systems; LU decomposition; real, sparse matrix; sparse linear system; |
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F11MFF | 21 | nagf_sparse_direct_real_gen_solve Solution of real sparse simultaneous linear equations (coefficient matrix already factorized) Related keywords: big data; data analytics; large scale linear systems; linear equations; real, sparse matrix; sparse linear system; |
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discretization, PDE | D03EEF | 13 | nagf_pde_2d_ellip_discret Discretize a second-order elliptic PDE on a rectangle Related keywords: elliptic partial differential equations; PDE, partial differential equations; |
discriminant analysis | G03DAF | 15 | nagf_mv_discrim Computes test statistic for equality of within-group covariance matrices and matrices for discriminant analysis Related keywords: multivariate methods; test statistic; |
G03DBF | 15 | nagf_mv_discrim_mahal Computes Mahalanobis squared distances for group or pooled variance-covariance matrices (for use after G03DAF) Related keywords: Mahalanobis distances; multivariate methods; |
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G03DCF | 15 | nagf_mv_discrim_group Allocates observations to groups according to selected rules (for use after G03DAF) Related keywords: multivariate methods; |
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dispersion | G08BAF | 8 | nagf_nonpar_test_mooddavid Mood's and David's tests on two samples of unequal size Related keywords: David's test; Mood's test for dispersion differences; nonparametric statistics; |
distance matrix | G03EAF | 16 | nagf_mv_distance_mat Computes distance matrix Related keywords: big data; data analytics; multivariate methods; |
distribution function | G05TDF | 22 | nagf_rand_int_general Generates a vector of pseudorandom integers from a general discrete distribution Related keywords: big data; CDF, cumulative distribution function; data analytics; finance; random integers; random number generators; |
divide-and-conquer method | F08FCF | 19 | nagf_lapackeig_dsyevd Computes all eigenvalues and, optionally, all eigenvectors of real symmetric matrix (divide-and-conquer) Related keywords: DSYEVD; eigenproblem; eigenvalues; eigenvectors; finance; LAPACK; LAPACK; least squares; real, indefinite, symmetric matrix; |
F08FQF | 19 | nagf_lapackeig_zheevd Computes all eigenvalues and, optionally, all eigenvectors of complex Hermitian matrix (divide-and-conquer) Related keywords: complex, Hermitian, indefinite matrix; eigenproblem; eigenvalues; eigenvectors; finance; LAPACK; LAPACK; least squares; ZHEEVD; |
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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 or algorithm) Related keywords: DSPEVD; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; Pal–Walker–Kahan ( or ) algorithm; real, indefinite, symmetric matrix; |
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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 or algorithm) Related keywords: complex, Hermitian, indefinite matrix; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; Pal–Walker–Kahan ( or ) algorithm; ZHPEVD; |
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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 or algorithm) Related keywords: DSBEVX; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; Pal–Walker–Kahan ( or ) algorithm; real, band, symmetric matrix; |
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F08HQF | 19 | nagf_lapackeig_zhbevd Computes all eigenvalues and, optionally, all eigenvectors of complex Hermitian band matrix (divide-and-conquer) Related keywords: complex, band, Hermitian matrix; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; Pal–Walker–Kahan ( or ) algorithm; ZHBEVD; |
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F08JCF | 19 | nagf_lapackeig_dstevd Computes all eigenvalues and, optionally, all eigenvectors of real symmetric tridiagonal matrix (divide-and-conquer) Related keywords: DSTEVX; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; Pal–Walker–Kahan ( or ) algorithm; real, symmetric, tridiagonal matrix; |
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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) Related keywords: DSTEDC; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; algorithm; algorithm; real, symmetric, tridiagonal matrix; |
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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) Related keywords: eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; algorithm; algorithm; real, symmetric, tridiagonal matrix; ZSTEDC; |
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F08KCF | 21 | nagf_lapackeig_dgelsd Computes the minimum-norm solution to a real linear least squares problem using singular value decomposition (divide-and-conquer) Related keywords: DGELSD; eigenproblem; finance; LAPACK; LAPACK; least squares; linear least squares; minimal least squares; real, by matrix; SVD, singular value decomposition; |
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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) Related keywords: DGESDD; eigenproblem; finance; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; SVD, singular value decomposition; |
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F08KQF | 21 | nagf_lapackeig_zgelsd Computes the minimum-norm solution to a complex linear least squares problem using singular value decomposition (divide-and-conquer) Related keywords: complex, by matrix; eigenproblem; LAPACK; LAPACK; least squares; linear least squares; minimal least squares; SVD, singular value decomposition; ZGELSD; |
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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) Related keywords: complex, nonsymmetric matrix; eigenproblem; LAPACK; LAPACK; least squares; SVD, singular value decomposition; ZGESDD; |
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F08MDF | 22 | nagf_lapackeig_dbdsdc Computes the singular value decomposition of a real bidiagonal matrix, optionally computing the singular vectors (divide-and-conquer) Related keywords: DBDSDC; eigenproblem; LAPACK; LAPACK; least squares; matrix, band; algorithm; real, bidiagonal matrix; SVD, singular value decomposition; |
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F08SCF | 21 | nagf_lapackeig_dsygvd Computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem (divide-and-conquer) Related keywords: DSYGVD; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; real, positive-definite, symmetric matrix; |
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F08SQF | 21 | nagf_lapackeig_zhegvd Computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem (divide-and-conquer) Related keywords: complex, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; ZHEGVD; |
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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) Related keywords: DSPGVX; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; real, positive-definite, symmetric matrix; |
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F08TQF | 21 | nagf_lapackeig_zhpgvd Computes selected eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem, packed storage (divide-and-conquer) Related keywords: complex, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; ZHPGVD; |
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F08UCF | 21 | nagf_lapackeig_dsbgvd Computes all the eigenvalues, and optionally, the eigenvectors of a real banded generalized symmetric-definite eigenproblem (divide-and-conquer) Related keywords: DSBGVX; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; real, band, positive-definite, symmetric matrix; |
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F08UQF | 21 | nagf_lapackeig_zhbgvd Computes all the eigenvalues, and optionally, the eigenvectors of a complex banded generalized Hermitian-definite eigenproblem (divide-and-conquer) Related keywords: complex, band, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; ZHBGVD; |
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division, complex | A02ACF | 2 | nagf_complex_divide Quotient of two complex numbers Related keywords: complex arithmetic; |
dlansf | F06WAF | 23 | nagf_blas_dlansf 1-norm, -norm, Frobenius norm, largest absolute element, real symmetric matrix, Rectangular Full Packed format Related keywords: 1-norm; BLAS; BLAS; blas, real matrices; Frobenius norm; infinity-norm; linear algebra support routines; linear algebra support routines;; real, symmetric matrix; |
dn, Jacobian elliptic function | S21CAF | 15 | nagf_specfun_jacellip_real Jacobian elliptic functions sn, cn and dn of real argument Related keywords: approximations of special functions; cn, Jacobian elliptic function; elliptic functions; finance; Jacobian elliptic functions; sn, Jacobian elliptic functions; |
S21CBF | 20 | nagf_specfun_jacellip_complex Jacobian elliptic functions sn, cn and dn of complex argument Related keywords: approximations of special functions; cn, Jacobian elliptic function; elliptic functions; finance; Jacobian elliptic functions; sn, Jacobian elliptic functions; |
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dnrm2 | F06EJF | 12 | nagf_blas_dnrm2 Compute Euclidean norm of real vector Related keywords: BLAS; blas, real matrices; elementary arithmetic; Euclidean norm; finance; linear algebra support routines; |
DOPGTR | F08GFF | 16 | nagf_lapackeig_dopgtr Generate orthogonal transformation matrix from reduction to tridiagonal form determined by F08GEF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; orthogonal matrix, generation; orthogonal transformations; |
DOPMTR | F08GGF | 16 | nagf_lapackeig_dopmtr Applies the orthogonal transformation determined by F08GEF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; |
DORCSD | F08RAF | 25 | nagf_lapackeig_dorcsd Computes the CS decomposition of an orthogonal matrix partitioned into four real submatrices Related keywords: complete CS decomposition; eigenproblem; GSVD, generalized singular value decomposition; LAPACK; LAPACK; least squares; real, orthogonal matrix; |
DORGBR | F08KFF | 16 | nagf_lapackeig_dorgbr Generates an orthogonal transformation matrices from reduction to bidiagonal form determined by F08KEF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; orthogonal matrix, generation; orthogonal matrix, generation; orthogonal transformations; |
DORGHR | F08NFF | 16 | nagf_lapackeig_dorghr Generates an orthogonal transformation matrix from reduction to Hessenberg form determined by F08NEF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; orthogonal matrix, generation; orthogonal matrix, generation; |
DORGLQ | F08AJF | 16 | nagf_lapackeig_dorglq Forms all or part of orthogonal from factorization determined by F08AHF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; factorization; orthogonal matrix, generation; orthogonal transformations; |
DORGQL | F08CFF | 22 | nagf_lapackeig_dorgql Form all or part of orthogonal from factorization determined by F08CEF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; orthogonal matrix, generation; orthogonal transformations; factorization; |
DORGQR | F08AFF | 16 | nagf_lapackeig_dorgqr Forms all or part of orthogonal from factorization determined by F08AEF F08BEF F08BFF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; orthogonal matrix, generation; orthogonal transformations; factorization; |
DORGRQ | F08CJF | 22 | nagf_lapackeig_dorgrq Form all or part of orthogonal from factorization determined by F08CHF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; orthogonal matrix, generation; orthogonal transformations; RQ factorizations; |
F08CKF | 22 | nagf_lapackeig_dormrq Applies the orthogonal transformation determined by F08CHF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; RQ factorizations; |
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DORGTR | F08FFF | 16 | nagf_lapackeig_dorgtr Generate orthogonal transformation matrix from reduction to tridiagonal form determined by F08FEF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; orthogonal matrix, generation; orthogonal transformations; |
DORMBR | F08KGF | 16 | nagf_lapackeig_dormbr Applies the orthogonal transformations from reduction to bidiagonal form determined by F08KEF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; |
DORMHR | F08NGF | 16 | nagf_lapackeig_dormhr Applies the orthogonal transformation matrix from reduction to Hessenberg form determined by F08NEF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; |
DORMLQ | F08AKF | 16 | nagf_lapackeig_dormlq Applies the orthogonal transformation determined by F08AHF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; factorization; orthogonal transformations; |
DORMQL | F08CGF | 22 | nagf_lapackeig_dormql Applies the orthogonal transformation determined by F08CEF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; factorization; |
DORMQR | F08AGF | 16 | nagf_lapackeig_dormqr Applies an orthogonal transformation determined by F08AEF F08BEF F08BFF Related keywords: eigenproblem; finance; LAPACK; LAPACK; least squares; orthogonal transformations; factorization; |
DORMRZ | F08BKF | 22 | nagf_lapackeig_dormrz Applies the orthogonal transformation determined by F08BHF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; |
DORMTR | F08FGF | 16 | nagf_lapackeig_dormtr Applies the orthogonal transformation determined by F08FEF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; |
dot product | F16EAF | 25 | nagf_blast_ddot Dot product of two vectors, allows scaling and accumulation Related keywords: further linear algebra support routines; inner product; |
X03AAF | 5 | nagf_dot_real_prec Real inner product added to initial value, basic/additional precision Related keywords: additional precision accumulation; extended precision accumulation; inner product; inner products; scalar product; |
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X03ABF | 5 | nagf_dot_complex_prec Complex inner product added to initial value, basic/additional precision Related keywords: additional precision accumulation; extended precision accumulation; inner product; inner products; scalar product; |
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DPBCON | F07HGF | 15 | nagf_lapacklin_dpbcon Estimate condition number of real symmetric positive definite band matrix, matrix already factorized by F07HDF Related keywords: condition number, matrix; LAPACK; linear equations; matrix, band; real, band, positive-definite, symmetric matrix; |
DPBEQU | 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 Related keywords: equilibration; LAPACK; linear equations; matrix, band; real, band, positive-definite, symmetric matrix; scaling; |
DPBRFS | F07HHF | 15 | nagf_lapacklin_dpbrfs Refined solution with error bounds of real symmetric positive definite band system of linear equations, multiple right-hand sides Related keywords: backward error; Cholesky decomposition; forward error; LAPACK; linear equations; matrix, band; real, band, positive-definite, symmetric matrix; |
DPBSTF | F08UFF | 19 | nagf_lapackeig_dpbstf Computes a split Cholesky factorization of real symmetric positive definite band matrix Related keywords: Cholesky decomposition; DSBGST; eigenproblem; eigenproblem, generalized; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; real, band, positive-definite, symmetric matrix; |
DPBSV | F07HAF | 21 | nagf_lapacklin_dpbsv Computes the solution to a real symmetric positive definite banded system of linear equations Related keywords: Cholesky decomposition; LAPACK; linear equations; matrix, band; real, band, positive-definite, symmetric matrix; |
DPBSVX | 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 Related keywords: backward error; Cholesky decomposition; condition number, matrix; error bound, matrix; forward error; LAPACK; linear equations; matrix, band; real, band, positive-definite, symmetric matrix; |
DPBTRF | F07HDF | 15 | nagf_lapacklin_dpbtrf Cholesky factorization of real symmetric positive definite band matrix Related keywords: Cholesky decomposition; finance; LAPACK; linear equations; matrix, band; real, band, positive-definite, symmetric matrix; |
DPBTRS | 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 Related keywords: Cholesky decomposition; finance; LAPACK; linear equations; matrix, band; real, band, positive-definite, symmetric matrix; |
DPETRI | F07WJF | 23 | nagf_lapacklin_dpftri Inverse of real symmetric positive definite matrix, matrix already factorized by F07WDF, Rectangular Full Packed format Related keywords: Cholesky decomposition; inverse, matrix; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
DPFTRF | F07WDF | 23 | nagf_lapacklin_dpftrf Cholesky factorization of real symmetric positive definite matrix, Rectangular Full Packed format Related keywords: Cholesky decomposition; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
DPFTRS | 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 Related keywords: Cholesky decomposition; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
DPOCON | F07FGF | 15 | nagf_lapacklin_dpocon Estimate condition number of real symmetric positive definite matrix, matrix already factorized by F07FDF Related keywords: condition number, matrix; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
DPOEQU | F07FFF | 22 | nagf_lapacklin_dpoequ Computes row and column scalings intended to equilibrate a real symmetric positive definite matrix and reduce its condition number Related keywords: equilibration; LAPACK; linear equations; real, positive-definite, symmetric matrix; scaling; |
DPORFS | F07FHF | 15 | nagf_lapacklin_dporfs Refined solution with error bounds of real symmetric positive definite system of linear equations, multiple right-hand sides Related keywords: backward error; Cholesky decomposition; forward error; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
DPOSV | F07FAF | 21 | nagf_lapacklin_dposv Computes the solution to a real symmetric positive definite system of linear equations Related keywords: Cholesky decomposition; finance; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
DPOSVX | 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 Related keywords: backward error; Cholesky decomposition; condition number, matrix; error bound, matrix; finance; forward error; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
DPOTRF | F07FDF | 15 | nagf_lapacklin_dpotrf Cholesky factorization of real symmetric positive definite matrix Related keywords: Cholesky decomposition; finance; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
DPOTRI | F07FJF | 15 | nagf_lapacklin_dpotri Inverse of real symmetric positive definite matrix, matrix already factorized by F07FDF Related keywords: Cholesky decomposition; finance; inverse, matrix; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
DPOTRS | F07FEF | 15 | nagf_lapacklin_dpotrs Solution of real symmetric positive definite system of linear equations, multiple right-hand sides, matrix already factorized by F07FDF Related keywords: Cholesky decomposition; finance; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
DPPCON | F07GGF | 15 | nagf_lapacklin_dppcon Estimate condition number of real symmetric positive definite matrix, matrix already factorized by F07GDF, packed storage Related keywords: Cholesky decomposition; condition number, matrix; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
DPPEQU | 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 Related keywords: equilibration; LAPACK; linear equations; real, positive-definite, symmetric matrix; scaling; |
DPPRFS | 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 Related keywords: backward error; Cholesky decomposition; forward error; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
DPPSV | F07GAF | 21 | nagf_lapacklin_dppsv Computes the solution to a real symmetric positive definite system of linear equations, packed storage Related keywords: Cholesky decomposition; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
DPPSVX | 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 Related keywords: backward error; Cholesky decomposition; condition number, matrix; error bound, matrix; forward error; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
DPPTRF | F07GDF | 15 | nagf_lapacklin_dpptrf Cholesky factorization of real symmetric positive definite matrix, packed storage Related keywords: Cholesky decomposition; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
DPPTRI | F07GJF | 15 | nagf_lapacklin_dpptri Inverse of real symmetric positive definite matrix, matrix already factorized by F07GDF, packed storage Related keywords: Cholesky decomposition; inverse, matrix; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
DPPTRS | 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 Related keywords: Cholesky decomposition; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
DPSTRF | F07KDF | 23 | nagf_lapacklin_dpstrf Cholesky factorization, with complete pivoting, of a real, symmetric, positive semidefinite matrix Related keywords: Cholesky decomposition; LAPACK; linear equations; real, positive-semidefinite, symmetric matrix; |
DPTCON | F07JGF | 22 | nagf_lapacklin_dptcon Computes the reciprocal of the condition number of a real symmetric positive definite tridiagonal system using the factorization computed by F07JDF Related keywords: condition number, matrix; LAPACK; linear equations; matrix, band; real, positive-definite, symmetric, tridiagonal matrix; |
DPTEQR | F08JGF | 16 | nagf_lapackeig_dpteqr Computes all eigenvalues and eigenvectors of real symmetric positive definite tridiagonal matrix, reduced from real symmetric positive definite matrix Related keywords: eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; real, symmetric, tridiagonal matrix; |
DPTRFS | F07JHF | 22 | nagf_lapacklin_dptrfs Refined solution with error bounds of real symmetric positive definite tridiagonal system of linear equations, multiple right-hand sides Related keywords: backward error; Cholesky decomposition; forward error; LAPACK; linear equations; matrix, band; real, positive-definite, symmetric, tridiagonal matrix; |
DPTSV | F07JAF | 21 | nagf_lapacklin_dptsv Computes the solution to a real symmetric positive definite tridiagonal system of linear equations Related keywords: Cholesky decomposition; LAPACK; linear equations; matrix, band; real, positive-definite, symmetric, tridiagonal matrix; |
DPTSVX | F07JBF | 21 | nagf_lapacklin_dptsvx Uses the factorization to compute the solution, error-bound and condition estimate for a real symmetric positive definite tridiagonal system of linear equations Related keywords: backward error; Cholesky decomposition; condition number, matrix; error bound, matrix; forward error; LAPACK; linear equations; matrix, band; real, positive-definite, symmetric, tridiagonal matrix; |
DPTTRF | F07JDF | 22 | nagf_lapacklin_dpttrf Computes the factorization of a real symmetric positive definite tridiagonal matrix Related keywords: Cholesky decomposition; LAPACK; linear equations; matrix, band; real, positive-definite, symmetric, tridiagonal matrix; |
DPTTRS | F07JEF | 22 | nagf_lapacklin_dpttrs Solves a real symmetric positive definite tridiagonal system using the factorization computed by F07JDF Related keywords: Cholesky decomposition; LAPACK; linear equations; matrix, band; real, positive-definite, symmetric, tridiagonal matrix; |
dqds algorithm | F08FDF | 21 | nagf_lapackeig_dsyevr Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix (Relatively Robust Representations) Related keywords: DSYEVR; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; real, indefinite, symmetric matrix; relatively robust representations; |
F08JDF | 21 | nagf_lapackeig_dstevr Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix (Relatively Robust Representations) Related keywords: DSTEVR; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; real, symmetric, tridiagonal matrix; relatively robust representations; |
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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) Related keywords: DSTEGR; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; real, symmetric, tridiagonal matrix; relatively robust representations; |
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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) Related keywords: eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; real, symmetric, tridiagonal matrix; relatively robust representations; ZSTEGR; |
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drot | F06EPF | 12 | nagf_blas_drot Apply real plane rotation Related keywords: BLAS; blas, real matrices; linear algebra support routines; rotation, elementary; |
drotg | F06AAF | 12 | nagf_blas_drotg Generate real plane rotation Related keywords: BLAS; blas, real matrices; linear algebra support routines; rotation, elementary; |
droti | F06EXF | 14 | nagf_blas_droti Apply plane rotation to a real sparse and a full vector Related keywords: BLAS; blas, real matrices; linear algebra support routines; rotation, elementary; |
DSBEV | F08HAF | 21 | nagf_lapackeig_dsbev Computes all eigenvalues and, optionally, eigenvectors of a real symmetric band matrix Related keywords: eigenproblem; LAPACK; LAPACK; least squares; matrix, band; algorithm; real, band, symmetric matrix; |
DSBEVX | F08HBF | 21 | nagf_lapackeig_dsbevx Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric band matrix Related keywords: eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; real, band, symmetric matrix; |
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 or algorithm) Related keywords: divide-and-conquer method; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; Pal–Walker–Kahan ( or ) algorithm; real, band, symmetric matrix; |
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DSBGST | F08UEF | 19 | nagf_lapackeig_dsbgst Performs a reduction of real symmetric-definite banded generalized eigenproblem to standard form , such that has the same bandwidth as Related keywords: eigenproblem; eigenproblem, generalized; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; real, band, positive-definite, symmetric matrix; |
F08UFF | 19 | nagf_lapackeig_dpbstf Computes a split Cholesky factorization of real symmetric positive definite band matrix Related keywords: Cholesky decomposition; DPBSTF; eigenproblem; eigenproblem, generalized; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; real, band, positive-definite, symmetric matrix; |
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DSBGV | F08UAF | 21 | nagf_lapackeig_dsbgv Computes all the eigenvalues, and optionally, the eigenvectors of a real banded generalized symmetric-definite eigenproblem Related keywords: eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; real, band, positive-definite, symmetric matrix; |
DSBGVX | F08UBF | 21 | nagf_lapackeig_dsbgvx Computes selected eigenvalues, and optionally, the eigenvectors of a real banded generalized symmetric-definite eigenproblem Related keywords: eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; real, band, positive-definite, symmetric matrix; |
F08UCF | 21 | nagf_lapackeig_dsbgvd Computes all the eigenvalues, and optionally, the eigenvectors of a real banded generalized symmetric-definite eigenproblem (divide-and-conquer) Related keywords: divide-and-conquer method; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; real, band, positive-definite, symmetric matrix; |
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dsbmv | F06PDF | 12 | nagf_blas_dsbmv Matrix-vector product, real symmetric band matrix Related keywords: BLAS; blas, real matrices; linear algebra support routines; matrix, band; multiply, matrix; real, band, symmetric matrix; |
DSBTRD | F08HEF | 16 | nagf_lapackeig_dsbtrd Performs an orthogonal reduction of real symmetric band matrix to symmetric tridiagonal form Related keywords: eigenproblem; LAPACK; LAPACK; least squares; matrix, band; orthogonal transformations; real, band, symmetric matrix; |
dscal | F06EDF | 12 | nagf_blas_dscal Multiply real vector by scalar Related keywords: BLAS; blas, real matrices; elementary arithmetic; linear algebra support routines; |
dsfrk | F06WCF | 23 | nagf_blas_dsfrk Rank- update of a real symmetric matrix, Rectangular Full Packed format Related keywords: BLAS; blas, real matrices; linear algebra support routines; rank matrix updates; real, indefinite, symmetric matrix; |
DSGESV | F07ACF | 22 | nagf_lapacklin_dsgesv Computes the solution to a real system of linear equations using mixed precision arithmetic Related keywords: LAPACK; linear equations; mixed-precision; real, nonsymmetric matrix; |
DSPCON | F07PGF | 15 | nagf_lapacklin_dspcon Estimate condition number of real symmetric indefinite matrix, matrix already factorized by F07PDF, packed storage Related keywords: Bunch–Kaufman factorization; condition number, matrix; diagonal pivoting method; LAPACK; linear equations; real, indefinite, symmetric matrix; |
DSPEV | F08GAF | 21 | nagf_lapackeig_dspev Computes all eigenvalues and, optionally, eigenvectors of a real symmetric matrix, packed storage Related keywords: eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; orthogonal transformations; algorithm; real, indefinite, symmetric matrix; |
DSPEVD | 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 or algorithm) Related keywords: divide-and-conquer method; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; Pal–Walker–Kahan ( or ) algorithm; real, indefinite, symmetric matrix; |
DSPEVX | F08GBF | 21 | nagf_lapackeig_dspevx Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix, packed storage Related keywords: eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; orthogonal transformations; real, indefinite, symmetric matrix; |
DSPGV | F08TAF | 21 | nagf_lapackeig_dspgv Computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem, packed storage Related keywords: eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; real, positive-definite, symmetric matrix; |
DSPGVX | F08TBF | 21 | nagf_lapackeig_dspgvx Computes selected eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem, packed storage Related keywords: eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; real, positive-definite, symmetric matrix; |
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) Related keywords: divide-and-conquer method; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; real, positive-definite, symmetric matrix; |
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F08TEF | 16 | nagf_lapackeig_dspgst Performs a reduction to standard form of real symmetric-definite generalized eigenproblem , or , packed storage, factorized by F07GDF Related keywords: eigenproblem; eigenproblem, generalized; generalized eigenproblem; LAPACK; LAPACK; least squares; real, positive-definite, symmetric matrix; |
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dspmv | F06PEF | 12 | nagf_blas_dspmv Matrix-vector product, real symmetric packed matrix Related keywords: BLAS; blas, real matrices; linear algebra support routines; multiply, matrix; real, indefinite, symmetric matrix; |
DSPOSV | F07FCF | 23 | nagf_lapacklin_dsposv Computes the solution to a real symmetric positive definite system of linear equations using mixed precision arithmetic Related keywords: Cholesky decomposition; LAPACK; linear equations; mixed-precision; real, positive-definite, symmetric matrix; |
dspr | F06PQF | 12 | nagf_blas_dspr Rank-1 update, real symmetric packed matrix Related keywords: BLAS; blas, real matrices; linear algebra support routines; rank matrix updates; real, indefinite, symmetric matrix; |
dspr2 | F06PSF | 12 | nagf_blas_dspr2 Rank-2 update, real symmetric packed matrix Related keywords: BLAS; blas, real matrices; linear algebra support routines; rank matrix updates; real, indefinite, symmetric matrix; |
DSPRFS | F07PHF | 15 | nagf_lapacklin_dsprfs Refined solution with error bounds of real symmetric indefinite system of linear equations, multiple right-hand sides, packed storage Related keywords: backward error; Bunch–Kaufman factorization; diagonal pivoting method; forward error; LAPACK; linear equations; real, indefinite, symmetric matrix; |
DSPSV | F07PAF | 21 | nagf_lapacklin_dspsv Computes the solution to a real symmetric system of linear equations, packed storage Related keywords: diagonal pivoting method; LAPACK; decomposition; linear equations; real, indefinite, symmetric matrix; decomposition; |
DSPSVX | 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 Related keywords: backward error; condition number, matrix; diagonal pivoting method; error bound, matrix; forward error; LAPACK; decomposition; linear equations; real, indefinite, symmetric matrix; decomposition; |
DSPTRD | F08GEF | 16 | nagf_lapackeig_dsptrd Orthogonal reduction of real symmetric matrix to symmetric tridiagonal form, packed storage Related keywords: eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; real, indefinite, symmetric matrix; |
DSPTRF | F07PDF | 15 | nagf_lapacklin_dsptrf Bunch–Kaufman factorization of real symmetric indefinite matrix, packed storage Related keywords: Bunch–Kaufman factorization; diagonal pivoting method; LAPACK; linear equations; real, indefinite, symmetric matrix; |
DSPTRI | F07PJF | 15 | nagf_lapacklin_dsptri Inverse of real symmetric indefinite matrix, matrix already factorized by F07PDF, packed storage Related keywords: Bunch–Kaufman factorization; diagonal pivoting method; inverse, matrix; LAPACK; linear equations; real, indefinite, symmetric matrix; |
DSPTRS | 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 Related keywords: Bunch–Kaufman factorization; diagonal pivoting method; LAPACK; linear equations; real, indefinite, symmetric matrix; |
DSTEBZ | F08JJF | 16 | nagf_lapackeig_dstebz Computes selected eigenvalues of real symmetric tridiagonal matrix by bisection Related keywords: bisection method; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; matrix, band; real, symmetric, tridiagonal matrix; |
DSTEDC | 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) Related keywords: divide-and-conquer method; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; algorithm; algorithm; real, symmetric, tridiagonal matrix; |
DSTEGR | 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) Related keywords: dqds algorithm; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; real, symmetric, tridiagonal matrix; relatively robust representations; |
DSTEIN | F08JKF | 16 | nagf_lapackeig_dstein Computes selected eigenvectors of real symmetric tridiagonal matrix by inverse iteration, storing eigenvectors in real array Related keywords: eigenproblem; eigenvectors; inverse iteration; LAPACK; LAPACK; least squares; matrix, band; real, symmetric, tridiagonal matrix; |
DSTEQR | F08JEF | 16 | nagf_lapackeig_dsteqr Computes all eigenvalues and eigenvectors of real symmetric tridiagonal matrix, reduced from real symmetric matrix using the implicit or algorithm Related keywords: eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; algorithm; algorithm; real, symmetric, tridiagonal matrix; |
DSTERF | F08JFF | 16 | nagf_lapackeig_dsterf Computes all eigenvalues of real symmetric tridiagonal matrix, root-free variant of the or algorithm Related keywords: eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; algorithm; algorithm; real, symmetric, tridiagonal matrix; |
DSTEV | F08JAF | 21 | nagf_lapackeig_dstev Computes all eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix Related keywords: eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; algorithm; algorithm; real, symmetric, tridiagonal matrix; |
DSTEVR | F08JDF | 21 | nagf_lapackeig_dstevr Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix (Relatively Robust Representations) Related keywords: dqds algorithm; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; real, symmetric, tridiagonal matrix; relatively robust representations; |
DSTEVX | F08JBF | 21 | nagf_lapackeig_dstevx Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix Related keywords: bisection method; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; algorithm; real, symmetric, tridiagonal matrix; |
F08JCF | 19 | nagf_lapackeig_dstevd Computes all eigenvalues and, optionally, all eigenvectors of real symmetric tridiagonal matrix (divide-and-conquer) Related keywords: divide-and-conquer method; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; Pal–Walker–Kahan ( or ) algorithm; real, symmetric, tridiagonal matrix; |
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dswap | F06EGF | 12 | nagf_blas_dswap Swap two real vectors Related keywords: BLAS; blas, real matrices; elementary arithmetic; linear algebra support routines; |
DSYCON | F07MGF | 15 | nagf_lapacklin_dsycon Estimate condition number of real symmetric indefinite matrix, matrix already factorized by F07MDF Related keywords: Bunch–Kaufman factorization; condition number, matrix; diagonal pivoting method; LAPACK; linear equations; real, indefinite, symmetric matrix; |
DSYEV | F08FAF | 21 | nagf_lapackeig_dsyev Computes all eigenvalues and, optionally, eigenvectors of a real symmetric matrix Related keywords: eigenproblem; eigenvalues; eigenvectors; finance; LAPACK; LAPACK; least squares; real, indefinite, symmetric matrix; |
DSYEVD | F08FCF | 19 | nagf_lapackeig_dsyevd Computes all eigenvalues and, optionally, all eigenvectors of real symmetric matrix (divide-and-conquer) Related keywords: divide-and-conquer method; eigenproblem; eigenvalues; eigenvectors; finance; LAPACK; LAPACK; least squares; real, indefinite, symmetric matrix; |
DSYEVR | F08FDF | 21 | nagf_lapackeig_dsyevr Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix (Relatively Robust Representations) Related keywords: dqds algorithm; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; real, indefinite, symmetric matrix; relatively robust representations; |
DSYEVX | F08FBF | 21 | nagf_lapackeig_dsyevx Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix Related keywords: eigenproblem; eigenvalues; eigenvectors; finance; LAPACK; LAPACK; least squares; real, indefinite, symmetric matrix; |
DSYGST | F08SEF | 16 | nagf_lapackeig_dsygst Performs a reduction to standard form of real symmetric-definite generalized eigenproblem , or , factorized by F07FDF Related keywords: eigenproblem; eigenproblem, generalized; generalized eigenproblem; LAPACK; LAPACK; least squares; real, positive-definite, symmetric matrix; |
DSYGV | F08SAF | 21 | nagf_lapackeig_dsygv Computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem Related keywords: eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; real, positive-definite, symmetric matrix; |
DSYGVD | F08SCF | 21 | nagf_lapackeig_dsygvd Computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem (divide-and-conquer) Related keywords: divide-and-conquer method; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; real, positive-definite, symmetric matrix; |
DSYGVX | F08SBF | 21 | nagf_lapackeig_dsygvx Computes selected eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem Related keywords: eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; real, positive-definite, symmetric matrix; |
dsymm | F06YCF | 14 | nagf_blas_dsymm Matrix-matrix product, one real symmetric matrix, one real rectangular matrix Related keywords: BLAS; blas, real matrices; linear algebra support routines; multiply, matrix; real, indefinite, symmetric matrix; real, by matrix; |
F06YFF | 14 | nagf_blas_dtrmm Matrix-matrix product, one real triangular matrix, one real rectangular matrix Related keywords: BLAS; blas, real matrices; linear algebra support routines; multiply, matrix; real, by matrix; real, triangular matrix; |
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dsymv | F06PCF | 12 | nagf_blas_dsymv Matrix-vector product, real symmetric matrix Related keywords: BLAS; blas, real matrices; linear algebra support routines; multiply, matrix; real, indefinite, symmetric matrix; |
dsyr | F06PPF | 12 | nagf_blas_dsyr Rank-1 update, real symmetric matrix Related keywords: BLAS; blas, real matrices; linear algebra support routines; rank matrix updates; real, indefinite, symmetric matrix; |
dsyr2 | F06PRF | 12 | nagf_blas_dsyr2 Rank-2 update, real symmetric matrix Related keywords: BLAS; blas, real matrices; linear algebra support routines; rank matrix updates; real, indefinite, symmetric matrix; |
dsyr2k | F06YRF | 14 | nagf_blas_dsyr2k Rank- update of a real symmetric matrix Related keywords: BLAS; blas, real matrices; linear algebra support routines; rank matrix updates; real, indefinite, symmetric matrix; |
DSYRFS | F07MHF | 15 | nagf_lapacklin_dsyrfs Refined solution with error bounds of real symmetric indefinite system of linear equations, multiple right-hand sides Related keywords: backward error; Bunch–Kaufman factorization; diagonal pivoting method; forward error; LAPACK; linear equations; real, indefinite, symmetric matrix; |
dsyrk | F06YPF | 14 | nagf_blas_dsyrk Rank- update of a real symmetric matrix Related keywords: BLAS; blas, real matrices; linear algebra support routines; real, indefinite, symmetric matrix; |
DSYSV | F07MAF | 21 | nagf_lapacklin_dsysv Computes the solution to a real symmetric system of linear equations Related keywords: diagonal pivoting method; LAPACK; LDLT decomposition; linear equations; real, indefinite, symmetric matrix; decompositiuon; |
DSYSVX | F07MBF | 21 | nagf_lapacklin_dsysvx Uses the diagonal pivoting factorization to compute the solution to a real symmetric system of linear equations Related keywords: backward error; diagonal pivoting method; forward error; LAPACK; LDLT decomposition; linear equations; real, indefinite, symmetric matrix; decompositiuon; |
DSYTRD | F08FEF | 16 | nagf_lapackeig_dsytrd Orthogonal reduction of real symmetric matrix to symmetric tridiagonal form Related keywords: eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; real, indefinite, symmetric matrix; |
DSYTRF | F07MDF | 15 | nagf_lapacklin_dsytrf Bunch–Kaufman factorization of real symmetric indefinite matrix Related keywords: Bunch–Kaufman factorization; diagonal pivoting method; LAPACK; linear equations; real, indefinite, symmetric matrix; |
DSYTRI | F07MJF | 15 | nagf_lapacklin_dsytri Inverse of real symmetric indefinite matrix, matrix already factorized by F07MDF Related keywords: Bunch–Kaufman factorization; diagonal pivoting method; inverse, matrix; LAPACK; linear equations; real, indefinite, symmetric matrix; |
DSYTRS | F07MEF | 15 | nagf_lapacklin_dsytrs Solution of real symmetric indefinite system of linear equations, multiple right-hand sides, matrix already factorized by F07MDF Related keywords: Bunch–Kaufman factorization; diagonal pivoting method; LAPACK; linear equations; real, indefinite, symmetric matrix; |
DTBCON | F07VGF | 15 | nagf_lapacklin_dtbcon Estimate condition number of real band triangular matrix Related keywords: condition number, matrix; LAPACK; linear equations; matrix, band; real, band, triangular matrix; |
dtbmv | F06PGF | 12 | nagf_blas_dtbmv Matrix-vector product, real triangular band matrix Related keywords: BLAS; blas, real matrices; linear algebra support routines; matrix, band; multiply, matrix; real, band, triangular matrix; |
DTBRFS | F07VHF | 15 | nagf_lapacklin_dtbrfs Error bounds for solution of real band triangular system of linear equations, multiple right-hand sides Related keywords: backward error; error bound, matrix; forward error; LAPACK; linear equations; matrix, band; real, band, triangular matrix; |
dtbsv | F06PKF | 12 | nagf_blas_dtbsv System of equations, real triangular band matrix Related keywords: BLAS; blas, real matrices; linear algebra support routines; linear equations; matrix, band; real, band, triangular matrix; |
DTBTRS | F07VEF | 15 | nagf_lapacklin_dtbtrs Solution of real band triangular system of linear equations, multiple right-hand sides Related keywords: LAPACK; linear equations; matrix, band; real, band, triangular matrix; |
dtfsm | F06WBF | 23 | nagf_blas_dtfsm Solves a system of equations with multiple right-hand sides, real triangular coefficient matrix, Rectangular Full Packed format Related keywords: BLAS; BLAS; blas, real matrices; linear algebra support routines; linear algebra support routines;; linear equations; real, triangular matrix; |
DTFTRI | F07WKF | 23 | nagf_lapacklin_dtftri Inverse of real triangular matrix, Rectangular Full Packed format Related keywords: inverse, matrix; LAPACK; linear equations; real, triangular matrix; |
DTFTTP | F01VLF | 23 | nagf_matop_dtfttp Copies a real triangular matrix from Rectangular Full Packed format to packed format Related keywords: finance; inversion; LAPACK; matrix operations; real, triangular matrix; |
DTFTTR | F01VGF | 23 | nagf_matop_dtfttr Copies a real triangular matrix from Rectangular Full Packed format to full format Related keywords: finance; inversion; LAPACK; matrix operations; real, triangular matrix; |
DTGEVC | F08YKF | 20 | nagf_lapackeig_dtgevc Computes right and left generalized eigenvectors of the matrix pair which is assumed to be in generalized upper Schur form Related keywords: eigenproblem; eigenvectors; generalized Schur form; LAPACK; LAPACK; least squares; |
DTGEXC | F08YFF | 22 | nagf_lapackeig_dtgexc Reorders the generalized real Schur decomposition of a real matrix pair using an orthogonal equivalence transformation Related keywords: eigenproblem; generalized Schur form; LAPACK; LAPACK; least squares; orthogonal transformations; |
DTGSEN | 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 Related keywords: condition number, matrix; eigenproblem; eigenvalues; generalized Schur form; LAPACK; LAPACK; least squares; orthogonal transformations; real, nonsymmetric matrix; |
DTGSJA | F08YEF | 22 | nagf_lapackeig_dtgsja Computes the generalized singular value decomposition of a real upper triangular (or trapezoidal) matrix pair Related keywords: eigenproblem; GSVD, generalized singular value decomposition; LAPACK; LAPACK; least squares; real, trapezoidal matrix; real, triangular matrix; SVD, generalized; |
DTGSNA | 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 Related keywords: condition number, matrix; eigenproblem; generalized Schur form; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; |
DTGSYL | F08YHF | 22 | nagf_lapackeig_dtgsyl Solves the real-valued, generalized, quasi-trangular, Sylvester equation Related keywords: eigenproblem; LAPACK; LAPACK; least squares; real, quasi-triangular matrix; Sylvester equation; |
DTPCON | F07UGF | 15 | nagf_lapacklin_dtpcon Estimate condition number of real triangular matrix, packed storage Related keywords: condition number, matrix; LAPACK; linear equations; real, triangular matrix; |
DTPMQRT | F08BCF | 25 | nagf_lapackeig_dtpmqrt Applies the orthogonal transformation determined by F08BBF Related keywords: eigenproblem; explicit blocking; LAPACK; least squares; orthogonal transformations; QR factorization; recursive QR; |
dtpmv | F06PHF | 12 | nagf_blas_dtpmv Matrix-vector product, real triangular packed matrix Related keywords: BLAS; blas, real matrices; linear algebra support routines; multiply, matrix; real, triangular matrix; |
DTPQRT | F08BBF | 25 | nagf_lapackeig_dtpqrt factorization of real general triangular-pentagonal matrix Related keywords: eigenproblem; explicit blocking; LAPACK; least squares; QR factorization; real, triangular-pentagonal matrix; recursive QR; |
DTPRFS | F07UHF | 15 | nagf_lapacklin_dtprfs Error bounds for solution of real triangular system of linear equations, multiple right-hand sides, packed storage Related keywords: backward error; error bound, matrix; forward error; LAPACK; linear equations; real, triangular matrix; |
dtpsv | F06PLF | 12 | nagf_blas_dtpsv System of equations, real triangular packed matrix Related keywords: BLAS; blas, real matrices; linear algebra support routines; linear equations; real, triangular matrix; |
DTPTRI | F07UJF | 15 | nagf_lapacklin_dtptri Inverse of real triangular matrix, packed storage Related keywords: inverse, matrix; LAPACK; linear equations; real, triangular matrix; |
DTPTRS | F07UEF | 15 | nagf_lapacklin_dtptrs Solution of real triangular system of linear equations, multiple right-hand sides, packed storage Related keywords: LAPACK; linear equations; real, triangular matrix; |
DTPTTF | F01VJF | 23 | nagf_matop_dtpttf Copies a real triangular matrix from packed format to Rectangular Full Packed format Related keywords: finance; inversion; LAPACK; matrix operations; real, triangular matrix; |
DTPTTR | F01VCF | 23 | nagf_matop_dtpttr Copies a real triangular matrix from packed format to full format Related keywords: finance; inversion; LAPACK; matrix operations; real, triangular matrix; |
DTRCON | F07TGF | 15 | nagf_lapacklin_dtrcon Estimate condition number of real triangular matrix Related keywords: condition number, matrix; LAPACK; linear equations; real, triangular matrix; |
DTREVC | F08QKF | 16 | nagf_lapackeig_dtrevc Computes left and right eigenvectors of real upper quasi-triangular matrix Related keywords: eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; real, quasi-triangular matrix; |
DTREXC | F08QFF | 16 | nagf_lapackeig_dtrexc Reorders a Schur factorization of real matrix using orthogonal similarity transformation Related keywords: eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; real, nonsymmetric matrix; Schur form; |
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 Related keywords: condition number, matrix; eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; Schur form; |
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dtrmv | F06PFF | 12 | nagf_blas_dtrmv Matrix-vector product, real triangular matrix Related keywords: BLAS; blas, real matrices; linear algebra support routines; multiply, matrix; real, triangular matrix; |
DTRRFS | F07THF | 15 | nagf_lapacklin_dtrrfs Error bounds for solution of real triangular system of linear equations, multiple right-hand sides Related keywords: backward error; error bound, matrix; finance; forward error; LAPACK; linear equations; real, triangular matrix; |
DTRSNA | F08QLF | 16 | nagf_lapackeig_dtrsna Computes estimates of sensitivities of selected eigenvalues and eigenvectors of real upper quasi-triangular matrix Related keywords: condition number, matrix; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; real, quasi-triangular matrix; |
F08QYF | 16 | nagf_lapackeig_ztrsna Computes estimates of sensitivities of selected eigenvalues and eigenvectors of complex upper triangular matrix Related keywords: complex, triangular matrix; condition number, matrix; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; |
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dtrsv | F06PJF | 12 | nagf_blas_dtrsv System of equations, real triangular matrix Related keywords: BLAS; blas, real matrices; finance; linear algebra support routines; linear equations; real, triangular matrix; |
DTRSYL | F08QHF | 16 | nagf_lapackeig_dtrsyl Solves the real Sylvester matrix equation , and are upper quasi-triangular or transposes Related keywords: eigenproblem; LAPACK; LAPACK; least squares; real, quasi-triangular matrix; Sylvester equation; |
DTRTRI | F07TJF | 15 | nagf_lapacklin_dtrtri Inverse of real triangular matrix Related keywords: finance; inverse, matrix; LAPACK; linear equations; real, triangular matrix; |
DTRTRS | F07TEF | 15 | nagf_lapacklin_dtrtrs Solution of real triangular system of linear equations, multiple right-hand sides Related keywords: finance; LAPACK; linear equations; real, triangular matrix; |
DTRTTP | F01VAF | 23 | nagf_matop_dtrttp Copies a real triangular matrix from full format to packed format Related keywords: finance; inversion; LAPACK; matrix operations; real, triangular matrix; |
F01VEF | 23 | nagf_matop_dtrttf Copies a real triangular matrix from full format to Rectangular Full Packed format Related keywords: finance; inversion; LAPACK; matrix operations; real, triangular matrix; |
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DTZRZF | F08BHF | 22 | nagf_lapackeig_dtzrzf Reduces a real upper trapezoidal matrix to upper triangular form Related keywords: eigenproblem; LAPACK; LAPACK; least squares; matrix, upper trapezoidal; matrix, upper triangular; orthogonal transformations; real, trapezoidal matrix; |
Durbin–Watson statistic | G01EPF | 15 | nagf_stat_prob_durbin_watson Computes bounds for the significance of a Durbin–Watson statistic Related keywords: CDF, cumulative distribution function; finance; significance; Simple Calculations on Statistical Data; |
G02FCF | 15 | nagf_correg_linregm_stat_durbwat Computes Durbin–Watson test statistic Related keywords: big data; correlation analysis; data analytics; finance; nonlinear regression; polynomial regression; regression analysis; significance; |
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dzasum | F06JKF | 12 | nagf_blas_dzasum Sum absolute values of complex vector elements Related keywords: BLAS; blas, complex matrices; elementary arithmetic; linear algebra support routines; |
dznrm2 | F06JJF | 12 | nagf_blas_dznrm2 Compute Euclidean norm of complex vector Related keywords: BLAS; blas, complex matrices; Euclidean norm; finance; linear algebra support routines; |
EGARCH | G05PGF | 22 | nagf_rand_times_garch_exp Generates a realization of a time series from an exponential GARCH (EGARCH) process Related keywords: big data; data analytics; finance; random number generators; time series; |
G13FGF | 20 | nagf_tsa_uni_garch_exp_estim Univariate time series, parameter estimation for an exponential GARCH (EGARCH) process Related keywords: big data; data analytics; exponential GARCH; finance; GARCH; time series; time series analysis; univariate time series; |
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G13FHF | 20 | nagf_tsa_uni_garch_exp_forecast Univariate time series, forecast function for an exponential GARCH (EGARCH) process Related keywords: big data; data analytics; exponential GARCH; finance; forecasting; GARCH; time series; time series analysis; univariate time series; |
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eigenproblem | D02KAF | 7 | nagf_ode_sl2_reg_finite Second-order Sturm–Liouville problem, regular system, finite range, eigenvalue only Related keywords: boundary value problem; BVP; ODE, ordinary differential equations; Sturm–Liouville equations; |
D02KDF | 7 | nagf_ode_sl2_breaks_vals Second-order Sturm–Liouville problem, regular/singular system, finite/infinite range, eigenvalue only, user-specified break-points Related keywords: boundary value problem; BVP; general; ODE, ordinary differential equations; Sturm–Liouville equations; |
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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 Related keywords: boundary value problem; BVP; ODE, ordinary differential equations; Sturm–Liouville equations; |
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F02FKF | 25 | nagf_eigen_real_symm_sparse_arnoldi Selected eigenvalues and eigenvectors of a real symmetric sparse matrix Related keywords: big data; data analytics; eigenvalues; eigenvalues; eigenvectors; eigenvectors; large scale eigenproblems; matrix, sparse; real, sparse, symmetric matrix; sparse eigenproblem; |
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F08 Chapter Introduction | Least Squares and Eigenvalue Problems (LAPACK) Related keywords: LAPACK; least squares; |
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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 Related keywords: big data; data analytics; eigenproblem, initialization; large scale eigenproblems; real, sparse matrix; |
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F12ABF | 21 | nagf_sparseig_real_iter Selected eigenvalues and, optionally, eigenvectors of a real nonsymmetric sparse eigenproblem, reverse communication Related keywords: big data; data analytics; eigenvalues; eigenvectors; large scale eigenproblems; real, sparse matrix; sparse eigenproblem; |
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F12ACF | 21 | nagf_sparseig_real_proc Selected eigenvalues and, optionally, eigenvectors of a real nonsymmetric sparse eigenproblem, postprocessing for F12ABF Related keywords: big data; data analytics; eigenvalues; eigenvectors; large scale eigenproblems; real, sparse matrix; sparse eigenproblem; |
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F12AEF | 21 | nagf_sparseig_real_monit Provides monitoring information for F12ABF Related keywords: big data; data analytics; large scale eigenproblems; monitoring information; real, sparse matrix; sparse eigenproblems, monitoring; |
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F12ASF | 21 | nagf_sparseig_complex_monit Provides monitoring information for F12APF Related keywords: big data; complex, sparse matrix; data analytics; large scale eigenproblems; monitoring information; sparse eigenproblems, monitoring; |
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eigenproblem, banded | F12AGF | 21 | nagf_sparseig_real_band_solve Selected eigenvalues and, optionally, eigenvectors of a real nonsymmetric banded eigenproblem, driver Related keywords: big data; data analytics; eigenvalues; eigenvectors; large scale eigenproblems; real, band matrix; |
F12AUF | 24 | nagf_sparseig_complex_band_solve Selected eigenvalues and, optionally, eigenvectors of complex non-Hermitian banded eigenproblem, driver Related keywords: big data; complex, band matrix; data analytics; eigenvalues; eigenvectors; large scale eigenproblems; |
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F12FGF | 21 | nagf_sparseig_real_symm_band_solve Selected eigenvalues and, optionally, eigenvectors of a real symmetric banded eigenproblem, driver Related keywords: big data; data analytics; eigenvalues; eigenvectors; large scale eigenproblems; real, band, symmetric matrix; |
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eigenproblem, generalized | F01BVF | 7 | nagf_matop_real_symm_posdef_geneig Reduction to standard form, generalized real symmetric-definite banded eigenproblem Related keywords: generalized eigenproblem; inversion; matrix, band; matrix operations; real, band, positive-definite, symmetric matrix; |
F08SAF | 21 | nagf_lapackeig_dsygv Computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem Related keywords: DSYGV; eigenproblem; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; real, positive-definite, symmetric matrix; |
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F08SBF | 21 | nagf_lapackeig_dsygvx Computes selected eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem Related keywords: DSYGVX; eigenproblem; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; real, positive-definite, symmetric matrix; |
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F08SCF | 21 | nagf_lapackeig_dsygvd Computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem (divide-and-conquer) Related keywords: divide-and-conquer method; DSYGVD; eigenproblem; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; real, positive-definite, symmetric matrix; |
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F08SEF | 16 | nagf_lapackeig_dsygst Performs a reduction to standard form of real symmetric-definite generalized eigenproblem , or , factorized by F07FDF Related keywords: DSYGST; eigenproblem; generalized eigenproblem; LAPACK; LAPACK; least squares; real, positive-definite, symmetric matrix; |
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F08SNF | 21 | nagf_lapackeig_zhegv Computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem Related keywords: complex, Hermitian, positive-definite matrix; eigenproblem; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; ZHEGV; |
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F08SPF | 21 | nagf_lapackeig_zhegvx Computes selected eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem Related keywords: complex, Hermitian, positive-definite matrix; eigenproblem; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; ZHEGVX; |
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F08SQF | 21 | nagf_lapackeig_zhegvd Computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem (divide-and-conquer) Related keywords: complex, Hermitian, positive-definite matrix; divide-and-conquer method; eigenproblem; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; ZHEGVD; |
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F08SSF | 16 | nagf_lapackeig_zhegst Performs a reduction to standard form of complex Hermitian-definite generalized eigenproblem , or , factorized by F07FRF Related keywords: complex, Hermitian, positive-definite matrix; eigenproblem; generalized eigenproblem; LAPACK; LAPACK; least squares; ZHEGST; |
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F08TAF | 21 | nagf_lapackeig_dspgv Computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem, packed storage Related keywords: DSPGV; eigenproblem; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; real, positive-definite, symmetric matrix; |
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F08TBF | 21 | nagf_lapackeig_dspgvx Computes selected eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem, packed storage Related keywords: DSPGVX; eigenproblem; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; real, positive-definite, symmetric matrix; |
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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) Related keywords: divide-and-conquer method; DSPGVX; eigenproblem; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; real, positive-definite, symmetric matrix; |
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F08TEF | 16 | nagf_lapackeig_dspgst Performs a reduction to standard form of real symmetric-definite generalized eigenproblem , or , packed storage, factorized by F07GDF Related keywords: DSPGVX; eigenproblem; generalized eigenproblem; LAPACK; LAPACK; least squares; real, positive-definite, symmetric matrix; |
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F08TNF | 21 | nagf_lapackeig_zhpgv Computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem, packed storage Related keywords: complex, Hermitian, positive-definite matrix; eigenproblem; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; ZHPGV; |
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F08TPF | 21 | nagf_lapackeig_zhpgvx Computes selected eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem, packed storage Related keywords: complex, Hermitian, positive-definite matrix; eigenproblem; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; ZHPGVX; |
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F08TQF | 21 | nagf_lapackeig_zhpgvd Computes selected eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem, packed storage (divide-and-conquer) Related keywords: complex, Hermitian, positive-definite matrix; divide-and-conquer method; eigenproblem; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; ZHPGVD; |
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F08TSF | 16 | nagf_lapackeig_zhpgst Performs a reduction to standard form of complex Hermitian-definite generalized eigenproblem , or , packed storage, factorized by F07GRF Related keywords: complex, Hermitian, positive-definite matrix; eigenproblem; generalized eigenproblem; LAPACK; LAPACK; least squares; ZHPGVD; |
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F08UAF | 21 | nagf_lapackeig_dsbgv Computes all the eigenvalues, and optionally, the eigenvectors of a real banded generalized symmetric-definite eigenproblem Related keywords: DSBGV; eigenproblem; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; real, band, positive-definite, symmetric matrix; |
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F08UBF | 21 | nagf_lapackeig_dsbgvx Computes selected eigenvalues, and optionally, the eigenvectors of a real banded generalized symmetric-definite eigenproblem Related keywords: DSBGVX; eigenproblem; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; real, band, positive-definite, symmetric matrix; |
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F08UCF | 21 | nagf_lapackeig_dsbgvd Computes all the eigenvalues, and optionally, the eigenvectors of a real banded generalized symmetric-definite eigenproblem (divide-and-conquer) Related keywords: divide-and-conquer method; DSBGVX; eigenproblem; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; real, band, positive-definite, symmetric matrix; |
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F08UEF | 19 | nagf_lapackeig_dsbgst Performs a reduction of real symmetric-definite banded generalized eigenproblem to standard form , such that has the same bandwidth as Related keywords: DSBGST; eigenproblem; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; real, band, positive-definite, symmetric matrix; |
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F08UFF | 19 | nagf_lapackeig_dpbstf Computes a split Cholesky factorization of real symmetric positive definite band matrix Related keywords: Cholesky decomposition; DPBSTF; DSBGST; eigenproblem; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; real, band, positive-definite, symmetric matrix; |
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F08UNF | 21 | nagf_lapackeig_zhbgv Computes all the eigenvalues, and optionally, the eigenvectors of a complex banded generalized Hermitian-definite eigenproblem Related keywords: complex, band, Hermitian, positive-definite matrix; eigenproblem; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; ZHBGV; |
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F08UPF | 21 | nagf_lapackeig_zhbgvx Computes selected eigenvalues, and optionally, the eigenvectors of a complex banded generalized Hermitian-definite eigenproblem Related keywords: complex, band, Hermitian, positive-definite matrix; eigenproblem; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; ZHBGVX; |
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F08UQF | 21 | nagf_lapackeig_zhbgvd Computes all the eigenvalues, and optionally, the eigenvectors of a complex banded generalized Hermitian-definite eigenproblem (divide-and-conquer) Related keywords: complex, band, Hermitian, positive-definite matrix; divide-and-conquer method; eigenproblem; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; ZHBGVD; |
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F08USF | 19 | nagf_lapackeig_zhbgst Performs a reduction of complex Hermitian-definite banded generalized eigenproblem to standard form , such that has the same bandwidth as Related keywords: complex, band, Hermitian, positive-definite matrix; eigenproblem; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; ZHBGST; |
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F08UTF | 19 | nagf_lapackeig_zpbstf Computes a split Cholesky factorization of complex Hermitian positive definite band matrix Related keywords: complex, band, Hermitian, positive-definite matrix; eigenproblem; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; Split Cholesky factorization; ZPBSTF; |
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F08WAF | 21 | nagf_lapackeig_dggev Computes, for a real nonsymmetric matrix pair, the generalized eigenvalues, and optionally, the left and/or right generalized eigenvectors Related keywords: DGGEV; eigenproblem; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; |
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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 Related keywords: balancing; condition number, matrix; DGGEVX; eigenproblem; eigenvalues; eigenvectors; finance; forward error; generalized eigenproblem; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; |
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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 Related keywords: DGGEV; eigenproblem; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; |
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F08WEF | 20 | nagf_lapackeig_dgghrd Performs an orthogonal reduction of a pair of real general matrices to generalized upper Hessenberg form Related keywords: DGGHRD; eigenproblem; generalized eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; real, nonsymmetric matrix; |
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F08WFF | 26 | nagf_lapackeig_dgghd3 Performs, using BLAS-3, an orthogonal reduction of a pair of real general matrices to generalized upper Hessenberg form Related keywords: DGGHD3; eigenproblem; generalized eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; real, nonsymmetric matrix; |
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F08WHF | 20 | nagf_lapackeig_dggbal Balances a pair of real, square, matrices Related keywords: balancing; DGGHRD; eigenproblem; generalized eigenproblem; LAPACK; LAPACK; least squares; |
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F08WJF | 20 | nagf_lapackeig_dggbak Transforms eigenvectors of a pair of real balanced matrices to those of original matrix pair supplied to F08WHF Related keywords: balancing; DGGBAK; eigenproblem; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; |
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F08WNF | 21 | nagf_lapackeig_zggev Computes, for a complex nonsymmetric matrix pair, the generalized eigenvalues, and optionally, the left and/or right generalized eigenvectors Related keywords: complex, nonsymmetric matrix; eigenproblem; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; ZGGEV; |
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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 Related keywords: balancing; complex, nonsymmetric matrix; condition number, matrix; eigenproblem; eigenvalues; eigenvectors; finance; forward error; generalized eigenproblem; LAPACK; LAPACK; least squares; ZGGEVX; |
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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 Related keywords: complex, nonsymmetric matrix; eigenproblem; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; ZGGEV3; |
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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 Related keywords: complex, nonsymmetric matrix; eigenproblem; eigenvalues; generalized eigenproblem; generalized Schur form; LAPACK; LAPACK; least squares; Schur vectors; ZGGES; |
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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 Related keywords: complex, nonsymmetric matrix; condition number, matrix; eigenproblem; eigenvalues; generalized eigenproblem; generalized Schur form; LAPACK; LAPACK; least squares; Schur vectors; ZGGES; |
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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 Related keywords: complex, nonsymmetric matrix; eigenproblem; eigenvalues; generalized eigenproblem; generalized Schur form; LAPACK; LAPACK; least squares; Schur vectors; ZGGES3; |
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F08XSF | 20 | nagf_lapackeig_zhgeqz Eigenvalues and generalized Schur factorization of complex generalized upper Hessenberg form reduced from a pair of complex, square, matrices Related keywords: complex, Hermitian, indefinite matrix; eigenproblem; eigenvalues; generalized eigenproblem; generalized Schur form; LAPACK; LAPACK; least squares; QZ algorithm; ZHGEQZ; |
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eigenproblem, initialization | 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 Related keywords: big data; data analytics; eigenproblem; large scale eigenproblems; real, sparse matrix; |
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 Related keywords: big data; data analytics; large scale eigenproblems; real, band matrix; |
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F12ANF | 21 | nagf_sparseig_complex_init Initialization routine for (F12APF) computing selected eigenvalues and, optionally, eigenvectors of a complex sparse (standard or generalized) eigenproblem Related keywords: big data; complex, sparse matrix; data analytics; large scale eigenproblems; |
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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 Related keywords: big data; complex, band matrix; data analytics; large scale eigenproblems; |
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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 Related keywords: big data; data analytics; large scale eigenproblems; real, sparse, symmetric matrix; |
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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 Related keywords: big data; data analytics; large scale eigenproblems; real, band, symmetric matrix; |
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eigenproblem, quadratic | F02JCF | 25 | nagf_eigen_real_gen_quad Solves the quadratic eigenvalue problem for real matrices Related keywords: backward error; balancing; big data; condition number; data analytics; eigenvalues; eigenvalues and eigenvectors; eigenvectors; |
F02JQF | 25 | nagf_eigen_complex_gen_quad Solves the quadratic eigenvalue problem for complex matrices Related keywords: backward error; balancing; big data; condition number; data analytics; eigenvalues; eigenvalues and eigenvectors; eigenvectors; |
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eigenvalues | F02 Chapter Introduction | Eigenvalues and Eigenvectors Related keywords: big data; data analytics; eigenvectors; |
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F02FKF | 25 | nagf_eigen_real_symm_sparse_arnoldi Selected eigenvalues and eigenvectors of a real symmetric sparse matrix Related keywords: big data; data analytics; eigenproblem; eigenvectors; eigenvectors; large scale eigenproblems; matrix, sparse; real, sparse, symmetric matrix; sparse eigenproblem; |
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F06BPF | 12 | nagf_blas_deig2 Compute eigenvalue of by real symmetric matrix Related keywords: BLAS; elementary arithmetic; linear algebra support routines; |
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F08FAF | 21 | nagf_lapackeig_dsyev Computes all eigenvalues and, optionally, eigenvectors of a real symmetric matrix Related keywords: DSYEV; eigenproblem; eigenvectors; finance; LAPACK; LAPACK; least squares; real, indefinite, symmetric matrix; |
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F08FBF | 21 | nagf_lapackeig_dsyevx Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix Related keywords: DSYEVX; eigenproblem; eigenvectors; finance; LAPACK; LAPACK; least squares; real, indefinite, symmetric matrix; |
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F08FCF | 19 | nagf_lapackeig_dsyevd Computes all eigenvalues and, optionally, all eigenvectors of real symmetric matrix (divide-and-conquer) Related keywords: divide-and-conquer method; DSYEVD; eigenproblem; eigenvectors; finance; LAPACK; LAPACK; least squares; real, indefinite, symmetric matrix; |
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F08FDF | 21 | nagf_lapackeig_dsyevr Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix (Relatively Robust Representations) Related keywords: dqds algorithm; DSYEVR; eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; real, indefinite, symmetric matrix; relatively robust representations; |
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F08FNF | 21 | nagf_lapackeig_zheev Computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix Related keywords: complex, Hermitian, indefinite matrix; eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; ZHEEV; |
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F08FPF | 21 | nagf_lapackeig_zheevx Computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix Related keywords: complex, Hermitian, indefinite matrix; eigenproblem; eigenvectors; finance; LAPACK; LAPACK; least squares; ZHEEVX; |
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F08FQF | 19 | nagf_lapackeig_zheevd Computes all eigenvalues and, optionally, all eigenvectors of complex Hermitian matrix (divide-and-conquer) Related keywords: complex, Hermitian, indefinite matrix; divide-and-conquer method; eigenproblem; eigenvectors; finance; LAPACK; LAPACK; least squares; ZHEEVD; |
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F08FRF | 21 | nagf_lapackeig_zheevr Computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix (Relatively Robust Representations) Related keywords: complex, Hermitian, indefinite matrix; eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; relatively robust representations; unitary transformations; ZHEEVR; |
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F08GAF | 21 | nagf_lapackeig_dspev Computes all eigenvalues and, optionally, eigenvectors of a real symmetric matrix, packed storage Related keywords: DSPEV; eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; orthogonal transformations; algorithm; real, indefinite, symmetric matrix; |
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F08GBF | 21 | nagf_lapackeig_dspevx Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix, packed storage Related keywords: DSPEVX; eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; orthogonal transformations; real, indefinite, symmetric matrix; |
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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 or algorithm) Related keywords: divide-and-conquer method; DSPEVD; eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; Pal–Walker–Kahan ( or ) algorithm; real, indefinite, symmetric matrix; |
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F08GNF | 21 | nagf_lapackeig_zhpev Computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix, packed storage Related keywords: complex, Hermitian, indefinite matrix; eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; ZHPEV; |
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F08GPF | 21 | nagf_lapackeig_zhpevx Computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix, packed storage Related keywords: complex, Hermitian, indefinite matrix; eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; ZHPEVX; |
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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 or algorithm) Related keywords: complex, Hermitian, indefinite matrix; divide-and-conquer method; eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; Pal–Walker–Kahan ( or ) algorithm; ZHPEVD; |
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F08HBF | 21 | nagf_lapackeig_dsbevx Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric band matrix Related keywords: DSBEVX; eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; real, band, symmetric matrix; |
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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 or algorithm) Related keywords: divide-and-conquer method; DSBEVX; eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; Pal–Walker–Kahan ( or ) algorithm; real, band, symmetric matrix; |
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F08HQF | 19 | nagf_lapackeig_zhbevd Computes all eigenvalues and, optionally, all eigenvectors of complex Hermitian band matrix (divide-and-conquer) Related keywords: complex, band, Hermitian matrix; divide-and-conquer method; eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; Pal–Walker–Kahan ( or ) algorithm; ZHBEVD; |
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F08JAF | 21 | nagf_lapackeig_dstev Computes all eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix Related keywords: DSTEV; eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; algorithm; algorithm; real, symmetric, tridiagonal matrix; |
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F08JBF | 21 | nagf_lapackeig_dstevx Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix Related keywords: bisection method; DSTEVX; eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; algorithm; real, symmetric, tridiagonal matrix; |
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F08JCF | 19 | nagf_lapackeig_dstevd Computes all eigenvalues and, optionally, all eigenvectors of real symmetric tridiagonal matrix (divide-and-conquer) Related keywords: divide-and-conquer method; DSTEVX; eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; Pal–Walker–Kahan ( or ) algorithm; real, symmetric, tridiagonal matrix; |
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F08JDF | 21 | nagf_lapackeig_dstevr Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix (Relatively Robust Representations) Related keywords: dqds algorithm; DSTEVR; eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; real, symmetric, tridiagonal matrix; relatively robust representations; |
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F08JEF | 16 | nagf_lapackeig_dsteqr Computes all eigenvalues and eigenvectors of real symmetric tridiagonal matrix, reduced from real symmetric matrix using the implicit or algorithm Related keywords: DSTEQR; eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; algorithm; algorithm; real, symmetric, tridiagonal matrix; |
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F08JFF | 16 | nagf_lapackeig_dsterf Computes all eigenvalues of real symmetric tridiagonal matrix, root-free variant of the or algorithm Related keywords: DSTERF; eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; algorithm; algorithm; real, symmetric, tridiagonal matrix; |
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F08JGF | 16 | nagf_lapackeig_dpteqr Computes all eigenvalues and eigenvectors of real symmetric positive definite tridiagonal matrix, reduced from real symmetric positive definite matrix Related keywords: DPTEQR; eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; real, symmetric, tridiagonal matrix; |
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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) Related keywords: divide-and-conquer method; DSTEDC; eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; algorithm; algorithm; real, symmetric, tridiagonal matrix; |
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F08JJF | 16 | nagf_lapackeig_dstebz Computes selected eigenvalues of real symmetric tridiagonal matrix by bisection Related keywords: bisection method; DSTEBZ; eigenproblem; LAPACK; LAPACK; least squares; matrix, band; real, symmetric, tridiagonal matrix; |
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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) Related keywords: dqds algorithm; DSTEGR; eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; real, symmetric, tridiagonal matrix; relatively robust representations; |
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F08JSF | 16 | nagf_lapackeig_zsteqr Computes all eigenvalues and eigenvectors of real symmetric tridiagonal matrix, reduced from complex Hermitian matrix, using the implicit or algorithm Related keywords: eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; algorithm; real, symmetric, tridiagonal matrix; ZSTEQR; |
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F08JUF | 16 | nagf_lapackeig_zpteqr Computes all eigenvalues and eigenvectors of real symmetric positive definite tridiagonal matrix, reduced from complex Hermitian positive definite matrix Related keywords: eigenproblem; eigenvectors; LAPACK; LAPACK; decomposition; least squares; real, symmetric, tridiagonal matrix; ZPTEQR; |
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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) Related keywords: divide-and-conquer method; eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; algorithm; algorithm; real, symmetric, tridiagonal matrix; ZSTEDC; |
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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) Related keywords: dqds algorithm; eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; real, symmetric, tridiagonal matrix; relatively robust representations; ZSTEGR; |
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F08NAF | 21 | nagf_lapackeig_dgeev Computes all eigenvalues and, optionally, left and/or right eigenvectors of a real nonsymmetric matrix Related keywords: DGEEV; eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; orthogonal transformations; algorithm; real, nonsymmetric matrix; |
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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 Related keywords: balancing; condition number, matrix; DGEEVX; eigenproblem; eigenvectors; finance; forward error; LAPACK; LAPACK; least squares; orthogonal transformations; algorithm; real, nonsymmetric matrix; |
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F08NNF | 21 | nagf_lapackeig_zgeev Computes all eigenvalues and, optionally, left and/or right eigenvectors of a complex nonsymmetric matrix Related keywords: complex, nonsymmetric matrix; DGEEV; eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; |
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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 Related keywords: balancing; complex, nonsymmetric matrix; condition number, matrix; DGEEV; eigenproblem; eigenvectors; finance; forward error; LAPACK; LAPACK; least squares; |
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F08PAF | 21 | nagf_lapackeig_dgees Computes for real square nonsymmetric matrix, the eigenvalues, the real Schur form, and, optionally, the matrix of Schur vectors Related keywords: DGEES; eigenproblem; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; Schur form; Schur vectors; |
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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 Related keywords: condition number, matrix; DGEES; eigenproblem; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; Schur form; Schur vectors; |
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F08PEF | 16 | nagf_lapackeig_dhseqr Computes the eigenvalues and Schur factorization of real upper Hessenberg matrix reduced from real general matrix Related keywords: DHSEQR; eigenproblem; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; Schur form; |
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F08PNF | 21 | nagf_lapackeig_zgees Computes for complex square nonsymmetric matrix, the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors Related keywords: complex, nonsymmetric matrix; eigenproblem; LAPACK; LAPACK; least squares; Schur form; Schur vectors; ZGEES; |
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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 Related keywords: condition number, matrix; eigenproblem; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; Schur form; Schur vectors; ZGEESX; |
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F08PSF | 16 | nagf_lapackeig_zhseqr Computes the eigenvalues and Schur factorization of complex upper Hessenberg matrix reduced from complex general matrix Related keywords: complex, Hessenberg matrix; eigenproblem; LAPACK; LAPACK; least squares; Schur form; ZHSEQR; |
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F08QLF | 16 | nagf_lapackeig_dtrsna Computes estimates of sensitivities of selected eigenvalues and eigenvectors of real upper quasi-triangular matrix Related keywords: condition number, matrix; DTRSNA; eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; real, quasi-triangular matrix; |
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F08QYF | 16 | nagf_lapackeig_ztrsna Computes estimates of sensitivities of selected eigenvalues and eigenvectors of complex upper triangular matrix Related keywords: complex, triangular matrix; condition number, matrix; DTRSNA; eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; |
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F08SAF | 21 | nagf_lapackeig_dsygv Computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem Related keywords: DSYGV; eigenproblem; eigenproblem, generalized; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; real, positive-definite, symmetric matrix; |
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F08SBF | 21 | nagf_lapackeig_dsygvx Computes selected eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem Related keywords: DSYGVX; eigenproblem; eigenproblem, generalized; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; real, positive-definite, symmetric matrix; |
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F08SCF | 21 | nagf_lapackeig_dsygvd Computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem (divide-and-conquer) Related keywords: divide-and-conquer method; DSYGVD; eigenproblem; eigenproblem, generalized; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; real, positive-definite, symmetric matrix; |
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F08SNF | 21 | nagf_lapackeig_zhegv Computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem Related keywords: complex, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; ZHEGV; |
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F08SPF | 21 | nagf_lapackeig_zhegvx Computes selected eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem Related keywords: complex, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; ZHEGVX; |
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F08SQF | 21 | nagf_lapackeig_zhegvd Computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem (divide-and-conquer) Related keywords: complex, Hermitian, positive-definite matrix; divide-and-conquer method; eigenproblem; eigenproblem, generalized; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; ZHEGVD; |
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F08TAF | 21 | nagf_lapackeig_dspgv Computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem, packed storage Related keywords: DSPGV; eigenproblem; eigenproblem, generalized; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; real, positive-definite, symmetric matrix; |
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F08TBF | 21 | nagf_lapackeig_dspgvx Computes selected eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem, packed storage Related keywords: DSPGVX; eigenproblem; eigenproblem, generalized; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; real, positive-definite, symmetric matrix; |
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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) Related keywords: divide-and-conquer method; DSPGVX; eigenproblem; eigenproblem, generalized; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; real, positive-definite, symmetric matrix; |
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F08TNF | 21 | nagf_lapackeig_zhpgv Computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem, packed storage Related keywords: complex, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; ZHPGV; |
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F08TPF | 21 | nagf_lapackeig_zhpgvx Computes selected eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem, packed storage Related keywords: complex, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; ZHPGVX; |
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F08TQF | 21 | nagf_lapackeig_zhpgvd Computes selected eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem, packed storage (divide-and-conquer) Related keywords: complex, Hermitian, positive-definite matrix; divide-and-conquer method; eigenproblem; eigenproblem, generalized; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; ZHPGVD; |
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F08UAF | 21 | nagf_lapackeig_dsbgv Computes all the eigenvalues, and optionally, the eigenvectors of a real banded generalized symmetric-definite eigenproblem Related keywords: DSBGV; eigenproblem; eigenproblem, generalized; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; real, band, positive-definite, symmetric matrix; |
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F08UBF | 21 | nagf_lapackeig_dsbgvx Computes selected eigenvalues, and optionally, the eigenvectors of a real banded generalized symmetric-definite eigenproblem Related keywords: DSBGVX; eigenproblem; eigenproblem, generalized; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; real, band, positive-definite, symmetric matrix; |
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F08UCF | 21 | nagf_lapackeig_dsbgvd Computes all the eigenvalues, and optionally, the eigenvectors of a real banded generalized symmetric-definite eigenproblem (divide-and-conquer) Related keywords: divide-and-conquer method; DSBGVX; eigenproblem; eigenproblem, generalized; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; real, band, positive-definite, symmetric matrix; |
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F08UNF | 21 | nagf_lapackeig_zhbgv Computes all the eigenvalues, and optionally, the eigenvectors of a complex banded generalized Hermitian-definite eigenproblem Related keywords: complex, band, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; ZHBGV; |
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F08UPF | 21 | nagf_lapackeig_zhbgvx Computes selected eigenvalues, and optionally, the eigenvectors of a complex banded generalized Hermitian-definite eigenproblem Related keywords: complex, band, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; ZHBGVX; |
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F08UQF | 21 | nagf_lapackeig_zhbgvd Computes all the eigenvalues, and optionally, the eigenvectors of a complex banded generalized Hermitian-definite eigenproblem (divide-and-conquer) Related keywords: complex, band, Hermitian, positive-definite matrix; divide-and-conquer method; eigenproblem; eigenproblem, generalized; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; ZHBGVD; |
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F08WAF | 21 | nagf_lapackeig_dggev Computes, for a real nonsymmetric matrix pair, the generalized eigenvalues, and optionally, the left and/or right generalized eigenvectors Related keywords: DGGEV; eigenproblem; eigenproblem, generalized; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; |
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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 Related keywords: balancing; condition number, matrix; DGGEVX; eigenproblem; eigenproblem, generalized; eigenvectors; finance; forward error; generalized eigenproblem; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; |
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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 Related keywords: DGGEV; eigenproblem; eigenproblem, generalized; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; |
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F08WNF | 21 | nagf_lapackeig_zggev Computes, for a complex nonsymmetric matrix pair, the generalized eigenvalues, and optionally, the left and/or right generalized eigenvectors Related keywords: complex, nonsymmetric matrix; eigenproblem; eigenproblem, generalized; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; ZGGEV; |
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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 Related keywords: balancing; complex, nonsymmetric matrix; condition number, matrix; eigenproblem; eigenproblem, generalized; eigenvectors; finance; forward error; generalized eigenproblem; LAPACK; LAPACK; least squares; ZGGEVX; |
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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 Related keywords: complex, nonsymmetric matrix; eigenproblem; eigenproblem, generalized; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; ZGGEV3; |
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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 Related keywords: DGGES; eigenproblem; generalized Schur form; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; Schur form, generalized; Schur vectors; |
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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 Related keywords: condition number, matrix; DGGESX; eigenproblem; generalized Schur form; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; Schur form, generalized; Schur vectors; |
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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 Related keywords: DGGES3; eigenproblem; generalized Schur form; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; Schur form, generalized; Schur vectors; |
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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 Related keywords: DHGEQZ; eigenproblem; generalized Schur form; LAPACK; LAPACK; least squares; real, Hessenberg matrix; |
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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 Related keywords: complex, nonsymmetric matrix; eigenproblem; eigenproblem, generalized; generalized eigenproblem; generalized Schur form; LAPACK; LAPACK; least squares; Schur vectors; ZGGES; |
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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 Related keywords: complex, nonsymmetric matrix; condition number, matrix; eigenproblem; eigenproblem, generalized; generalized eigenproblem; generalized Schur form; LAPACK; LAPACK; least squares; Schur vectors; ZGGES; |
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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 Related keywords: complex, nonsymmetric matrix; eigenproblem; eigenproblem, generalized; generalized eigenproblem; generalized Schur form; LAPACK; LAPACK; least squares; Schur vectors; ZGGES3; |
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F08XSF | 20 | nagf_lapackeig_zhgeqz Eigenvalues and generalized Schur factorization of complex generalized upper Hessenberg form reduced from a pair of complex, square, matrices Related keywords: complex, Hermitian, indefinite matrix; eigenproblem; eigenproblem, generalized; generalized eigenproblem; generalized Schur form; LAPACK; LAPACK; least squares; QZ algorithm; ZHGEQZ; |
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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 Related keywords: condition number, matrix; DTGSEN; eigenproblem; generalized Schur form; LAPACK; LAPACK; least squares; orthogonal transformations; real, nonsymmetric matrix; |
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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 Related keywords: complex, nonsymmetric matrix; condition number, matrix; eigenproblem; generalized Schur form; LAPACK; LAPACK; least squares; unitary transformations; ZTGEXC; |
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F12ABF | 21 | nagf_sparseig_real_iter Selected eigenvalues and, optionally, eigenvectors of a real nonsymmetric sparse eigenproblem, reverse communication Related keywords: big data; data analytics; eigenproblem; eigenvectors; large scale eigenproblems; real, sparse matrix; sparse eigenproblem; |
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F12ACF | 21 | nagf_sparseig_real_proc Selected eigenvalues and, optionally, eigenvectors of a real nonsymmetric sparse eigenproblem, postprocessing for F12ABF Related keywords: big data; data analytics; eigenproblem; eigenvectors; large scale eigenproblems; real, sparse matrix; sparse eigenproblem; |
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F12AGF | 21 | nagf_sparseig_real_band_solve Selected eigenvalues and, optionally, eigenvectors of a real nonsymmetric banded eigenproblem, driver Related keywords: big data; data analytics; eigenproblem, banded; eigenvectors; large scale eigenproblems; real, band matrix; |
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F12APF | 21 | nagf_sparseig_complex_iter Selected eigenvalues and, optionally, eigenvectors of a complex sparse eigenproblem, reverse communication Related keywords: big data; complex, sparse matrix; data analytics; eigenvectors; large scale eigenproblems; sparse eigenproblem; sparse generalized eigenproblem; |
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F12AUF | 24 | nagf_sparseig_complex_band_solve Selected eigenvalues and, optionally, eigenvectors of complex non-Hermitian banded eigenproblem, driver Related keywords: big data; complex, band matrix; data analytics; eigenproblem, banded; eigenvectors; large scale eigenproblems; |
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F12FBF | 21 | nagf_sparseig_real_symm_iter Selected eigenvalues and, optionally, eigenvectors of a real symmetric sparse eigenproblem, reverse communication Related keywords: big data; data analytics; eigenvectors; large scale eigenproblems; real, sparse, symmetric matrix; sparse eigenproblem; |
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F12FGF | 21 | nagf_sparseig_real_symm_band_solve Selected eigenvalues and, optionally, eigenvectors of a real symmetric banded eigenproblem, driver Related keywords: big data; data analytics; eigenproblem, banded; eigenvectors; large scale eigenproblems; real, band, symmetric matrix; |
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eigenvalues and eigenvectors | F01FQF | 25 | nagf_matop_complex_gen_matrix_pow General power of a complex matrix Related keywords: general power; inversion; matrix operations; matrix operations including inversion; |
F01KEF | 25 | nagf_matop_complex_gen_matrix_cond_pow Condition number for complex matrix power Related keywords: condition number; inversion; matrix operations; matrix operations including inversion; |
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F01KFF | 25 | nagf_matop_complex_gen_matrix_frcht_pow Fréchet derivative of complex matrix power Related keywords: Fréchet derivative; inversion; matrix operations; matrix operations including inversion; |
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F02JCF | 25 | nagf_eigen_real_gen_quad Solves the quadratic eigenvalue problem for real matrices Related keywords: backward error; balancing; big data; condition number; data analytics; eigenproblem, quadratic; eigenvalues; eigenvectors; |
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F02JQF | 25 | nagf_eigen_complex_gen_quad Solves the quadratic eigenvalue problem for complex matrices Related keywords: backward error; balancing; big data; condition number; data analytics; eigenproblem, quadratic; eigenvalues; eigenvectors; |
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eigenvectors | F02 Chapter Introduction | Eigenvalues and Eigenvectors Related keywords: big data; data analytics; eigenvalues; |
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F02FKF | 25 | nagf_eigen_real_symm_sparse_arnoldi Selected eigenvalues and eigenvectors of a real symmetric sparse matrix Related keywords: big data; data analytics; eigenproblem; eigenvalues; eigenvalues; large scale eigenproblems; matrix, sparse; real, sparse, symmetric matrix; sparse eigenproblem; |
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F08FAF | 21 | nagf_lapackeig_dsyev Computes all eigenvalues and, optionally, eigenvectors of a real symmetric matrix Related keywords: DSYEV; eigenproblem; eigenvalues; finance; LAPACK; LAPACK; least squares; real, indefinite, symmetric matrix; |
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F08FBF | 21 | nagf_lapackeig_dsyevx Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix Related keywords: DSYEVX; eigenproblem; eigenvalues; finance; LAPACK; LAPACK; least squares; real, indefinite, symmetric matrix; |
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F08FCF | 19 | nagf_lapackeig_dsyevd Computes all eigenvalues and, optionally, all eigenvectors of real symmetric matrix (divide-and-conquer) Related keywords: divide-and-conquer method; DSYEVD; eigenproblem; eigenvalues; finance; LAPACK; LAPACK; least squares; real, indefinite, symmetric matrix; |
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F08FDF | 21 | nagf_lapackeig_dsyevr Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix (Relatively Robust Representations) Related keywords: dqds algorithm; DSYEVR; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; real, indefinite, symmetric matrix; relatively robust representations; |
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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 Related keywords: complex, Hermitian, indefinite matrix; condition number, matrix; DDISNA; eigenproblem; finance; LAPACK; LAPACK; least squares; real, indefinite, symmetric matrix; |
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F08FNF | 21 | nagf_lapackeig_zheev Computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix Related keywords: complex, Hermitian, indefinite matrix; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; ZHEEV; |
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F08FPF | 21 | nagf_lapackeig_zheevx Computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix Related keywords: complex, Hermitian, indefinite matrix; eigenproblem; eigenvalues; finance; LAPACK; LAPACK; least squares; ZHEEVX; |
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F08FQF | 19 | nagf_lapackeig_zheevd Computes all eigenvalues and, optionally, all eigenvectors of complex Hermitian matrix (divide-and-conquer) Related keywords: complex, Hermitian, indefinite matrix; divide-and-conquer method; eigenproblem; eigenvalues; finance; LAPACK; LAPACK; least squares; ZHEEVD; |
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F08FRF | 21 | nagf_lapackeig_zheevr Computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix (Relatively Robust Representations) Related keywords: complex, Hermitian, indefinite matrix; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; relatively robust representations; unitary transformations; ZHEEVR; |
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F08GAF | 21 | nagf_lapackeig_dspev Computes all eigenvalues and, optionally, eigenvectors of a real symmetric matrix, packed storage Related keywords: DSPEV; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; orthogonal transformations; algorithm; real, indefinite, symmetric matrix; |
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F08GBF | 21 | nagf_lapackeig_dspevx Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix, packed storage Related keywords: DSPEVX; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; orthogonal transformations; real, indefinite, symmetric matrix; |
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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 or algorithm) Related keywords: divide-and-conquer method; DSPEVD; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; Pal–Walker–Kahan ( or ) algorithm; real, indefinite, symmetric matrix; |
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F08GNF | 21 | nagf_lapackeig_zhpev Computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix, packed storage Related keywords: complex, Hermitian, indefinite matrix; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; ZHPEV; |
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F08GPF | 21 | nagf_lapackeig_zhpevx Computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix, packed storage Related keywords: complex, Hermitian, indefinite matrix; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; ZHPEVX; |
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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 or algorithm) Related keywords: complex, Hermitian, indefinite matrix; divide-and-conquer method; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; Pal–Walker–Kahan ( or ) algorithm; ZHPEVD; |
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F08HBF | 21 | nagf_lapackeig_dsbevx Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric band matrix Related keywords: DSBEVX; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; matrix, band; real, band, symmetric matrix; |
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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 or algorithm) Related keywords: divide-and-conquer method; DSBEVX; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; matrix, band; Pal–Walker–Kahan ( or ) algorithm; real, band, symmetric matrix; |
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F08HQF | 19 | nagf_lapackeig_zhbevd Computes all eigenvalues and, optionally, all eigenvectors of complex Hermitian band matrix (divide-and-conquer) Related keywords: complex, band, Hermitian matrix; divide-and-conquer method; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; matrix, band; Pal–Walker–Kahan ( or ) algorithm; ZHBEVD; |
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F08JAF | 21 | nagf_lapackeig_dstev Computes all eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix Related keywords: DSTEV; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; matrix, band; algorithm; algorithm; real, symmetric, tridiagonal matrix; |
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F08JBF | 21 | nagf_lapackeig_dstevx Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix Related keywords: bisection method; DSTEVX; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; matrix, band; algorithm; real, symmetric, tridiagonal matrix; |
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F08JCF | 19 | nagf_lapackeig_dstevd Computes all eigenvalues and, optionally, all eigenvectors of real symmetric tridiagonal matrix (divide-and-conquer) Related keywords: divide-and-conquer method; DSTEVX; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; matrix, band; Pal–Walker–Kahan ( or ) algorithm; real, symmetric, tridiagonal matrix; |
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F08JDF | 21 | nagf_lapackeig_dstevr Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix (Relatively Robust Representations) Related keywords: dqds algorithm; DSTEVR; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; matrix, band; real, symmetric, tridiagonal matrix; relatively robust representations; |
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F08JEF | 16 | nagf_lapackeig_dsteqr Computes all eigenvalues and eigenvectors of real symmetric tridiagonal matrix, reduced from real symmetric matrix using the implicit or algorithm Related keywords: DSTEQR; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; matrix, band; algorithm; algorithm; real, symmetric, tridiagonal matrix; |
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F08JFF | 16 | nagf_lapackeig_dsterf Computes all eigenvalues of real symmetric tridiagonal matrix, root-free variant of the or algorithm Related keywords: DSTERF; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; matrix, band; algorithm; algorithm; real, symmetric, tridiagonal matrix; |
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F08JGF | 16 | nagf_lapackeig_dpteqr Computes all eigenvalues and eigenvectors of real symmetric positive definite tridiagonal matrix, reduced from real symmetric positive definite matrix Related keywords: DPTEQR; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; matrix, band; real, symmetric, tridiagonal matrix; |
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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) Related keywords: divide-and-conquer method; DSTEDC; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; matrix, band; algorithm; algorithm; real, symmetric, tridiagonal matrix; |
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F08JKF | 16 | nagf_lapackeig_dstein Computes selected eigenvectors of real symmetric tridiagonal matrix by inverse iteration, storing eigenvectors in real array Related keywords: DSTEIN; eigenproblem; inverse iteration; LAPACK; LAPACK; least squares; matrix, band; real, symmetric, tridiagonal matrix; |
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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) Related keywords: dqds algorithm; DSTEGR; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; matrix, band; real, symmetric, tridiagonal matrix; relatively robust representations; |
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F08JSF | 16 | nagf_lapackeig_zsteqr Computes all eigenvalues and eigenvectors of real symmetric tridiagonal matrix, reduced from complex Hermitian matrix, using the implicit or algorithm Related keywords: eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; algorithm; real, symmetric, tridiagonal matrix; ZSTEQR; |
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F08JUF | 16 | nagf_lapackeig_zpteqr Computes all eigenvalues and eigenvectors of real symmetric positive definite tridiagonal matrix, reduced from complex Hermitian positive definite matrix Related keywords: eigenproblem; eigenvalues; LAPACK; LAPACK; decomposition; least squares; real, symmetric, tridiagonal matrix; ZPTEQR; |
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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) Related keywords: divide-and-conquer method; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; algorithm; algorithm; real, symmetric, tridiagonal matrix; ZSTEDC; |
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F08JXF | 16 | nagf_lapackeig_zstein Computes selected eigenvectors of real symmetric tridiagonal matrix by inverse iteration, storing eigenvectors in complex array Related keywords: eigenproblem; inverse iteration; LAPACK; LAPACK; least squares; matrix, band; real, symmetric, tridiagonal matrix; ZSTEIN; |
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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) Related keywords: dqds algorithm; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; matrix, band; real, symmetric, tridiagonal matrix; relatively robust representations; ZSTEGR; |
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F08NAF | 21 | nagf_lapackeig_dgeev Computes all eigenvalues and, optionally, left and/or right eigenvectors of a real nonsymmetric matrix Related keywords: DGEEV; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; orthogonal transformations; algorithm; real, nonsymmetric matrix; |
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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 Related keywords: balancing; condition number, matrix; DGEEVX; eigenproblem; eigenvalues; finance; forward error; LAPACK; LAPACK; least squares; orthogonal transformations; algorithm; real, nonsymmetric matrix; |
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F08NJF | 16 | nagf_lapackeig_dgebak Transforms eigenvectors of real balanced matrix to those of original matrix supplied to F08NHF Related keywords: balancing; DGEBAK; eigenproblem; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; |
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F08NNF | 21 | nagf_lapackeig_zgeev Computes all eigenvalues and, optionally, left and/or right eigenvectors of a complex nonsymmetric matrix Related keywords: complex, nonsymmetric matrix; DGEEV; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; |
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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 Related keywords: balancing; complex, nonsymmetric matrix; condition number, matrix; DGEEV; eigenproblem; eigenvalues; finance; forward error; LAPACK; LAPACK; least squares; |
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F08PKF | 16 | nagf_lapackeig_dhsein Computes selected right and/or left eigenvectors of real upper Hessenberg matrix by inverse iteration Related keywords: DHSEIN; eigenproblem; inverse iteration; LAPACK; LAPACK; least squares; real, Hessenberg matrix; |
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F08PXF | 16 | nagf_lapackeig_zhsein Computes selected right and/or left eigenvectors of complex upper Hessenberg matrix by inverse iteration Related keywords: complex, Hessenberg matrix; eigenproblem; inverse iteration; LAPACK; LAPACK; least squares; ZHSEIN; |
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F08QKF | 16 | nagf_lapackeig_dtrevc Computes left and right eigenvectors of real upper quasi-triangular matrix Related keywords: DTREVC; eigenproblem; LAPACK; LAPACK; least squares; real, quasi-triangular matrix; |
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F08QLF | 16 | nagf_lapackeig_dtrsna Computes estimates of sensitivities of selected eigenvalues and eigenvectors of real upper quasi-triangular matrix Related keywords: condition number, matrix; DTRSNA; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; real, quasi-triangular matrix; |
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F08QXF | 16 | nagf_lapackeig_ztrevc Computes left and right eigenvectors of complex upper triangular matrix Related keywords: complex, triangular matrix; eigenproblem; LAPACK; LAPACK; least squares; ZTREVC; |
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F08QYF | 16 | nagf_lapackeig_ztrsna Computes estimates of sensitivities of selected eigenvalues and eigenvectors of complex upper triangular matrix Related keywords: complex, triangular matrix; condition number, matrix; DTRSNA; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; |
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F08SAF | 21 | nagf_lapackeig_dsygv Computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem Related keywords: DSYGV; eigenproblem; eigenproblem, generalized; eigenvalues; generalized eigenproblem; LAPACK; LAPACK; least squares; real, positive-definite, symmetric matrix; |
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F08SBF | 21 | nagf_lapackeig_dsygvx Computes selected eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem Related keywords: DSYGVX; eigenproblem; eigenproblem, generalized; eigenvalues; generalized eigenproblem; LAPACK; LAPACK; least squares; real, positive-definite, symmetric matrix; |
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F08SCF | 21 | nagf_lapackeig_dsygvd Computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem (divide-and-conquer) Related keywords: divide-and-conquer method; DSYGVD; eigenproblem; eigenproblem, generalized; eigenvalues; generalized eigenproblem; LAPACK; LAPACK; least squares; real, positive-definite, symmetric matrix; |
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F08SNF | 21 | nagf_lapackeig_zhegv Computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem Related keywords: complex, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; eigenvalues; generalized eigenproblem; LAPACK; LAPACK; least squares; ZHEGV; |
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F08SPF | 21 | nagf_lapackeig_zhegvx Computes selected eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem Related keywords: complex, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; eigenvalues; generalized eigenproblem; LAPACK; LAPACK; least squares; ZHEGVX; |
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F08SQF | 21 | nagf_lapackeig_zhegvd Computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem (divide-and-conquer) Related keywords: complex, Hermitian, positive-definite matrix; divide-and-conquer method; eigenproblem; eigenproblem, generalized; eigenvalues; generalized eigenproblem; LAPACK; LAPACK; least squares; ZHEGVD; |
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F08TAF | 21 | nagf_lapackeig_dspgv Computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem, packed storage Related keywords: DSPGV; eigenproblem; eigenproblem, generalized; eigenvalues; generalized eigenproblem; LAPACK; LAPACK; least squares; real, positive-definite, symmetric matrix; |
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F08TBF | 21 | nagf_lapackeig_dspgvx Computes selected eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem, packed storage Related keywords: DSPGVX; eigenproblem; eigenproblem, generalized; eigenvalues; generalized eigenproblem; LAPACK; LAPACK; least squares; real, positive-definite, symmetric matrix; |
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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) Related keywords: divide-and-conquer method; DSPGVX; eigenproblem; eigenproblem, generalized; eigenvalues; generalized eigenproblem; LAPACK; LAPACK; least squares; real, positive-definite, symmetric matrix; |
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F08TNF | 21 | nagf_lapackeig_zhpgv Computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem, packed storage Related keywords: complex, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; eigenvalues; generalized eigenproblem; LAPACK; LAPACK; least squares; ZHPGV; |
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F08TPF | 21 | nagf_lapackeig_zhpgvx Computes selected eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem, packed storage Related keywords: complex, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; eigenvalues; generalized eigenproblem; LAPACK; LAPACK; least squares; ZHPGVX; |
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F08TQF | 21 | nagf_lapackeig_zhpgvd Computes selected eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem, packed storage (divide-and-conquer) Related keywords: complex, Hermitian, positive-definite matrix; divide-and-conquer method; eigenproblem; eigenproblem, generalized; eigenvalues; generalized eigenproblem; LAPACK; LAPACK; least squares; ZHPGVD; |
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F08UAF | 21 | nagf_lapackeig_dsbgv Computes all the eigenvalues, and optionally, the eigenvectors of a real banded generalized symmetric-definite eigenproblem Related keywords: DSBGV; eigenproblem; eigenproblem, generalized; eigenvalues; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; real, band, positive-definite, symmetric matrix; |
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F08UBF | 21 | nagf_lapackeig_dsbgvx Computes selected eigenvalues, and optionally, the eigenvectors of a real banded generalized symmetric-definite eigenproblem Related keywords: DSBGVX; eigenproblem; eigenproblem, generalized; eigenvalues; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; real, band, positive-definite, symmetric matrix; |
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F08UCF | 21 | nagf_lapackeig_dsbgvd Computes all the eigenvalues, and optionally, the eigenvectors of a real banded generalized symmetric-definite eigenproblem (divide-and-conquer) Related keywords: divide-and-conquer method; DSBGVX; eigenproblem; eigenproblem, generalized; eigenvalues; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; real, band, positive-definite, symmetric matrix; |
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F08UNF | 21 | nagf_lapackeig_zhbgv Computes all the eigenvalues, and optionally, the eigenvectors of a complex banded generalized Hermitian-definite eigenproblem Related keywords: complex, band, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; eigenvalues; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; ZHBGV; |
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F08UPF | 21 | nagf_lapackeig_zhbgvx Computes selected eigenvalues, and optionally, the eigenvectors of a complex banded generalized Hermitian-definite eigenproblem Related keywords: complex, band, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; eigenvalues; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; ZHBGVX; |
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F08UQF | 21 | nagf_lapackeig_zhbgvd Computes all the eigenvalues, and optionally, the eigenvectors of a complex banded generalized Hermitian-definite eigenproblem (divide-and-conquer) Related keywords: complex, band, Hermitian, positive-definite matrix; divide-and-conquer method; eigenproblem; eigenproblem, generalized; eigenvalues; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; ZHBGVD; |
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F08WAF | 21 | nagf_lapackeig_dggev Computes, for a real nonsymmetric matrix pair, the generalized eigenvalues, and optionally, the left and/or right generalized eigenvectors Related keywords: DGGEV; eigenproblem; eigenproblem, generalized; eigenvalues; generalized eigenproblem; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; |
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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 Related keywords: balancing; condition number, matrix; DGGEVX; eigenproblem; eigenproblem, generalized; eigenvalues; finance; forward error; generalized eigenproblem; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; |
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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 Related keywords: DGGEV; eigenproblem; eigenproblem, generalized; eigenvalues; generalized eigenproblem; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; |
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F08WJF | 20 | nagf_lapackeig_dggbak Transforms eigenvectors of a pair of real balanced matrices to those of original matrix pair supplied to F08WHF Related keywords: balancing; DGGBAK; eigenproblem; eigenproblem, generalized; generalized eigenproblem; LAPACK; LAPACK; least squares; |
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F08WNF | 21 | nagf_lapackeig_zggev Computes, for a complex nonsymmetric matrix pair, the generalized eigenvalues, and optionally, the left and/or right generalized eigenvectors Related keywords: complex, nonsymmetric matrix; eigenproblem; eigenproblem, generalized; eigenvalues; generalized eigenproblem; LAPACK; LAPACK; least squares; ZGGEV; |
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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 Related keywords: balancing; complex, nonsymmetric matrix; condition number, matrix; eigenproblem; eigenproblem, generalized; eigenvalues; finance; forward error; generalized eigenproblem; LAPACK; LAPACK; least squares; ZGGEVX; |
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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 Related keywords: complex, nonsymmetric matrix; eigenproblem; eigenproblem, generalized; eigenvalues; generalized eigenproblem; LAPACK; LAPACK; least squares; ZGGEV3; |
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F08WWF | 20 | nagf_lapackeig_zggbak Transforms eigenvectors of a pair of complex balanced matrices to those of original matrix pair supplied to F08WVF Related keywords: balancing; complex, nonsymmetric matrix; eigenproblem; LAPACK; LAPACK; least squares; ZGGBAL; |
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F08YKF | 20 | nagf_lapackeig_dtgevc Computes right and left generalized eigenvectors of the matrix pair which is assumed to be in generalized upper Schur form Related keywords: DTGEVC; eigenproblem; generalized Schur form; LAPACK; LAPACK; least squares; |
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F08YXF | 20 | nagf_lapackeig_ztgevc Computes left and right eigenvectors of a pair of complex upper triangular matrices Related keywords: complex, triangular matrix; eigenproblem; generalized Schur form; LAPACK; LAPACK; least squares; ZTGEVC; |
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F12ABF | 21 | nagf_sparseig_real_iter Selected eigenvalues and, optionally, eigenvectors of a real nonsymmetric sparse eigenproblem, reverse communication Related keywords: big data; data analytics; eigenproblem; eigenvalues; large scale eigenproblems; real, sparse matrix; sparse eigenproblem; |
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F12ACF | 21 | nagf_sparseig_real_proc Selected eigenvalues and, optionally, eigenvectors of a real nonsymmetric sparse eigenproblem, postprocessing for F12ABF Related keywords: big data; data analytics; eigenproblem; eigenvalues; large scale eigenproblems; real, sparse matrix; sparse eigenproblem; |
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F12AGF | 21 | nagf_sparseig_real_band_solve Selected eigenvalues and, optionally, eigenvectors of a real nonsymmetric banded eigenproblem, driver Related keywords: big data; data analytics; eigenproblem, banded; eigenvalues; large scale eigenproblems; real, band matrix; |
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F12APF | 21 | nagf_sparseig_complex_iter Selected eigenvalues and, optionally, eigenvectors of a complex sparse eigenproblem, reverse communication Related keywords: big data; complex, sparse matrix; data analytics; eigenvalues; large scale eigenproblems; sparse eigenproblem; sparse generalized eigenproblem; |
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F12AUF | 24 | nagf_sparseig_complex_band_solve Selected eigenvalues and, optionally, eigenvectors of complex non-Hermitian banded eigenproblem, driver Related keywords: big data; complex, band matrix; data analytics; eigenproblem, banded; eigenvalues; large scale eigenproblems; |
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F12FBF | 21 | nagf_sparseig_real_symm_iter Selected eigenvalues and, optionally, eigenvectors of a real symmetric sparse eigenproblem, reverse communication Related keywords: big data; data analytics; eigenvalues; large scale eigenproblems; real, sparse, symmetric matrix; sparse eigenproblem; |
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F12FGF | 21 | nagf_sparseig_real_symm_band_solve Selected eigenvalues and, optionally, eigenvectors of a real symmetric banded eigenproblem, driver Related keywords: big data; data analytics; eigenproblem, banded; eigenvalues; large scale eigenproblems; real, band, symmetric matrix; |
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elementary arithmetic | F06BNF | 12 | nagf_blas_dpyth Compute square root of , real and Related keywords: BLAS; finance; linear algebra support routines; |
F06BPF | 12 | nagf_blas_deig2 Compute eigenvalue of by real symmetric matrix Related keywords: BLAS; eigenvalues; linear algebra support routines; |
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F06CCF | 12 | nagf_blas_zcsg Recover cosine and sine from given complex tangent, real cosine Related keywords: BLAS; linear algebra support routines; |
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F06CDF | 12 | nagf_blas_zcsgs Recover cosine and sine from given complex tangent, real sine Related keywords: BLAS; linear algebra support routines; |
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F06CLF | 12 | nagf_blas_zdiv Compute quotient of two complex scalars, with overflow flag Related keywords: BLAS; linear algebra support routines; |
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F06DBF | 12 | nagf_blas_iload Broadcast scalar into integer vector Related keywords: BLAS; finance; linear algebra support routines; |
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F06DFF | 12 | nagf_blas_icopy Copy integer vector Related keywords: BLAS; linear algebra support routines; |
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F06ECF | 12 | nagf_blas_daxpy Add scalar times real vector to real vector Related keywords: BLAS; blas, real matrices; daxpy; linear algebra support routines; |
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F06EDF | 12 | nagf_blas_dscal Multiply real vector by scalar Related keywords: BLAS; blas, real matrices; dscal; linear algebra support routines; |
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F06EFF | 12 | nagf_blas_dcopy Copy real vector Related keywords: BLAS; blas, real matrices; dcopy; finance; linear algebra support routines; |
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F06EGF | 12 | nagf_blas_dswap Swap two real vectors Related keywords: BLAS; blas, real matrices; dswap; linear algebra support routines; |
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F06EJF | 12 | nagf_blas_dnrm2 Compute Euclidean norm of real vector Related keywords: BLAS; blas, real matrices; dnrm2; Euclidean norm; finance; linear algebra support routines; |
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F06EKF | 12 | nagf_blas_dasum Sum absolute values of real vector elements Related keywords: BLAS; blas, real matrices; dasum; linear algebra support routines; |
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F06ETF | 14 | nagf_blas_daxpyi Add scalar times real sparse vector to a full vector Related keywords: BLAS; blas, real matrices; daxpy; linear algebra support routines; |
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F06EUF | 14 | nagf_blas_dgthr Gather real sparse vector Related keywords: BLAS; blas, real matrices; dgthr; linear algebra support routines; |
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F06EVF | 14 | nagf_blas_dgthrz Gather and set to zero real sparse vector Related keywords: BLAS; blas, real matrices; dgthrz; linear algebra support routines; |
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F06EWF | 14 | nagf_blas_dsctr Scatter real sparse vector Related keywords: BLAS; blas, real matrices; dgthrz; linear algebra support routines; |
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F06FAF | 12 | nagf_blas_dvcos Compute cosine of angle between two real vectors Related keywords: BLAS; linear algebra support routines; |
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F06FBF | 12 | nagf_blas_dload Broadcast scalar into real vector Related keywords: BLAS; linear algebra support routines; |
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F06FCF | 12 | nagf_blas_ddscl Multiply real vector by diagonal matrix Related keywords: BLAS; linear algebra support routines; |
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F06FDF | 12 | nagf_blas_axpzy Multiply real vector by scalar, preserving input vector Related keywords: BLAS; finance; linear algebra support routines; |
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F06FEF | 21 | nagf_blas_drscl Multiply real vector by reciprocal of scalar Related keywords: BLAS; linear algebra support routines; |
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F06FGF | 12 | nagf_blas_dnegv Negate real vector Related keywords: BLAS; linear algebra support routines; |
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F06FLF | 12 | nagf_blas_darang Elements of real vector with largest and smallest absolute value Related keywords: BLAS; linear algebra support routines; |
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F06GCF | 12 | nagf_blas_zaxpy Add scalar times complex vector to complex vector Related keywords: BLAS; blas, complex matrices; linear algebra support routines; zaxpy; |
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F06GDF | 12 | nagf_blas_zscal Multiply complex vector by complex scalar Related keywords: BLAS; blas, complex matrices; linear algebra support routines; zscal; |
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F06GFF | 12 | nagf_blas_zcopy Copy complex vector Related keywords: BLAS; blas, complex matrices; linear algebra support routines; zcopy; |
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F06GGF | 12 | nagf_blas_zswap Swap two complex vectors Related keywords: BLAS; blas, complex matrices; linear algebra support routines; zswap; |
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F06GUF | 14 | nagf_blas_zgthr Gather complex sparse vector Related keywords: BLAS; blas, complex matrices; linear algebra support routines; zgthr; |
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F06GVF | 14 | nagf_blas_zgthrz Gather and set to zero complex sparse vector Related keywords: BLAS; blas, complex matrices; linear algebra support routines; zgthrz; |
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F06GWF | 14 | nagf_blas_zsctr Scatter complex sparse vector Related keywords: BLAS; blas, complex matrices; linear algebra support routines; zsctr; |
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F06HBF | 12 | nagf_blas_zload Broadcast scalar into complex vector Related keywords: BLAS; linear algebra support routines; |
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F06HCF | 12 | nagf_blas_zdscl Multiply complex vector by complex diagonal matrix Related keywords: BLAS; linear algebra support routines; |
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F06HDF | 12 | nagf_blas_zaxpzy Multiply complex vector by complex scalar, preserving input vector Related keywords: BLAS; linear algebra support routines; |
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F06HGF | 12 | nagf_blas_znegv Negate complex vector Related keywords: BLAS; linear algebra support routines; |
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F06JDF | 12 | nagf_blas_zdscal Multiply complex vector by real scalar Related keywords: BLAS; blas, complex matrices; linear algebra support routines; zdscal; |
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F06JKF | 12 | nagf_blas_dzasum Sum absolute values of complex vector elements Related keywords: BLAS; blas, complex matrices; dzasum; linear algebra support routines; |
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F06JLF | 12 | nagf_blas_idamax Index, real vector element with largest absolute value Related keywords: BLAS; blas, real matrices; idamax; linear algebra support routines; |
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F06JMF | 12 | nagf_blas_izamax Index, complex vector element with largest absolute value Related keywords: BLAS; blas, complex matrices; izamax; linear algebra support routines; |
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F06KCF | 12 | nagf_blas_zddscl Multiply complex vector by real diagonal matrix Related keywords: BLAS; linear algebra support routines; |
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F06KDF | 12 | nagf_blas_zdaxpzy Multiply complex vector by real scalar, preserving input vector Related keywords: BLAS; linear algebra support routines; |
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F06KEF | 21 | nagf_blas_zdrscl Multiply complex vector by reciprocal of real scalar Related keywords: BLAS; linear algebra support routines; |
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F06KFF | 12 | nagf_blas_zdcopy Copy real vector to complex vector Related keywords: BLAS; linear algebra support routines; |
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F06KJF | 12 | nagf_blas_dzssq Update Euclidean norm of complex vector in scaled form Related keywords: BLAS; linear algebra support routines; |
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F06KLF | 12 | nagf_blas_idrank Last non-negligible element of real vector Related keywords: BLAS; linear algebra support routines; |
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F06QFF | 13 | nagf_blas_dmcopy Matrix copy, real rectangular or trapezoidal matrix Related keywords: BLAS; copy, vectors and matrices; finance; linear algebra support routines; real, by matrix; real, trapezoidal matrix; |
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F06QHF | 13 | nagf_blas_dmload Matrix initialization, real rectangular matrix Related keywords: BLAS; finance; linear algebra support routines; real, by matrix; |
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F06TFF | 13 | nagf_blas_zmcopy Matrix copy, complex rectangular or trapezoidal matrix Related keywords: BLAS; complex, by matrix; complex, trapezoidal matrix; linear algebra support routines; |
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F06THF | 13 | nagf_blas_zmload Matrix initialization, complex rectangular matrix Related keywords: BLAS; complex, by matrix; linear algebra support routines; |
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elementary reflection | F06FRF | 12 | nagf_blas_dnhousg Generate real elementary reflection, NAG style Related keywords: BLAS; linear algebra support routines; |
F06FSF | 12 | nagf_blas_dlhousg Generate real elementary reflection, LINPACK style Related keywords: BLAS; linear algebra support routines; |
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F06FTF | 12 | nagf_blas_dnhous Apply real elementary reflection, NAG style Related keywords: BLAS; linear algebra support routines; |
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F06FUF | 12 | nagf_blas_dlhous Apply real elementary reflection, LINPACK style Related keywords: BLAS; linear algebra support routines; |
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F06HRF | 12 | nagf_blas_zhousg Generate complex elementary reflection Related keywords: BLAS; linear algebra support routines; |
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F06HTF | 12 | nagf_blas_zhous Apply complex elementary reflection Related keywords: BLAS; linear algebra support routines; |
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elementwise weights | G02APF | 26 | nagf_correg_corrmat_target Computes a correlation matrix from an approximate one using a specified target matrix Related keywords: big data; correlation analysis; correlation matrix; data analytics; nearest correlation matrix; nonlinear regression; polynomial regression; regression analysis; shrinkage; shrinking method; |
elliptic functions | S21CAF | 15 | nagf_specfun_jacellip_real Jacobian elliptic functions sn, cn and dn of real argument Related keywords: approximations of special functions; cn, Jacobian elliptic function; dn, Jacobian elliptic function; finance; Jacobian elliptic functions; sn, Jacobian elliptic functions; |
S21CBF | 20 | nagf_specfun_jacellip_complex Jacobian elliptic functions sn, cn and dn of complex argument Related keywords: approximations of special functions; cn, Jacobian elliptic function; dn, Jacobian elliptic function; finance; Jacobian elliptic functions; sn, Jacobian elliptic functions; |
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elliptic integral | S21BAF | 8 | nagf_specfun_ellipint_symm_1_degen Degenerate symmetrised elliptic integral of 1st kind Related keywords: approximations of special functions; finance; |
S21BBF | 8 | nagf_specfun_ellipint_symm_1 Symmetrised elliptic integral of 1st kind Related keywords: approximations of special functions; finance; |
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S21BCF | 8 | nagf_specfun_ellipint_symm_2 Symmetrised elliptic integral of 2nd kind Related keywords: approximations of special functions; finance; |
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S21BDF | 8 | nagf_specfun_ellipint_symm_3 Symmetrised elliptic integral of 3rd kind Related keywords: approximations of special functions; finance; |
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S21BEF | 22 | nagf_specfun_ellipint_legendre_1 Elliptic integral of 1st kind, Legendre form, Related keywords: approximations of special functions; finance; |
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S21BFF | 22 | nagf_specfun_ellipint_legendre_2 Elliptic integral of 2nd kind, Legendre form, Related keywords: approximations of special functions; finance; |
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S21BGF | 22 | nagf_specfun_ellipint_legendre_3 Elliptic integral of 3rd kind, Legendre form, Related keywords: approximations of special functions; finance; |
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S21BHF | 22 | nagf_specfun_ellipint_complete_1 Complete elliptic integral of 1st kind, Legendre form, Related keywords: approximations of special functions; finance; |
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S21BJF | 22 | nagf_specfun_ellipint_complete_2 Complete elliptic integral of 2nd kind, Legendre form, Related keywords: approximations of special functions; finance; |
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S21DAF | 20 | nagf_specfun_ellipint_general_2 General elliptic integral of 2nd kind of complex argument Related keywords: approximations of special functions; |
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elliptic partial differential equations | D03EAF | 7 | nagf_pde_2d_laplace Elliptic PDE, Laplace's equation, two-dimensional arbitrary domain Related keywords: Laplace's equation; PDE, partial differential equations; |
D03EBF | 7 | nagf_pde_2d_ellip_fd Elliptic PDE, solution of finite difference equations by SIP, five-point two-dimensional molecule, iterate to convergence Related keywords: Laplace's equation; PDE, partial differential equations; Stone's strongly implicit procedure; |
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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 Related keywords: cuboid; Laplace's equation; PDE, partial differential equations; Stone's strongly implicit procedure; |
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D03EDF | 12 | nagf_pde_2d_ellip_mgrid Elliptic PDE, solution of finite difference equations by a multigrid technique Related keywords: multigrid method; PDE, partial differential equations; rectangular; two-dimensional; |
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D03EEF | 13 | nagf_pde_2d_ellip_discret Discretize a second-order elliptic PDE on a rectangle Related keywords: discretization, PDE; PDE, partial differential equations; |
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D03FAF | 14 | nagf_pde_3d_ellip_helmholtz Elliptic PDE, Helmholtz equation, three-dimensional Cartesian coordinates Related keywords: Helmholtz equation, PDE; PDE, partial differential equations; |
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D03UAF | 7 | nagf_pde_2d_ellip_fd_iter Elliptic PDE, solution of finite difference equations by SIP, five-point two-dimensional molecule, one iteration Related keywords: five-point stencil; PDE, partial differential equations; Stone's strongly implicit procedure; |
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D03UBF | 8 | nagf_pde_3d_ellip_fd_iter Elliptic PDE, solution of finite difference equations by SIP, seven-point three-dimensional molecule, one iteration Related keywords: PDE, partial differential equations; seven-point stencil; Stone's strongly implicit procedure; |
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epsilon algorithm | C06BAF | 10 | nagf_sum_accelerate Acceleration of convergence of sequence, Shanks' transformation and epsilon algorithm Related keywords: sequence, accelerate; Shanks' transformation, epsilon algorithm; summation of series; |
equilibration | F07AFF | 22 | nagf_lapacklin_dgeequ Computes row and column scalings intended to equilibrate a general real matrix and reduce its condition number Related keywords: DGEEQU; LAPACK; linear equations; real, nonsymmetric matrix; scaling; |
F07ATF | 22 | nagf_lapacklin_zgeequ Computes row and column scalings intended to equilibrate a general complex matrix and reduce its condition number Related keywords: complex, nonsymmetric matrix; LAPACK; linear equations; scaling; ZGEEQU; |
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F07BFF | 22 | nagf_lapacklin_dgbequ Computes row and column scalings intended to equilibrate a real banded matrix and reduce its condition number Related keywords: DGBEQU; LAPACK; linear equations; matrix, band; real, band matrix; scaling; |
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F07BTF | 22 | nagf_lapacklin_zgbequ Computes row and column scalings intended to equilibrate a complex banded matrix and reduce its condition number Related keywords: complex, band matrix; LAPACK; linear equations; matrix, band; scaling; ZGBEQU; |
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F07FFF | 22 | nagf_lapacklin_dpoequ Computes row and column scalings intended to equilibrate a real symmetric positive definite matrix and reduce its condition number Related keywords: DPOEQU; LAPACK; linear equations; real, positive-definite, symmetric matrix; scaling; |
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F07FTF | 22 | nagf_lapacklin_zpoequ Computes row and column scalings intended to equilibrate a complex Hermitian positive definite matrix and reduce its condition number Related keywords: complex, Hermitian, positive-definite matrix; LAPACK; linear equations; scaling; ZPOEQU; |
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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 Related keywords: DPPEQU; LAPACK; linear equations; real, positive-definite, symmetric matrix; scaling; |
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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 Related keywords: complex, Hermitian, positive-definite matrix; LAPACK; linear equations; scaling; ZPPEQU; |
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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 Related keywords: DPBEQU; LAPACK; linear equations; matrix, band; real, band, positive-definite, symmetric matrix; scaling; |
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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 Related keywords: complex, band, Hermitian, positive-definite matrix; LAPACK; linear equations; matrix, band; scaling; ZPBEQU; |
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error bound, matrix | F07ABF | 21 | nagf_lapacklin_dgesvx Uses the factorization to compute the solution, error-bound and condition estimate for a real system of linear equations Related keywords: backward error; condition number, matrix; DGESVX; finance; forward error; LAPACK; linear equations; decomposition; real, nonsymmetric matrix; |
F07AHF | 15 | nagf_lapacklin_dgerfs Refined solution with error bounds of real system of linear equations, multiple right-hand sides Related keywords: backward error; DGERFS; forward error; LAPACK; linear equations; decomposition; real, nonsymmetric matrix; |
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F07APF | 21 | nagf_lapacklin_zgesvx Uses the factorization to compute the solution, error-bound and condition estimate for a complex system of linear equations Related keywords: backward error; complex, nonsymmetric matrix; condition number, matrix; finance; forward error; LAPACK; linear equations; decomposition; ZGESVX; |
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F07BBF | 21 | nagf_lapacklin_dgbsvx Uses the factorization to compute the solution, error-bound and condition estimate for a real banded system of linear equations Related keywords: backward error; condition number, matrix; DGBSVX; forward error; LAPACK; linear equations; decomposition; matrix, band; real, band matrix; |
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F07BPF | 21 | nagf_lapacklin_zgbsvx Uses the factorization to compute the solution, error-bound and condition estimate for a complex banded system of linear equations Related keywords: backward error; complex, band matrix; condition number, matrix; forward error; LAPACK; linear equations; decomposition; matrix, band; ZGBSVX; |
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F07BVF | 15 | nagf_lapacklin_zgbrfs Refined solution with error bounds of complex band system of linear equations, multiple right-hand sides Related keywords: backward error; complex, band matrix; forward error; LAPACK; linear equations; matrix, band; ZGBRFS; |
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F07CBF | 21 | nagf_lapacklin_dgtsvx Uses the factorization to compute the solution, error-bound and condition estimate for a real tridiagonal system of linear equations Related keywords: backward error; condition number, matrix; DGTSVX; forward error; LAPACK; linear equations; decomposition; matrix, band; real, tridiagonal matrix; |
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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 Related keywords: backward error; Cholesky decomposition; condition number, matrix; DPOSVX; finance; forward error; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
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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 Related keywords: backward error; Cholesky decomposition; complex, Hermitian, positive-definite matrix; condition number, matrix; finance; forward error; LAPACK; linear equations; ZPOSVX; |
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F07FVF | 15 | nagf_lapacklin_zporfs Refined solution with error bounds of complex Hermitian positive definite system of linear equations, multiple right-hand sides Related keywords: backward error; Cholesky decomposition; complex, Hermitian, positive-definite matrix; forward error; LAPACK; linear equations; ZPORFS; |
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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 Related keywords: backward error; Cholesky decomposition; condition number, matrix; DPPSVX; forward error; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
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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 Related keywords: backward error; Cholesky decomposition; complex, Hermitian, positive-definite matrix; condition number, matrix; forward error; LAPACK; linear equations; ZPPSVX; |
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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 Related keywords: backward error; Cholesky decomposition; complex, Hermitian, positive-definite matrix; forward error; LAPACK; linear equations; ZPPRFS; |
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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 Related keywords: backward error; Cholesky decomposition; condition number, matrix; DPBSVX; forward error; LAPACK; linear equations; matrix, band; real, band, positive-definite, symmetric matrix; |
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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 Related keywords: backward error; Cholesky decomposition; complex, band, Hermitian, positive-definite matrix; condition number, matrix; forward error; LAPACK; linear equations; matrix, band; ZPBSVX; |
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F07HVF | 15 | nagf_lapacklin_zpbrfs Refined solution with error bounds of complex Hermitian positive definite band system of linear equations, multiple right-hand sides Related keywords: backward error; Cholesky decomposition; complex, band, Hermitian, positive-definite matrix; forward error; LAPACK; linear equations; matrix, band; ZPBRFS; |
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F07JBF | 21 | nagf_lapacklin_dptsvx Uses the factorization to compute the solution, error-bound and condition estimate for a real symmetric positive definite tridiagonal system of linear equations Related keywords: backward error; Cholesky decomposition; condition number, matrix; DPTSVX; forward error; LAPACK; linear equations; matrix, band; real, positive-definite, symmetric, tridiagonal matrix; |
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F07JPF | 21 | nagf_lapacklin_zptsvx Uses the factorization to compute the solution, error-bound and condition estimate for a complex Hermitian positive definite tridiagonal system of linear equations Related keywords: backward error; Cholesky decomposition; complex, Hermitian, positive-definite, tridiagonal matrix; condition number, matrix; forward error; LAPACK; linear equations; matrix, band; ZPTSVX; |
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F07MVF | 15 | nagf_lapacklin_zherfs Refined solution with error bounds of complex Hermitian indefinite system of linear equations, multiple right-hand sides Related keywords: backward error; Bunch–Kaufman factorization; complex, Hermitian, indefinite matrix; diagonal pivoting method; forward error; LAPACK; linear equations; ZHERFS; |
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F07NVF | 15 | nagf_lapacklin_zsyrfs Refined solution with error bounds of complex symmetric system of linear equations, multiple right-hand sides Related keywords: backward error; Bunch–Kaufman factorization; complex, symmetric matrix; diagonal pivoting method; forward error; LAPACK; linear equations; ZSYRFS; |
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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 Related keywords: backward error; condition number, matrix; diagonal pivoting method; DSPSVX; forward error; LAPACK; decomposition; linear equations; real, indefinite, symmetric matrix; decomposition; |
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F07PVF | 15 | nagf_lapacklin_zhprfs Refined solution with error bounds of complex Hermitian indefinite system of linear equations, multiple right-hand sides, packed storage Related keywords: backward error; Bunch–Kaufman factorization; complex, Hermitian, indefinite matrix; diagonal pivoting method; forward error; LAPACK; linear equations; ZHPRFS; |
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F07QVF | 15 | nagf_lapacklin_zsprfs Refined solution with error bounds of complex symmetric system of linear equations, multiple right-hand sides, packed storage Related keywords: backward error; Bunch–Kaufman factorization; complex, symmetric matrix; diagonal pivoting method; forward error; LAPACK; linear equations; ZSPRFS; |
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F07THF | 15 | nagf_lapacklin_dtrrfs Error bounds for solution of real triangular system of linear equations, multiple right-hand sides Related keywords: backward error; DTRRFS; finance; forward error; LAPACK; linear equations; real, triangular matrix; |
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F07TVF | 15 | nagf_lapacklin_ztrrfs Error bounds for solution of complex triangular system of linear equations, multiple right-hand sides Related keywords: backward error; complex, triangular matrix; forward error; LAPACK; linear equations; ZTRRFS; |
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F07UHF | 15 | nagf_lapacklin_dtprfs Error bounds for solution of real triangular system of linear equations, multiple right-hand sides, packed storage Related keywords: backward error; DTPRFS; forward error; LAPACK; linear equations; real, triangular matrix; |
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F07UVF | 15 | nagf_lapacklin_ztprfs Error bounds for solution of complex triangular system of linear equations, multiple right-hand sides, packed storage Related keywords: backward error; complex, triangular matrix; forward error; LAPACK; linear equations; ZTPRFS; |
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F07VHF | 15 | nagf_lapacklin_dtbrfs Error bounds for solution of real band triangular system of linear equations, multiple right-hand sides Related keywords: backward error; DTBRFS; forward error; LAPACK; linear equations; matrix, band; real, band, triangular matrix; |
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F07VVF | 15 | nagf_lapacklin_ztbrfs Error bounds for solution of complex band triangular system of linear equations, multiple right-hand sides Related keywords: backward error; complex, band, triangular matrix; forward error; LAPACK; linear equations; matrix, band; ZTBRFS; |
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error function | S15ACF | 4 | nagf_specfun_compcdf_normal Complement of cumulative Normal distribution function Related keywords: approximations of special functions; complement of cumulative Normal distribution; cumulative Normal distribution; finance; |
S15ADF | 4 | nagf_specfun_erfc_real Complement of error function Related keywords: approximations of special functions; complement error function; finance; |
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S15AEF | 4 | nagf_specfun_erf_real Error function Related keywords: approximations of special functions; finance; |
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S15AGF | 22 | nagf_specfun_erfcx_real Scaled complement of error function, Related keywords: approximations of special functions; complement error function; finance; |
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S15DDF | 14 | nagf_specfun_erfc_complex Scaled complex complement of error function, Related keywords: approximations of special functions; complement error function; |
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error messages | X04AAF | 7 | nagf_file_set_unit_error Return or set unit number for error messages Related keywords: input utilities; output utilities; |
error variance ratios | G13ACF | 9 | nagf_tsa_uni_autocorr_part Univariate time series, partial autocorrelations from autocorrelations Related keywords: autocorrelation coefficients; autoregressive parameters; big data; data analytics; finance; partial autocorrelation coefficients; time series; time series analysis; univariate time series; |
estimable function | G02DNF | 14 | nagf_correg_linregm_estfunc Computes estimable function of a general linear regression model and its standard error Related keywords: big data; correlation analysis; data analytics; finance; linear regression; nonlinear regression; polynomial regression; regression analysis; |
G02GNF | 14 | nagf_correg_glm_estfunc Computes estimable function of a generalized linear model and its standard error Related keywords: big data; correlation analysis; data analytics; finance; generalized linear model; nonlinear regression; polynomial regression; regression analysis; |
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Euclidean norm | F06BMF | 12 | nagf_blas_dnorm Compute Euclidean norm from scaled form Related keywords: BLAS; linear algebra support routines; norm, vector; |
F06EJF | 12 | nagf_blas_dnrm2 Compute Euclidean norm of real vector Related keywords: BLAS; blas, real matrices; dnrm2; elementary arithmetic; finance; linear algebra support routines; |
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F06FJF | 12 | nagf_blas_dssq Update Euclidean norm of real vector in scaled form Related keywords: BLAS; linear algebra support routines; |
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F06FKF | 12 | nagf_blas_dnrm2w Compute weighted Euclidean norm of real vector Related keywords: BLAS; linear algebra support routines; |
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F06JJF | 12 | nagf_blas_dznrm2 Compute Euclidean norm of complex vector Related keywords: BLAS; blas, complex matrices; dznrm2; finance; linear algebra support routines; |
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Euler's constant | X01ABF | 5 | nagf_math_euler Provides the mathematical constant (Euler's constant) Related keywords: gamma, Euler's constant; mathematical constants; |
Euler equations | 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 Related keywords: PDE, partial differential equations; Riemann solver, PDE; Roe's method; |
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 Related keywords: Osher's method, Euler equations; PDE, partial differential equations; Riemann solver, PDE; |
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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 Related keywords: Harten–Lax-van Leer solver; modified HLL solver; PDE, partial differential equations; Riemann solver, PDE; |
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D03PXF | 18 | nagf_pde_1d_parab_euler_exact Exact Riemann solver for Euler equations in conservative form, for use with D03PFF, D03PLF and D03PSF Related keywords: PDE, partial differential equations; Riemann solver, PDE; |
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European | S30NCF | 25 | nagf_specfun_opt_heston_term Heston's model option pricing with term structure Related keywords: approximations of special functions; finance; Heston; stochastic volatility; term structure; |
Everett's formula | E01ABF | 1 | nagf_interp_1d_everett Interpolated values, Everett's formula, equally spaced data, one variable Related keywords: interpolation; |
exact likelihood | G13BEF | 11 | nagf_tsa_multi_inputmod_estim Multivariate time series, estimation of multi-input model Related keywords: ARIMA; big data; data analytics; finance; marginal likelihood; multivariate time series; nonlinear least squares; time series; time series analysis; univariate time series; |
exception mode | X07CAF | 24 | nagf_ieee_get_exception_mode Gets current behaviour of floating-point exceptions Related keywords: IEEE arithmetic; |
X07CBF | 24 | nagf_ieee_set_exception_mode Sets behaviour of floating-point exceptions Related keywords: IEEE arithmetic; |
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experimental design | G04DAF | 17 | nagf_anova_contrasts Computes sum of squares for contrast between means Related keywords: analysis of variance; design of experiments; sum of squares; |
G04DBF | 17 | nagf_anova_confidence Computes confidence intervals for differences between means computed by G04BBF or G04BCF Related keywords: analysis of variance; confidence interval; design of experiments; |
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G04EAF | 17 | nagf_anova_dummyvars Computes orthogonal polynomials or dummy variables for factor/classification variable Related keywords: analysis of variance; classification variable; design of experiments; factor variable; |
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explicit blocking | F08ABF | 25 | nagf_lapackeig_dgeqrt Performs a factorization of real general rectangular matrix, with explicit blocking Related keywords: DGEQRT; eigenproblem; LAPACK; least squares; QR factorization; real, m by n matrix; recursive QR; |
F08ACF | 25 | nagf_lapackeig_dgemqrt Applies the orthogonal transformation determined by F08ABF Related keywords: DGEMQRT; eigenproblem; LAPACK; least squares; orthogonal transformations; QR factorization; recursive QR; |
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F08APF | 25 | nagf_lapackeig_zgeqrt Performs a factorization of complex general rectangular matrix using recursive algorithm Related keywords: complex, m by n matrix; eigenproblem; LAPACK; least squares; QR factorization; recursive QR; ZGEQRT; |
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F08AQF | 25 | nagf_lapackeig_zgemqrt Applies the unitary transformation determined by F08APF Related keywords: eigenproblem; LAPACK; least squares; QR factorization; recursive QR; unitary transformations; ZGEMQRT; |
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F08BBF | 25 | nagf_lapackeig_dtpqrt factorization of real general triangular-pentagonal matrix Related keywords: DTPQRT; eigenproblem; LAPACK; least squares; QR factorization; real, triangular-pentagonal matrix; recursive QR; |
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F08BCF | 25 | nagf_lapackeig_dtpmqrt Applies the orthogonal transformation determined by F08BBF Related keywords: DTPMQRT; eigenproblem; LAPACK; least squares; orthogonal transformations; QR factorization; recursive QR; |
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F08BPF | 25 | nagf_lapackeig_ztpqrt factorization of complex triangular-pentagonal matrix Related keywords: complex, triangular-pentagonal matrix; eigenproblem; LAPACK; least squares; QR factorization; recursive QR; ZTPQRT; |
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F08BQF | 25 | nagf_lapackeig_ztpmqrt Applies the unitary transformation determined by F08BPF Related keywords: eigenproblem; LAPACK; least squares; QR factorization; recursive QR; unitary transformations; ZTPMQRT; |
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exponential | S01EAF | 14 | nagf_specfun_exp_complex Complex exponential, Related keywords: approximations of special functions; complex exponential; |
exponential, matrix | F01ECF | 22 | nagf_matop_real_gen_matrix_exp Real matrix exponential Related keywords: inversion; matrix exponential; matrix operations; real, nonsymmetric matrix; |
F01EDF | 23 | nagf_matop_real_symm_matrix_exp Real symmetric matrix exponential Related keywords: finance; inversion; matrix exponential; matrix operations; real, indefinite, symmetric matrix; |
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F01EKF | 24 | nagf_matop_real_gen_matrix_fun_std Exponential, sine, cosine, sinh or cosh of a real matrix (Schur–Parlett algorithm) Related keywords: cosh, matrix; cosine, matrix; functions, matrix; inversion; matrix operations; real, nonsymmetric matrix; sine, matrix; sinh, matrix; |
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F01FCF | 23 | nagf_matop_complex_gen_matrix_exp Complex matrix exponential Related keywords: complex, nonsymmetric matrix; finance; inversion; matrix exponential; matrix operations; |
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F01FDF | 23 | nagf_matop_complex_herm_matrix_exp Complex Hermitian matrix exponential Related keywords: complex, Hermitian, indefinite matrix; finance; inversion; matrix exponential; matrix operations; |
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F01FKF | 24 | nagf_matop_complex_gen_matrix_fun_std Exponential, sine, cosine, sinh or cosh of a complex matrix (Schur–Parlett algorithm) Related keywords: complex, nonsymmetric matrix; cosh, matrix; cosine, matrix; functions, matrix; inversion; matrix operations; sine, matrix; sinh, matrix; |
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F01GAF | 24 | nagf_matop_real_gen_matrix_actexp Action of a real matrix exponential on a real matrix Related keywords: inversion; matrix exponential; matrix operations; product, matrices; real, nonsymmetric matrix; |
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F01GBF | 24 | nagf_matop_real_gen_matrix_actexp_rcomm Action of a real matrix exponential on a real matrix (reverse communication) Related keywords: inversion; matrix exponential; matrix operations; product, matrices; real, nonsymmetric matrix; |
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F01HAF | 24 | nagf_matop_complex_gen_matrix_actexp Action of a complex matrix exponential on a complex matrix Related keywords: complex, nonsymmetric matrix; inversion; matrix exponential; matrix operations; product, matrices; |
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F01HBF | 24 | nagf_matop_complex_gen_matrix_actexp_rcomm Action of a complex matrix exponential on a complex matrix (reverse communication) Related keywords: complex, nonsymmetric matrix; inversion; matrix exponential; matrix operations; product, matrices; |
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F01JAF | 24 | nagf_matop_real_gen_matrix_cond_std Condition number for the exponential, logarithm, sine, cosine, sinh or cosh of a real matrix Related keywords: condition number, matrix; cosh, matrix; cosine, matrix; inversion; logarithm, matrix; matrix operations; real, nonsymmetric matrix; sine, matrix; sinh, matrix; |
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F01KAF | 24 | nagf_matop_complex_gen_matrix_cond_std Condition number for the exponential, logarithm, sine, cosine, sinh or cosh of a complex matrix Related keywords: complex, nonsymmetric matrix; condition number, matrix; cosh, matrix; cosine, matrix; inversion; logarithm, matrix; matrix operations; sine, matrix; sinh, matrix; |
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exponential distribution | G05SFF | 22 | nagf_rand_dist_exp Generates a vector of pseudorandom numbers from an exponential distribution Related keywords: big data; data analytics; finance; random number generators; random numbers; |
G05SGF | 22 | nagf_rand_dist_expmix Generates a vector of pseudorandom numbers from an exponential mix distribution Related keywords: big data; data analytics; exponential mix distribution; finance; random number generators; random numbers; |
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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 Related keywords: Anderson–Darling test statistic; nonparametric statistics; probability; |
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exponential GARCH | G13FGF | 20 | nagf_tsa_uni_garch_exp_estim Univariate time series, parameter estimation for an exponential GARCH (EGARCH) process Related keywords: big data; data analytics; EGARCH; finance; GARCH; time series; time series analysis; univariate time series; |
G13FHF | 20 | nagf_tsa_uni_garch_exp_forecast Univariate time series, forecast function for an exponential GARCH (EGARCH) process Related keywords: big data; data analytics; EGARCH; finance; forecasting; GARCH; time series; time series analysis; univariate time series; |
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exponential integral | S13AAF | 1 | nagf_specfun_integral_exp Exponential integral Related keywords: approximations of special functions; exponential integral, ; finance; |
exponential integral, | S13AAF | 1 | nagf_specfun_integral_exp Exponential integral Related keywords: approximations of special functions; exponential integral; finance; |
exponential mix distribution | G05SGF | 22 | nagf_rand_dist_expmix Generates a vector of pseudorandom numbers from an exponential mix distribution Related keywords: big data; data analytics; exponential distribution; finance; random number generators; random numbers; |
exponential moving average | G13MEF | 24 | nagf_tsa_inhom_iema Computes the iterated exponential moving average for a univariate inhomogeneous time series Related keywords: big data; data analytics; data stream; moving average; streaming; time series; time series analysis; univariate time series; |
G13MFF | 24 | nagf_tsa_inhom_iema_all Computes the iterated exponential moving average for a univariate inhomogeneous time series, intermediate results are also returned Related keywords: big data; data analytics; data stream; moving average; streaming; time series; time series analysis; univariate time series; |
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G13MGF | 24 | nagf_tsa_inhom_ma Computes the exponential moving average for a univariate inhomogeneous time series Related keywords: big data; data analytics; data stream; moving average; streaming; time series; time series analysis; univariate time series; |
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exponential scores | G01DHF | 15 | nagf_stat_ranks_and_scores Ranks, Normal scores, approximate Normal scores or exponential (Savage) scores Related keywords: Blom scores; finance; rank scores; Savage scores; Simple Calculations on Statistical Data; Tukey scores; van der Waerden scores; |
exponential smoothing | G05PMF | 22 | nagf_rand_times_smooth_exp Generates a realization of a time series from an exponential smoothing model Related keywords: big data; data analytics; finance; random number generators; time series; |
G13AMF | 22 | nagf_tsa_uni_smooth_exp Univariate time series, exponential smoothing Related keywords: big data; Browns Exponential; data analytics; finance; Holt Winter; Linear Holt; time series; time series analysis; univariate time series; |
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extended precision accumulation | X03AAF | 5 | nagf_dot_real_prec Real inner product added to initial value, basic/additional precision Related keywords: additional precision accumulation; dot product; inner product; inner products; scalar product; |
X03ABF | 5 | nagf_dot_complex_prec Complex inner product added to initial value, basic/additional precision Related keywords: additional precision accumulation; dot product; inner product; inner products; scalar product; |
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extract | C09EYF | 25 | nagf_wav_2d_coeff_ext Two-dimensional discrete wavelet transform coefficient extraction Related keywords: coefficients; two-dimensional; wavelet; wavelet transforms; |
C09FYF | 25 | nagf_wav_3d_coeff_ext Three-dimensional discrete wavelet transform coefficient extraction Related keywords: coefficients; three-dimensional; wavelet; wavelet transforms; |
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factor analysis | G03BAF | 15 | nagf_mv_rot_orthomax Computes orthogonal rotations for loading matrix, generalized orthomax criterion Related keywords: canonical variate analysis; multivariate methods; orthogonal transformations; orthomax criterion; |
G03CAF | 15 | nagf_mv_factor Computes maximum likelihood estimates of the parameters of a factor analysis model, factor loadings, communalities and residual correlations Related keywords: communalities, maximum likelihood; factor loadings; maximum likelihood; multivariate methods; residual correlations; |
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G03CCF | 15 | nagf_mv_factor_score Computes factor score coefficients (for use after G03CAF) Related keywords: factor score coefficients; maximum likelihood; multivariate methods; |
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factorial design | G04CAF | 16 | nagf_anova_factorial Analysis of variance, complete factorial design, treatment means and standard errors Related keywords: analysis of variance; ANOVA; standard errors; treatment means; |
factor loadings | G03CAF | 15 | nagf_mv_factor Computes maximum likelihood estimates of the parameters of a factor analysis model, factor loadings, communalities and residual correlations Related keywords: communalities, maximum likelihood; factor analysis; maximum likelihood; multivariate methods; residual correlations; |
factor score coefficients | G03CCF | 15 | nagf_mv_factor_score Computes factor score coefficients (for use after G03CAF) Related keywords: factor analysis; maximum likelihood; multivariate methods; |
factor scores | G11SAF | 12 | nagf_contab_binary Contingency table, latent variable model for binary data Related keywords: contingency table analysis; latent variable model; score patterns; theta scores; |
factor variable | G04EAF | 17 | nagf_anova_dummyvars Computes orthogonal polynomials or dummy variables for factor/classification variable Related keywords: analysis of variance; classification variable; design of experiments; experimental design; |
G11BAF | 17 | nagf_contab_tabulate_stat Computes multiway table from set of classification factors using selected statistic Related keywords: classification variable; contingency table analysis; table; |
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G11BBF | 17 | nagf_contab_tabulate_percentile Computes multiway table from set of classification factors using given percentile/quantile Related keywords: classification variable; contingency table analysis; table; |
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Fast Fourier Transform | C06FAF | 8 | nagf_sum_fft_real_1d_rfmt Single one-dimensional real discrete Fourier transform, extra workspace for greater speed Related keywords: FFT; summation of series; |
C06FBF | 8 | nagf_sum_fft_hermitian_1d_rfmt Single one-dimensional Hermitian discrete Fourier transform, extra workspace for greater speed Related keywords: FFT; summation of series; |
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C06FCF | 8 | nagf_sum_fft_complex_1d_sep Single one-dimensional complex discrete Fourier transform, extra workspace for greater speed Related keywords: FFT; summation of series; |
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C06FFF | 11 | nagf_sum_fft_complex_multid_1d_sep One-dimensional complex discrete Fourier transform of multidimensional data Related keywords: complex Fourier transform; FFT; summation of series; |
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C06FJF | 11 | nagf_sum_fft_complex_multid_sep Multidimensional complex discrete Fourier transform of multidimensional data Related keywords: complex Fourier transform; FFT; summation of series; |
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C06FKF | 11 | nagf_sum_convcorr_real Circular convolution or correlation of two real vectors, no restrictions on Related keywords: convolution; correlation; FFT; summation of series; |
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C06FXF | 17 | nagf_sum_fft_complex_3d_sep Three-dimensional complex discrete Fourier transform Related keywords: complex Fourier transform; FFT; summation of series; |
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C06PAF | 19 | nagf_sum_fft_realherm_1d Single one-dimensional real and Hermitian complex discrete Fourier transform, using complex storage format for Hermitian sequences Related keywords: FFT; Fourier transforms, complex; summation of series; |
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C06PCF | 19 | nagf_sum_fft_complex_1d Single one-dimensional complex discrete Fourier transform, complex data type Related keywords: FFT; Fourier transforms, complex; summation of series; |
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C06PFF | 19 | nagf_sum_fft_complex_multid_1d One-dimensional complex discrete Fourier transform of multidimensional data (using complex data type) Related keywords: FFT; Fourier transforms, complex; summation of series; |
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C06PJF | 19 | nagf_sum_fft_complex_multid Multidimensional complex discrete Fourier transform of multidimensional data (using complex data type) Related keywords: FFT; Fourier transforms, complex; summation of series; |
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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 Related keywords: FFT; Fourier transforms, complex; Fourier transforms, real; summation of series; |
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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 Related keywords: discrete; FFT; one-dimensional; summation of series; |
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C06PRF | 19 | nagf_sum_fft_complex_1d_multi_row Multiple one-dimensional complex discrete Fourier transforms using complex data type Related keywords: FFT; Fourier transforms, complex; summation of series; |
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C06PSF | 19 | nagf_sum_fft_complex_1d_multi_col Multiple one-dimensional complex discrete Fourier transforms, complex data type Related keywords: FFT; Fourier transforms, complex; summation of series; |
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C06PUF | 19 | nagf_sum_fft_complex_2d Two-dimensional complex discrete Fourier transform, complex data type Related keywords: FFT; Fourier transforms, complex; summation of series; |
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C06PVF | 24 | nagf_sum_fft_real_2d Two-dimensional real-to-complex discrete Fourier transform Related keywords: FFT; Fourier transforms, complex; summation of series; |
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C06PWF | 24 | nagf_sum_fft_hermitian_2d Two-dimensional complex-to-real discrete Fourier transform Related keywords: FFT; Fourier transforms, complex; summation of series; |
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C06PXF | 19 | nagf_sum_fft_complex_3d Three-dimensional complex discrete Fourier transform, complex data type Related keywords: FFT; Fourier transforms, complex; summation of series; |
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C06PYF | 24 | nagf_sum_fft_real_3d Three-dimensional real-to-complex discrete Fourier transform Related keywords: FFT; Fourier transforms, complex; summation of series; |
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C06PZF | 24 | nagf_sum_fft_hermitian_3d Three-dimensional complex-to-real discrete Fourier transform Related keywords: FFT; summation of series; |
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C06REF | 25 | nagf_sum_fft_sine Multiple discrete sine transforms, simple Related keywords: Discrete Fourier Transforms; FFT; Fourier Transforms, real; sine transform; summation of series; |
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C06RFF | 25 | nagf_sum_fft_cosine Multiple discrete cosine transforms, simple Related keywords: cosine transform; Discrete Fourier Transforms; FFT; Fourier Transforms, real; summation of series; |
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C06RGF | 25 | nagf_sum_fft_qtrsine Multiple discrete quarter-wave sine transforms, simple Related keywords: Discrete Fourier Transforms; FFT; Fourier Transforms, real; quarter-wave; sine transform; summation of series; |
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C06RHF | 25 | nagf_sum_fft_qtrcosine Multiple discrete quarter-wave cosine transforms, simple Related keywords: cosine transform; Discrete Fourier Transforms; FFT; Fourier Transforms, real; quarter-wave; summation of series; |
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D02UDF | 23 | nagf_ode_bvp_ps_lin_cgl_deriv Differentiate a function by the FFT using function values on Chebyshev grid Related keywords: FFT; Gauss–Lobatto grid; ODE, ordinary differential equations; |
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Fast Gauss Transform | C06SAF | 26 | nagf_sum_fast_gauss Multidimensional fast Gauss transform Related keywords: summation of series; summation of series; |
Faure, quasi-random numbers | G05YJF | 21 | nagf_rand_quasi_normal Generates a Normal quasi-random number sequence Related keywords: big data; data analytics; Gaussian distribution; low-discrepancy sequences; Niederreiter method, quasi-random numbers; Normal distribution; quasi-random numbers; random number generators; random numbers; Sobol, quasi-random numbers; |
G05YKF | 21 | nagf_rand_quasi_lognormal Generates a log-normal quasi-random number sequence Related keywords: big data; data analytics; log-normal distribution; low-discrepancy sequences; Niederreiter method, quasi-random numbers; quasi-random numbers; random number generators; random numbers; Sobol, quasi-random numbers; |
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G05YLF | 22 | nagf_rand_quasi_init Initializes a quasi-random number generator Related keywords: big data; data analytics; finance; low-discrepancy sequences; Niederreiter method, quasi-random numbers; quasi-random numbers; random number generators; random numbers; rectangular distribution; Sobol, quasi-random numbers; uniform distribution; |
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Faure–Tezuka | G05YNF | 22 | nagf_rand_quasi_init_scrambled Initializes a scrambled quasi-random number generator Related keywords: big data; data analytics; finance; Niederreiter; Owen; random number generators; random numbers; scramble; Sobol; |
-distribution | G01EDF | 14 | nagf_stat_prob_f Computes probabilities for -distribution Related keywords: CDF, cumulative distribution function; finance; lower tail probability; probability; Simple Calculations on Statistical Data; upper tail probability; variance-ratio distribution; |
G01FDF | 14 | nagf_stat_inv_cdf_f Computes deviates for the -distribution Related keywords: deviates; finance; inverse CDF; inverse cumulative distribution function; Simple Calculations on Statistical Data; |
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G01GDF | 14 | nagf_stat_prob_f_noncentral Computes probabilities for the non-central -distribution Related keywords: finance; lower tail probability; Simple Calculations on Statistical Data; variance-ratio distribution; |
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G01SDF | 24 | nagf_stat_prob_f_vector Computes a vector of probabilities for -distribution Related keywords: big data; CDF, cumulative distribution function; data analytics; lower tail probability; Simple Calculations on Statistical Data; upper tail probability; variance-ratio distribution; |
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G01TDF | 24 | nagf_stat_inv_cdf_f_vector Computes a vector of deviates for -distribution Related keywords: big data; data analytics; deviates; inverse CDF; inverse cumulative distribution function; Simple Calculations on Statistical Data; variance-ratio distribution; |
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G05SHF | 22 | nagf_rand_dist_f Generates a vector of pseudorandom numbers from an -distribution Related keywords: big data; data analytics; finance; random number generators; random numbers; |
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FFT | C06FAF | 8 | nagf_sum_fft_real_1d_rfmt Single one-dimensional real discrete Fourier transform, extra workspace for greater speed Related keywords: Fast Fourier Transform; summation of series; |
C06FBF | 8 | nagf_sum_fft_hermitian_1d_rfmt Single one-dimensional Hermitian discrete Fourier transform, extra workspace for greater speed Related keywords: Fast Fourier Transform; summation of series; |
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C06FCF | 8 | nagf_sum_fft_complex_1d_sep Single one-dimensional complex discrete Fourier transform, extra workspace for greater speed Related keywords: Fast Fourier Transform; summation of series; |
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C06FFF | 11 | nagf_sum_fft_complex_multid_1d_sep One-dimensional complex discrete Fourier transform of multidimensional data Related keywords: complex Fourier transform; Fast Fourier Transform; summation of series; |
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C06FJF | 11 | nagf_sum_fft_complex_multid_sep Multidimensional complex discrete Fourier transform of multidimensional data Related keywords: complex Fourier transform; Fast Fourier Transform; summation of series; |
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C06FKF | 11 | nagf_sum_convcorr_real Circular convolution or correlation of two real vectors, no restrictions on Related keywords: convolution; correlation; Fast Fourier Transform; summation of series; |
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C06FXF | 17 | nagf_sum_fft_complex_3d_sep Three-dimensional complex discrete Fourier transform Related keywords: complex Fourier transform; Fast Fourier Transform; summation of series; |
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C06PAF | 19 | nagf_sum_fft_realherm_1d Single one-dimensional real and Hermitian complex discrete Fourier transform, using complex storage format for Hermitian sequences Related keywords: Fast Fourier Transform; Fourier transforms, complex; summation of series; |
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C06PCF | 19 | nagf_sum_fft_complex_1d Single one-dimensional complex discrete Fourier transform, complex data type Related keywords: Fast Fourier Transform; Fourier transforms, complex; summation of series; |
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C06PFF | 19 | nagf_sum_fft_complex_multid_1d One-dimensional complex discrete Fourier transform of multidimensional data (using complex data type) Related keywords: Fast Fourier Transform; Fourier transforms, complex; summation of series; |
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C06PJF | 19 | nagf_sum_fft_complex_multid Multidimensional complex discrete Fourier transform of multidimensional data (using complex data type) Related keywords: Fast Fourier Transform; Fourier transforms, complex; summation of series; |
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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 Related keywords: Fast Fourier Transform; Fourier transforms, complex; Fourier transforms, real; summation of series; |
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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 Related keywords: discrete; Fast Fourier Transform; one-dimensional; summation of series; |
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C06PRF | 19 | nagf_sum_fft_complex_1d_multi_row Multiple one-dimensional complex discrete Fourier transforms using complex data type Related keywords: Fast Fourier Transform; Fourier transforms, complex; summation of series; |
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C06PSF | 19 | nagf_sum_fft_complex_1d_multi_col Multiple one-dimensional complex discrete Fourier transforms, complex data type Related keywords: Fast Fourier Transform; Fourier transforms, complex; summation of series; |
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C06PUF | 19 | nagf_sum_fft_complex_2d Two-dimensional complex discrete Fourier transform, complex data type Related keywords: Fast Fourier Transform; Fourier transforms, complex; summation of series; |
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C06PVF | 24 | nagf_sum_fft_real_2d Two-dimensional real-to-complex discrete Fourier transform Related keywords: Fast Fourier Transform; Fourier transforms, complex; summation of series; |
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C06PWF | 24 | nagf_sum_fft_hermitian_2d Two-dimensional complex-to-real discrete Fourier transform Related keywords: Fast Fourier Transform; Fourier transforms, complex; summation of series; |
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C06PXF | 19 | nagf_sum_fft_complex_3d Three-dimensional complex discrete Fourier transform, complex data type Related keywords: Fast Fourier Transform; Fourier transforms, complex; summation of series; |
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C06PYF | 24 | nagf_sum_fft_real_3d Three-dimensional real-to-complex discrete Fourier transform Related keywords: Fast Fourier Transform; Fourier transforms, complex; summation of series; |
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C06PZF | 24 | nagf_sum_fft_hermitian_3d Three-dimensional complex-to-real discrete Fourier transform Related keywords: Fast Fourier Transform; summation of series; |
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C06REF | 25 | nagf_sum_fft_sine Multiple discrete sine transforms, simple Related keywords: Discrete Fourier Transforms; Fast Fourier Transform; Fourier Transforms, real; sine transform; summation of series; |
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C06RFF | 25 | nagf_sum_fft_cosine Multiple discrete cosine transforms, simple Related keywords: cosine transform; Discrete Fourier Transforms; Fast Fourier Transform; Fourier Transforms, real; summation of series; |
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C06RGF | 25 | nagf_sum_fft_qtrsine Multiple discrete quarter-wave sine transforms, simple Related keywords: Discrete Fourier Transforms; Fast Fourier Transform; Fourier Transforms, real; quarter-wave; sine transform; summation of series; |
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C06RHF | 25 | nagf_sum_fft_qtrcosine Multiple discrete quarter-wave cosine transforms, simple Related keywords: cosine transform; Discrete Fourier Transforms; Fast Fourier Transform; Fourier Transforms, real; quarter-wave; summation of series; |
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D02UDF | 23 | nagf_ode_bvp_ps_lin_cgl_deriv Differentiate a function by the FFT using function values on Chebyshev grid Related keywords: Fast Fourier Transform; Gauss–Lobatto grid; ODE, ordinary differential equations; |
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file closing | X04ADF | 19 | nagf_file_close Close file associated with given unit number Related keywords: close file; input utilities; output utilities; |
file opening | X04ACF | 19 | nagf_file_open Open unit number for reading, writing or appending, and associate unit with named file Related keywords: input utilities; open file; output utilities; |
filter | 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) Related keywords: big data; data analytics; time series; time series analysis; transform; UKF; unscented; UT; |
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 Related keywords: big data; data analytics; time series; time series analysis; UKF; unscented; |
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filtering | G13BAF | 10 | nagf_tsa_multi_filter_arima Multivariate time series, filtering (pre-whitening) by an ARIMA model Related keywords: ARIMA; big data; data analytics; finance; multivariate time series; pre-whitening, filtering; time series; time series analysis; |
G13BBF | 11 | nagf_tsa_multi_filter_transf Multivariate time series, filtering by a transfer function model Related keywords: big data; data analytics; finance; multivariate time series; time series; time series analysis; |
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finance | C05AUF | 23 | nagf_roots_contfn_brent_interval Zero of continuous function, Brent algorithm, from a given starting value, binary search for interval Related keywords: Brent algorithm; root-finding; roots of transcendental equations; zeros of transcendental functions; |
C05AVF | 8 | nagf_roots_contfn_interval_rcomm Binary search for interval containing zero of continuous function (reverse communication) Related keywords: root-finding; roots of transcendental equations; zeros of transcendental functions; |
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C05AWF | 23 | nagf_roots_contfn_cntin Zero of continuous function, continuation method, from a given starting value Related keywords: root-finding; roots of transcendental equations; zeros of transcendental functions; |
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C05AXF | 8 | nagf_roots_contfn_cntin_rcomm Zero of continuous function, continuation method, from a given starting value (reverse communication) Related keywords: root-finding; roots of transcendental equations; zeros of transcendental functions; |
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C05AYF | 23 | nagf_roots_contfn_brent Zero of continuous function in a given interval, Brent algorithm Related keywords: Brent algorithm; root-finding; roots of transcendental equations; zeros of transcendental functions; |
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C05AZF | 7 | nagf_roots_contfn_brent_rcomm Zero of continuous function in a given interval, Brent algorithm (reverse communication) Related keywords: Brent algorithm; root-finding; roots of transcendental equations; zeros of transcendental functions; |
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C05QBF | 23 | nagf_roots_sys_func_easy Solution of a system of nonlinear equations using function values only (easy-to-use) Related keywords: root-finding; roots of transcendental equations; zeros of transcendental functions; |
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C05QCF | 23 | nagf_roots_sys_func_expert Solution of a system of nonlinear equations using function values only (comprehensive) Related keywords: root-finding; roots of transcendental equations; zeros of transcendental functions; |
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C05QDF | 23 | nagf_roots_sys_func_rcomm Solution of a system of nonlinear equations using function values only (reverse communication) Related keywords: root-finding; roots of transcendental equations; zeros of transcendental functions; |
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C05RBF | 23 | nagf_roots_sys_deriv_easy Solution of a system of nonlinear equations using first derivatives (easy-to-use) Related keywords: root-finding; roots of transcendental equations; zeros of transcendental functions; |
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C05RCF | 23 | nagf_roots_sys_deriv_expert Solution of a system of nonlinear equations using first derivatives (comprehensive) Related keywords: root-finding; roots of transcendental equations; zeros of transcendental functions; |
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C05RDF | 23 | nagf_roots_sys_deriv_rcomm Solution of a system of nonlinear equations using first derivatives (reverse communication) Related keywords: root-finding; roots of transcendental equations; zeros of transcendental functions; |
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C05ZDF | 23 | nagf_roots_sys_deriv_check Check user's routine for calculating first derivatives of a set of nonlinear functions of several variables Related keywords: check derivative; roots of transcendental equations; |
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C09CAF | 22 | nagf_wav_1d_sngl_fwd One-dimensional discrete wavelet transform Related keywords: discrete transform; wavelets; wavelets, one-dimensional; wavelet transforms; |
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C09CBF | 22 | nagf_wav_1d_sngl_inv One-dimensional inverse discrete wavelet transform Related keywords: discrete transform; wavelets; wavelets, one-dimensional; wavelet transforms; |
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C09CCF | 22 | nagf_wav_1d_multi_fwd One-dimensional multi-level discrete wavelet transform Related keywords: multi-level discrete transform; wavelets; wavelets, one-dimensional; wavelet transforms; |
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C09CDF | 22 | nagf_wav_1d_multi_inv One-dimensional inverse multi-level discrete wavelet transform Related keywords: multi-level discrete transform; wavelets; wavelets, one-dimensional; wavelet transforms; |
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D01AHF | 8 | nagf_quad_1d_fin_well One-dimensional quadrature, adaptive, finite interval, strategy due to Patterson, suitable for well-behaved integrands Related keywords: integration, adaptive; quadrature; quadrature, adaptive; |
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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 Related keywords: Gauss–Kronrod quadrature; integration, adaptive; QAGS; QUADPACK; quadrature; quadrature, adaptive; |
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D01AKF | 8 | nagf_quad_1d_fin_osc One-dimensional quadrature, adaptive, finite interval, method suitable for oscillating functions Related keywords: Gauss–Kronrod quadrature; integration, adaptive; QAG; QUADPACK; quadrature; quadrature, adaptive; |
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D01ALF | 8 | nagf_quad_1d_fin_sing One-dimensional quadrature, adaptive, finite interval, allowing for singularities at user-specified break-points Related keywords: Gauss–Kronrod quadrature; integration, adaptive; QAGP; QUADPACK; quadrature; quadrature, adaptive; |
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D01AMF | 8 | nagf_quad_1d_inf One-dimensional quadrature, adaptive, infinite or semi-infinite interval Related keywords: Gauss–Kronrod quadrature; integration, adaptive; integration, infinite interval; QAGI; QUADPACK; quadrature; quadrature, adaptive; |
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D01ANF | 8 | nagf_quad_1d_fin_wtrig One-dimensional quadrature, adaptive, finite interval, weight function or Related keywords: Gauss–Kronrod quadrature; integration, adaptive; QFOUR; QUADPACK; quadrature; quadrature, adaptive; |
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D01APF | 8 | nagf_quad_1d_fin_wsing One-dimensional quadrature, adaptive, finite interval, weight function with end-point singularities of algebraico-logarithmic type Related keywords: Gauss–Kronrod quadrature; integration, adaptive; QAWSE; QUADPACK; quadrature; quadrature, adaptive; |
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D01AQF | 8 | nagf_quad_1d_fin_wcauchy One-dimensional quadrature, adaptive, finite interval, weight function , Cauchy principal value (Hilbert transform) Related keywords: Cauchy principal value; Gauss–Kronrod quadrature; Hilbert transform; integration, adaptive; QAWC; QUADPACK; quadrature; quadrature, adaptive; |
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D01ARF | 10 | nagf_quad_1d_indef One-dimensional quadrature, non-adaptive, finite interval with provision for indefinite integrals Related keywords: quadrature; quadrature non-adaptive; |
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D01ASF | 13 | nagf_quad_1d_inf_wtrig One-dimensional quadrature, adaptive, semi-infinite interval, weight function or Related keywords: Gauss–Kronrod quadrature; integration, adaptive; integration, infinite interval; QAWFE; QUADPACK; quadrature; quadrature, adaptive; vectorized quadrature; |
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D01AUF | 13 | nagf_quad_1d_fin_osc_vec One-dimensional quadrature, adaptive, finite interval, variant of D01AKF efficient on vector machines Related keywords: integration, adaptive; quadrature; quadrature, adaptive; |
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D01BCF | 8 | nagf_quad_1d_gauss_wgen Calculation of weights and abscissae for Gaussian quadrature rules, general choice of rule Related keywords: abscissae; cubature; integration, non-adaptive; quadrature; weights and abscissae; |
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D01BDF | 8 | nagf_quad_1d_fin_smooth One-dimensional quadrature, non-adaptive, finite interval Related keywords: integration, non-adaptive; quadrature; quadrature non-adaptive; |
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D01DAF | 5 | nagf_quad_2d_fin Two-dimensional quadrature, finite region Related keywords: integration, multidimensional; quadrature; quadrature, adaptive; |
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D01FBF | 8 | nagf_quad_md_gauss Multidimensional Gaussian quadrature over hyper-rectangle Related keywords: integration, multidimensional; integration, non-adaptive; quadrature; quadrature non-adaptive; |
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D01FCF | 8 | nagf_quad_md_adapt Multidimensional adaptive quadrature over hyper-rectangle Related keywords: integration, adaptive; integration, multidimensional; quadrature; quadrature, adaptive; |
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D01GAF | 5 | nagf_quad_1d_data One-dimensional quadrature, integration of function defined by data values, Gill–Miller method Related keywords: Gill–Miller quadrature; integration, non-adaptive; quadrature; quadrature non-adaptive; |
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D01GDF | 14 | nagf_quad_md_numth_vec Multidimensional quadrature, general product region, number-theoretic method, variant of D01GCF efficient on vector machines Related keywords: integration, multidimensional; quadrature; quadrature non-adaptive; |
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D01GYF | 10 | nagf_quad_md_numth_coeff_prime Korobov optimal coefficients for use in D01GCF or D01GDF, when number of points is prime Related keywords: Korobov–Conroy method, numerical integration; quadrature; |
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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 Related keywords: Korobov–Conroy method, numerical integration; quadrature; |
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D01JAF | 10 | nagf_quad_md_sphere_bad Multidimensional quadrature over an -sphere, allowing for badly behaved integrands Related keywords: integration, multidimensional; quadrature; quadrature non-adaptive; |
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D01PAF | 10 | nagf_quad_md_simplex Multidimensional quadrature over an -simplex Related keywords: integration, multidimensional; quadrature; quadrature non-adaptive; |
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D01RGF | 24 | nagf_quad_1d_fin_gonnet_vec One-dimensional quadrature, adaptive, finite interval, strategy due to Gonnet, allowing for badly behaved integrands Related keywords: Gonnet method, quadrature; integration, adaptive; quadrature; quadrature, adaptive; |
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E01AAF | 1 | nagf_interp_1d_aitken Interpolated values, Aitken's technique, unequally spaced data, one variable Related keywords: Aitken's method; interpolation; |
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E01BAF | 8 | nagf_interp_1d_spline Interpolating functions, cubic spline interpolant, one variable Related keywords: cubic spline; interpolation; one-dimensional; |
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E01BEF | 13 | nagf_interp_1d_monotonic Interpolating functions, monotonicity-preserving, piecewise cubic Hermite, one variable Related keywords: cubic spline interpolation; Hermite interpolation; interpolation; monotonicity-preserving spline; |
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E01BFF | 13 | nagf_interp_1d_monotonic_eval Interpolated values, interpolant computed by E01BEF, function only, one variable Related keywords: Hermite interpolation; interpolation; monotonicity-preserving spline; |
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E01BGF | 13 | nagf_interp_1d_monotonic_deriv Interpolated values, interpolant computed by E01BEF, function and first derivative, one variable Related keywords: Hermite interpolation; interpolation; monotonicity-preserving spline; |
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E01BHF | 13 | nagf_interp_1d_monotonic_intg Interpolated values, interpolant computed by E01BEF, definite integral, one variable Related keywords: Hermite interpolation; interpolation; monotonicity-preserving spline; |
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E01DAF | 14 | nagf_interp_2d_spline_grid Interpolating functions, fitting bicubic spline, data on rectangular grid Related keywords: bicubic spline; interpolation; two-dimensional; |
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E01EBF | 25 | nagf_interp_2d_triang_bary_eval Barycentric interpolation on function values provided on a two-dimensional scattered grid Related keywords: Barycentric interpolation; Bilinear interpolation; interpolation; Interpolation; Renka and Cline method; Scattered data; Scattered data interpolation; Triangulation; |
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E02BBF | 5 | nagf_fit_1dspline_eval Evaluation of fitted cubic spline, function only Related keywords: B-splines; cubic splines; curve and surface fitting; |
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E02BCF | 7 | nagf_fit_1dspline_deriv Evaluation of fitted cubic spline, function and derivatives Related keywords: b-splines, derivative; cubic splines; curve and surface fitting; |
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E02DEF | 14 | nagf_fit_2dspline_evalv Evaluation of fitted bicubic spline at a vector of points Related keywords: bicubic splines; B-splines; curve and surface fitting; |
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E02DFF | 14 | nagf_fit_2dspline_evalm Evaluation of fitted bicubic spline at a mesh of points Related keywords: bicubic splines; B-splines; curve and surface fitting; gridded data; |
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E04ABF | 6 | nagf_opt_one_var_func_old Minimum, function of one variable, using function values only Related keywords: derivative-free minimization; maximizing a function; minimization, unconstrained; minimizing a function; NLP; nonlinear programming; one-dimensional quadratic interpolation; optimization; univariate minimization; |
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E04BBF | 6 | nagf_opt_one_var_deriv_old Minimum, function of one variable, using first derivative Related keywords: maximizing a function; minimizing a function; NLP; nonlinear programming; one-dimensional cubic interpolation; optimization; |
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E04CBF | 22 | nagf_opt_uncon_simplex Unconstrained minimum, Nelder–Mead simplex algorithm, using function values only Related keywords: derivative-free minimization; maximizing a function; minimization, unconstrained; minimizing a function; Nelder–Mead algorithm; NLP; nonlinear programming; optimization; simplex algorithm; |
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E04DGF | 12 | nagf_opt_uncon_conjgrd_comp_old Unconstrained minimum, preconditioned conjugate gradient algorithm, using first derivatives (comprehensive) Related keywords: conjugate gradient method; maximizing a function; minimization, unconstrained; minimizing a function; NLP; nonlinear programming; optimization; quasi-Newton; |
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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) Related keywords: data fitting; derivative-free minimization; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; Newton algorithm; nonlinear least squares; optimization; sum-of-squares minimization; |
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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) Related keywords: data fitting; derivative-free minimization; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; Newton algorithm; nonlinear least squares; optimization; sum-of-squares minimization; |
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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) Related keywords: BFGS, Broyden, Fletcher, Goldfarb and Shanno algorithm; data fitting; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; nonlinear least squares; optimization; quasi-Newton algorithm; sum-of-squares minimization; |
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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) Related keywords: data fitting; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; Newton algorithm; nonlinear least squares; optimization; sum-of-squares minimization; |
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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) Related keywords: BFGS, Broyden, Fletcher, Goldfarb and Shanno algorithm; data fitting; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; nonlinear least squares; optimization; quasi-Newton algorithm; sum-of-squares minimization; |
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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) Related keywords: data fitting; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; Newton algorithm; nonlinear least squares; optimization; sum-of-squares minimization; |
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E04HCF | 6 | nagf_opt_check_deriv Check user's routine for calculating first derivatives of function Related keywords: check derivative; maximizing a function; minimization, unconstrained; minimizing a function; optimization; service routine; |
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E04HDF | 6 | nagf_opt_check_deriv2 Check user's routine for calculating second derivatives of function Related keywords: check derivative; maximizing a function; minimization, unconstrained; minimizing a function; optimization; service routine; |
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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) Related keywords: data fitting; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; Newton algorithm; nonlinear least squares; optimization; sum-of-squares minimization; |
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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) Related keywords: data fitting; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; Newton algorithm; nonlinear least squares; optimization; sum-of-squares minimization; |
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E04JCF | 23 | nagf_opt_bounds_bobyqa_func Bound constrained minimum, model-based algorithm, using function values only Related keywords: BOBYQA method; maximizing a function; minimization, simple bound constraints; minimizing a function; NLP; nonlinear programming; optimization; |
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E04JYF | 18 | nagf_opt_bounds_quasi_func_easy Bound constrained minimum, quasi-Newton algorithm, using function values only (easy-to-use) Related keywords: BFGS, Broyden, Fletcher, Goldfarb and Shanno algorithm; maximizing a function; minimization, simple bound constraints; minimizing a function; NLP; nonlinear programming; optimization; quasi-Newton algorithm; |
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E04KDF | 6 | nagf_opt_bounds_mod_deriv_comp Bound constrained minimum, modified Newton algorithm, using first derivatives (comprehensive) Related keywords: maximizing a function; minimization, simple bound constraints; minimizing a function; Newton algorithm; NLP; nonlinear programming; optimization; |
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E04KYF | 18 | nagf_opt_bounds_quasi_deriv_easy Bound constrained minimum, quasi-Newton algorithm, using first derivatives (easy-to-use) Related keywords: BFGS, Broyden, Fletcher, Goldfarb and Shanno algorithm; maximizing a function; minimization, simple bound constraints; minimizing a function; NLP; nonlinear programming; optimization; quasi-Newton algorithm; |
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E04KZF | 18 | nagf_opt_bounds_mod_deriv_easy Bound constrained minimum, modified Newton algorithm, using first derivatives (easy-to-use) Related keywords: maximizing a function; minimization, simple bound constraints; minimizing a function; Newton algorithm; NLP; nonlinear programming; optimization; |
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E04LBF | 6 | nagf_opt_bounds_mod_deriv2_comp Bound constrained minimum, modified Newton algorithm, using first and second derivatives (comprehensive) Related keywords: maximizing a function; minimization, simple bound constraints; minimizing a function; Newton algorithm; NLP; nonlinear programming; optimization; |
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E04LYF | 18 | nagf_opt_bounds_mod_deriv2_easy Bound constrained minimum, modified Newton algorithm, using first and second derivatives (easy-to-use) Related keywords: maximizing a function; minimization, simple bound constraints; minimizing a function; Newton algorithm; NLP; nonlinear programming; optimization; |
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E04MFF | 16 | nagf_opt_lp_solve_old Linear programming (LP), dense, active-set method Related keywords: active-set method; LP, linear programming; maximizing a function; minimizing a function; optimization; |
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E04NCF | 12 | nagf_opt_lsq_lincon_solve_old Linear programming (LP) convex quadratic programming (QP) or linearly-constrained linear least squares problem, dense Related keywords: active-set; convex optimization; data fitting; least squares; maximizing a function; minimizing a function; nonlinear least squares; optimization; QP, quadratic programming; |
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E04NFF | 16 | nagf_opt_qp_dense_solve_old General (possibly non-convex) quadratic programming (QP), dense, active-set method Related keywords: active-set method; maximizing a function; minimizing a function; optimization; QP, quadratic programming; |
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E04NKF | 18 | nagf_opt_qpconvex1_sparse_solve_old Linear programming (LP) or convex quadratic programming (QP), sparse, active-set method Related keywords: LP, linear programming; maximizing a function; minimizing a function; optimization; QP, quadratic programming; service routine; |
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E04NQF | 21 | nagf_opt_qpconvex2_sparse_solve Linear programming (LP) or convex quadratic programming (QP), sparse, active-set method, recommended Related keywords: active-set method; LP, linear programming; maximizing a function; minimizing a function; optimization; QP, quadratic programming; service routine; sparse convex QP prolem; |
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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 Related keywords: BVLS, bounded variable least squares; data fitting; maximizing a function; minimizing a function; NNLS, non-negative least squares; nonlinear least squares; non-negative least squares; optimization; |
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E04UCF | 12 | nagf_opt_nlp1_solve_old Nonlinear programming (NLP), dense, active-set SQP method, using function values and optionally first derivatives, recommended Related keywords: dense; maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; nonlinear programming; optimization; sequential QP method; SQP; |
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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) Related keywords: dense; maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; nonlinear programming; optimization; sequential QP method; SQP; |
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E04UGF | 19 | nagf_opt_nlp1_sparse_solve_old Nonlinear programming (NLP), sparse, active-set SQP method, using function values and optionally first derivatives Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; nonlinear programming; optimization; sequential QP method; SQP; |
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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 Related keywords: data fitting; maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; nonlinear least squares; nonlinear programming; optimization; quasi-Newton approximation; sequential QP method; sum of squares; |
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E04VHF | 21 | nagf_opt_nlp2_sparse_solve Nonlinear programming (NLP), sparse, active-set SQP method, using function values and optionally first derivatives, recommended Related keywords: LP, linear programming; maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; nonlinear programming; optimization; quasi-Newton algorithm; sequential QP method; simplex algorithm; SQP; |
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E04VJF | 21 | nagf_opt_nlp2_sparse_jacobian Determine the pattern of nonzeros in the Jacobian matrix for E04VHF Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; optimization; sparsity structure; SQP; |
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E04WDF | 21 | nagf_opt_nlp2_solve Nonlinear programming (NLP), dense, active-set SQP method, using function values and optionally first derivatives Related keywords: dense; maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; nonlinear programming; optimization; sequential QP method; SQP; |
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E04XAF | 12 | nagf_opt_estimate_deriv_old Estimate (using numerical differentiation) gradient and/or Hessian of a function Related keywords: Hessian estimation; Jacobian estimation; maximizing a function; minimizing a function; optimization; |
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E04YAF | 7 | nagf_opt_lsq_check_deriv Check user's routine for calculating Jacobian of first derivatives Related keywords: Jacobian estimation; maximizing a function; minimizing a function; optimization; service routine; |
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E04YBF | 7 | nagf_opt_lsq_check_hessian Check user's routine for calculating Hessian of a sum of squares Related keywords: Hessian estimation; maximizing a function; minimizing a function; optimization; service routine; |
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E05JBF | 22 | nagf_glopt_bnd_mcs_solve Global optimization by multi-level coordinate search, simple bounds, using function values only Related keywords: global optimization; minimization, simple bound constraints; multi-level coordinate search; options, computational; |
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E05UCF | 24 | nagf_glopt_nlp_multistart_sqp Global optimization using multi-start, nonlinear constraints Related keywords: global optimization; minimization, nonlinear constraints; multi-start algorithm; sequential QP method; |
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E05USF | 24 | nagf_glopt_nlp_multistart_sqp_lsq Global optimization of a sum of squares problem using multi-start, nonlinear constraints Related keywords: global optimization; multi-start algorithm; sequential QP method; sum of squares; |
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F01EDF | 23 | nagf_matop_real_symm_matrix_exp Real symmetric matrix exponential Related keywords: exponential, matrix; inversion; matrix exponential; matrix operations; real, indefinite, symmetric matrix; |
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F01EFF | 23 | nagf_matop_real_symm_matrix_fun Function of a real symmetric matrix Related keywords: functions, matrix; inversion; matrix functions; matrix operations; real, indefinite, symmetric matrix; |
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F01FCF | 23 | nagf_matop_complex_gen_matrix_exp Complex matrix exponential Related keywords: complex, nonsymmetric matrix; exponential, matrix; inversion; matrix exponential; matrix operations; |
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F01FDF | 23 | nagf_matop_complex_herm_matrix_exp Complex Hermitian matrix exponential Related keywords: complex, Hermitian, indefinite matrix; exponential, matrix; inversion; matrix exponential; matrix operations; |
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F01FFF | 23 | nagf_matop_complex_herm_matrix_fun Function of a complex Hermitian matrix Related keywords: complex, Hermitian, indefinite matrix; functions, matrix; inversion; matrix functions; matrix operations; |
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F01VAF | 23 | nagf_matop_dtrttp Copies a real triangular matrix from full format to packed format Related keywords: DTRTTP; inversion; LAPACK; matrix operations; real, triangular matrix; |
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F01VBF | 23 | nagf_matop_ztrttp Copies a complex triangular matrix from full format to packed format Related keywords: complex, triangular matrix; inversion; LAPACK; matrix operations; ZTRTTP; |
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F01VCF | 23 | nagf_matop_dtpttr Copies a real triangular matrix from packed format to full format Related keywords: DTPTTR; inversion; LAPACK; matrix operations; real, triangular matrix; |
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F01VDF | 23 | nagf_matop_ztpttr Copies a complex triangular matrix from packed format to full format Related keywords: complex, triangular matrix; inversion; LAPACK; matrix operations; ZTPTTR; |
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F01VEF | 23 | nagf_matop_dtrttf Copies a real triangular matrix from full format to Rectangular Full Packed format Related keywords: DTRTTP; inversion; LAPACK; matrix operations; real, triangular matrix; |
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F01VFF | 23 | nagf_matop_ztrttf Copies a complex triangular matrix from full format to Rectangular Full Packed format Related keywords: complex, triangular matrix; inversion; LAPACK; matrix operations; ZTRTTF; |
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F01VGF | 23 | nagf_matop_dtfttr Copies a real triangular matrix from Rectangular Full Packed format to full format Related keywords: DTFTTR; inversion; LAPACK; matrix operations; real, triangular matrix; |
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F01VHF | 23 | nagf_matop_ztfttr Copies a complex triangular matrix from Rectangular Full Packed format to full format Related keywords: complex, triangular matrix; inversion; LAPACK; matrix operations; ZTFTTR; |
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F01VJF | 23 | nagf_matop_dtpttf Copies a real triangular matrix from packed format to Rectangular Full Packed format Related keywords: DTPTTF; inversion; LAPACK; matrix operations; real, triangular matrix; |
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F01VKF | 23 | nagf_matop_ztpttf Copies a complex triangular matrix from packed format to Rectangular Full Packed format Related keywords: complex, triangular matrix; inversion; LAPACK; matrix operations; ZTPTTF; |
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F01VLF | 23 | nagf_matop_dtfttp Copies a real triangular matrix from Rectangular Full Packed format to packed format Related keywords: DTFTTP; inversion; LAPACK; matrix operations; real, triangular matrix; |
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F01VMF | 23 | nagf_matop_ztfttp Copies a complex triangular matrix from Rectangular Full Packed format to packed format Related keywords: complex, triangular matrix; inversion; LAPACK; matrix operations; ZTFTTP; |
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F06BNF | 12 | nagf_blas_dpyth Compute square root of , real and Related keywords: BLAS; elementary arithmetic; linear algebra support routines; |
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F06DBF | 12 | nagf_blas_iload Broadcast scalar into integer vector Related keywords: BLAS; elementary arithmetic; linear algebra support routines; |
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F06EAF | 12 | nagf_blas_ddot Dot product of two real vectors Related keywords: BLAS; blas, real matrices; ddot; inner product; linear algebra support routines; |
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F06EFF | 12 | nagf_blas_dcopy Copy real vector Related keywords: BLAS; blas, real matrices; dcopy; elementary arithmetic; linear algebra support routines; |
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F06EJF | 12 | nagf_blas_dnrm2 Compute Euclidean norm of real vector Related keywords: BLAS; blas, real matrices; dnrm2; elementary arithmetic; Euclidean norm; linear algebra support routines; |
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F06FDF | 12 | nagf_blas_axpzy Multiply real vector by scalar, preserving input vector Related keywords: BLAS; elementary arithmetic; linear algebra support routines; |
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F06JJF | 12 | nagf_blas_dznrm2 Compute Euclidean norm of complex vector Related keywords: BLAS; blas, complex matrices; dznrm2; Euclidean norm; linear algebra support routines; |
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F06PAF | 12 | nagf_blas_dgemv Matrix-vector product, real rectangular matrix Related keywords: BLAS; blas, real matrices; dgemv; linear algebra support routines; multiply, matrix; real, by matrix; |
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F06PJF | 12 | nagf_blas_dtrsv System of equations, real triangular matrix Related keywords: BLAS; blas, real matrices; dtrsv; linear algebra support routines; linear equations; real, triangular matrix; |
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F06QFF | 13 | nagf_blas_dmcopy Matrix copy, real rectangular or trapezoidal matrix Related keywords: BLAS; copy, vectors and matrices; elementary arithmetic; linear algebra support routines; real, by matrix; real, trapezoidal matrix; |
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F06QHF | 13 | nagf_blas_dmload Matrix initialization, real rectangular matrix Related keywords: BLAS; elementary arithmetic; linear algebra support routines; real, by matrix; |
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F06YAF | 14 | nagf_blas_dgemm Matrix-matrix product, two real rectangular matrices Related keywords: BLAS; blas, real matrices; dgemm; linear algebra support routines; multiply, matrix; real, by matrix; |
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F06YJF | 14 | nagf_blas_dtrsm Solves a system of equations with multiple right-hand sides, real triangular coefficient matrix Related keywords: BLAS; blas, real matrices; linear algebra support routines; linear equations; real, triangular matrix; |
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F07AAF | 21 | nagf_lapacklin_dgesv Computes the solution to a real system of linear equations Related keywords: DGESV; LAPACK; linear equations; decomposition; real, nonsymmetric matrix; |
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F07ABF | 21 | nagf_lapacklin_dgesvx Uses the factorization to compute the solution, error-bound and condition estimate for a real system of linear equations Related keywords: backward error; condition number, matrix; DGESVX; error bound, matrix; forward error; LAPACK; linear equations; decomposition; real, nonsymmetric matrix; |
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F07ADF | 15 | nagf_lapacklin_dgetrf factorization of real by matrix Related keywords: DGETRF; LAPACK; linear equations; decomposition; real, by matrix; |
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F07AJF | 15 | nagf_lapacklin_dgetri Inverse of real matrix, matrix already factorized by F07ADF Related keywords: DGETRI; inverse, matrix; LAPACK; linear equations; decomposition; real, nonsymmetric matrix; |
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F07APF | 21 | nagf_lapacklin_zgesvx Uses the factorization to compute the solution, error-bound and condition estimate for a complex system of linear equations Related keywords: backward error; complex, nonsymmetric matrix; condition number, matrix; error bound, matrix; forward error; LAPACK; linear equations; decomposition; ZGESVX; |
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F07ARF | 15 | nagf_lapacklin_zgetrf factorization of complex by matrix Related keywords: complex, by matrix; LAPACK; linear equations; decomposition; ZGETRF; |
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F07ASF | 15 | nagf_lapacklin_zgetrs Solution of complex system of linear equations, multiple right-hand sides, matrix already factorized by F07ARF Related keywords: complex, nonsymmetric matrix; LAPACK; linear equations; decomposition; ZGETRS; |
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F07CAF | 21 | nagf_lapacklin_dgtsv Computes the solution to a real tridiagonal system of linear equations Related keywords: DGTSV; LAPACK; linear equations; decomposition; matrix, band; real, tridiagonal matrix; |
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F07CDF | 22 | nagf_lapacklin_dgttrf factorization of real tridiagonal matrix Related keywords: DGTTRF; LAPACK; linear equations; decomposition; matrix, band; real, tridiagonal matrix; |
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F07CEF | 22 | nagf_lapacklin_dgttrs Solves a real tridiagonal system of linear equations using the factorization computed by F07CDF Related keywords: DGTTRS; LAPACK; linear equations; decomposition; matrix, band; real, tridiagonal matrix; |
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F07FAF | 21 | nagf_lapacklin_dposv Computes the solution to a real symmetric positive definite system of linear equations Related keywords: Cholesky decomposition; DPOSV; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
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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 Related keywords: backward error; Cholesky decomposition; condition number, matrix; DPOSVX; error bound, matrix; forward error; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
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F07FDF | 15 | nagf_lapacklin_dpotrf Cholesky factorization of real symmetric positive definite matrix Related keywords: Cholesky decomposition; DPOTRF; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
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F07FEF | 15 | nagf_lapacklin_dpotrs Solution of real symmetric positive definite system of linear equations, multiple right-hand sides, matrix already factorized by F07FDF Related keywords: Cholesky decomposition; DPOTRS; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
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F07FJF | 15 | nagf_lapacklin_dpotri Inverse of real symmetric positive definite matrix, matrix already factorized by F07FDF Related keywords: Cholesky decomposition; DPOTRI; inverse, matrix; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
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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 Related keywords: backward error; Cholesky decomposition; complex, Hermitian, positive-definite matrix; condition number, matrix; error bound, matrix; forward error; LAPACK; linear equations; ZPOSVX; |
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F07HDF | 15 | nagf_lapacklin_dpbtrf Cholesky factorization of real symmetric positive definite band matrix Related keywords: Cholesky decomposition; DPBTRF; LAPACK; linear equations; matrix, band; real, band, positive-definite, symmetric matrix; |
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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 Related keywords: Cholesky decomposition; DPBTRS; LAPACK; linear equations; matrix, band; real, band, positive-definite, symmetric matrix; |
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F07TEF | 15 | nagf_lapacklin_dtrtrs Solution of real triangular system of linear equations, multiple right-hand sides Related keywords: DTRTRS; LAPACK; linear equations; real, triangular matrix; |
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F07THF | 15 | nagf_lapacklin_dtrrfs Error bounds for solution of real triangular system of linear equations, multiple right-hand sides Related keywords: backward error; DTRRFS; error bound, matrix; forward error; LAPACK; linear equations; real, triangular matrix; |
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F07TJF | 15 | nagf_lapacklin_dtrtri Inverse of real triangular matrix Related keywords: DTRTRI; inverse, matrix; LAPACK; linear equations; real, triangular matrix; |
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F08AAF | 21 | nagf_lapackeig_dgels Solves a real linear least squares problem of full rank Related keywords: DGELS; eigenproblem; LAPACK; LAPACK; least squares; linear least squares; decomposition; overdetermined linear equations; factorization; real, by matrix; underdetermined linear system; |
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F08AEF | 16 | nagf_lapackeig_dgeqrf Performs a factorization of real general rectangular matrix Related keywords: DGEQRF; eigenproblem; LAPACK; LAPACK; least squares; factorization; real, by matrix; |
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F08AGF | 16 | nagf_lapackeig_dormqr Applies an orthogonal transformation determined by F08AEF F08BEF F08BFF Related keywords: DORMQR; eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; factorization; |
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F08ANF | 21 | nagf_lapackeig_zgels Solves a complex linear least problem of full rank Related keywords: complex, by matrix; eigenproblem; LAPACK; LAPACK; least squares; linear least squares; decomposition; overdetermined linear equations; factorization; underdetermined linear system; ZGELS; |
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F08BAF | 21 | nagf_lapackeig_dgelsy Computes the minimum-norm solution to a real linear least squares problem Related keywords: DGELSY; eigenproblem; LAPACK; LAPACK; least squares; linear least squares; minimal least squares; real, by matrix; |
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F08BEF | 16 | nagf_lapackeig_dgeqpf factorization, with column pivoting, of real general rectangular matrix Related keywords: DGEQPF; eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; factorization; real, by matrix; |
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F08BFF | 22 | nagf_lapackeig_dgeqp3 factorization, with column pivoting, using BLAS-3, of real general rectangular matrix Related keywords: DGEQP3; eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; factorization; real, by matrix; |
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F08FAF | 21 | nagf_lapackeig_dsyev Computes all eigenvalues and, optionally, eigenvectors of a real symmetric matrix Related keywords: DSYEV; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; real, indefinite, symmetric matrix; |
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F08FBF | 21 | nagf_lapackeig_dsyevx Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix Related keywords: DSYEVX; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; real, indefinite, symmetric matrix; |
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F08FCF | 19 | nagf_lapackeig_dsyevd Computes all eigenvalues and, optionally, all eigenvectors of real symmetric matrix (divide-and-conquer) Related keywords: divide-and-conquer method; DSYEVD; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; real, indefinite, symmetric matrix; |
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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 Related keywords: complex, Hermitian, indefinite matrix; condition number, matrix; DDISNA; eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; real, indefinite, symmetric matrix; |
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F08FPF | 21 | nagf_lapackeig_zheevx Computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix Related keywords: complex, Hermitian, indefinite matrix; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; ZHEEVX; |
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F08FQF | 19 | nagf_lapackeig_zheevd Computes all eigenvalues and, optionally, all eigenvectors of complex Hermitian matrix (divide-and-conquer) Related keywords: complex, Hermitian, indefinite matrix; divide-and-conquer method; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; ZHEEVD; |
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F08KBF | 21 | nagf_lapackeig_dgesvd Computes the singular value decomposition of a real matrix, optionally computing the left and/or right singular vectors Related keywords: DGESVD; eigenproblem; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; SVD, singular value decomposition; |
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F08KCF | 21 | nagf_lapackeig_dgelsd Computes the minimum-norm solution to a real linear least squares problem using singular value decomposition (divide-and-conquer) Related keywords: DGELSD; divide-and-conquer method; eigenproblem; LAPACK; LAPACK; least squares; linear least squares; minimal least squares; real, by matrix; SVD, singular value decomposition; |
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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) Related keywords: DGESDD; divide-and-conquer method; eigenproblem; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; SVD, singular value decomposition; |
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F08KPF | 21 | nagf_lapackeig_zgesvd Computes the singular value decomposition of a complex matrix, optionally computing the left and/or right singular vectors Related keywords: complex, nonsymmetric matrix; eigenproblem; LAPACK; LAPACK; least squares; SVD, singular value decomposition; ZGESVD; |
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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 Related keywords: balancing; condition number, matrix; DGEEVX; eigenproblem; eigenvalues; eigenvectors; forward error; LAPACK; LAPACK; least squares; orthogonal transformations; algorithm; real, nonsymmetric matrix; |
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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 Related keywords: balancing; complex, nonsymmetric matrix; condition number, matrix; DGEEV; eigenproblem; eigenvalues; eigenvectors; forward error; LAPACK; LAPACK; least squares; |
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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 Related keywords: balancing; condition number, matrix; DGGEVX; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; forward error; generalized eigenproblem; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; |
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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 Related keywords: balancing; complex, nonsymmetric matrix; condition number, matrix; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; forward error; generalized eigenproblem; LAPACK; LAPACK; least squares; ZGGEVX; |
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G01ADF | 4 | nagf_stat_summary_freq Mean, variance, skewness, kurtosis, etc., one variable, from frequency table Related keywords: kurtosis; mean; Simple Calculations on Statistical Data; skewness; standard deviation; |
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G01AEF | 4 | nagf_stat_frequency_table Frequency table from raw data Related keywords: frequency distribution; frequency table; Simple Calculations on Statistical Data; |
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G01AFF | 4 | nagf_stat_contingency_table Two-way contingency table analysis, with /Fisher's exact test Related keywords: chi-squared distribution; contingency table; Fisher's exact test; Simple Calculations on Statistical Data; two-way contingency table; Yates' correction; |
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G01ALF | 14 | nagf_stat_5pt_summary Computes a five-point summary (median, hinges and extremes) Related keywords: five-point summary; hinges; maximum value; median; minimum value; Simple Calculations on Statistical Data; |
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G01AMF | 22 | nagf_stat_quantiles Find quantiles of an unordered vector, real numbers Related keywords: quantiles; Simple Calculations on Statistical Data; |
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G01BJF | 13 | nagf_stat_prob_binomial Binomial distribution function Related keywords: binomial distribution; CDF, cumulative distribution function; Simple Calculations on Statistical Data; |
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G01BKF | 13 | nagf_stat_prob_poisson Poisson distribution function Related keywords: CDF, cumulative distribution function; Poisson distribution; Simple Calculations on Statistical Data; |
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G01BLF | 13 | nagf_stat_prob_hypergeom Hypergeometric distribution function Related keywords: CDF, cumulative distribution function; hypergeometric distribution; Simple Calculations on Statistical Data; |
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G01DAF | 8 | nagf_stat_normal_scores_exact Normal scores, accurate values Related keywords: Normal scores; Simple Calculations on Statistical Data; |
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G01DBF | 12 | nagf_stat_normal_scores_approx Normal scores, approximate values Related keywords: Normal scores; Simple Calculations on Statistical Data; |
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G01DCF | 12 | nagf_stat_normal_scores_var Normal scores, approximate variance-covariance matrix Related keywords: covariance matrix; Normal scores; Simple Calculations on Statistical Data; variance-covariance matrix; |
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G01DDF | 12 | nagf_stat_test_shapiro_wilk Shapiro and Wilk's test for Normality Related keywords: Shapiro and Wilk's W test for Normality; Simple Calculations on Statistical Data; W test for Normality; |
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G01DHF | 15 | nagf_stat_ranks_and_scores Ranks, Normal scores, approximate Normal scores or exponential (Savage) scores Related keywords: Blom scores; exponential scores; rank scores; Savage scores; Simple Calculations on Statistical Data; Tukey scores; van der Waerden scores; |
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G01EAF | 15 | nagf_stat_prob_normal Computes probabilities for the standard Normal distribution Related keywords: CDF, cumulative distribution function; lower tail probability; Normal distribution; probability; Simple Calculations on Statistical Data; two-tail probability; upper tail probability; |
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G01EBF | 14 | nagf_stat_prob_students_t Computes probabilities for Student's -distribution Related keywords: CDF, cumulative distribution function; lower tail probability; probability; Simple Calculations on Statistical Data; Student's -distribution; two-tail probability; upper tail probability; |
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G01ECF | 14 | nagf_stat_prob_chisq Computes probabilities for distribution Related keywords: CDF, cumulative distribution function; chi-squared distribution; lower tail probability; probability; Simple Calculations on Statistical Data; two-tail probability; upper tail probability; |
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G01EDF | 14 | nagf_stat_prob_f Computes probabilities for -distribution Related keywords: CDF, cumulative distribution function; -distribution; lower tail probability; probability; Simple Calculations on Statistical Data; upper tail probability; variance-ratio distribution; |
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G01EEF | 14 | nagf_stat_prob_beta Computes upper and lower tail probabilities and probability density function for the beta distribution Related keywords: beta distribution; CDF, cumulative distribution function; lower tail probability; probability; Simple Calculations on Statistical Data; upper tail probability; |
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G01EFF | 14 | nagf_stat_prob_gamma Computes probabilities for the gamma distribution Related keywords: CDF, cumulative distribution function; gamma distribution; lower tail probability; probability; Simple Calculations on Statistical Data; upper tail probability; |
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G01EMF | 15 | nagf_stat_prob_studentized_range Computes probability for the Studentized range statistic Related keywords: CDF, cumulative distribution function; probability; Simple Calculations on Statistical Data; Studentized range statistic; |
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G01EPF | 15 | nagf_stat_prob_durbin_watson Computes bounds for the significance of a Durbin–Watson statistic Related keywords: CDF, cumulative distribution function; Durbin–Watson statistic; significance; Simple Calculations on Statistical Data; |
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G01ERF | 16 | nagf_stat_prob_vonmises Computes probability for von Mises distribution Related keywords: CDF, cumulative distribution function; lower tail probability; Simple Calculations on Statistical Data; von Mises distribution; |
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G01ETF | 21 | nagf_stat_prob_landau Landau distribution function Related keywords: Landau distribution; Simple Calculations on Statistical Data; |
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G01EUF | 21 | nagf_stat_prob_vavilov Vavilov distribution function Related keywords: Simple Calculations on Statistical Data; Vavilov distribution; |
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G01EYF | 14 | nagf_stat_prob_kolmogorov1 Computes probabilities for the one-sample Kolmogorov–Smirnov distribution Related keywords: Kolmogorov–Smirnov distribution; Simple Calculations on Statistical Data; upper tail probability; |
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G01EZF | 14 | nagf_stat_prob_kolmogorov2 Computes probabilities for the two-sample Kolmogorov–Smirnov distribution Related keywords: Kolmogorov–Smirnov distribution; Simple Calculations on Statistical Data; upper tail probability; |
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G01FAF | 15 | nagf_stat_inv_cdf_normal Computes deviates for the standard Normal distribution Related keywords: deviates; inverse CDF; inverse cumulative distribution function; Normal distribution; Simple Calculations on Statistical Data; |
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G01FBF | 14 | nagf_stat_inv_cdf_students_t Computes deviates for Student's -distribution Related keywords: deviates; inverse CDF; inverse cumulative distribution function; Simple Calculations on Statistical Data; Student's -distribution; |
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G01FCF | 14 | nagf_stat_inv_cdf_chisq Computes deviates for the distribution Related keywords: chi-squared distribution; deviates; inverse CDF; inverse cumulative distribution function; Simple Calculations on Statistical Data; |
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G01FDF | 14 | nagf_stat_inv_cdf_f Computes deviates for the -distribution Related keywords: deviates; -distribution; inverse CDF; inverse cumulative distribution function; Simple Calculations on Statistical Data; |
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G01FEF | 14 | nagf_stat_inv_cdf_beta Computes deviates for the beta distribution Related keywords: beta distribution; deviates; inverse CDF; inverse cumulative distribution function; Simple Calculations on Statistical Data; |
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G01FFF | 14 | nagf_stat_inv_cdf_gamma Computes deviates for the gamma distribution Related keywords: deviates; gamma distribution; inverse CDF; inverse cumulative distribution function; Simple Calculations on Statistical Data; |
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G01FMF | 15 | nagf_stat_inv_cdf_studentized_range Computes deviates for the Studentized range statistic Related keywords: deviates; inverse CDF; inverse cumulative distribution function; Simple Calculations on Statistical Data; Studentized range statistic; |
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G01FTF | 21 | nagf_stat_inv_cdf_landau Landau inverse function Related keywords: inverse Landau function; Landau distribution; Simple Calculations on Statistical Data; |
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G01GBF | 14 | nagf_stat_prob_students_t_noncentral Computes probabilities for the non-central Student's -distribution Related keywords: lower tail probability; Simple Calculations on Statistical Data; Student's -distribution; |
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G01GCF | 14 | nagf_stat_prob_chisq_noncentral Computes probabilities for the non-central distribution Related keywords: chi-squared distribution; lower tail probability; Simple Calculations on Statistical Data; |
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G01GDF | 14 | nagf_stat_prob_f_noncentral Computes probabilities for the non-central -distribution Related keywords: -distribution; lower tail probability; Simple Calculations on Statistical Data; variance-ratio distribution; |
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G01GEF | 14 | nagf_stat_prob_beta_noncentral Computes probabilities for the non-central beta distribution Related keywords: beta distribution; lower tail probability; Simple Calculations on Statistical Data; |
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G01HAF | 14 | nagf_stat_prob_bivariate_normal Computes probability for the bivariate Normal distribution Related keywords: bivariate Normal distribution; lower tail probability; Normal distribution; Simple Calculations on Statistical Data; |
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G01HBF | 15 | nagf_stat_prob_multi_normal Computes probabilities for the multivariate Normal distribution Related keywords: central probability; lower tail probability; multivariate Normal distribution; Normal distribution; Simple Calculations on Statistical Data; upper tail probability; |
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G01JCF | 14 | nagf_stat_prob_chisq_noncentral_lincomb Computes probability for a positive linear combination of variables Related keywords: chi-squared distribution; lower tail probability; Simple Calculations on Statistical Data; |
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G01JDF | 15 | nagf_stat_prob_chisq_lincomb Computes lower tail probability for a linear combination of (central) variables Related keywords: chi-squared distribution; Imhof's method; lower tail probability; Pan's method; Simple Calculations on Statistical Data; |
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G01MBF | 15 | nagf_stat_mills_ratio Computes reciprocal of Mills' Ratio Related keywords: hazard rate; Mills' Ratio; Simple Calculations on Statistical Data; |
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G01MTF | 21 | nagf_stat_pdf_landau Landau density function Related keywords: Landau density function; Simple Calculations on Statistical Data; |
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G01MUF | 21 | nagf_stat_pdf_vavilov Vavilov density function Related keywords: Simple Calculations on Statistical Data; Vavilov density function; |
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G01NAF | 16 | nagf_stat_moments_quad_form Cumulants and moments of quadratic forms in Normal variables Related keywords: cumulant; Gaussian distribution; moments quadratic form; multivariate Normal distribution; Normal distribution; Simple Calculations on Statistical Data; |
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G01NBF | 16 | nagf_stat_moments_ratio_quad_forms Moments of ratios of quadratic forms in Normal variables, and related statistics Related keywords: Gaussian distribution; moments quadratic form; multivariate Normal distribution; Normal distribution; Simple Calculations on Statistical Data; |
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G01PTF | 21 | nagf_stat_pdf_landau_moment1 Landau first moment function Related keywords: Landau moment function; Simple Calculations on Statistical Data; |
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G01QTF | 21 | nagf_stat_pdf_landau_moment2 Landau second moment function Related keywords: Landau moment function; Simple Calculations on Statistical Data; |
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G01RTF | 21 | nagf_stat_pdf_landau_deriv Landau derivative function Related keywords: derivative, Landau density function; Landau density function; Simple Calculations on Statistical Data; |
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G01ZUF | 21 | nagf_stat_init_vavilov Initialization routine for G01MUF and G01EUF Related keywords: Simple Calculations on Statistical Data; Vavilov density function; |
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G02AAF | 22 | nagf_correg_corrmat_nearest Computes the nearest correlation matrix to a real square matrix, using the method of Qi and Sun Related keywords: big data; correlation analysis; correlation matrix; data analytics; nearest correlation matrix; nonlinear regression; polynomial regression; Qi and Sun algorithm; regression analysis; |
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G02ABF | 23 | nagf_correg_corrmat_nearest_bounded Computes the nearest correlation matrix to a real square matrix, augmenting G02AAF to incorporate weights and bounds Related keywords: big data; correlation analysis; correlation matrix; data analytics; nearest correlation matrix; nonlinear regression; polynomial regression; Qi and Sun algorithm; regression analysis; |
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G02AEF | 23 | nagf_correg_corrmat_nearest_kfactor Computes the nearest correlation matrix with -factor structure to a real square matrix Related keywords: big data; correlation analysis; correlation matrix; data analytics; -factor structure; nearest correlation matrix; nonlinear regression; polynomial regression; Qi and Sun algorithm; regression analysis; |
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G02BAF | 4 | nagf_correg_coeffs_pearson Pearson product-moment correlation coefficients, all variables, no missing values Related keywords: big data; correlation analysis; correlation coefficients; data analytics; nonlinear regression; Pearson product moment correlation; polynomial regression; regression analysis; |
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G02BBF | 4 | nagf_correg_coeffs_pearson_miss_case Pearson product-moment correlation coefficients, all variables, casewise treatment of missing values Related keywords: big data; correlation analysis; correlation coefficients; data analytics; missing values; nonlinear regression; Pearson product moment correlation; polynomial regression; regression analysis; |
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G02BCF | 4 | nagf_correg_coeffs_pearson_miss_pair Pearson product-moment correlation coefficients, all variables, pairwise treatment of missing values Related keywords: big data; correlation analysis; correlation coefficients; data analytics; missing values; nonlinear regression; Pearson product moment correlation; polynomial regression; regression analysis; |
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G02BDF | 4 | nagf_correg_coeffs_zero Correlation-like coefficients (about zero), all variables, no missing values Related keywords: big data; correlation analysis; correlation-like coefficients; cross-products; data analytics; mean; nonlinear regression; polynomial regression; regression analysis; standard deviation; sum of squares; |
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G02BEF | 4 | nagf_correg_coeffs_zero_miss_case Correlation-like coefficients (about zero), all variables, casewise treatment of missing values Related keywords: big data; correlation analysis; correlation-like coefficients; cross-products; data analytics; mean; missing values; nonlinear regression; polynomial regression; regression analysis; standard deviation; sum of squares; |
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G02BFF | 4 | nagf_correg_coeffs_zero_miss_pair Correlation-like coefficients (about zero), all variables, pairwise treatment of missing values Related keywords: big data; correlation analysis; correlation-like coefficients; cross-products; data analytics; mean; missing values; nonlinear regression; polynomial regression; regression analysis; standard deviation; sum of squares; |
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G02BGF | 4 | nagf_correg_coeffs_pearson_subset Pearson product-moment correlation coefficients, subset of variables, no missing values Related keywords: big data; correlation analysis; cross-products; data analytics; mean; nonlinear regression; Pearson product moment correlation; polynomial regression; regression analysis; standard deviation; sum of squares; |
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G02BHF | 4 | nagf_correg_coeffs_pearson_subset_miss_case Pearson product-moment correlation coefficients, subset of variables, casewise treatment of missing values Related keywords: big data; correlation analysis; cross-products; data analytics; mean; missing values; nonlinear regression; Pearson product moment correlation; polynomial regression; regression analysis; standard deviation; sum of squares; |
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G02BJF | 4 | nagf_correg_coeffs_pearson_subset_miss_pair Pearson product-moment correlation coefficients, subset of variables, pairwise treatment of missing values Related keywords: big data; correlation analysis; cross-products; data analytics; mean; missing values; nonlinear regression; Pearson product moment correlation; polynomial regression; regression analysis; standard deviation; sum of squares; |
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G02BKF | 4 | nagf_correg_coeffs_zero_subset Correlation-like coefficients (about zero), subset of variables, no missing values Related keywords: big data; correlation analysis; correlation-like coefficients; cross-products; data analytics; mean; nonlinear regression; polynomial regression; regression analysis; standard deviation; sum of squares; |
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G02BLF | 4 | nagf_correg_coeffs_zero_subset_miss_case Correlation-like coefficients (about zero), subset of variables, casewise treatment of missing values Related keywords: big data; correlation analysis; correlation-like coefficients; cross-products; data analytics; mean; missing values; nonlinear regression; polynomial regression; regression analysis; standard deviation; sum of squares; |
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G02BMF | 4 | nagf_correg_coeffs_zero_subset_miss_pair Correlation-like coefficients (about zero), subset of variables, pairwise treatment of missing values Related keywords: big data; correlation analysis; correlation-like coefficients; cross-products; data analytics; mean; missing values; nonlinear regression; polynomial regression; regression analysis; standard deviation; sum of squares; |
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G02BNF | 4 | nagf_correg_coeffs_kspearman_overwrite Kendall/Spearman non-parametric rank correlation coefficients, no missing values, overwriting input data Related keywords: big data; correlation analysis; correlation coefficients; data analytics; Kendall's tau correlation coefficient; nonlinear regression; polynomial regression; regression analysis; Spearman's rank correlation coefficients; |
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G02BPF | 4 | nagf_correg_coeffs_kspearman_miss_case_overwrite Kendall/Spearman non-parametric rank correlation coefficients, casewise treatment of missing values, overwriting input data Related keywords: big data; correlation analysis; correlation coefficients; data analytics; Kendall's tau correlation coefficient; missing values; nonlinear regression; polynomial regression; regression analysis; Spearman's rank correlation coefficients; |
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G02BQF | 4 | nagf_correg_coeffs_kspearman Kendall/Spearman non-parametric rank correlation coefficients, no missing values, preserving input data Related keywords: big data; correlation analysis; correlation coefficients; data analytics; Kendall's tau correlation coefficient; nonlinear regression; polynomial regression; regression analysis; Spearman's rank correlation coefficients; |
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G02BRF | 4 | nagf_correg_coeffs_kspearman_miss_case Kendall/Spearman non-parametric rank correlation coefficients, casewise treatment of missing values, preserving input data Related keywords: big data; correlation analysis; correlation coefficients; data analytics; Kendall's tau correlation coefficient; missing values; nonlinear regression; polynomial regression; regression analysis; Spearman's rank correlation coefficients; |
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G02BSF | 4 | nagf_correg_coeffs_kspearman_miss_pair Kendall/Spearman non-parametric rank correlation coefficients, pairwise treatment of missing values Related keywords: big data; correlation analysis; correlation coefficients; data analytics; Kendall's tau correlation coefficient; missing values; nonlinear regression; polynomial regression; regression analysis; Spearman's rank correlation coefficients; |
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G02BTF | 14 | nagf_correg_ssqmat_update Update a weighted sum of squares matrix with a new observation Related keywords: big data; correlation analysis; cross-products; data analytics; mean; nonlinear regression; polynomial regression; regression analysis; sum of squares; |
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G02BUF | 14 | nagf_correg_ssqmat Computes a weighted sum of squares matrix Related keywords: big data; correlation analysis; cross-products; data analytics; mean; nonlinear regression; polynomial regression; regression analysis; sum of squares; West's WV2 algorithm; |
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G02BWF | 14 | nagf_correg_ssqmat_to_corrmat Computes a correlation matrix from a sum of squares matrix Related keywords: big data; correlation analysis; data analytics; nonlinear regression; Pearson product moment correlation; polynomial regression; regression analysis; |
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G02BXF | 14 | nagf_correg_corrmat Computes (optionally weighted) correlation and covariance matrices Related keywords: big data; correlation analysis; data analytics; mean; nonlinear regression; Pearson product moment correlation; polynomial regression; regression analysis; standard deviation; variance-covariance matrix; |
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G02BYF | 17 | nagf_correg_corrmat_partial Computes partial correlation/variance-covariance matrix from correlation/variance-covariance matrix computed by G02BXF Related keywords: big data; correlation analysis; data analytics; nonlinear regression; partial correlation; polynomial regression; regression analysis; |
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G02CAF | 4 | nagf_correg_linregs_const Simple linear regression with constant term, no missing values Related keywords: big data; correlation analysis; data analytics; linear regression; nonlinear regression; polynomial regression; regression; regression analysis; |
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G02CBF | 4 | nagf_correg_linregs_noconst Simple linear regression without constant term, no missing values Related keywords: big data; correlation analysis; data analytics; linear regression; nonlinear regression; polynomial regression; regression; regression analysis; |
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G02CCF | 4 | nagf_correg_linregs_const_miss Simple linear regression with constant term, missing values Related keywords: big data; correlation analysis; data analytics; linear regression; missing values; nonlinear regression; polynomial regression; regression; regression analysis; |
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G02CDF | 4 | nagf_correg_linregs_noconst_miss Simple linear regression without constant term, missing values Related keywords: big data; correlation analysis; data analytics; linear regression; missing values; nonlinear regression; polynomial regression; regression; regression analysis; |
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G02CEF | 4 | nagf_correg_linregm_service_select Service routine for multiple linear regression, select elements from vectors and matrices Related keywords: big data; correlation analysis; data analytics; linear regression; nonlinear regression; polynomial regression; regression analysis; |
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G02CFF | 4 | nagf_correg_linregm_service_reorder Service routine for multiple linear regression, reorder elements of vectors and matrices Related keywords: big data; correlation analysis; data analytics; linear regression; nonlinear regression; polynomial regression; regression analysis; |
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G02CGF | 4 | nagf_correg_linregm_coeffs_const Multiple linear regression, from correlation coefficients, with constant term Related keywords: big data; correlation analysis; data analytics; multiple linear regression; nonlinear regression; polynomial regression; regression analysis; |
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G02CHF | 4 | nagf_correg_linregm_coeffs_noconst Multiple linear regression, from correlation-like coefficients, without constant term Related keywords: big data; correlation analysis; data analytics; multiple linear regression; nonlinear regression; polynomial regression; regression analysis; |
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G02DAF | 14 | nagf_correg_linregm_fit Fits a general (multiple) linear regression model Related keywords: big data; correlation analysis; data analytics; multiple linear regression; nonlinear regression; polynomial regression; regression analysis; |
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G02DCF | 14 | nagf_correg_linregm_obs_edit Add/delete an observation to/from a general linear regression model Related keywords: big data; correlation analysis; data analytics; linear regression; nonlinear regression; polynomial regression; regression; regression analysis; standard errors; variance-covariance matrix; |
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G02DDF | 14 | nagf_correg_linregm_update Estimates of linear parameters and general linear regression model from updated model Related keywords: big data; correlation analysis; data analytics; linear regression; nonlinear regression; polynomial regression; regression; regression analysis; |
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G02DEF | 14 | nagf_correg_linregm_var_add Add a new independent variable to a general linear regression model Related keywords: big data; correlation analysis; data analytics; linear regression; nonlinear regression; polynomial regression; regression analysis; |
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G02DFF | 14 | nagf_correg_linregm_var_del Delete an independent variable from a general linear regression model Related keywords: big data; correlation analysis; data analytics; linear regression; nonlinear regression; polynomial regression; regression analysis; |
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G02DGF | 14 | nagf_correg_linregm_fit_newvar Fits a general linear regression model to new dependent variable Related keywords: big data; correlation analysis; data analytics; linear regression; nonlinear regression; polynomial regression; regression analysis; |
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G02DKF | 14 | nagf_correg_linregm_constrain Estimates and standard errors of parameters of a general linear regression model for given constraints Related keywords: big data; correlation analysis; data analytics; linear regression; nonlinear regression; polynomial regression; regression analysis; standard errors; |
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G02DNF | 14 | nagf_correg_linregm_estfunc Computes estimable function of a general linear regression model and its standard error Related keywords: big data; correlation analysis; data analytics; estimable function; linear regression; nonlinear regression; polynomial regression; regression analysis; |
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G02EFF | 21 | nagf_correg_linregm_fit_stepwise Stepwise linear regression Related keywords: big data; correlation analysis; data analytics; nonlinear regression; polynomial regression; regression analysis; stepwise linear regression; |
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G02FAF | 14 | nagf_correg_linregm_stat_resinf Calculates standardized residuals and influence statistics Related keywords: big data; correlation analysis; data analytics; influence statistics; nonlinear regression; polynomial regression; regression analysis; standardized residuals; |
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G02FCF | 15 | nagf_correg_linregm_stat_durbwat Computes Durbin–Watson test statistic Related keywords: big data; correlation analysis; data analytics; Durbin–Watson statistic; nonlinear regression; polynomial regression; regression analysis; significance; |
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G02GAF | 14 | nagf_correg_glm_normal Fits a generalized linear model with Normal errors Related keywords: big data; correlation analysis; data analytics; generalized linear model; nonlinear regression; polynomial regression; regression analysis; |
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G02GBF | 14 | nagf_correg_glm_binomial Fits a generalized linear model with binomial errors Related keywords: big data; correlation analysis; data analytics; generalized linear model; logistic regression; logit; nonlinear regression; polynomial regression; probit; regression analysis; |
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G02GCF | 14 | nagf_correg_glm_poisson Fits a generalized linear model with Poisson errors Related keywords: big data; correlation analysis; data analytics; generalized linear model; nonlinear regression; polynomial regression; regression analysis; |
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G02GDF | 14 | nagf_correg_glm_gamma Fits a generalized linear model with gamma errors Related keywords: big data; correlation analysis; data analytics; generalized linear model; nonlinear regression; polynomial regression; regression analysis; |
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G02GKF | 14 | nagf_correg_glm_constrain Estimates and standard errors of parameters of a general linear model for given constraints Related keywords: big data; correlation analysis; data analytics; generalized linear model; nonlinear regression; polynomial regression; regression analysis; standard errors; |
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G02GNF | 14 | nagf_correg_glm_estfunc Computes estimable function of a generalized linear model and its standard error Related keywords: big data; correlation analysis; data analytics; estimable function; generalized linear model; nonlinear regression; polynomial regression; regression analysis; |
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G02GPF | 22 | nagf_correg_glm_predict Computes a predicted value and its associated standard error based on a previously fitted generalized linear model Related keywords: big data; correlation analysis; data analytics; generalized linear model; nonlinear regression; polynomial regression; predicted value; regression analysis; standard errors; |
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G02HAF | 13 | nagf_correg_robustm Robust regression, standard -estimates Related keywords: Andrew's sine wave; big data; correlation analysis; data analytics; Hampel's piecewise linear function; Huber type regression; Krasker–Welsch weights; Mallows type regression; Maronna's weights; -estimates; nonlinear regression; polynomial regression; regression; regression analysis; robust regression; Scheppe type regression; Tukey's bi-weight; |
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G02HBF | 13 | nagf_correg_robustm_wts Robust regression, compute weights for use with G02HDF Related keywords: big data; bounded influence; correlation analysis; data analytics; nonlinear regression; polynomial regression; regression analysis; robust regression; |
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G02HDF | 13 | nagf_correg_robustm_user Robust regression, compute regression with user-supplied functions and weights Related keywords: big data; bounded influence; correlation analysis; data analytics; iterative weighted least squares; -estimates; nonlinear regression; polynomial regression; regression analysis; robust regression; |
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G02HFF | 13 | nagf_correg_robustm_user_varmat Robust regression, variance-covariance matrix following G02HDF Related keywords: big data; correlation analysis; data analytics; nonlinear regression; polynomial regression; regression analysis; robust regression; variance-covariance matrix; |
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G02HKF | 14 | nagf_correg_robustm_corr_huber Calculates a robust estimation of a covariance matrix, Huber's weight function Related keywords: big data; correlation analysis; correlation matrix; data analytics; Huber's weight function; nonlinear regression; polynomial regression; regression analysis; |
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G02HLF | 14 | nagf_correg_robustm_corr_user_deriv Calculates a robust estimation of a covariance matrix, user-supplied weight function plus derivatives Related keywords: big data; correlation analysis; correlation matrix; data analytics; nonlinear regression; polynomial regression; regression analysis; robust estimation; |
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G02HMF | 14 | nagf_correg_robustm_corr_user Calculates a robust estimation of a covariance matrix, user-supplied weight function Related keywords: big data; correlation analysis; correlation matrix; data analytics; nonlinear regression; polynomial regression; regression analysis; robust estimation; |
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G02JAF | 21 | nagf_correg_mixeff_reml Linear mixed effects regression using Restricted Maximum Likelihood (REML) Related keywords: big data; correlation analysis; data analytics; maximum likelihood; mixed effects regression; nonlinear regression; polynomial regression; regression analysis; REML, Restricted Maximum Likelihood; |
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G02JBF | 21 | nagf_correg_mixeff_ml Linear mixed effects regression using Maximum Likelihood (ML) Related keywords: big data; correlation analysis; data analytics; maximum likelihood; mixed effects regression; nonlinear regression; polynomial regression; regression analysis; |
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G02KAF | 22 | nagf_correg_ridge_opt Ridge regression, optimizing a ridge regression parameter Related keywords: big data; correlation analysis; data analytics; nonlinear regression; polynomial regression; regression analysis; ridge regression; |
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G02KBF | 22 | nagf_correg_ridge Ridge regression using a number of supplied ridge regression parameters Related keywords: big data; correlation analysis; data analytics; nonlinear regression; polynomial regression; regression analysis; ridge regression; |
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G02LAF | 22 | nagf_correg_pls_svd Partial least squares (PLS) regression using singular value decomposition Related keywords: big data; correlation analysis; data analytics; nonlinear regression; partial least squares regression; polynomial regression; regression analysis; |
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G02LBF | 22 | nagf_correg_pls_wold Partial least squares (PLS) regression using Wold's iterative method Related keywords: big data; correlation analysis; data analytics; nonlinear regression; partial least squares regression; polynomial regression; regression analysis; Wold's iterative method; |
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G02LCF | 22 | nagf_correg_pls_fit PLS parameter estimates following partial least squares regression by G02LAF G02LBF Related keywords: big data; correlation analysis; data analytics; nonlinear regression; partial least squares regression; polynomial regression; regression analysis; |
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G02LDF | 22 | nagf_correg_pls_pred PLS predictions based on parameter estimates from G02LCF Related keywords: big data; correlation analysis; data analytics; nonlinear regression; partial least squares regression; polynomial regression; regression analysis; |
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G02QFF | 23 | nagf_correg_quantile_linreg_easy Linear quantile regression, simple interface, independent, identically distributed (IID) errors Related keywords: big data; correlation analysis; data analytics; linear quantile regression; nonlinear regression; polynomial regression; quantile regression; regression analysis; |
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G02QGF | 23 | nagf_correg_quantile_linreg Linear quantile regression, comprehensive interface Related keywords: big data; correlation analysis; data analytics; linear quantile regression; nonlinear regression; polynomial regression; quantile regression; regression analysis; |
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G03AAF | 14 | nagf_mv_prin_comp Performs principal component analysis Related keywords: big data; data analytics; multivariate methods; principal component analysis; |
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G05KHF | 22 | nagf_rand_init_leapfrog Primes a pseudorandom number generator for generating multiple streams using leap-frog Related keywords: big data; data analytics; options, computational; random number generators; random numbers; |
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G05KJF | 22 | nagf_rand_init_skipahead Primes a pseudorandom number generator for generating multiple streams using skip-ahead Related keywords: big data; data analytics; options, computational; random number generators; random numbers; |
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G05KKF | 23 | nagf_rand_init_skipahead_power2 Primes a pseudorandom number generator for generating multiple streams using skip-ahead, skipping ahead a power of Related keywords: big data; data analytics; options, computational; random number generators; random numbers; |
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G05NCF | 22 | nagf_rand_permute Pseudorandom permutation of an integer vector Related keywords: big data; data analytics; permutation; random number generators; random permutation; |
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G05NDF | 22 | nagf_rand_sample Pseudorandom sample from an integer vector Related keywords: big data; data analytics; random number generators; random sample; sample, random; |
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G05PDF | 22 | nagf_rand_times_garch_asym1 Generates a realization of a time series from a GARCH process with asymmetry of the form Related keywords: big data; data analytics; GARCH; random number generators; time series; |
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G05PEF | 22 | nagf_rand_times_garch_asym2 Generates a realization of a time series from a GARCH process with asymmetry of the form Related keywords: big data; data analytics; GARCH; random number generators; time series; |
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G05PFF | 22 | nagf_rand_times_garch_gjr Generates a realization of a time series from an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process Related keywords: big data; data analytics; GARCH; random number generators; time series; |
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G05PGF | 22 | nagf_rand_times_garch_exp Generates a realization of a time series from an exponential GARCH (EGARCH) process Related keywords: big data; data analytics; EGARCH; random number generators; time series; |
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G05PHF | 22 | nagf_rand_times_arma Generates a realization of a time series from an ARMA model Related keywords: ARMA; big data; data analytics; random number generators; time series; |
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G05PJF | 22 | nagf_rand_times_mv_varma Generates a realization of a multivariate time series from a VARMA model Related keywords: big data; data analytics; random number generators; time series; VARMA, vector autoregressive moving average model; |
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G05PMF | 22 | nagf_rand_times_smooth_exp Generates a realization of a time series from an exponential smoothing model Related keywords: big data; data analytics; exponential smoothing; random number generators; time series; |
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G05PXF | 22 | nagf_rand_matrix_orthog Generates a random orthogonal matrix Related keywords: big data; data analytics; random number generators; random orthogonal matrix; |
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G05PYF | 22 | nagf_rand_matrix_corr Generates a random correlation matrix Related keywords: big data; data analytics; random correlation matrix; random number generators; |
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G05PZF | 22 | nagf_rand_matrix_2waytable Generates a random two-way table Related keywords: big data; data analytics; random number generators; random two-way table; two-way contingency table; |
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G05RCF | 22 | nagf_rand_copula_students_t Generates a matrix of pseudorandom numbers from a Student's -copula Related keywords: big data; copula; data analytics; random number generators; random numbers; student's t-copula; |
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G05RDF | 22 | nagf_rand_copula_normal Generates a matrix of pseudorandom numbers from a Gaussian copula Related keywords: big data; copula; data analytics; Gaussian copula; random number generators; random numbers; |
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G05RYF | 22 | nagf_rand_multivar_students_t Generates a matrix of pseudorandom numbers from a multivariate Student's -distribution Related keywords: big data; data analytics; multivariate Student's -distribution; random number generators; random numbers; Student's -distribution; |
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G05RZF | 22 | nagf_rand_multivar_normal Generates a matrix of pseudorandom numbers from a multivariate Normal distribution Related keywords: big data; data analytics; Gaussian distribution; multivariate Normal distribution; Normal distribution; random number generators; random numbers; |
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G05SAF | 22 | nagf_rand_dist_uniform01 Generates a vector of pseudorandom numbers from a uniform distribution over Related keywords: big data; data analytics; random number generators; random numbers; rectangular distribution; uniform distribution; |
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G05SBF | 22 | nagf_rand_dist_beta Generates a vector of pseudorandom numbers from a beta distribution Related keywords: beta distribution; big data; data analytics; random number generators; random numbers; |
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G05SCF | 22 | nagf_rand_dist_cauchy Generates a vector of pseudorandom numbers from a Cauchy distribution Related keywords: big data; Cauchy distribution; data analytics; random number generators; random numbers; |
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G05SDF | 22 | nagf_rand_dist_chisq Generates a vector of pseudorandom numbers from a distribution Related keywords: big data; chi-squared distribution; data analytics; random number generators; random numbers; |
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G05SEF | 22 | nagf_rand_dist_dirichlet Generates a vector of pseudorandom numbers from a Dirichlet distribution Related keywords: big data; data analytics; Dirichlet distribution; random number generators; random numbers; |
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G05SFF | 22 | nagf_rand_dist_exp Generates a vector of pseudorandom numbers from an exponential distribution Related keywords: big data; data analytics; exponential distribution; random number generators; random numbers; |
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G05SGF | 22 | nagf_rand_dist_expmix Generates a vector of pseudorandom numbers from an exponential mix distribution Related keywords: big data; data analytics; exponential distribution; exponential mix distribution; random number generators; random numbers; |
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G05SHF | 22 | nagf_rand_dist_f Generates a vector of pseudorandom numbers from an -distribution Related keywords: big data; data analytics; -distribution; random number generators; random numbers; |
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G05SJF | 22 | nagf_rand_dist_gamma Generates a vector of pseudorandom numbers from a gamma distribution Related keywords: big data; data analytics; gamma distribution; random number generators; random numbers; |
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G05SKF | 22 | nagf_rand_dist_normal Generates a vector of pseudorandom numbers from a Normal distribution Related keywords: big data; data analytics; Gaussian distribution; Normal distribution; random number generators; random numbers; |
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G05SLF | 22 | nagf_rand_dist_logistic Generates a vector of pseudorandom numbers from a logistic distribution Related keywords: big data; data analytics; logistic distribution; random number generators; random numbers; |
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G05SMF | 22 | nagf_rand_dist_lognormal Generates a vector of pseudorandom numbers from a log-normal distribution Related keywords: big data; data analytics; log-normal distribution; random number generators; random numbers; |
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G05SNF | 22 | nagf_rand_dist_students_t Generates a vector of pseudorandom numbers from a Student's -distribution Related keywords: big data; data analytics; random number generators; random numbers; Student's -distribution; |
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G05SPF | 22 | nagf_rand_dist_triangular Generates a vector of pseudorandom numbers from a triangular distribution Related keywords: big data; data analytics; random number generators; random numbers; triangular distribution; |
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G05SQF | 22 | nagf_rand_dist_uniform Generates a vector of pseudorandom numbers from a uniform distribution over Related keywords: big data; data analytics; random number generators; random numbers; rectangular distribution; uniform distribution; |
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G05SRF | 22 | nagf_rand_dist_vonmises Generates a vector of pseudorandom numbers from a von Mises distribution Related keywords: big data; data analytics; random number generators; random numbers; von Mises distribution; |
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G05SSF | 22 | nagf_rand_dist_weibull Generates a vector of pseudorandom numbers from a Weibull distribution Related keywords: big data; data analytics; random number generators; random numbers; Weibull distribution; |
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G05TAF | 22 | nagf_rand_int_binomial Generates a vector of pseudorandom integers from a binomial distribution Related keywords: big data; binomial distribution; data analytics; random integers; random number generators; |
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G05TBF | 22 | nagf_rand_logical Generates a vector of pseudorandom logical values Related keywords: big data; data analytics; probability; random logicals; random number generators; |
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G05TCF | 22 | nagf_rand_int_geom Generates a vector of pseudorandom integers from a geometric distribution Related keywords: big data; data analytics; geometric distribution; random integers; random number generators; |
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G05TDF | 22 | nagf_rand_int_general Generates a vector of pseudorandom integers from a general discrete distribution Related keywords: big data; CDF, cumulative distribution function; data analytics; distribution function; random integers; random number generators; |
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G05TEF | 22 | nagf_rand_int_hypergeom Generates a vector of pseudorandom integers from a hypergeometric distribution Related keywords: big data; data analytics; hypergeometric distribution; random integers; random number generators; |
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G05TFF | 22 | nagf_rand_int_log Generates a vector of pseudorandom integers from a logarithmic distribution Related keywords: big data; data analytics; logarithmic distribution; random integers; random number generators; |
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G05TGF | 22 | nagf_rand_int_multinomial Generates a vector of pseudorandom integers from a multinomial distribution Related keywords: big data; data analytics; multinomial distribution; random integers; random number generators; |
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G05THF | 22 | nagf_rand_int_negbin Generates a vector of pseudorandom integers from a negative binomial distribution Related keywords: big data; data analytics; negative binomial distribution; Pascal distribution; Polya distribution; random integers; random number generators; |
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G05TJF | 22 | nagf_rand_int_poisson Generates a vector of pseudorandom integers from a Poisson distribution Related keywords: big data; data analytics; Poisson distribution; random integers; random number generators; |
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G05TKF | 22 | nagf_rand_int_poisson_varmean Generates a vector of pseudorandom integers from a Poisson distribution with varying mean Related keywords: big data; data analytics; Poisson distribution; random integers; random number generators; |
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G05TLF | 22 | nagf_rand_int_uniform Generates a vector of pseudorandom integers from a uniform distribution Related keywords: big data; data analytics; random integers; random number generators; rectangular distribution; uniform distribution; |
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G05YLF | 22 | nagf_rand_quasi_init Initializes a quasi-random number generator Related keywords: big data; data analytics; Faure, quasi-random numbers; low-discrepancy sequences; Niederreiter method, quasi-random numbers; quasi-random numbers; random number generators; random numbers; rectangular distribution; Sobol, quasi-random numbers; uniform distribution; |
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G05YMF | 22 | nagf_rand_quasi_uniform Generates a uniform quasi-random number sequence Related keywords: big data; data analytics; low-discrepancy sequences; options, computational; quasi-random numbers; random number generators; random numbers; |
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G05YNF | 22 | nagf_rand_quasi_init_scrambled Initializes a scrambled quasi-random number generator Related keywords: big data; data analytics; Faure–Tezuka; Niederreiter; Owen; random number generators; random numbers; scramble; Sobol; |
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G07GAF | 23 | nagf_univar_outlier_peirce_1var Outlier detection using method of Peirce, raw data or single variance supplied Related keywords: outlier detection; Peirce outlier detection; univariate estimation; |
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G07GBF | 23 | nagf_univar_outlier_peirce_2var Outlier detection using method of Peirce, two variances supplied Related keywords: outlier detection; Peirce outlier detection; univariate estimation; |
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G13AAF | 9 | nagf_tsa_uni_diff Univariate time series, seasonal and non-seasonal differencing Related keywords: big data; data analytics; differencing, time series; non-seasonal differencing; seasonal differencing; time series; time series analysis; univariate time series; |
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G13ABF | 9 | nagf_tsa_uni_autocorr Univariate time series, sample autocorrelation function Related keywords: autocorrelation coefficients; big data; data analytics; mean; test statistic; time series; time series analysis; univariate time series; variance; |
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G13ACF | 9 | nagf_tsa_uni_autocorr_part Univariate time series, partial autocorrelations from autocorrelations Related keywords: autocorrelation coefficients; autoregressive parameters; big data; data analytics; error variance ratios; partial autocorrelation coefficients; time series; time series analysis; univariate time series; |
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G13ADF | 9 | nagf_tsa_uni_arima_prelim Univariate time series, preliminary estimation, seasonal ARIMA model Related keywords: ARIMA; big data; data analytics; time series; time series analysis; univariate time series; |
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G13AFF | 9 | nagf_tsa_uni_arima_estim_easy Univariate time series, estimation, seasonal ARIMA model (easy-to-use) Related keywords: ARIMA; big data; data analytics; time series; time series analysis; univariate time series; |
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G13AGF | 9 | nagf_tsa_uni_arima_update Univariate time series, update state set for forecasting Related keywords: big data; data analytics; forecasting; time series; time series analysis; univariate time series; |
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G13AHF | 9 | nagf_tsa_uni_arima_forecast_state Univariate time series, forecasting from state set Related keywords: big data; data analytics; forecasting; time series; time series analysis; univariate time series; |
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G13AJF | 10 | nagf_tsa_uni_arima_forcecast Univariate time series, state set and forecasts, from fully specified seasonal ARIMA model Related keywords: big data; data analytics; forecasting; standard deviation; time series; time series analysis; univariate time series; |
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G13AMF | 22 | nagf_tsa_uni_smooth_exp Univariate time series, exponential smoothing Related keywords: big data; Browns Exponential; data analytics; exponential smoothing; Holt Winter; Linear Holt; time series; time series analysis; univariate time series; |
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G13ASF | 13 | nagf_tsa_uni_arima_resid Univariate time series, diagnostic checking of residuals, following G13AEF or G13AFF Related keywords: ARMA; autocorrelation function; big data; Box–Jenkins models; Box–Ljung portmanteau statistic; data analytics; significance; standard errors; time series; time series analysis; univariate time series; |
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G13AUF | 14 | nagf_tsa_uni_means Computes quantities needed for range-mean or standard deviation-mean plot Related keywords: big data; data analytics; mean; range; range-mean plot; standard deviation; time series; time series analysis; |
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G13BAF | 10 | nagf_tsa_multi_filter_arima Multivariate time series, filtering (pre-whitening) by an ARIMA model Related keywords: ARIMA; big data; data analytics; filtering; multivariate time series; pre-whitening, filtering; time series; time series analysis; |
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G13BBF | 11 | nagf_tsa_multi_filter_transf Multivariate time series, filtering by a transfer function model Related keywords: big data; data analytics; filtering; multivariate time series; time series; time series analysis; |
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G13BCF | 10 | nagf_tsa_multi_xcorr Multivariate time series, cross-correlations Related keywords: big data; cross-correlation; data analytics; multivariate time series; time series; time series analysis; |
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G13BDF | 11 | nagf_tsa_multi_transf_prelim Multivariate time series, preliminary estimation of transfer function model Related keywords: big data; data analytics; multivariate time series; time series; time series analysis; |
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G13BEF | 11 | nagf_tsa_multi_inputmod_estim Multivariate time series, estimation of multi-input model Related keywords: ARIMA; big data; data analytics; exact likelihood; marginal likelihood; multivariate time series; nonlinear least squares; time series; time series analysis; univariate time series; |
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G13BGF | 11 | nagf_tsa_multi_inputmod_update Multivariate time series, update state set for forecasting from multi-input model Related keywords: big data; data analytics; forecasting; multivariate time series; time series; time series analysis; |
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G13BJF | 11 | nagf_tsa_multi_inputmod_forecast Multivariate time series, state set and forecasts from fully specified multi-input model Related keywords: big data; data analytics; forecasting; multivariate time series; time series; time series analysis; |
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G13CAF | 10 | nagf_tsa_uni_spectrum_lag Univariate time series, smoothed sample spectrum using rectangular, Bartlett, Tukey or Parzen lag window Related keywords: Bartlett lag window; big data; data analytics; Parzen lag window; rectangular lag window; smoothing; time series; time series analysis; Tukey lag window; univariate time series; |
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G13CBF | 10 | nagf_tsa_uni_spectrum_daniell Univariate time series, smoothed sample spectrum using spectral smoothing by the trapezium frequency (Daniell) window Related keywords: big data; Daniell window; data analytics; smoothing; spectral smoothing; time series; time series analysis; trapezium frequency window; univariate time series; |
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G13CCF | 10 | nagf_tsa_multi_spectrum_lag Multivariate time series, smoothed sample cross spectrum using rectangular, Bartlett, Tukey or Parzen lag window Related keywords: Bartlett lag window; big data; cross-spectrum; data analytics; multivariate time series; Parzen lag window; rectangular lag window; smoothing; time series; time series analysis; Tukey lag window; |
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G13CDF | 10 | nagf_tsa_multi_spectrum_daniell Multivariate time series, smoothed sample cross spectrum using spectral smoothing by the trapezium frequency (Daniell) window Related keywords: big data; cross-spectrum; Daniell window; data analytics; multivariate time series; smoothing; spectral smoothing; time series; time series analysis; trapezium frequency window; |
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G13CEF | 10 | nagf_tsa_multi_spectrum_bivar Multivariate time series, cross amplitude spectrum, squared coherency, bounds, univariate and bivariate (cross) spectra Related keywords: big data; bivariate spectra; coherency, squared, time series; cross amplitude spectrum; data analytics; multivariate time series; squared coherency; time series; time series analysis; |
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G13CFF | 10 | nagf_tsa_multi_gain_bivar Multivariate time series, gain, phase, bounds, univariate and bivariate (cross) spectra Related keywords: big data; bivariate time series; cross-spectrum; data analytics; gain, time series; multivariate time series; phase, time series; time series; time series analysis; |
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G13CGF | 10 | nagf_tsa_multi_noise_bivar Multivariate time series, noise spectrum, bounds, impulse response function and its standard error Related keywords: big data; data analytics; impulse response function; multivariate time series; noise spectrum; standard errors; time series; time series analysis; |
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G13DDF | 22 | nagf_tsa_multi_varma_estimate Multivariate time series, estimation of VARMA model Related keywords: big data; correlation matrix; data analytics; maximum likelihood; multivariate time series; standard errors; time series; time series analysis; VARMA, vector autoregressive moving average model; |
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G13DJF | 15 | nagf_tsa_multi_varma_forecast Multivariate time series, forecasts and their standard errors Related keywords: big data; data analytics; forecasting; multivariate time series; standard errors; time series; time series analysis; |
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G13DKF | 15 | nagf_tsa_multi_varma_update Multivariate time series, updates forecasts and their standard errors Related keywords: big data; data analytics; forecasting; multivariate time series; standard errors; time series; time series analysis; |
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G13DLF | 15 | nagf_tsa_multi_diff Multivariate time series, differences and/or transforms Related keywords: big data; data analytics; multivariate time series; time series; time series analysis; VARMA, vector autoregressive moving average model; |
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G13DXF | 15 | nagf_tsa_uni_arma_roots Calculates the zeros of a vector autoregressive (or moving average) operator Related keywords: big data; data analytics; time series; time series analysis; VARMA, vector autoregressive moving average model; |
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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 Related keywords: big data; data analytics; GARCH; time series; time series analysis; univariate time series; |
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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 Related keywords: big data; data analytics; forecasting; GARCH; time series; time series analysis; univariate time series; |
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G13FCF | 20 | nagf_tsa_uni_garch_asym2_estim Univariate time series, parameter estimation for a GARCH process with asymmetry of the form Related keywords: big data; data analytics; GARCH; time series; time series analysis; univariate time series; |
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G13FDF | 20 | nagf_tsa_uni_garch_asym2_forecast Univariate time series, forecast function for a GARCH process with asymmetry of the form Related keywords: big data; data analytics; forecasting; GARCH; time series; time series analysis; univariate time series; |
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G13FEF | 20 | nagf_tsa_uni_garch_gjr_estim Univariate time series, parameter estimation for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process Related keywords: big data; data analytics; GARCH; GJR GARCH process; Glosten, Jagannathan and Runkle process; time series; time series analysis; univariate time series; |
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G13FFF | 20 | nagf_tsa_uni_garch_gjr_forecast Univariate time series, forecast function for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process Related keywords: big data; data analytics; forecasting; GARCH; GJR GARCH process; Glosten, Jagannathan and Runkle process; time series; time series analysis; univariate time series; |
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G13FGF | 20 | nagf_tsa_uni_garch_exp_estim Univariate time series, parameter estimation for an exponential GARCH (EGARCH) process Related keywords: big data; data analytics; EGARCH; exponential GARCH; GARCH; time series; time series analysis; univariate time series; |
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G13FHF | 20 | nagf_tsa_uni_garch_exp_forecast Univariate time series, forecast function for an exponential GARCH (EGARCH) process Related keywords: big data; data analytics; EGARCH; exponential GARCH; forecasting; GARCH; time series; time series analysis; univariate time series; |
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H02BBF | 14 | nagf_mip_ilp_dense Integer LP problem (dense) Related keywords: branch and bound; integer programming; mixed integer programming; operations research; |
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H02CBF | 19 | nagf_mip_iqp_dense Integer QP problem (dense) Related keywords: branch and bound; integer programming; integer quadratic program; mixed integer programming; operations research; QP, quadratic programming; |
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H02CEF | 19 | nagf_mip_iqp_sparse Integer LP or QP problem (sparse), using E04NKF Related keywords: branch and bound; integer programming; integer quadratic program; mixed integer programming; operations research; QP, quadratic programming; |
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S01BAF | 14 | nagf_specfun_log_shifted Related keywords: approximations of special functions; logarithmic function; shifted logarithmic function; |
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S07AAF | 1 | nagf_specfun_tan Related keywords: approximations of special functions; circular tangent; tangent, circular; ; |
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S09AAF | 1 | nagf_specfun_arcsin Related keywords: approximations of special functions; arcsine; inverse circular sine; |
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S09ABF | 3 | nagf_specfun_arccos Related keywords: approximations of special functions; arccos; inverse circular cosine; |
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S10AAF | 3 | nagf_specfun_tanh Related keywords: approximations of special functions; hyperbolic tangent; ; |
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S10ABF | 4 | nagf_specfun_sinh Related keywords: approximations of special functions; hyperbolic sine; |
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S10ACF | 4 | nagf_specfun_cosh Related keywords: approximations of special functions; hyperbolic cosine; ; |
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S11AAF | 4 | nagf_specfun_arctanh Related keywords: approximations of special functions; inverse hyperbolic tangent; |
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S11ABF | 4 | nagf_specfun_arcsinh Related keywords: approximations of special functions; inverse hyperbolic sine; |
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S11ACF | 4 | nagf_specfun_arccosh Related keywords: approximations of special functions; inverse hyperbolic cosine; |
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S13AAF | 1 | nagf_specfun_integral_exp Exponential integral Related keywords: approximations of special functions; exponential integral; exponential integral, ; |
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S13ACF | 2 | nagf_specfun_integral_cos Cosine integral Related keywords: approximations of special functions; cosine integral, ; |
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S13ADF | 5 | nagf_specfun_integral_sin Sine integral Related keywords: approximations of special functions; sine integral; sine integral, ; |
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S14AAF | 1 | nagf_specfun_gamma Gamma function Related keywords: approximations of special functions; gamma function; |
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S14ABF | 8 | nagf_specfun_gamma_log_real Log gamma function, real argument Related keywords: approximations of special functions; log gamma function; |
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S14ACF | 14 | nagf_specfun_polygamma Related keywords: approximations of special functions; psi function; |
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S14ADF | 14 | nagf_specfun_polygamma_deriv Scaled derivatives of Related keywords: approximations of special functions; derivatives, psi function; psi function; |
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S14AEF | 20 | nagf_specfun_psi_deriv_real Polygamma function for real Related keywords: approximations of special functions; derivatives, psi function; psi function; |
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S14BAF | 14 | nagf_specfun_gamma_incomplete Incomplete gamma functions and Related keywords: approximations of special functions; incomplete gamma function; |
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S15ABF | 3 | nagf_specfun_cdf_normal Cumulative Normal distribution function Related keywords: approximations of special functions; cumulative Normal distribution; Gaussian distribution; Normal distribution; |
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S15ACF | 4 | nagf_specfun_compcdf_normal Complement of cumulative Normal distribution function Related keywords: approximations of special functions; complement of cumulative Normal distribution; cumulative Normal distribution; error function; |
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S15ADF | 4 | nagf_specfun_erfc_real Complement of error function Related keywords: approximations of special functions; complement error function; error function; |
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S15AEF | 4 | nagf_specfun_erf_real Error function Related keywords: approximations of special functions; error function; |
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S15AFF | 7 | nagf_specfun_dawson Dawson's integral Related keywords: approximations of special functions; Dawson's integral; |
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S15AGF | 22 | nagf_specfun_erfcx_real Scaled complement of error function, Related keywords: approximations of special functions; complement error function; error function; |
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S17ACF | 1 | nagf_specfun_bessel_y0_real Bessel function Related keywords: approximations of special functions; Bessel function; , Bessel function; |
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S17ADF | 1 | nagf_specfun_bessel_y1_real Bessel function Related keywords: approximations of special functions; Bessel function; , Bessel function; |
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S17AEF | 5 | nagf_specfun_bessel_j0_real Bessel function Related keywords: approximations of special functions; Bessel function; , Bessel function; |
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S17AFF | 5 | nagf_specfun_bessel_j1_real Bessel function Related keywords: approximations of special functions; Bessel function; , Bessel function; |
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S17AGF | 8 | nagf_specfun_airy_ai_real Airy function Related keywords: , Airy function; Airy function; approximations of special functions; |
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S17AHF | 8 | nagf_specfun_airy_bi_real Airy function Related keywords: Airy function; approximations of special functions; , Airy function; |
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S17AJF | 8 | nagf_specfun_airy_ai_deriv Airy function Related keywords: Airy function; , derivative Airy function; approximations of special functions; |
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S17AKF | 8 | nagf_specfun_airy_bi_deriv Airy function Related keywords: Airy function; approximations of special functions; , derivative Airy function; |
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S17ALF | 20 | nagf_specfun_bessel_zeros Zeros of Bessel functions , , or Related keywords: approximations of special functions; Bessel function; zeros of bessel functions; |
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S17DGF | 13 | nagf_specfun_airy_ai_complex Airy functions and , complex Related keywords: , Airy function; Airy function; , derivative Airy function; approximations of special functions; |
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S17DHF | 13 | nagf_specfun_airy_bi_complex Airy functions and , complex Related keywords: Airy function; approximations of special functions; , Airy function; , derivative Airy function; |
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S18ACF | 1 | nagf_specfun_bessel_k0_real Modified Bessel function Related keywords: approximations of special functions; , modified Bessel function; modified Bessel function; |
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S18ADF | 1 | nagf_specfun_bessel_k1_real Modified Bessel function Related keywords: approximations of special functions; , modified Bessel function; modified Bessel function; |
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S18AEF | 5 | nagf_specfun_bessel_i0_real Modified Bessel function Related keywords: approximations of special functions; , modified Bessel function; modified Bessel function; |
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S18AFF | 5 | nagf_specfun_bessel_i1_real Modified Bessel function Related keywords: approximations of special functions; , modified Bessel function; modified Bessel function; |
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S18CCF | 10 | nagf_specfun_bessel_k0_scaled Scaled modified Bessel function Related keywords: approximations of special functions; , modified Bessel function; modified Bessel function; |
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S18CDF | 10 | nagf_specfun_bessel_k1_scaled Scaled modified Bessel function Related keywords: approximations of special functions; , modified Bessel function; modified Bessel function; |
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S18CEF | 10 | nagf_specfun_bessel_i0_scaled Scaled modified Bessel function Related keywords: approximations of special functions; , modified Bessel function; modified Bessel function; |
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S18CFF | 10 | nagf_specfun_bessel_i1_scaled Scaled modified Bessel function Related keywords: approximations of special functions; , modified Bessel function; modified Bessel function; |
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S19AAF | 11 | nagf_specfun_kelvin_ber Kelvin function Related keywords: approximations of special functions; Kelvin functions; , Kelvin function; |
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S19ABF | 11 | nagf_specfun_kelvin_bei Kelvin function Related keywords: approximations of special functions; Kelvin functions; , Kelvin function; |
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S19ACF | 11 | nagf_specfun_kelvin_ker Kelvin function Related keywords: approximations of special functions; Kelvin functions; , Kelvin function; |
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S19ADF | 11 | nagf_specfun_kelvin_kei Kelvin function Related keywords: approximations of special functions; Kelvin functions; , Kelvin function; |
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S20ACF | 5 | nagf_specfun_fresnel_s Fresnel integral Related keywords: approximations of special functions; Fresnel integral; , Fresnel Integral; |
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S20ADF | 5 | nagf_specfun_fresnel_c Fresnel integral Related keywords: approximations of special functions; , Fresnel Integral; Fresnel integral; |
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S21BAF | 8 | nagf_specfun_ellipint_symm_1_degen Degenerate symmetrised elliptic integral of 1st kind Related keywords: approximations of special functions; elliptic integral; |
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S21BBF | 8 | nagf_specfun_ellipint_symm_1 Symmetrised elliptic integral of 1st kind Related keywords: approximations of special functions; elliptic integral; |
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S21BCF | 8 | nagf_specfun_ellipint_symm_2 Symmetrised elliptic integral of 2nd kind Related keywords: approximations of special functions; elliptic integral; |
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S21BDF | 8 | nagf_specfun_ellipint_symm_3 Symmetrised elliptic integral of 3rd kind Related keywords: approximations of special functions; elliptic integral; |
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S21BEF | 22 | nagf_specfun_ellipint_legendre_1 Elliptic integral of 1st kind, Legendre form, Related keywords: approximations of special functions; elliptic integral; |
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S21BFF | 22 | nagf_specfun_ellipint_legendre_2 Elliptic integral of 2nd kind, Legendre form, Related keywords: approximations of special functions; elliptic integral; |
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S21BGF | 22 | nagf_specfun_ellipint_legendre_3 Elliptic integral of 3rd kind, Legendre form, Related keywords: approximations of special functions; elliptic integral; |
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S21BHF | 22 | nagf_specfun_ellipint_complete_1 Complete elliptic integral of 1st kind, Legendre form, Related keywords: approximations of special functions; elliptic integral; |
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S21BJF | 22 | nagf_specfun_ellipint_complete_2 Complete elliptic integral of 2nd kind, Legendre form, Related keywords: approximations of special functions; elliptic integral; |
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S21CAF | 15 | nagf_specfun_jacellip_real Jacobian elliptic functions sn, cn and dn of real argument Related keywords: approximations of special functions; cn, Jacobian elliptic function; dn, Jacobian elliptic function; elliptic functions; Jacobian elliptic functions; sn, Jacobian elliptic functions; |
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S21CBF | 20 | nagf_specfun_jacellip_complex Jacobian elliptic functions sn, cn and dn of complex argument Related keywords: approximations of special functions; cn, Jacobian elliptic function; dn, Jacobian elliptic function; elliptic functions; Jacobian elliptic functions; sn, Jacobian elliptic functions; |
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S21CCF | 20 | nagf_specfun_jactheta_real Jacobian theta functions of real argument Related keywords: approximations of special functions; Jacobian theta functions; theta, Jacobian theta functions; |
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S22AAF | 20 | nagf_specfun_legendre_p Legendre functions of 1st kind or Related keywords: approximations of special functions; Legendre functions; |
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S30AAF | 22 | nagf_specfun_opt_bsm_price Black–Scholes–Merton option pricing formula Related keywords: approximations of special functions; Black–Scholes option pricing; derivative, options; option pricing; |
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S30ABF | 22 | nagf_specfun_opt_bsm_greeks Black–Scholes–Merton option pricing formula with Greeks Related keywords: approximations of special functions; Black–Scholes option pricing; derivative, options; Greeks, options; option pricing; |
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S30BAF | 22 | nagf_specfun_opt_lookback_fls_price Floating-strike lookback option pricing formula in the Black-Scholes-Merton model Related keywords: approximations of special functions; derivative, options; floating-strike lookback option; option pricing; |
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S30BBF | 22 | nagf_specfun_opt_lookback_fls_greeks Floating-strike lookback option pricing formula with Greeks in the Black-Scholes-Merton model Related keywords: approximations of special functions; derivative, options; floating-strike lookback option; Greeks, options; option pricing; |
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S30CAF | 22 | nagf_specfun_opt_binary_con_price Binary option, cash-or-nothing pricing formula Related keywords: approximations of special functions; binary option; cash-or-nothing option; derivative, options; option pricing; |
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S30CBF | 22 | nagf_specfun_opt_binary_con_greeks Binary option, cash-or-nothing pricing formula with Greeks Related keywords: approximations of special functions; binary option; cash-or-nothing option; derivative, options; Greeks, options; option pricing; |
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S30CCF | 22 | nagf_specfun_opt_binary_aon_price Binary option, asset-or-nothing pricing formula Related keywords: approximations of special functions; binary option; cash-or-nothing option; derivative, options; option pricing; |
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S30CDF | 22 | nagf_specfun_opt_binary_aon_greeks Binary option, asset-or-nothing pricing formula with Greeks Related keywords: approximations of special functions; binary option; cash-or-nothing option; derivative, options; Greeks, options; option pricing; |
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S30FAF | 22 | nagf_specfun_opt_barrier_std_price Standard barrier option pricing formula Related keywords: approximations of special functions; barrier option; derivative, options; option pricing; |
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S30JAF | 22 | nagf_specfun_opt_jumpdiff_merton_price Jump-diffusion, Merton's model, option pricing formula Related keywords: approximations of special functions; derivative, options; jump-diffusion model, option pricing; Merton model, option pricing; option pricing; |
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S30JBF | 22 | nagf_specfun_opt_jumpdiff_merton_greeks Jump-diffusion, Merton's model, option pricing formula with Greeks Related keywords: approximations of special functions; derivative, options; Greeks, options; jump-diffusion model, option pricing; Merton model, option pricing; option pricing; |
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S30NAF | 22 | nagf_specfun_opt_heston_price Heston's model option pricing formula Related keywords: approximations of special functions; derivative, options; Heston model, options; option pricing; |
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S30NBF | 23 | nagf_specfun_opt_heston_greeks Heston's model option pricing formula with Greeks Related keywords: approximations of special functions; derivative, options; Greeks, options; Heston model, options; option pricing; |
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S30NCF | 25 | nagf_specfun_opt_heston_term Heston's model option pricing with term structure Related keywords: approximations of special functions; European; Heston; stochastic volatility; term structure; |
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S30QCF | 22 | nagf_specfun_opt_amer_bs_price American option, Bjerksund and Stensland pricing formula Related keywords: American options; approximations of special functions; Bjerksund and Stensland pricing formula; |
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S30SAF | 22 | nagf_specfun_opt_asian_geom_price Asian option, geometric continuous average rate pricing formula Related keywords: approximations of special functions; Asian option; derivative, options; option pricing; |
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S30SBF | 22 | nagf_specfun_opt_asian_geom_greeks Asian option, geometric continuous average rate pricing formula with Greeks Related keywords: approximations of special functions; Asian option; derivative, options; Greeks, options; option pricing; |
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finite | X07AAF | 24 | nagf_ieee_is_finite Determines whether its argument has a finite value Related keywords: IEEE arithmetic; |
finite difference discretization | D03PHF | 15 | nagf_pde_1d_parab_dae_fd_old General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable Related keywords: DAE, differential algebraic equations; method of lines; parabolic partial differential equation; partial differential equations; PDE, partial differential equations; |
finite difference method, ODE | D02GAF | 8 | nagf_ode_bvp_fd_nonlin_fixedbc Ordinary differential equations, boundary value problem, finite difference technique with deferred correction, simple nonlinear problem Related keywords: boundary value problem; BVP; ODE, ordinary differential equations; |
D02GBF | 8 | nagf_ode_bvp_fd_lin_gen Ordinary differential equations, boundary value problem, finite difference technique with deferred correction, general linear problem Related keywords: boundary value problem; BVP; ODE, ordinary differential equations; |
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D02RAF | 8 | nagf_ode_bvp_fd_nonlin_gen Ordinary differential equations, general nonlinear boundary value problem, finite difference technique with deferred correction, continuation facility Related keywords: BVP, boundary value problem; ODE, ordinary differential equations; |
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finite element | D06CBF | 20 | nagf_mesh_2d_sparsity Generates a sparsity pattern of a Finite Element matrix associated with a given mesh Related keywords: mesh generation; sparsity pattern; |
first-order system | 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) Related keywords: Adams' method; initial value problem; IVP, initial value problem; Nonstiff; ODE, ordinary differential equations; stop at roots; |
D02PEF | 24 | nagf_ode_ivp_rkts_range Ordinary differential equations, initial value problem, Runge–Kutta method, integration over range with output Related keywords: IVP, initial value problem; Nonstiff; ODE, ordinary differential equations; RK23; RK45; RK78; Runge–Kutta–Merson; |
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D02PFF | 24 | nagf_ode_ivp_rkts_onestep Ordinary differential equations, initial value problem, Runge–Kutta method, integration over one step Related keywords: IVP, initial value problem; Nonstiff; ODE, ordinary differential equations; RK23; RK45; RK78; Runge–Kutta–Merson; |
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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 Related keywords: interpolation; IVP, initial value problem; Nonstiff; ODE, ordinary differential equations; Runge–Kutta–Merson; |
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Fisher's exact test | G01AFF | 4 | nagf_stat_contingency_table Two-way contingency table analysis, with /Fisher's exact test Related keywords: chi-squared distribution; contingency table; finance; Simple Calculations on Statistical Data; two-way contingency table; Yates' correction; |
five-point stencil | D03UAF | 7 | nagf_pde_2d_ellip_fd_iter Elliptic PDE, solution of finite difference equations by SIP, five-point two-dimensional molecule, one iteration Related keywords: elliptic partial differential equations; PDE, partial differential equations; Stone's strongly implicit procedure; |
five-point summary | G01ALF | 14 | nagf_stat_5pt_summary Computes a five-point summary (median, hinges and extremes) Related keywords: finance; hinges; maximum value; median; minimum value; Simple Calculations on Statistical Data; |
floating-point complex safe range | X02ANF | 15 | nagf_machine_complex_safe The safe range parameter for complex floating-point arithmetic Related keywords: machine constants; |
floating-point model | X02BHF | 12 | nagf_machine_model_base The floating-point model parameter, Related keywords: base; machine constants; |
X02BJF | 12 | nagf_machine_model_digits The floating-point model parameter, Related keywords: machine constants; precision; |
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X02BKF | 12 | nagf_machine_model_minexp The floating-point model parameter Related keywords: machine constants; minimum exponent; |
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X02BLF | 12 | nagf_machine_model_maxexp The floating-point model parameter Related keywords: machine constants; maximum exponent; |
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floating-point safe range | X02AMF | 12 | nagf_machine_real_safe The safe range parameter Related keywords: machine constants; |
floating-strike lookback option | S30BAF | 22 | nagf_specfun_opt_lookback_fls_price Floating-strike lookback option pricing formula in the Black-Scholes-Merton model Related keywords: approximations of special functions; derivative, options; finance; option pricing; |
S30BBF | 22 | nagf_specfun_opt_lookback_fls_greeks Floating-strike lookback option pricing formula with Greeks in the Black-Scholes-Merton model Related keywords: approximations of special functions; derivative, options; finance; Greeks, options; option pricing; |
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forecasting | G13AGF | 9 | nagf_tsa_uni_arima_update Univariate time series, update state set for forecasting Related keywords: big data; data analytics; finance; time series; time series analysis; univariate time series; |
G13AHF | 9 | nagf_tsa_uni_arima_forecast_state Univariate time series, forecasting from state set Related keywords: big data; data analytics; finance; time series; time series analysis; univariate time series; |
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G13AJF | 10 | nagf_tsa_uni_arima_forcecast Univariate time series, state set and forecasts, from fully specified seasonal ARIMA model Related keywords: big data; data analytics; finance; standard deviation; time series; time series analysis; univariate time series; |
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G13BGF | 11 | nagf_tsa_multi_inputmod_update Multivariate time series, update state set for forecasting from multi-input model Related keywords: big data; data analytics; finance; multivariate time series; time series; time series analysis; |
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G13BHF | 11 | nagf_tsa_multi_inputmod_forecast_state Multivariate time series, forecasting from state set of multi-input model Related keywords: big data; data analytics; multivariate time series; time series; time series analysis; |
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G13BJF | 11 | nagf_tsa_multi_inputmod_forecast Multivariate time series, state set and forecasts from fully specified multi-input model Related keywords: big data; data analytics; finance; multivariate time series; time series; time series analysis; |
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G13DJF | 15 | nagf_tsa_multi_varma_forecast Multivariate time series, forecasts and their standard errors Related keywords: big data; data analytics; finance; multivariate time series; standard errors; time series; time series analysis; |
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G13DKF | 15 | nagf_tsa_multi_varma_update Multivariate time series, updates forecasts and their standard errors Related keywords: big data; data analytics; finance; multivariate time series; standard errors; time series; time series analysis; |
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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 Related keywords: big data; data analytics; finance; GARCH; time series; time series analysis; univariate time series; |
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G13FDF | 20 | nagf_tsa_uni_garch_asym2_forecast Univariate time series, forecast function for a GARCH process with asymmetry of the form Related keywords: big data; data analytics; finance; GARCH; time series; time series analysis; univariate time series; |
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G13FFF | 20 | nagf_tsa_uni_garch_gjr_forecast Univariate time series, forecast function for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process Related keywords: big data; data analytics; finance; GARCH; GJR GARCH process; Glosten, Jagannathan and Runkle process; time series; time series analysis; univariate time series; |
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G13FHF | 20 | nagf_tsa_uni_garch_exp_forecast Univariate time series, forecast function for an exponential GARCH (EGARCH) process Related keywords: big data; data analytics; EGARCH; exponential GARCH; finance; GARCH; time series; time series analysis; univariate time series; |
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forward error | F04BAF | 21 | nagf_linsys_real_square_solve Computes the solution, estimated condition number and error-bound to a real system of linear equations Related keywords: big data; data analytics; linear equations; real, nonsymmetric matrix; simultaneous linear equations; |
F04BBF | 21 | nagf_linsys_real_band_solve Computes the solution, estimated condition number and error-bound to a real banded system of linear equations Related keywords: big data; data analytics; linear equations; matrix, band; real, band matrix; simultaneous linear equations; |
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F04BCF | 21 | nagf_linsys_real_tridiag_solve Computes the solution, estimated condition number and error-bound to a real tridiagonal system of linear equations Related keywords: big data; data analytics; linear equations; matrix, band; real, tridiagonal matrix; simultaneous linear equations; |
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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 Related keywords: big data; data analytics; linear equations; real, positive-definite, symmetric matrix; simultaneous linear equations; |
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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 Related keywords: big data; data analytics; linear equations; real, positive-definite, symmetric matrix; simultaneous linear equations; |
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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 Related keywords: big data; data analytics; linear equations; real, band, positive-definite, symmetric matrix; simultaneous linear equations; |
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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 Related keywords: big data; data analytics; linear equations; real, positive-definite, symmetric, tridiagonal matrix; simultaneous linear equations; |
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F04BHF | 21 | nagf_linsys_real_symm_solve Computes the solution, estimated condition number and error-bound to a real symmetric system of linear equations Related keywords: big data; data analytics; linear equations; real, indefinite, symmetric matrix; simultaneous linear equations; |
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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 Related keywords: big data; data analytics; linear equations; real, indefinite, symmetric matrix; simultaneous linear equations; |
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F04CAF | 21 | nagf_linsys_complex_square_solve Computes the solution, estimated condition number and error-bound to a complex system of linear equations Related keywords: big data; complex, nonsymmetric matrix; data analytics; linear equations; simultaneous linear equations; |
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F04CBF | 21 | nagf_linsys_complex_band_solve Computes the solution, estimated condition number and error-bound to a complex banded system of linear equations Related keywords: big data; complex, band matrix; data analytics; linear equations; matrix, band; simultaneous linear equations; |
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F04CCF | 21 | nagf_linsys_complex_tridiag_solve Computes the solution, estimated condition number and error-bound to a complex tridiagonal system of linear equations Related keywords: big data; complex, tridiagonal matrix; data analytics; linear equations; matrix, band; simultaneous linear equations; |
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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 Related keywords: big data; complex, Hermitian, positive-definite matrix; data analytics; linear equations; simultaneous linear equations; |
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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 Related keywords: big data; complex, Hermitian, positive-definite matrix; data analytics; linear equations; simultaneous linear equations; |
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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 Related keywords: big data; complex, band, Hermitian, positive-definite matrix; data analytics; linear equations; matrix, band; simultaneous linear equations; |
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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 Related keywords: big data; complex, Hermitian, positive-definite, tridiagonal matrix; data analytics; linear equations; matrix, band; simultaneous linear equations; |
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F04CHF | 21 | nagf_linsys_complex_herm_solve Computes the solution and error-bound to a complex Hermitian system of linear equations Related keywords: big data; complex, Hermitian, indefinite matrix; data analytics; linear equations; simultaneous linear equations; |
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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 Related keywords: big data; complex, Hermitian, indefinite matrix; data analytics; linear equations; simultaneous linear equations; |
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F04DHF | 21 | nagf_linsys_complex_symm_solve Computes the solution, estimated condition number and error-bound to a complex symmetric system of linear equations Related keywords: big data; complex, symmetric matrix; data analytics; linear equations; simultaneous linear equations; |
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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 Related keywords: big data; complex, symmetric matrix; data analytics; linear equations; simultaneous linear equations; |
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F07ABF | 21 | nagf_lapacklin_dgesvx Uses the factorization to compute the solution, error-bound and condition estimate for a real system of linear equations Related keywords: backward error; condition number, matrix; DGESVX; error bound, matrix; finance; LAPACK; linear equations; decomposition; real, nonsymmetric matrix; |
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F07AHF | 15 | nagf_lapacklin_dgerfs Refined solution with error bounds of real system of linear equations, multiple right-hand sides Related keywords: backward error; DGERFS; error bound, matrix; LAPACK; linear equations; decomposition; real, nonsymmetric matrix; |
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F07APF | 21 | nagf_lapacklin_zgesvx Uses the factorization to compute the solution, error-bound and condition estimate for a complex system of linear equations Related keywords: backward error; complex, nonsymmetric matrix; condition number, matrix; error bound, matrix; finance; LAPACK; linear equations; decomposition; ZGESVX; |
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F07AVF | 15 | nagf_lapacklin_zgerfs Refined solution with error bounds of complex system of linear equations, multiple right-hand sides Related keywords: backward error; complex, nonsymmetric matrix; LAPACK; linear equations; ZGERFS; |
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F07BBF | 21 | nagf_lapacklin_dgbsvx Uses the factorization to compute the solution, error-bound and condition estimate for a real banded system of linear equations Related keywords: backward error; condition number, matrix; DGBSVX; error bound, matrix; LAPACK; linear equations; decomposition; matrix, band; real, band matrix; |
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F07BHF | 15 | nagf_lapacklin_dgbrfs Refined solution with error bounds of real band system of linear equations, multiple right-hand sides Related keywords: backward error; DGBRFS; LAPACK; linear equations; decomposition; matrix, band; real, band matrix; |
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F07BPF | 21 | nagf_lapacklin_zgbsvx Uses the factorization to compute the solution, error-bound and condition estimate for a complex banded system of linear equations Related keywords: backward error; complex, band matrix; condition number, matrix; error bound, matrix; LAPACK; linear equations; decomposition; matrix, band; ZGBSVX; |
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F07BVF | 15 | nagf_lapacklin_zgbrfs Refined solution with error bounds of complex band system of linear equations, multiple right-hand sides Related keywords: backward error; complex, band matrix; error bound, matrix; LAPACK; linear equations; matrix, band; ZGBRFS; |
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F07CBF | 21 | nagf_lapacklin_dgtsvx Uses the factorization to compute the solution, error-bound and condition estimate for a real tridiagonal system of linear equations Related keywords: backward error; condition number, matrix; DGTSVX; error bound, matrix; LAPACK; linear equations; decomposition; matrix, band; real, tridiagonal matrix; |
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F07CHF | 22 | nagf_lapacklin_dgtrfs Refined solution with error bounds of real tridiagonal system of linear equations, multiple right-hand sides Related keywords: backward error; DGTCON; LAPACK; linear equations; decomposition; matrix, band; real, tridiagonal matrix; |
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F07CPF | 21 | nagf_lapacklin_zgtsvx Uses the factorization to compute the solution, error-bound and condition estimate for a complex tridiagonal system of linear equations Related keywords: backward error; complex, tridiagonal matrix; LAPACK; linear equations; decomposition; matrix, band; ZGTSVX; |
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F07CVF | 22 | nagf_lapacklin_zgtrfs Refined solution with error bounds of complex tridiagonal system of linear equations, multiple right-hand sides Related keywords: backward error; complex, tridiagonal matrix; LAPACK; linear equations; decomposition; matrix, band; ZGTRFS; |
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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 Related keywords: backward error; Cholesky decomposition; condition number, matrix; DPOSVX; error bound, matrix; finance; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
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F07FHF | 15 | nagf_lapacklin_dporfs Refined solution with error bounds of real symmetric positive definite system of linear equations, multiple right-hand sides Related keywords: backward error; Cholesky decomposition; DPORFS; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
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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 Related keywords: backward error; Cholesky decomposition; complex, Hermitian, positive-definite matrix; condition number, matrix; error bound, matrix; finance; LAPACK; linear equations; ZPOSVX; |
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F07FVF | 15 | nagf_lapacklin_zporfs Refined solution with error bounds of complex Hermitian positive definite system of linear equations, multiple right-hand sides Related keywords: backward error; Cholesky decomposition; complex, Hermitian, positive-definite matrix; error bound, matrix; LAPACK; linear equations; ZPORFS; |
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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 Related keywords: backward error; Cholesky decomposition; condition number, matrix; DPPSVX; error bound, matrix; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
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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 Related keywords: backward error; Cholesky decomposition; DPPRFS; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
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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 Related keywords: backward error; Cholesky decomposition; complex, Hermitian, positive-definite matrix; condition number, matrix; error bound, matrix; LAPACK; linear equations; ZPPSVX; |
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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 Related keywords: backward error; Cholesky decomposition; complex, Hermitian, positive-definite matrix; error bound, matrix; LAPACK; linear equations; ZPPRFS; |
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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 Related keywords: backward error; Cholesky decomposition; condition number, matrix; DPBSVX; error bound, matrix; LAPACK; linear equations; matrix, band; real, band, positive-definite, symmetric matrix; |
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F07HHF | 15 | nagf_lapacklin_dpbrfs Refined solution with error bounds of real symmetric positive definite band system of linear equations, multiple right-hand sides Related keywords: backward error; Cholesky decomposition; DPBRFS; LAPACK; linear equations; matrix, band; real, band, positive-definite, symmetric matrix; |
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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 Related keywords: backward error; Cholesky decomposition; complex, band, Hermitian, positive-definite matrix; condition number, matrix; error bound, matrix; LAPACK; linear equations; matrix, band; ZPBSVX; |
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F07HVF | 15 | nagf_lapacklin_zpbrfs Refined solution with error bounds of complex Hermitian positive definite band system of linear equations, multiple right-hand sides Related keywords: backward error; Cholesky decomposition; complex, band, Hermitian, positive-definite matrix; error bound, matrix; LAPACK; linear equations; matrix, band; ZPBRFS; |
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F07JBF | 21 | nagf_lapacklin_dptsvx Uses the factorization to compute the solution, error-bound and condition estimate for a real symmetric positive definite tridiagonal system of linear equations Related keywords: backward error; Cholesky decomposition; condition number, matrix; DPTSVX; error bound, matrix; LAPACK; linear equations; matrix, band; real, positive-definite, symmetric, tridiagonal matrix; |
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F07JHF | 22 | nagf_lapacklin_dptrfs Refined solution with error bounds of real symmetric positive definite tridiagonal system of linear equations, multiple right-hand sides Related keywords: backward error; Cholesky decomposition; DPTRFS; LAPACK; linear equations; matrix, band; real, positive-definite, symmetric, tridiagonal matrix; |
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F07JPF | 21 | nagf_lapacklin_zptsvx Uses the factorization to compute the solution, error-bound and condition estimate for a complex Hermitian positive definite tridiagonal system of linear equations Related keywords: backward error; Cholesky decomposition; complex, Hermitian, positive-definite, tridiagonal matrix; condition number, matrix; error bound, matrix; LAPACK; linear equations; matrix, band; ZPTSVX; |
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F07JVF | 22 | nagf_lapacklin_zptrfs Refined solution with error bounds of complex Hermitian positive definite tridiagonal system of linear equations, multiple right-hand sides Related keywords: backward error; Cholesky decomposition; complex, Hermitian, positive-definite, tridiagonal matrix; LAPACK; linear equations; matrix, band; ZPTRFS; |
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F07MBF | 21 | nagf_lapacklin_dsysvx Uses the diagonal pivoting factorization to compute the solution to a real symmetric system of linear equations Related keywords: backward error; diagonal pivoting method; DSYSVX; LAPACK; LDLT decomposition; linear equations; real, indefinite, symmetric matrix; decompositiuon; |
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F07MHF | 15 | nagf_lapacklin_dsyrfs Refined solution with error bounds of real symmetric indefinite system of linear equations, multiple right-hand sides Related keywords: backward error; Bunch–Kaufman factorization; diagonal pivoting method; DSYRFS; LAPACK; linear equations; real, indefinite, symmetric matrix; |
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F07MPF | 21 | nagf_lapacklin_zhesvx Uses the diagonal pivoting factorization to compute the solution to a complex Hermitian system of linear equations Related keywords: backward error; complex, Hermitian, indefinite matrix; diagonal pivoting method; LAPACK; decomposition; linear equations; decomposition; ZHESVX; |
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F07MVF | 15 | nagf_lapacklin_zherfs Refined solution with error bounds of complex Hermitian indefinite system of linear equations, multiple right-hand sides Related keywords: backward error; Bunch–Kaufman factorization; complex, Hermitian, indefinite matrix; diagonal pivoting method; error bound, matrix; LAPACK; linear equations; ZHERFS; |
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F07NPF | 21 | nagf_lapacklin_zsysvx Uses the diagonal pivoting factorization to compute the solution to a complex symmetric system of linear equations Related keywords: backward error; complex, symmetric matrix; diagonal pivoting method; LAPACK; decomposition; linear equations; decomposition; ZSYSVX; |
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F07NVF | 15 | nagf_lapacklin_zsyrfs Refined solution with error bounds of complex symmetric system of linear equations, multiple right-hand sides Related keywords: backward error; Bunch–Kaufman factorization; complex, symmetric matrix; diagonal pivoting method; error bound, matrix; LAPACK; linear equations; ZSYRFS; |
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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 Related keywords: backward error; condition number, matrix; diagonal pivoting method; DSPSVX; error bound, matrix; LAPACK; decomposition; linear equations; real, indefinite, symmetric matrix; decomposition; |
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F07PHF | 15 | nagf_lapacklin_dsprfs Refined solution with error bounds of real symmetric indefinite system of linear equations, multiple right-hand sides, packed storage Related keywords: backward error; Bunch–Kaufman factorization; diagonal pivoting method; DSPRFS; LAPACK; linear equations; real, indefinite, symmetric matrix; |
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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 Related keywords: backward error; complex, Hermitian, indefinite matrix; diagonal pivoting method; inverse, matrix; LAPACK; decomposition; linear equations; decomposition; ZHPSVX; |
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F07PVF | 15 | nagf_lapacklin_zhprfs Refined solution with error bounds of complex Hermitian indefinite system of linear equations, multiple right-hand sides, packed storage Related keywords: backward error; Bunch–Kaufman factorization; complex, Hermitian, indefinite matrix; diagonal pivoting method; error bound, matrix; LAPACK; linear equations; ZHPRFS; |
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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 Related keywords: backward error; complex, symmetric matrix; diagonal pivoting method; LAPACK; decomposition; linear equations; decomposition; ZSPSVX; |
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F07QVF | 15 | nagf_lapacklin_zsprfs Refined solution with error bounds of complex symmetric system of linear equations, multiple right-hand sides, packed storage Related keywords: backward error; Bunch–Kaufman factorization; complex, symmetric matrix; diagonal pivoting method; error bound, matrix; LAPACK; linear equations; ZSPRFS; |
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F07THF | 15 | nagf_lapacklin_dtrrfs Error bounds for solution of real triangular system of linear equations, multiple right-hand sides Related keywords: backward error; DTRRFS; error bound, matrix; finance; LAPACK; linear equations; real, triangular matrix; |
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F07TVF | 15 | nagf_lapacklin_ztrrfs Error bounds for solution of complex triangular system of linear equations, multiple right-hand sides Related keywords: backward error; complex, triangular matrix; error bound, matrix; LAPACK; linear equations; ZTRRFS; |
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F07UHF | 15 | nagf_lapacklin_dtprfs Error bounds for solution of real triangular system of linear equations, multiple right-hand sides, packed storage Related keywords: backward error; DTPRFS; error bound, matrix; LAPACK; linear equations; real, triangular matrix; |
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F07UVF | 15 | nagf_lapacklin_ztprfs Error bounds for solution of complex triangular system of linear equations, multiple right-hand sides, packed storage Related keywords: backward error; complex, triangular matrix; error bound, matrix; LAPACK; linear equations; ZTPRFS; |
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F07VHF | 15 | nagf_lapacklin_dtbrfs Error bounds for solution of real band triangular system of linear equations, multiple right-hand sides Related keywords: backward error; DTBRFS; error bound, matrix; LAPACK; linear equations; matrix, band; real, band, triangular matrix; |
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F07VVF | 15 | nagf_lapacklin_ztbrfs Error bounds for solution of complex band triangular system of linear equations, multiple right-hand sides Related keywords: backward error; complex, band, triangular matrix; error bound, matrix; LAPACK; linear equations; matrix, band; ZTBRFS; |
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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 Related keywords: balancing; condition number, matrix; DGEEVX; eigenproblem; eigenvalues; eigenvectors; finance; LAPACK; LAPACK; least squares; orthogonal transformations; algorithm; real, nonsymmetric matrix; |
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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 Related keywords: balancing; complex, nonsymmetric matrix; condition number, matrix; DGEEV; eigenproblem; eigenvalues; eigenvectors; finance; LAPACK; LAPACK; least squares; |
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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 Related keywords: balancing; condition number, matrix; DGGEVX; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; finance; generalized eigenproblem; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; |
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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 Related keywords: balancing; complex, nonsymmetric matrix; condition number, matrix; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; finance; generalized eigenproblem; LAPACK; LAPACK; least squares; ZGGEVX; |
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F11MHF | 21 | nagf_sparse_direct_real_gen_refine Refined solution with error bounds of real system of linear equations, multiple right-hand sides Related keywords: backward error; big data; data analytics; large scale linear systems; linear equations; real, sparse matrix; |
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forward stagewise | G02MAF | 25 | nagf_correg_lars Least angle regression (LARS), least absolute shrinkage and selection operator (LASSO) and forward stagewise regression Related keywords: big data; correlation analysis; data analytics; LARS; LASSO; least angle regression; model selection; nonlinear regression; polynomial regression; regression analysis; |
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 Related keywords: big data; correlation analysis; cross-product; data analytics; LARS; LASSO; least angle regression; model selection; nonlinear regression; polynomial regression; regression analysis; |
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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 Related keywords: big data; correlation analysis; data analytics; LARS; LASSO; least angle regression; nonlinear regression; polynomial regression; regression analysis; |
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Fourier transforms, complex | C06PAF | 19 | nagf_sum_fft_realherm_1d Single one-dimensional real and Hermitian complex discrete Fourier transform, using complex storage format for Hermitian sequences Related keywords: Fast Fourier Transform; FFT; summation of series; |
C06PCF | 19 | nagf_sum_fft_complex_1d Single one-dimensional complex discrete Fourier transform, complex data type Related keywords: Fast Fourier Transform; FFT; summation of series; |
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C06PFF | 19 | nagf_sum_fft_complex_multid_1d One-dimensional complex discrete Fourier transform of multidimensional data (using complex data type) Related keywords: Fast Fourier Transform; FFT; summation of series; |
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C06PJF | 19 | nagf_sum_fft_complex_multid Multidimensional complex discrete Fourier transform of multidimensional data (using complex data type) Related keywords: Fast Fourier Transform; FFT; summation of series; |
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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 Related keywords: Fast Fourier Transform; FFT; Fourier transforms, real; summation of series; |
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C06PRF | 19 | nagf_sum_fft_complex_1d_multi_row Multiple one-dimensional complex discrete Fourier transforms using complex data type Related keywords: Fast Fourier Transform; FFT; summation of series; |
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C06PSF | 19 | nagf_sum_fft_complex_1d_multi_col Multiple one-dimensional complex discrete Fourier transforms, complex data type Related keywords: Fast Fourier Transform; FFT; summation of series; |
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C06PUF | 19 | nagf_sum_fft_complex_2d Two-dimensional complex discrete Fourier transform, complex data type Related keywords: Fast Fourier Transform; FFT; summation of series; |
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C06PVF | 24 | nagf_sum_fft_real_2d Two-dimensional real-to-complex discrete Fourier transform Related keywords: Fast Fourier Transform; FFT; summation of series; |
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C06PWF | 24 | nagf_sum_fft_hermitian_2d Two-dimensional complex-to-real discrete Fourier transform Related keywords: Fast Fourier Transform; FFT; summation of series; |
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C06PXF | 19 | nagf_sum_fft_complex_3d Three-dimensional complex discrete Fourier transform, complex data type Related keywords: Fast Fourier Transform; FFT; summation of series; |
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C06PYF | 24 | nagf_sum_fft_real_3d Three-dimensional real-to-complex discrete Fourier transform Related keywords: Fast Fourier Transform; FFT; summation of series; |
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Fourier transforms, real | 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 Related keywords: Fast Fourier Transform; FFT; Fourier transforms, complex; summation of series; |
Fourier Transforms, real | C06REF | 25 | nagf_sum_fft_sine Multiple discrete sine transforms, simple Related keywords: Discrete Fourier Transforms; Fast Fourier Transform; FFT; sine transform; summation of series; |
C06RFF | 25 | nagf_sum_fft_cosine Multiple discrete cosine transforms, simple Related keywords: cosine transform; Discrete Fourier Transforms; Fast Fourier Transform; FFT; summation of series; |
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C06RGF | 25 | nagf_sum_fft_qtrsine Multiple discrete quarter-wave sine transforms, simple Related keywords: Discrete Fourier Transforms; Fast Fourier Transform; FFT; quarter-wave; sine transform; summation of series; |
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C06RHF | 25 | nagf_sum_fft_qtrcosine Multiple discrete quarter-wave cosine transforms, simple Related keywords: cosine transform; Discrete Fourier Transforms; Fast Fourier Transform; FFT; quarter-wave; summation of series; |
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fractional Brownian motion | G05ZTF | 24 | nagf_rand_field_fracbm_generate Generates realizations of fractional Brownian motion Related keywords: big data; Brownian motion; data analytics; random number generators; |
Frank copula | G05RFF | 23 | nagf_rand_copula_frank_bivar Generates a matrix of pseudorandom numbers from a bivariate Frank copula Related keywords: big data; copula; data analytics; random number generators; random numbers; |
G05RJF | 23 | nagf_rand_copula_frank Generates a matrix of pseudorandom numbers from a multivariate Frank copula Related keywords: big data; copula; data analytics; random number generators; random numbers; |
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Fréchet derivative | F01JFF | 25 | nagf_matop_real_gen_matrix_frcht_pow Fréchet derivative of real matrix power Related keywords: inversion; matrix operations; matrix operations including inversion; |
F01JHF | 25 | nagf_matop_real_gen_matrix_frcht_exp Fréchet derivative of real matrix exponential Related keywords: inversion; matrix operations; real, nonsymmetric matrix; |
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F01JKF | 25 | nagf_matop_real_gen_matrix_frcht_log Fréchet derivative of real matrix logarithm Related keywords: inversion; matrix operations; real, nonsymmetric matrix; |
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F01KFF | 25 | nagf_matop_complex_gen_matrix_frcht_pow Fréchet derivative of complex matrix power Related keywords: eigenvalues and eigenvectors; inversion; matrix operations; matrix operations including inversion; |
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F01KHF | 25 | nagf_matop_complex_gen_matrix_frcht_exp Fréchet derivative of complex matrix exponential Related keywords: complex, nonsymmetric matrix; inversion; matrix operations; |
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F01KKF | 25 | nagf_matop_complex_gen_matrix_frcht_log Fréchet derivative of complex matrix logarithm Related keywords: complex, nonsymmetric matrix; inversion; matrix operations; |
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Fredholm integral equations | D05AAF | 5 | nagf_inteq_fredholm2_split Linear nonsingular Fredholm integral equation, second kind, split kernel Related keywords: integral equations; |
D05ABF | 6 | nagf_inteq_fredholm2_smooth Linear nonsingular Fredholm integral equation, second kind, smooth kernel Related keywords: integral equations; |
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free | E04RZF | 26 | nagf_opt_handle_free Destroy the problem handle initialized by E04RAF and deallocate all the memory used Related keywords: least squares fitting; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; |
G22ZAF | 26 | nagf_blgm_handle_free Destroy a and deallocate all the memory used Related keywords: destroy; handle; |
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frequency distribution | G01AEF | 4 | nagf_stat_frequency_table Frequency table from raw data Related keywords: finance; frequency table; Simple Calculations on Statistical Data; |
G11SBF | 12 | nagf_contab_binary_service Frequency count for G11SAF Related keywords: contingency table analysis; |
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frequency table | G01AEF | 4 | nagf_stat_frequency_table Frequency table from raw data Related keywords: finance; frequency distribution; Simple Calculations on Statistical Data; |
Fresnel integral | S20ACF | 5 | nagf_specfun_fresnel_s Fresnel integral Related keywords: approximations of special functions; finance; , Fresnel Integral; |
S20ADF | 5 | nagf_specfun_fresnel_c Fresnel integral Related keywords: approximations of special functions; , Fresnel Integral; finance; |
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S20AQF | 24 | nagf_specfun_fresnel_s_vector Fresnel integral vectorized Related keywords: approximations of special functions; , Fresnel Integral; |
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S20ARF | 24 | nagf_specfun_fresnel_c_vector Fresnel integral vectorized Related keywords: approximations of special functions; , Fresnel Integral; |
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Friedman two-way analysis of variance | G08AEF | 8 | nagf_nonpar_test_friedman Friedman two-way analysis of variance on matched samples Related keywords: ANOVA; nonparametric statistics; |
Frobenius norm | F06RAF | 15 | nagf_blas_dlange -norm, -norm, Frobenius norm, largest absolute element, real general matrix Related keywords: 1-norm; BLAS; infinity-norm; linear algebra support routines; norm, matrix; real, by matrix; |
F06RBF | 15 | nagf_blas_dlangb -norm, -norm, Frobenius norm, largest absolute element, real band matrix Related keywords: 1-norm; BLAS; infinity-norm; linear algebra support routines; matrix, band; norm, matrix; real, band, by matrix; |
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F06RCF | 15 | nagf_blas_dlansy -norm, -norm, Frobenius norm, largest absolute element, real symmetric matrix Related keywords: 1-norm; BLAS; infinity-norm; linear algebra support routines; norm, matrix; real, indefinite, symmetric matrix; |
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F06RDF | 15 | nagf_blas_dlansp -norm, -norm, Frobenius norm, largest absolute element, real symmetric matrix, packed storage Related keywords: 1-norm; BLAS; infinity-norm; linear algebra support routines; norm, matrix; real, indefinite, symmetric matrix; |
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F06REF | 15 | nagf_blas_dlansb -norm, -norm, Frobenius norm, largest absolute element, real symmetric band matrix Related keywords: 1-norm; BLAS; infinity-norm; linear algebra support routines; matrix, band; norm, matrix; real, band, symmetric matrix; |
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F06RJF | 15 | nagf_blas_dlantr -norm, -norm, Frobenius norm, largest absolute element, real trapezoidal/triangular matrix Related keywords: 1-norm; BLAS; infinity-norm; linear algebra support routines; norm, matrix; real, trapezoidal matrix; real, triangular matrix; |
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F06RKF | 15 | nagf_blas_dlantp -norm, -norm, Frobenius norm, largest absolute element, real triangular matrix, packed storage Related keywords: 1-norm; BLAS; infinity-norm; linear algebra support routines; norm, matrix; real, triangular matrix; |
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F06RLF | 15 | nagf_blas_dlantb -norm, -norm, Frobenius norm, largest absolute element, real triangular band matrix Related keywords: 1-norm; BLAS; infinity-norm; linear algebra support routines; norm, matrix; real, band, triangular matrix; |
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F06RMF | 15 | nagf_blas_dlanhs -norm, -norm, Frobenius norm, largest absolute element, real upper Hessenberg matrix Related keywords: 1-norm; BLAS; infinity-norm; linear algebra support routines; norm, matrix; real, Hessenberg matrix; |
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F06RNF | 21 | nagf_blas_dlangt -norm, -norm, Frobenius norm, largest absolute element, real tridiagonal matrix Related keywords: 1-norm; BLAS; infinity-norm; linear algebra support routines; matrix, band; norm, matrix; real, tridiagonal matrix; |
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F06RPF | 21 | nagf_blas_dlanst -norm, -norm, Frobenius norm, largest absolute element, real symmetric tridiagonal matrix Related keywords: 1-norm; BLAS; infinity-norm; linear algebra support routines; matrix, band; norm, matrix; real, symmetric, tridiagonal matrix; |
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F06UAF | 15 | nagf_blas_zlange -norm, -norm, Frobenius norm, largest absolute element, complex general matrix Related keywords: 1-norm; BLAS; complex, by matrix; infinity-norm; linear algebra support routines; |
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F06UBF | 15 | nagf_blas_zlangb -norm, -norm, Frobenius norm, largest absolute element, complex band matrix Related keywords: 1-norm; BLAS; complex, band matrix; infinity-norm; linear algebra support routines; matrix, band; |
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F06UCF | 15 | nagf_blas_zlanhe -norm, -norm, Frobenius norm, largest absolute element, complex Hermitian matrix Related keywords: 1-norm; BLAS; complex, band matrix; infinity-norm; linear algebra support routines; |
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F06UDF | 15 | nagf_blas_zlanhp -norm, -norm, Frobenius norm, largest absolute element, complex Hermitian matrix, packed storage Related keywords: 1-norm; BLAS; complex, Hermitian matrix; infinity-norm; linear algebra support routines; |
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F06UEF | 15 | nagf_blas_zlanhb -norm, -norm, Frobenius norm, largest absolute element, complex Hermitian band matrix Related keywords: 1-norm; BLAS; complex, band, Hermitian matrix; infinity-norm; linear algebra support routines; matrix, band; |
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F06UFF | 15 | nagf_blas_zlansy -norm, -norm, Frobenius norm, largest absolute element, complex symmetric matrix Related keywords: 1-norm; BLAS; complex, symmetric matrix; infinity-norm; linear algebra support routines; |
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F06UGF | 15 | nagf_blas_zlansp -norm, -norm, Frobenius norm, largest absolute element, complex symmetric matrix, packed storage Related keywords: 1-norm; BLAS; complex, symmetric matrix; infinity-norm; linear algebra support routines; |
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F06UHF | 15 | nagf_blas_zlansb -norm, -norm, Frobenius norm, largest absolute element, complex symmetric band matrix Related keywords: 1-norm; BLAS; complex, band, symmetric matrix; infinity-norm; linear algebra support routines; matrix, band; |
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F06UJF | 15 | nagf_blas_zlantr -norm, -norm, Frobenius norm, largest absolute element, complex trapezoidal/triangular matrix Related keywords: 1-norm; BLAS; complex, trapezoidal matrix; complex, triangular matrix; infinity-norm; linear algebra support routines; |
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F06UKF | 15 | nagf_blas_zlantp -norm, -norm, Frobenius norm, largest absolute element, complex triangular matrix, packed storage Related keywords: 1-norm; BLAS; complex, triangular matrix; infinity-norm; linear algebra support routines; |
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F06ULF | 15 | nagf_blas_zlantb -norm, -norm, Frobenius norm, largest absolute element, complex triangular band matrix Related keywords: 1-norm; BLAS; complex, band, triangular matrix; infinity-norm; linear algebra support routines; matrix, band; |
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F06UMF | 15 | nagf_blas_zlanhs -norm, -norm, Frobenius norm, largest absolute element, complex Hessenberg matrix Related keywords: 1-norm; BLAS; complex, Hessenberg matrix; infinity-norm; linear algebra support routines; |
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F06UNF | 21 | nagf_blas_zlangt -norm, -norm, Frobenius norm, largest absolute element, complex tridiagonal matrix Related keywords: 1-norm; BLAS; complex, triangular matrix; infinity-norm; linear algebra support routines; matrix, band; |
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F06UPF | 21 | nagf_blas_zlanht -norm, -norm, Frobenius norm, largest absolute element, complex Hermitian tridiagonal matrix Related keywords: 1-norm; BLAS; complex, Hermitian, tridiagonal matrix; infinity-norm; linear algebra support routines; matrix, band; |
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F06WAF | 23 | nagf_blas_dlansf 1-norm, -norm, Frobenius norm, largest absolute element, real symmetric matrix, Rectangular Full Packed format Related keywords: 1-norm; BLAS; BLAS; blas, real matrices; dlansf; infinity-norm; linear algebra support routines; linear algebra support routines;; real, symmetric matrix; |
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F06WNF | 23 | nagf_blas_zlanhf 1-norm, -norm, Frobenius norm, largest absolute element, complex Hermitian matrix, Rectangular Full Packed format Related keywords: 1-norm; BLAS; BLAS; blas, complex matrices; complex, Hermitian matrix; infinity-norm; linear algebra support routines; linear algebra support routines;; zlanhf; |
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F16RBF | 23 | nagf_blast_dgb_norm -norm, -norm, Frobenius norm, largest absolute element, real band matrix Related keywords: 1-norm; absolute value; absolute value; banded matrix; further linear algebra support routines; infinity-norm; matrix, band; norm, matrix; real, band, by matrix; |
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F16UBF | 23 | nagf_blast_zgb_norm -norm, -norm, Frobenius norm, largest absolute element, complex band matrix Related keywords: 1-norm; absolute value; banded matrix; complex, band matrix; further linear algebra support routines; infinity-norm; matrix, band; norm, matrix; |
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functions, matrix | F01EFF | 23 | nagf_matop_real_symm_matrix_fun Function of a real symmetric matrix Related keywords: finance; inversion; matrix functions; matrix operations; real, indefinite, symmetric matrix; |
F01EKF | 24 | nagf_matop_real_gen_matrix_fun_std Exponential, sine, cosine, sinh or cosh of a real matrix (Schur–Parlett algorithm) Related keywords: cosh, matrix; cosine, matrix; exponential, matrix; inversion; matrix operations; real, nonsymmetric matrix; sine, matrix; sinh, matrix; |
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F01ELF | 24 | nagf_matop_real_gen_matrix_fun_num Function of a real matrix (using numerical differentiation) Related keywords: inversion; matrix functions; matrix operations; real, nonsymmetric matrix; |
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F01EMF | 24 | nagf_matop_real_gen_matrix_fun_usd Function of a real matrix (using user-supplied derivatives) Related keywords: inversion; matrix functions; matrix operations; real, nonsymmetric matrix; |
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F01FFF | 23 | nagf_matop_complex_herm_matrix_fun Function of a complex Hermitian matrix Related keywords: complex, Hermitian, indefinite matrix; finance; inversion; matrix functions; matrix operations; |
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F01FKF | 24 | nagf_matop_complex_gen_matrix_fun_std Exponential, sine, cosine, sinh or cosh of a complex matrix (Schur–Parlett algorithm) Related keywords: complex, nonsymmetric matrix; cosh, matrix; cosine, matrix; exponential, matrix; inversion; matrix operations; sine, matrix; sinh, matrix; |
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F01FLF | 24 | nagf_matop_complex_gen_matrix_fun_num Function of a complex matrix (using numerical differentiation) Related keywords: complex, nonsymmetric matrix; inversion; matrix functions; matrix operations; |
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F01FMF | 24 | nagf_matop_complex_gen_matrix_fun_usd Function of a complex matrix (using user-supplied derivatives) Related keywords: complex, nonsymmetric matrix; inversion; matrix functions; matrix operations; |
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further linear algebra support routines | F16 Chapter Introduction | Further Linear Algebra Support Routines | |
gain, time series | G13CFF | 10 | nagf_tsa_multi_gain_bivar Multivariate time series, gain, phase, bounds, univariate and bivariate (cross) spectra Related keywords: big data; bivariate time series; cross-spectrum; data analytics; finance; multivariate time series; phase, time series; time series; time series analysis; |
gamma, Euler's constant | X01ABF | 5 | nagf_math_euler Provides the mathematical constant (Euler's constant) Related keywords: Euler's constant; mathematical constants; |
gamma distribution | G01EFF | 14 | nagf_stat_prob_gamma Computes probabilities for the gamma distribution Related keywords: CDF, cumulative distribution function; finance; lower tail probability; probability; Simple Calculations on Statistical Data; upper tail probability; |
G01FFF | 14 | nagf_stat_inv_cdf_gamma Computes deviates for the gamma distribution Related keywords: deviates; finance; inverse CDF; inverse cumulative distribution function; Simple Calculations on Statistical Data; |
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G01KFF | 23 | nagf_stat_pdf_gamma Calculates the value for the probability density function of the gamma distribution at a chosen point Related keywords: pdf; probability density function; Simple Calculations on Statistical Data; |
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G01KKF | 24 | nagf_stat_pdf_gamma_vector Computes a vector of values for the probability density function of the gamma distribution Related keywords: pdf; probability density function; Simple Calculations on Statistical Data; |
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G01SFF | 24 | nagf_stat_prob_gamma_vector Computes a vector of probabilities for the gamma distribution Related keywords: big data; CDF, cumulative distribution function; data analytics; lower tail probability; Simple Calculations on Statistical Data; upper tail probability; |
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G01TFF | 24 | nagf_stat_inv_cdf_gamma_vector Computes a vector of deviates for the gamma distribution Related keywords: big data; data analytics; deviates; inverse CDF; inverse cumulative distribution function; Simple Calculations on Statistical Data; |
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G05SJF | 22 | nagf_rand_dist_gamma Generates a vector of pseudorandom numbers from a gamma distribution Related keywords: big data; data analytics; finance; random number generators; random numbers; |
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gamma function | S14AAF | 1 | nagf_specfun_gamma Gamma function Related keywords: approximations of special functions; finance; |
gaps test for randomness | G08EDF | 14 | nagf_nonpar_randtest_gaps Performs the gaps test for randomness Related keywords: nonparametric statistics; randomness, tests for; |
GARCH | G05PDF | 22 | nagf_rand_times_garch_asym1 Generates a realization of a time series from a GARCH process with asymmetry of the form Related keywords: big data; data analytics; finance; random number generators; time series; |
G05PEF | 22 | nagf_rand_times_garch_asym2 Generates a realization of a time series from a GARCH process with asymmetry of the form Related keywords: big data; data analytics; finance; random number generators; time series; |
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G05PFF | 22 | nagf_rand_times_garch_gjr Generates a realization of a time series from an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process Related keywords: big data; data analytics; finance; random number generators; time series; |
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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 Related keywords: big data; data analytics; finance; time series; time series analysis; univariate time series; |
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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 Related keywords: big data; data analytics; finance; forecasting; time series; time series analysis; univariate time series; |
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G13FCF | 20 | nagf_tsa_uni_garch_asym2_estim Univariate time series, parameter estimation for a GARCH process with asymmetry of the form Related keywords: big data; data analytics; finance; time series; time series analysis; univariate time series; |
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G13FDF | 20 | nagf_tsa_uni_garch_asym2_forecast Univariate time series, forecast function for a GARCH process with asymmetry of the form Related keywords: big data; data analytics; finance; forecasting; time series; time series analysis; univariate time series; |
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G13FEF | 20 | nagf_tsa_uni_garch_gjr_estim Univariate time series, parameter estimation for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process Related keywords: big data; data analytics; finance; GJR GARCH process; Glosten, Jagannathan and Runkle process; time series; time series analysis; univariate time series; |
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G13FFF | 20 | nagf_tsa_uni_garch_gjr_forecast Univariate time series, forecast function for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process Related keywords: big data; data analytics; finance; forecasting; GJR GARCH process; Glosten, Jagannathan and Runkle process; time series; time series analysis; univariate time series; |
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G13FGF | 20 | nagf_tsa_uni_garch_exp_estim Univariate time series, parameter estimation for an exponential GARCH (EGARCH) process Related keywords: big data; data analytics; EGARCH; exponential GARCH; finance; time series; time series analysis; univariate time series; |
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G13FHF | 20 | nagf_tsa_uni_garch_exp_forecast Univariate time series, forecast function for an exponential GARCH (EGARCH) process Related keywords: big data; data analytics; EGARCH; exponential GARCH; finance; forecasting; time series; time series analysis; univariate time series; |
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Gauss hypergeometric function | S22BEF | 25 | nagf_specfun_2f1_real Real Gauss hypergeometric function Related keywords: , hypergeometric function; approximations of special functions; hypergeometric function; |
S22BFF | 25 | nagf_specfun_2f1_real_scaled Real Gauss hypergeometric function in scaled form Related keywords: , hypergeometric function; approximations of special functions; hypergeometric function; |
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Gaussian | D01TDF | 26 | nagf_quad_1d_gauss_wrec Calculation of weights and abscissae for Gaussian quadrature rules, method of Golub and Welsch Related keywords: abscissae; cubature; Golub; Golub and Welsch; integration; non-adaptive; quadrature; weights and abscissae; Welsch; |
D01TEF | 26 | nagf_quad_1d_gauss_recm Generates recursion coefficients needed by D01TDF to calculate a Gaussian quadrature rule Related keywords: abscissae; cubature; Golub; Golub and Welsch; integration; non-adaptive; quadrature; recursion coefficients; Welsch; |
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Gaussian copula | G05RDF | 22 | nagf_rand_copula_normal Generates a matrix of pseudorandom numbers from a Gaussian copula Related keywords: big data; copula; data analytics; finance; random number generators; random numbers; |
Gaussian distribution | G01KAF | 23 | nagf_stat_pdf_normal Calculates the value for the probability density function of the Normal distribution at a chosen point Related keywords: Normal distribution; pdf; probability density function; Simple Calculations on Statistical Data; |
G01KQF | 24 | nagf_stat_pdf_normal_vector Computes a vector of values for the probability density function of the Normal distribution Related keywords: logarithm, pdf; Normal distribution; pdf; probability density function; Simple Calculations on Statistical Data; |
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G01LBF | 24 | nagf_stat_pdf_multi_normal_vector Computes a vector of values for the probability density function of the multivariate Normal distribution Related keywords: logarithm, pdf; multivariate Normal distribution; Normal distribution; pdf; probability density function; Simple Calculations on Statistical Data; |
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G01NAF | 16 | nagf_stat_moments_quad_form Cumulants and moments of quadratic forms in Normal variables Related keywords: cumulant; finance; moments quadratic form; multivariate Normal distribution; Normal distribution; Simple Calculations on Statistical Data; |
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G01NBF | 16 | nagf_stat_moments_ratio_quad_forms Moments of ratios of quadratic forms in Normal variables, and related statistics Related keywords: finance; moments quadratic form; multivariate Normal distribution; Normal distribution; Simple Calculations on Statistical Data; |
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G01SAF | 24 | nagf_stat_prob_normal_vector Computes a vector of probabilities for the standard Normal distribution Related keywords: big data; CDF, cumulative distribution function; confidence interval; data analytics; lower tail probability; Normal distribution; significance; Simple Calculations on Statistical Data; two-tail probability; upper tail probability; |
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G01TAF | 24 | nagf_stat_inv_cdf_normal_vector Computes a vector of deviates for the standard Normal distribution Related keywords: big data; data analytics; deviates; inverse CDF; inverse cumulative distribution function; Normal distribution; Simple Calculations on Statistical Data; |
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G05RZF | 22 | nagf_rand_multivar_normal Generates a matrix of pseudorandom numbers from a multivariate Normal distribution Related keywords: big data; data analytics; finance; multivariate Normal distribution; Normal distribution; random number generators; random numbers; |
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G05SKF | 22 | nagf_rand_dist_normal Generates a vector of pseudorandom numbers from a Normal distribution Related keywords: big data; data analytics; finance; Normal distribution; random number generators; random numbers; |
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G05YJF | 21 | nagf_rand_quasi_normal Generates a Normal quasi-random number sequence Related keywords: big data; data analytics; Faure, quasi-random numbers; low-discrepancy sequences; Niederreiter method, quasi-random numbers; Normal distribution; quasi-random numbers; random number generators; random numbers; Sobol, quasi-random numbers; |
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G07BBF | 15 | nagf_univar_estim_normal Computes maximum likelihood estimates for parameters of the Normal distribution from grouped and/or censored data Related keywords: censored data; grouping data; maximum likelihood; Normal distribution; univariate estimation; |
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G07CAF | 15 | nagf_univar_ttest_2normal Computes -test statistic for a difference in means between two Normal populations, confidence interval Related keywords: confidence interval; Normal distribution; t-test statistic; univariate estimation; |
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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 Related keywords: Anderson–Darling test statistic; nonparametric statistics; Normal distribution; probability; |
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S15ABF | 3 | nagf_specfun_cdf_normal Cumulative Normal distribution function Related keywords: approximations of special functions; cumulative Normal distribution; finance; Normal distribution; |
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Gaussian mixture model | G03GAF | 24 | nagf_mv_gaussian_mixture Fits a Gaussian mixture model Related keywords: cluster analysis; multivariate methods; |
Gauss–Kronrod quadrature | 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 Related keywords: finance; integration, adaptive; QAGS; QUADPACK; quadrature; quadrature, adaptive; |
D01AKF | 8 | nagf_quad_1d_fin_osc One-dimensional quadrature, adaptive, finite interval, method suitable for oscillating functions Related keywords: finance; integration, adaptive; QAG; QUADPACK; quadrature; quadrature, adaptive; |
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D01ALF | 8 | nagf_quad_1d_fin_sing One-dimensional quadrature, adaptive, finite interval, allowing for singularities at user-specified break-points Related keywords: finance; integration, adaptive; QAGP; QUADPACK; quadrature; quadrature, adaptive; |
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D01AMF | 8 | nagf_quad_1d_inf One-dimensional quadrature, adaptive, infinite or semi-infinite interval Related keywords: finance; integration, adaptive; integration, infinite interval; QAGI; QUADPACK; quadrature; quadrature, adaptive; |
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D01ANF | 8 | nagf_quad_1d_fin_wtrig One-dimensional quadrature, adaptive, finite interval, weight function or Related keywords: finance; integration, adaptive; QFOUR; QUADPACK; quadrature; quadrature, adaptive; |
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D01APF | 8 | nagf_quad_1d_fin_wsing One-dimensional quadrature, adaptive, finite interval, weight function with end-point singularities of algebraico-logarithmic type Related keywords: finance; integration, adaptive; QAWSE; QUADPACK; quadrature; quadrature, adaptive; |
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D01AQF | 8 | nagf_quad_1d_fin_wcauchy One-dimensional quadrature, adaptive, finite interval, weight function , Cauchy principal value (Hilbert transform) Related keywords: Cauchy principal value; finance; Hilbert transform; integration, adaptive; QAWC; QUADPACK; quadrature; quadrature, adaptive; |
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D01ASF | 13 | nagf_quad_1d_inf_wtrig One-dimensional quadrature, adaptive, semi-infinite interval, weight function or Related keywords: finance; integration, adaptive; integration, infinite interval; QAWFE; QUADPACK; quadrature; quadrature, adaptive; vectorized quadrature; |
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D01ATF | 13 | nagf_quad_1d_fin_bad_vec One-dimensional quadrature, adaptive, finite interval, variant of D01AJF efficient on vector machines Related keywords: integration, adaptive; QAG; QAGS; QUADPACK; quadrature; quadrature, adaptive; vectorized quadrature; |
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Gauss–Lobatto grid | D02UAF | 23 | nagf_ode_bvp_ps_lin_coeffs Coefficients of Chebyshev interpolating polynomial from function values on Chebyshev grid Related keywords: Chebyshev polynomial interpolation; interpolation; ODE, ordinary differential equations; |
D02UBF | 23 | nagf_ode_bvp_ps_lin_cgl_vals Function or low-order-derivative values on Chebyshev grid from coefficients of Chebyshev interpolating polynomial Related keywords: Chebyshev polynomial interpolation; Chebyshev series, solution; interpolation; ODE, ordinary differential equations; |
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D02UCF | 23 | nagf_ode_bvp_ps_lin_cgl_grid Chebyshev Gauss–Lobatto grid generation Related keywords: ODE, ordinary differential equations; |
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D02UDF | 23 | nagf_ode_bvp_ps_lin_cgl_deriv Differentiate a function by the FFT using function values on Chebyshev grid Related keywords: Fast Fourier Transform; FFT; ODE, ordinary differential equations; |
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D02UEF | 23 | nagf_ode_bvp_ps_lin_solve Solve linear constant coefficient boundary value problem on Chebyshev grid, Integral formulation Related keywords: boundary value problem; BVP; ODE, ordinary differential equations; pseudo-spectral method; |
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D02UWF | 23 | nagf_ode_bvp_ps_lin_grid_vals Interpolate a function from Chebyshev grid to uniform grid using barycentric Lagrange interpolation Related keywords: barycentric Lagrange interpolation; interpolation; ODE, ordinary differential equations; |
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Gauss–Markov linear model | F08ZBF | 21 | nagf_lapackeig_dggglm Solves a real general Gauss–Markov linear model (GLM) problem Related keywords: DGGGLM; eigenproblem; LAPACK; LAPACK; least squares; factorization; real, by matrix; |
F08ZPF | 21 | nagf_lapackeig_zggglm Solves a complex general Gauss–Markov linear model (GLM) problem Related keywords: complex, by matrix; eigenproblem; LAPACK; LAPACK; least squares; ZGGGLM; |
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Gauss–Newton optimization | 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) Related keywords: data fitting; derivative-free minimization; finance; maximizing a function; minimization, unconstrained; minimizing a function; Newton algorithm; nonlinear least squares; optimization; sum-of-squares minimization; |
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) Related keywords: data fitting; derivative-free minimization; finance; maximizing a function; minimization, unconstrained; minimizing a function; Newton algorithm; nonlinear least squares; optimization; sum-of-squares minimization; |
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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) Related keywords: BFGS, Broyden, Fletcher, Goldfarb and Shanno algorithm; data fitting; finance; maximizing a function; minimization, unconstrained; minimizing a function; nonlinear least squares; optimization; quasi-Newton algorithm; sum-of-squares minimization; |
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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) Related keywords: data fitting; finance; maximizing a function; minimization, unconstrained; minimizing a function; Newton algorithm; nonlinear least squares; optimization; sum-of-squares minimization; |
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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) Related keywords: BFGS, Broyden, Fletcher, Goldfarb and Shanno algorithm; data fitting; finance; maximizing a function; minimization, unconstrained; minimizing a function; nonlinear least squares; optimization; quasi-Newton algorithm; sum-of-squares minimization; |
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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) Related keywords: data fitting; finance; maximizing a function; minimization, unconstrained; minimizing a function; Newton algorithm; nonlinear least squares; optimization; sum-of-squares minimization; |
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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) Related keywords: data fitting; finance; maximizing a function; minimization, unconstrained; minimizing a function; Newton algorithm; nonlinear least squares; optimization; sum-of-squares minimization; |
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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) Related keywords: data fitting; finance; maximizing a function; minimization, unconstrained; minimizing a function; Newton algorithm; nonlinear least squares; optimization; sum-of-squares minimization; |
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general | D02KDF | 7 | nagf_ode_sl2_breaks_vals Second-order Sturm–Liouville problem, regular/singular system, finite/infinite range, eigenvalue only, user-specified break-points Related keywords: boundary value problem; BVP; eigenproblem; ODE, ordinary differential equations; Sturm–Liouville equations; |
generalized augmented Lagrangian method | 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) Related keywords: bilinear matrix inequality; BMI; Lagrangian; least squares fitting; linear matrix inequality; LMI; matrix constraints; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; monitoring information; optimization; optimization; SDP; semidefinite programming; |
generalized eigenproblem | F01BVF | 7 | nagf_matop_real_symm_posdef_geneig Reduction to standard form, generalized real symmetric-definite banded eigenproblem Related keywords: eigenproblem, generalized; inversion; matrix, band; matrix operations; real, band, positive-definite, symmetric matrix; |
F08SAF | 21 | nagf_lapackeig_dsygv Computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem Related keywords: DSYGV; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; real, positive-definite, symmetric matrix; |
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F08SBF | 21 | nagf_lapackeig_dsygvx Computes selected eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem Related keywords: DSYGVX; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; real, positive-definite, symmetric matrix; |
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F08SCF | 21 | nagf_lapackeig_dsygvd Computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem (divide-and-conquer) Related keywords: divide-and-conquer method; DSYGVD; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; real, positive-definite, symmetric matrix; |
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F08SEF | 16 | nagf_lapackeig_dsygst Performs a reduction to standard form of real symmetric-definite generalized eigenproblem , or , factorized by F07FDF Related keywords: DSYGST; eigenproblem; eigenproblem, generalized; LAPACK; LAPACK; least squares; real, positive-definite, symmetric matrix; |
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F08SNF | 21 | nagf_lapackeig_zhegv Computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem Related keywords: complex, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; ZHEGV; |
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F08SPF | 21 | nagf_lapackeig_zhegvx Computes selected eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem Related keywords: complex, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; ZHEGVX; |
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F08SQF | 21 | nagf_lapackeig_zhegvd Computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem (divide-and-conquer) Related keywords: complex, Hermitian, positive-definite matrix; divide-and-conquer method; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; ZHEGVD; |
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F08SSF | 16 | nagf_lapackeig_zhegst Performs a reduction to standard form of complex Hermitian-definite generalized eigenproblem , or , factorized by F07FRF Related keywords: complex, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; LAPACK; LAPACK; least squares; ZHEGST; |
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F08TAF | 21 | nagf_lapackeig_dspgv Computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem, packed storage Related keywords: DSPGV; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; real, positive-definite, symmetric matrix; |
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F08TBF | 21 | nagf_lapackeig_dspgvx Computes selected eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem, packed storage Related keywords: DSPGVX; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; real, positive-definite, symmetric matrix; |
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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) Related keywords: divide-and-conquer method; DSPGVX; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; real, positive-definite, symmetric matrix; |
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F08TEF | 16 | nagf_lapackeig_dspgst Performs a reduction to standard form of real symmetric-definite generalized eigenproblem , or , packed storage, factorized by F07GDF Related keywords: DSPGVX; eigenproblem; eigenproblem, generalized; LAPACK; LAPACK; least squares; real, positive-definite, symmetric matrix; |
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F08TNF | 21 | nagf_lapackeig_zhpgv Computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem, packed storage Related keywords: complex, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; ZHPGV; |
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F08TPF | 21 | nagf_lapackeig_zhpgvx Computes selected eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem, packed storage Related keywords: complex, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; ZHPGVX; |
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F08TQF | 21 | nagf_lapackeig_zhpgvd Computes selected eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem, packed storage (divide-and-conquer) Related keywords: complex, Hermitian, positive-definite matrix; divide-and-conquer method; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; ZHPGVD; |
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F08TSF | 16 | nagf_lapackeig_zhpgst Performs a reduction to standard form of complex Hermitian-definite generalized eigenproblem , or , packed storage, factorized by F07GRF Related keywords: complex, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; LAPACK; LAPACK; least squares; ZHPGVD; |
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F08UAF | 21 | nagf_lapackeig_dsbgv Computes all the eigenvalues, and optionally, the eigenvectors of a real banded generalized symmetric-definite eigenproblem Related keywords: DSBGV; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; real, band, positive-definite, symmetric matrix; |
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F08UBF | 21 | nagf_lapackeig_dsbgvx Computes selected eigenvalues, and optionally, the eigenvectors of a real banded generalized symmetric-definite eigenproblem Related keywords: DSBGVX; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; real, band, positive-definite, symmetric matrix; |
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F08UCF | 21 | nagf_lapackeig_dsbgvd Computes all the eigenvalues, and optionally, the eigenvectors of a real banded generalized symmetric-definite eigenproblem (divide-and-conquer) Related keywords: divide-and-conquer method; DSBGVX; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; real, band, positive-definite, symmetric matrix; |
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F08UEF | 19 | nagf_lapackeig_dsbgst Performs a reduction of real symmetric-definite banded generalized eigenproblem to standard form , such that has the same bandwidth as Related keywords: DSBGST; eigenproblem; eigenproblem, generalized; LAPACK; LAPACK; least squares; matrix, band; real, band, positive-definite, symmetric matrix; |
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F08UFF | 19 | nagf_lapackeig_dpbstf Computes a split Cholesky factorization of real symmetric positive definite band matrix Related keywords: Cholesky decomposition; DPBSTF; DSBGST; eigenproblem; eigenproblem, generalized; LAPACK; LAPACK; least squares; matrix, band; real, band, positive-definite, symmetric matrix; |
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F08UNF | 21 | nagf_lapackeig_zhbgv Computes all the eigenvalues, and optionally, the eigenvectors of a complex banded generalized Hermitian-definite eigenproblem Related keywords: complex, band, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; ZHBGV; |
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F08UPF | 21 | nagf_lapackeig_zhbgvx Computes selected eigenvalues, and optionally, the eigenvectors of a complex banded generalized Hermitian-definite eigenproblem Related keywords: complex, band, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; ZHBGVX; |
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F08UQF | 21 | nagf_lapackeig_zhbgvd Computes all the eigenvalues, and optionally, the eigenvectors of a complex banded generalized Hermitian-definite eigenproblem (divide-and-conquer) Related keywords: complex, band, Hermitian, positive-definite matrix; divide-and-conquer method; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; ZHBGVD; |
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F08USF | 19 | nagf_lapackeig_zhbgst Performs a reduction of complex Hermitian-definite banded generalized eigenproblem to standard form , such that has the same bandwidth as Related keywords: complex, band, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; LAPACK; LAPACK; least squares; matrix, band; ZHBGST; |
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F08UTF | 19 | nagf_lapackeig_zpbstf Computes a split Cholesky factorization of complex Hermitian positive definite band matrix Related keywords: complex, band, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; LAPACK; LAPACK; least squares; matrix, band; Split Cholesky factorization; ZPBSTF; |
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F08WAF | 21 | nagf_lapackeig_dggev Computes, for a real nonsymmetric matrix pair, the generalized eigenvalues, and optionally, the left and/or right generalized eigenvectors Related keywords: DGGEV; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; |
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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 Related keywords: balancing; condition number, matrix; DGGEVX; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; finance; forward error; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; |
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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 Related keywords: DGGEV; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; |
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F08WEF | 20 | nagf_lapackeig_dgghrd Performs an orthogonal reduction of a pair of real general matrices to generalized upper Hessenberg form Related keywords: DGGHRD; eigenproblem; eigenproblem, generalized; LAPACK; LAPACK; least squares; orthogonal transformations; real, nonsymmetric matrix; |
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F08WFF | 26 | nagf_lapackeig_dgghd3 Performs, using BLAS-3, an orthogonal reduction of a pair of real general matrices to generalized upper Hessenberg form Related keywords: DGGHD3; eigenproblem; eigenproblem, generalized; LAPACK; LAPACK; least squares; orthogonal transformations; real, nonsymmetric matrix; |
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F08WHF | 20 | nagf_lapackeig_dggbal Balances a pair of real, square, matrices Related keywords: balancing; DGGHRD; eigenproblem; eigenproblem, generalized; LAPACK; LAPACK; least squares; |
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F08WJF | 20 | nagf_lapackeig_dggbak Transforms eigenvectors of a pair of real balanced matrices to those of original matrix pair supplied to F08WHF Related keywords: balancing; DGGBAK; eigenproblem; eigenproblem, generalized; eigenvectors; LAPACK; LAPACK; least squares; |
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F08WNF | 21 | nagf_lapackeig_zggev Computes, for a complex nonsymmetric matrix pair, the generalized eigenvalues, and optionally, the left and/or right generalized eigenvectors Related keywords: complex, nonsymmetric matrix; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; ZGGEV; |
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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 Related keywords: balancing; complex, nonsymmetric matrix; condition number, matrix; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; finance; forward error; LAPACK; LAPACK; least squares; ZGGEVX; |
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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 Related keywords: complex, nonsymmetric matrix; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; ZGGEV3; |
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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 Related keywords: complex, nonsymmetric matrix; eigenproblem; eigenproblem, generalized; eigenvalues; generalized Schur form; LAPACK; LAPACK; least squares; Schur vectors; ZGGES; |
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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 Related keywords: complex, nonsymmetric matrix; condition number, matrix; eigenproblem; eigenproblem, generalized; eigenvalues; generalized Schur form; LAPACK; LAPACK; least squares; Schur vectors; ZGGES; |
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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 Related keywords: complex, nonsymmetric matrix; eigenproblem; eigenproblem, generalized; eigenvalues; generalized Schur form; LAPACK; LAPACK; least squares; Schur vectors; ZGGES3; |
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F08XSF | 20 | nagf_lapackeig_zhgeqz Eigenvalues and generalized Schur factorization of complex generalized upper Hessenberg form reduced from a pair of complex, square, matrices Related keywords: complex, Hermitian, indefinite matrix; eigenproblem; eigenproblem, generalized; eigenvalues; generalized Schur form; LAPACK; LAPACK; least squares; QZ algorithm; ZHGEQZ; |
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generalized linear model | G02GAF | 14 | nagf_correg_glm_normal Fits a generalized linear model with Normal errors Related keywords: big data; correlation analysis; data analytics; finance; nonlinear regression; polynomial regression; regression analysis; |
G02GBF | 14 | nagf_correg_glm_binomial Fits a generalized linear model with binomial errors Related keywords: big data; correlation analysis; data analytics; finance; logistic regression; logit; nonlinear regression; polynomial regression; probit; regression analysis; |
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G02GCF | 14 | nagf_correg_glm_poisson Fits a generalized linear model with Poisson errors Related keywords: big data; correlation analysis; data analytics; finance; nonlinear regression; polynomial regression; regression analysis; |
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G02GDF | 14 | nagf_correg_glm_gamma Fits a generalized linear model with gamma errors Related keywords: big data; correlation analysis; data analytics; finance; nonlinear regression; polynomial regression; regression analysis; |
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G02GKF | 14 | nagf_correg_glm_constrain Estimates and standard errors of parameters of a general linear model for given constraints Related keywords: big data; correlation analysis; data analytics; finance; nonlinear regression; polynomial regression; regression analysis; standard errors; |
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G02GNF | 14 | nagf_correg_glm_estfunc Computes estimable function of a generalized linear model and its standard error Related keywords: big data; correlation analysis; data analytics; estimable function; finance; nonlinear regression; polynomial regression; regression analysis; |
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G02GPF | 22 | nagf_correg_glm_predict Computes a predicted value and its associated standard error based on a previously fitted generalized linear model Related keywords: big data; correlation analysis; data analytics; finance; nonlinear regression; polynomial regression; predicted value; regression analysis; standard errors; |
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generalized Schur form | 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 Related keywords: DGGES; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; Schur form, generalized; Schur vectors; |
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 Related keywords: condition number, matrix; DGGESX; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; Schur form, generalized; Schur vectors; |
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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 Related keywords: DGGES3; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; Schur form, generalized; Schur vectors; |
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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 Related keywords: DHGEQZ; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; real, Hessenberg matrix; |
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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 Related keywords: complex, nonsymmetric matrix; eigenproblem; eigenproblem, generalized; eigenvalues; generalized eigenproblem; LAPACK; LAPACK; least squares; Schur vectors; ZGGES; |
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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 Related keywords: complex, nonsymmetric matrix; condition number, matrix; eigenproblem; eigenproblem, generalized; eigenvalues; generalized eigenproblem; LAPACK; LAPACK; least squares; Schur vectors; ZGGES; |
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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 Related keywords: complex, nonsymmetric matrix; eigenproblem; eigenproblem, generalized; eigenvalues; generalized eigenproblem; LAPACK; LAPACK; least squares; Schur vectors; ZGGES3; |
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F08XSF | 20 | nagf_lapackeig_zhgeqz Eigenvalues and generalized Schur factorization of complex generalized upper Hessenberg form reduced from a pair of complex, square, matrices Related keywords: complex, Hermitian, indefinite matrix; eigenproblem; eigenproblem, generalized; eigenvalues; generalized eigenproblem; LAPACK; LAPACK; least squares; QZ algorithm; ZHGEQZ; |
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F08YFF | 22 | nagf_lapackeig_dtgexc Reorders the generalized real Schur decomposition of a real matrix pair using an orthogonal equivalence transformation Related keywords: DTGEXC; eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; |
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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 Related keywords: condition number, matrix; DTGSEN; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; orthogonal transformations; real, nonsymmetric matrix; |
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F08YKF | 20 | nagf_lapackeig_dtgevc Computes right and left generalized eigenvectors of the matrix pair which is assumed to be in generalized upper Schur form Related keywords: DTGEVC; eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; |
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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 Related keywords: condition number, matrix; DTGSNA; eigenproblem; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; |
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F08YTF | 22 | nagf_lapackeig_ztgexc Reorders the generalized Schur decomposition of a complex matrix pair using an unitary equivalence transformation Related keywords: complex, nonsymmetric matrix; eigenproblem; LAPACK; LAPACK; least squares; unitary transformations; ZTGEXC; |
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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 Related keywords: complex, nonsymmetric matrix; condition number, matrix; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; unitary transformations; ZTGEXC; |
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F08YXF | 20 | nagf_lapackeig_ztgevc Computes left and right eigenvectors of a pair of complex upper triangular matrices Related keywords: complex, triangular matrix; eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; ZTGEVC; |
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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 Related keywords: complex, nonsymmetric matrix; condition number, matrix; eigenproblem; LAPACK; LAPACK; least squares; ZTGSNA; |
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general power | F01EQF | 25 | nagf_matop_real_gen_matrix_pow General power of a real matrix Related keywords: inversion; matrix operations; matrix operations including inversion; |
F01FQF | 25 | nagf_matop_complex_gen_matrix_pow General power of a complex matrix Related keywords: eigenvalues and eigenvectors; inversion; matrix operations; matrix operations including inversion; |
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geometric distribution | G05TCF | 22 | nagf_rand_int_geom Generates a vector of pseudorandom integers from a geometric distribution Related keywords: big data; data analytics; finance; random integers; random number generators; |
get | X10ADF | 26 | Get the algorithmic mode Related keywords: adjoint derivatives; AD utility operations; algorithmic mode; automatic differentiation; |
X10BDF | 26 | Get the callback algorithmic mode Related keywords: adjoint derivatives; AD utility operations; automatic differentiation; callback algorithmic mode; |
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get information | E04RXF | 26 | nagf_opt_handle_set_get_real Retrieve or write a piece of information in a problem handle initialized by E04RAF Related keywords: maximizing a function; minimizing a function; optimization; set information; |
Gibbs method | D06CCF | 20 | nagf_mesh_2d_renumber Renumbers a given mesh using Gibbs method Related keywords: mesh generation; mesh renumbering; |
Gill–Miller quadrature | D01GAF | 5 | nagf_quad_1d_data One-dimensional quadrature, integration of function defined by data values, Gill–Miller method Related keywords: finance; integration, non-adaptive; quadrature; quadrature non-adaptive; |
Givens rotations | F08LEF | 19 | nagf_lapackeig_dgbbrd Performs a reduction of real rectangular band matrix to upper bidiagonal form Related keywords: DGBBRD; eigenproblem; LAPACK; LAPACK; least squares; matrix, band; real, band, by matrix; |
F08LSF | 19 | nagf_lapackeig_zgbbrd Reduction of complex rectangular band matrix to upper bidiagonal form Related keywords: eigenproblem; LAPACK; LAPACK; least squares; matrix, band; real, band, by matrix; ZGBBRD; |
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GJR GARCH process | G13FEF | 20 | nagf_tsa_uni_garch_gjr_estim Univariate time series, parameter estimation for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process Related keywords: big data; data analytics; finance; GARCH; Glosten, Jagannathan and Runkle process; time series; time series analysis; univariate time series; |
G13FFF | 20 | nagf_tsa_uni_garch_gjr_forecast Univariate time series, forecast function for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process Related keywords: big data; data analytics; finance; forecasting; GARCH; Glosten, Jagannathan and Runkle process; time series; time series analysis; univariate time series; |
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global optimization | E05 Chapter Introduction | 22 | Global Optimization of a Function |
Glosten, Jagannathan and Runkle process | G13FEF | 20 | nagf_tsa_uni_garch_gjr_estim Univariate time series, parameter estimation for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process Related keywords: big data; data analytics; finance; GARCH; GJR GARCH process; time series; time series analysis; univariate time series; |
G13FFF | 20 | nagf_tsa_uni_garch_gjr_forecast Univariate time series, forecast function for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process Related keywords: big data; data analytics; finance; forecasting; GARCH; GJR GARCH process; time series; time series analysis; univariate time series; |
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Golub | D01TDF | 26 | nagf_quad_1d_gauss_wrec Calculation of weights and abscissae for Gaussian quadrature rules, method of Golub and Welsch Related keywords: abscissae; cubature; Gaussian; Golub and Welsch; integration; non-adaptive; quadrature; weights and abscissae; Welsch; |
D01TEF | 26 | nagf_quad_1d_gauss_recm Generates recursion coefficients needed by D01TDF to calculate a Gaussian quadrature rule Related keywords: abscissae; cubature; Gaussian; Golub and Welsch; integration; non-adaptive; quadrature; recursion coefficients; Welsch; |
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Golub and Welsch | D01TDF | 26 | nagf_quad_1d_gauss_wrec Calculation of weights and abscissae for Gaussian quadrature rules, method of Golub and Welsch Related keywords: abscissae; cubature; Gaussian; Golub; integration; non-adaptive; quadrature; weights and abscissae; Welsch; |
D01TEF | 26 | nagf_quad_1d_gauss_recm Generates recursion coefficients needed by D01TDF to calculate a Gaussian quadrature rule Related keywords: abscissae; cubature; Gaussian; Golub; integration; non-adaptive; quadrature; recursion coefficients; Welsch; |
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Gonnet method, quadrature | D01RGF | 24 | nagf_quad_1d_fin_gonnet_vec One-dimensional quadrature, adaptive, finite interval, strategy due to Gonnet, allowing for badly behaved integrands Related keywords: finance; integration, adaptive; quadrature; quadrature, adaptive; |
Gram–Schmidt orthogonalization | F05AAF | 5 | nagf_orthog_real_gram_schmidt Gram–Schmidt orthogonalization of vectors of order Related keywords: orthogonalization; |
Greeks, options | S30ABF | 22 | nagf_specfun_opt_bsm_greeks Black–Scholes–Merton option pricing formula with Greeks Related keywords: approximations of special functions; Black–Scholes option pricing; derivative, options; finance; option pricing; |
S30BBF | 22 | nagf_specfun_opt_lookback_fls_greeks Floating-strike lookback option pricing formula with Greeks in the Black-Scholes-Merton model Related keywords: approximations of special functions; derivative, options; finance; floating-strike lookback option; option pricing; |
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S30CBF | 22 | nagf_specfun_opt_binary_con_greeks Binary option, cash-or-nothing pricing formula with Greeks Related keywords: approximations of special functions; binary option; cash-or-nothing option; derivative, options; finance; option pricing; |
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S30CDF | 22 | nagf_specfun_opt_binary_aon_greeks Binary option, asset-or-nothing pricing formula with Greeks Related keywords: approximations of special functions; binary option; cash-or-nothing option; derivative, options; finance; option pricing; |
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S30JBF | 22 | nagf_specfun_opt_jumpdiff_merton_greeks Jump-diffusion, Merton's model, option pricing formula with Greeks Related keywords: approximations of special functions; derivative, options; finance; jump-diffusion model, option pricing; Merton model, option pricing; option pricing; |
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S30NBF | 23 | nagf_specfun_opt_heston_greeks Heston's model option pricing formula with Greeks Related keywords: approximations of special functions; derivative, options; finance; Heston model, options; option pricing; |
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S30SBF | 22 | nagf_specfun_opt_asian_geom_greeks Asian option, geometric continuous average rate pricing formula with Greeks Related keywords: approximations of special functions; Asian option; derivative, options; finance; option pricing; |
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gridded data | E02DFF | 14 | nagf_fit_2dspline_evalm Evaluation of fitted bicubic spline at a mesh of points Related keywords: bicubic splines; B-splines; curve and surface fitting; finance; |
E02JFF | 24 | nagf_fit_2dspline_ts_evalm Evaluation at a mesh of points of a spline computed by E02JDF Related keywords: curve and surface fitting; scattered data; spline; two-dimensional spline approximation; |
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E02ZAF | 6 | nagf_fit_2dspline_sort Sort two-dimensional data into panels for fitting bicubic splines Related keywords: curve and surface fitting; sort; two-dimensional spline approximation; |
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grid extraction | D03RZF | 18 | nagf_pde_2d_gen_order2_rectilinear_extractgrid Extract grid data from D03RBF Related keywords: mesh refinement; method of lines; PDE, partial differential equations; two-dimensional PDE; |
grouping data | G07BBF | 15 | nagf_univar_estim_normal Computes maximum likelihood estimates for parameters of the Normal distribution from grouped and/or censored data Related keywords: censored data; Gaussian distribution; maximum likelihood; Normal distribution; univariate estimation; |
GSVD, generalized singular value decomposition | F08RAF | 25 | nagf_lapackeig_dorcsd Computes the CS decomposition of an orthogonal matrix partitioned into four real submatrices Related keywords: complete CS decomposition; DORCSD; eigenproblem; LAPACK; LAPACK; least squares; real, orthogonal matrix; |
F08RNF | 25 | nagf_lapackeig_zuncsd Computes the CS decomposition of a unitary matrix partitioned into four complex submatrices Related keywords: complete CS decomposition; complex, unitary matrix; eigenproblem; LAPACK; LAPACK; least squares; ZUNCSD; |
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F08VAF | 21 | nagf_lapackeig_dggsvd Computes the generalized singular value decomposition of a real matrix pair Related keywords: DGGSVD; eigenproblem; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; SVD, generalized; |
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F08VCF | 26 | nagf_lapackeig_dggsvd3 Computes, using BLAS-3, the generalized singular value decomposition of a real matrix pair Related keywords: DGGSVD3; eigenproblem; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; SVD, generalized; |
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F08VEF | 22 | nagf_lapackeig_dggsvp Produces orthogonal matrices that simultaneously reduce the by matrix and the by matrix to upper triangular form Related keywords: DGGSVP; eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; real, by matrix; SVD, generalized; |
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F08VGF | 26 | nagf_lapackeig_dggsvp3 Produces orthogonal matrices, using BLAS-3, that simultaneously reduce the by matrix and the by matrix to upper triangular form Related keywords: DGGSVP3; eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; real, by matrix; SVD, generalized; |
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F08VNF | 21 | nagf_lapackeig_zggsvd Computes the generalized singular value decomposition of a complex matrix pair Related keywords: complex, nonsymmetric matrix; eigenproblem; LAPACK; LAPACK; least squares; SVD, generalized; ZGGSVD; |
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F08VQF | 26 | nagf_lapackeig_zggsvd3 Computes, using BLAS-3, the generalized singular value decomposition of a complex matrix pair Related keywords: complex, nonsymmetric matrix; eigenproblem; LAPACK; LAPACK; least squares; SVD, generalized; ZGGSVD3; |
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F08VSF | 22 | nagf_lapackeig_zggsvp Produces unitary matrices that simultaneously reduce the complex, by , matrix and the complex, by , matrix to upper triangular form Related keywords: complex, by matrix; eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; SVD, generalized; ZGGSVP; |
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F08VUF | 26 | nagf_lapackeig_zggsvp3 Produces unitary matrices, using BLAS-3, that simultaneously reduce the complex, by , matrix and the complex, by , matrix to upper triangular form Related keywords: complex, by matrix; eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; SVD, generalized; ZGGSVP3; |
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F08YEF | 22 | nagf_lapackeig_dtgsja Computes the generalized singular value decomposition of a real upper triangular (or trapezoidal) matrix pair Related keywords: DTGSJA; eigenproblem; LAPACK; LAPACK; least squares; real, trapezoidal matrix; real, triangular matrix; SVD, generalized; |
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F08YSF | 22 | nagf_lapackeig_ztgsja Computes the generalized singular value decomposition of a complex upper triangular (or trapezoidal) matrix pair Related keywords: complex, trapezoidal matrix; complex, triangular matrix; eigenproblem; LAPACK; LAPACK; least squares; ZTGSJA; |
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Gumbel–Hougard copula | G05RKF | 23 | nagf_rand_copula_gumbel Generates a matrix of pseudorandom numbers from a Gumbel–Hougaard copula Related keywords: big data; copula; data analytics; random number generators; random numbers; |
, Struve function | S17GAF | 26 | nagf_specfun_struve_h0 Struve function of order , Related keywords: approximations of special functions; Struve function; |
, Struve function | S17GBF | 26 | nagf_specfun_struve_h1 Struve function of order , Related keywords: approximations of special functions; Struve function; |
Haar wavelet | C09AAF | 22 | nagf_wav_1d_init One-dimensional wavelet filter initialization Related keywords: biorthogonal wavelet; Daubechies wavelet; wavelets; wavelets, one-dimensional; wavelet transforms; |
C09ABF | 23 | nagf_wav_2d_init Two-dimensional wavelet filter initialization Related keywords: biorthogonal wavelet; Daubechies wavelet; wavelets; wavelets, two-dimensional; wavelet transforms; |
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C09ACF | 24 | nagf_wav_3d_init Three-dimensional wavelet filter initialization Related keywords: biorthogonal wavelet; Daubechies wavelet; wavelets; wavelets, three-dimensional; wavelet transforms; |
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Hampel's piecewise linear function | G02HAF | 13 | nagf_correg_robustm Robust regression, standard -estimates Related keywords: Andrew's sine wave; big data; correlation analysis; data analytics; finance; Huber type regression; Krasker–Welsch weights; Mallows type regression; Maronna's weights; -estimates; nonlinear regression; polynomial regression; regression; regression analysis; robust regression; Scheppe type regression; Tukey's bi-weight; |
handle | G22ZAF | 26 | nagf_blgm_handle_free Destroy a and deallocate all the memory used Related keywords: destroy; free; |
Hankel functions | S17DLF | 13 | nagf_specfun_hankel_complex Hankel functions , , real , complex , Related keywords: approximations of special functions; |
Harten–Lax-van Leer solver | 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 Related keywords: Euler equations; modified HLL solver; PDE, partial differential equations; Riemann solver, PDE; |
hazard rate | G01MBF | 15 | nagf_stat_mills_ratio Computes reciprocal of Mills' Ratio Related keywords: finance; Mills' Ratio; Simple Calculations on Statistical Data; |
Helmholtz equation, PDE | D03FAF | 14 | nagf_pde_3d_ellip_helmholtz Elliptic PDE, Helmholtz equation, three-dimensional Cartesian coordinates Related keywords: elliptic partial differential equations; PDE, partial differential equations; |
Hermite interpolation | E01BEF | 13 | nagf_interp_1d_monotonic Interpolating functions, monotonicity-preserving, piecewise cubic Hermite, one variable Related keywords: cubic spline interpolation; finance; interpolation; monotonicity-preserving spline; |
E01BFF | 13 | nagf_interp_1d_monotonic_eval Interpolated values, interpolant computed by E01BEF, function only, one variable Related keywords: finance; interpolation; monotonicity-preserving spline; |
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E01BGF | 13 | nagf_interp_1d_monotonic_deriv Interpolated values, interpolant computed by E01BEF, function and first derivative, one variable Related keywords: finance; interpolation; monotonicity-preserving spline; |
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E01BHF | 13 | nagf_interp_1d_monotonic_intg Interpolated values, interpolant computed by E01BEF, definite integral, one variable Related keywords: finance; interpolation; monotonicity-preserving spline; |
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Hessian estimation | E04XAF | 12 | nagf_opt_estimate_deriv_old Estimate (using numerical differentiation) gradient and/or Hessian of a function Related keywords: finance; Jacobian estimation; maximizing a function; minimizing a function; optimization; |
E04YBF | 7 | nagf_opt_lsq_check_hessian Check user's routine for calculating Hessian of a sum of squares Related keywords: finance; maximizing a function; minimizing a function; optimization; service routine; |
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Heston | S30NCF | 25 | nagf_specfun_opt_heston_term Heston's model option pricing with term structure Related keywords: approximations of special functions; European; finance; stochastic volatility; term structure; |
Heston model, options | S30NAF | 22 | nagf_specfun_opt_heston_price Heston's model option pricing formula Related keywords: approximations of special functions; derivative, options; finance; finance; option pricing; |
S30NBF | 23 | nagf_specfun_opt_heston_greeks Heston's model option pricing formula with Greeks Related keywords: approximations of special functions; derivative, options; finance; Greeks, options; option pricing; |
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hierarchical classification | G04AGF | 8 | nagf_anova_hier2 Two-way analysis of variance, hierarchical classification, subgroups of unequal size Related keywords: analysis of variance; ANOVA; two-way analysis of variance; |
hierarchical cluster analysis | G03ECF | 16 | nagf_mv_cluster_hier Hierarchical cluster analysis Related keywords: big data; cluster analysis; data analytics; multivariate methods; |
G03EHF | 16 | nagf_mv_cluster_hier_dendrogram Constructs dendrogram (for use after G03ECF) Related keywords: big data; data analytics; dendrogram; multivariate methods; |
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G03EJF | 16 | nagf_mv_cluster_hier_indicator Computes cluster indicator variable (for use after G03ECF) Related keywords: allocate; big data; cluster analysis; data analytics; multivariate methods; |
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hierarchical mixed effects regression | G02JCF | 23 | nagf_correg_mixeff_hier_init Hierarchical mixed effects regression, initialization routine for G02JDF G02JEF Related keywords: big data; correlation analysis; data analytics; mixed effects regression; nonlinear regression; polynomial regression; regression analysis; |
G02JDF | 23 | nagf_correg_mixeff_hier_reml Hierarchical mixed effects regression using Restricted Maximum Likelihood (REML) Related keywords: big data; correlation analysis; data analytics; mixed effects regression; nonlinear regression; polynomial regression; regression analysis; REML, Restricted Maximum Likelihood; |
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G02JEF | 23 | nagf_correg_mixeff_hier_ml Hierarchical mixed effects regression using Maximum Likelihood (ML) Related keywords: big data; correlation analysis; data analytics; maximum likelihood; mixed effects regression; nonlinear regression; polynomial regression; regression analysis; |
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Hilbert transform | D01AQF | 8 | nagf_quad_1d_fin_wcauchy One-dimensional quadrature, adaptive, finite interval, weight function , Cauchy principal value (Hilbert transform) Related keywords: Cauchy principal value; finance; Gauss–Kronrod quadrature; integration, adaptive; QAWC; QUADPACK; quadrature; quadrature, adaptive; |
hinges | G01ALF | 14 | nagf_stat_5pt_summary Computes a five-point summary (median, hinges and extremes) Related keywords: finance; five-point summary; maximum value; median; minimum value; Simple Calculations on Statistical Data; |
Holt Winter | G13AMF | 22 | nagf_tsa_uni_smooth_exp Univariate time series, exponential smoothing Related keywords: big data; Browns Exponential; data analytics; exponential smoothing; finance; Linear Holt; time series; time series analysis; univariate time series; |
Huber's weight function | G02HKF | 14 | nagf_correg_robustm_corr_huber Calculates a robust estimation of a covariance matrix, Huber's weight function Related keywords: big data; correlation analysis; correlation matrix; data analytics; finance; nonlinear regression; polynomial regression; regression analysis; |
Huber type regression | G02HAF | 13 | nagf_correg_robustm Robust regression, standard -estimates Related keywords: Andrew's sine wave; big data; correlation analysis; data analytics; finance; Hampel's piecewise linear function; Krasker–Welsch weights; Mallows type regression; Maronna's weights; -estimates; nonlinear regression; polynomial regression; regression; regression analysis; robust regression; Scheppe type regression; Tukey's bi-weight; |
hyperbolic cosine | S10ACF | 4 | nagf_specfun_cosh Related keywords: approximations of special functions; finance; ; |
hyperbolic equation | 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 Related keywords: adaptive grid, PDE; convection-diffusion, PDE; DAE, differential algebraic equations; method of lines; one-dimensional; parabolic partial differential equation; PDE, partial differential equations; |
hyperbolic sine | S10ABF | 4 | nagf_specfun_sinh Related keywords: approximations of special functions; finance; |
hyperbolic tangent | S10AAF | 3 | nagf_specfun_tanh Related keywords: approximations of special functions; finance; ; |
hypergeometric distribution | G01BLF | 13 | nagf_stat_prob_hypergeom Hypergeometric distribution function Related keywords: CDF, cumulative distribution function; finance; Simple Calculations on Statistical Data; |
G01SLF | 24 | nagf_stat_prob_hypergeom_vector Computes a vector of probabilities for the hypergeometric distribution Related keywords: big data; CDF, cumulative distribution function; data analytics; lower tail probability; point probability; Simple Calculations on Statistical Data; upper tail probability; |
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G05TEF | 22 | nagf_rand_int_hypergeom Generates a vector of pseudorandom integers from a hypergeometric distribution Related keywords: big data; data analytics; finance; random integers; random number generators; |
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hypergeometric function | S22BAF | 24 | nagf_specfun_1f1_real Real confluent hypergeometric function Related keywords: , hypergeometric function; approximations of special functions; confluent hypergeometric function; |
S22BBF | 24 | nagf_specfun_1f1_real_scaled Real confluent hypergeometric function in scaled form Related keywords: , hypergeometric function; approximations of special functions; confluent hypergeometric function; |
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S22BEF | 25 | nagf_specfun_2f1_real Real Gauss hypergeometric function Related keywords: , hypergeometric function; approximations of special functions; Gauss hypergeometric function; |
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S22BFF | 25 | nagf_specfun_2f1_real_scaled Real Gauss hypergeometric function in scaled form Related keywords: , hypergeometric function; approximations of special functions; Gauss hypergeometric function; |
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, modified Bessel function | S18AEF | 5 | nagf_specfun_bessel_i0_real Modified Bessel function Related keywords: approximations of special functions; finance; modified Bessel function; |
S18ASF | 24 | nagf_specfun_bessel_i0_real_vector Modified Bessel function vectorized Related keywords: approximations of special functions; modified Bessel function; |
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S18CEF | 10 | nagf_specfun_bessel_i0_scaled Scaled modified Bessel function Related keywords: approximations of special functions; finance; modified Bessel function; |
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S18CSF | 24 | nagf_specfun_bessel_i0_scaled_vector Scaled modified Bessel function vectorized Related keywords: approximations of special functions; modified Bessel function; |
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, Struve function | S18GCF | 26 | nagf_specfun_struve_i0ml0 The function , where is a modified Bessel function and is a Struve function Related keywords: approximations of special functions; Modified Struve function; |
, modified Bessel function | S18AFF | 5 | nagf_specfun_bessel_i1_real Modified Bessel function Related keywords: approximations of special functions; finance; modified Bessel function; |
S18ATF | 24 | nagf_specfun_bessel_i1_real_vector Modified Bessel function vectorized Related keywords: approximations of special functions; modified Bessel function; |
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S18CFF | 10 | nagf_specfun_bessel_i1_scaled Scaled modified Bessel function Related keywords: approximations of special functions; finance; modified Bessel function; |
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S18CTF | 24 | nagf_specfun_bessel_i1_scaled_vector Scaled modified Bessel function vectorized Related keywords: approximations of special functions; modified Bessel function; |
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, Struve function | S18GDF | 26 | nagf_specfun_struve_i1ml1 The function , where is a modified Bessel function and is a Struve function Related keywords: approximations of special functions; Modified Struve function; |
ICC | G04GAF | 26 | nagf_anova_icc Intraclass correlation (ICC) for assessing rater reliability Related keywords: analysis of variance; interrater; intraclass; intrarater; reliability; |
idamax | F06JLF | 12 | nagf_blas_idamax Index, real vector element with largest absolute value Related keywords: BLAS; blas, real matrices; elementary arithmetic; linear algebra support routines; |
identification | A00AAF | 18 | nagf_info_impl_details Library identification, details of implementation and mark Related keywords: implementation details; library details; library identification; mark; |
A00ADF | 22 | nagf_info_impl_details_separate Library identification, details of implementation, major and minor marks Related keywords: implementation details; library details; library identification; mark; |
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IEEE arithmetic | X07 Chapter Introduction | IEEE Arithmetic | |
Imhof's method | G01JDF | 15 | nagf_stat_prob_chisq_lincomb Computes lower tail probability for a linear combination of (central) variables Related keywords: chi-squared distribution; finance; lower tail probability; Pan's method; Simple Calculations on Statistical Data; |
implementation details | A00AAF | 18 | nagf_info_impl_details Library identification, details of implementation and mark Related keywords: identification; library details; library identification; mark; |
A00ADF | 22 | nagf_info_impl_details_separate Library identification, details of implementation, major and minor marks Related keywords: identification; library details; library identification; mark; |
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implicit algebraic ordinary differential equations | D02MCF | 22 | nagf_ode_dae_dassl_cont Implicit ordinary differential equations/DAEs, initial value problem, DASSL method continuation for D02NEF Related keywords: DAE, differential algebraic equations; DASSL, ordinary differential equations; initial value problem; IVP, initial value problem; ODE, ordinary differential equations; stiff differential equations; |
D02MVF | 14 | nagf_ode_ivp_stiff_dassl Ordinary differential equations, initial value problem, DASSL method, setup for d02m–n routines Related keywords: DASSL, ordinary differential equations; initial value problem; IVP, initial value problem; ODE, ordinary differential equations; stiff differential equations; |
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D02NEF | 22 | nagf_ode_dae_dassl_gen Implicit ordinary differential equations/DAEs, initial value problem, DASSL method integrator Related keywords: DAE, differential algebraic equations; DASSL, ordinary differential equations; initial value problem; IVP, initial value problem; ODE, ordinary differential equations; |
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D02NGF | 12 | nagf_ode_ivp_stiff_imp_fulljac Implicit/algebraic ordinary differential equations, stiff initial value problem, full Jacobian (comprehensive) Related keywords: backward difference formula; BDF, backward differentiation formula; initial value problem; IVP, initial value problem; Jacobian; ODE, ordinary differential equations; stiff differential equations; |
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D02NHF | 12 | nagf_ode_ivp_stiff_imp_bandjac Implicit/algebraic ordinary differential equations, stiff initial value problem, banded Jacobian (comprehensive) Related keywords: backward difference formula; BDF, backward differentiation formula; initial value problem; IVP, initial value problem; Jacobian; ODE, ordinary differential equations; stiff differential equations; |
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D02NJF | 12 | nagf_ode_ivp_stiff_imp_sparjac Implicit/algebraic ordinary differential equations, stiff initial value problem, sparse Jacobian (comprehensive) Related keywords: backward difference formula; BDF, backward differentiation formula; discretised system; initial value problem; IVP, initial value problem; Jacobian; ODE; ODE, ordinary differential equations; stiff differential equations; |
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D02NNF | 12 | nagf_ode_ivp_stiff_imp_revcom Implicit/algebraic ordinary differential equations, stiff initial value problem (reverse communication, comprehensive) Related keywords: backward difference formula; initial value problem; IVP, initial value problem; ODE, ordinary differential equations; stiff differential equations; |
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D02NPF | 22 | nagf_ode_dae_dassl_linalg Implicit ordinary differential equations/DAEs, initial value problem linear algebra setup routine for D02NEF Related keywords: initial value problem; IVP, initial value problem; ODE, ordinary differential equations; stiff differential equations; |
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impulse response function | G13CGF | 10 | nagf_tsa_multi_noise_bivar Multivariate time series, noise spectrum, bounds, impulse response function and its standard error Related keywords: big data; data analytics; finance; multivariate time series; noise spectrum; standard errors; time series; time series analysis; |
incomplete beta function | S14CCF | 24 | nagf_specfun_beta_incomplete Incomplete beta function and its complement Related keywords: approximations of special functions; complement of incomplete beta function; |
incomplete Cholesky factorization | F11JAF | 17 | nagf_sparse_real_symm_precon_ichol Real sparse symmetric matrix, incomplete Cholesky factorization Related keywords: big data; data analytics; large scale linear systems; linear equations, pre-conditioners; real, sparse, symmetric matrix; |
F11JBF | 17 | nagf_sparse_real_symm_precon_ichol_solve Solution of linear system involving incomplete Cholesky preconditioning matrix generated by F11JAF Related keywords: big data; data analytics; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; real, sparse, symmetric matrix; |
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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) Related keywords: big data; CGS, conjugate gradient method; data analytics; iterative methods, linear equations; Lanczos method, linear equations; large scale linear systems; linear equations, iterative method; real, sparse, symmetric matrix; |
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F11JNF | 19 | nagf_sparse_complex_herm_precon_ilu Complex sparse Hermitian matrix, incomplete Cholesky factorization Related keywords: big data; complex, Hermitian, sparse matrix; data analytics; large scale linear systems; |
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F11JPF | 19 | nagf_sparse_complex_herm_precon_ilu_solve Solution of complex linear system involving incomplete Cholesky preconditioning matrix generated by F11JNF Related keywords: big data; complex, Hermitian, sparse matrix; data analytics; large scale linear systems; linear equations, pre-conditioners; |
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incomplete gamma function | S14BAF | 14 | nagf_specfun_gamma_incomplete Incomplete gamma functions and Related keywords: approximations of special functions; finance; |
incomplete factorization | F11DAF | 18 | nagf_sparse_real_gen_precon_ilu Real sparse nonsymmetric linear systems, incomplete factorization Related keywords: big data; data analytics; iterative methods, linear equations; large scale linear systems; linear equations, pre-conditioners; real, sparse matrix; |
F11DBF | 18 | nagf_sparse_real_gen_precon_ilu_solve Solution of linear system involving incomplete preconditioning matrix generated by F11DAF Related keywords: big data; data analytics; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; real, sparse matrix; |
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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 Related keywords: Bi-CGSTAB; big data; CGS, conjugate gradient method; data analytics; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; real, sparse matrix; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; |
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F11DFF | 24 | nagf_sparse_real_gen_precon_bdilu Real sparse nonsymmetric linear system, incomplete factorization of local or overlapping diagonal blocks Related keywords: additive Schwarz preconditioner; big data; data analytics; large scale linear systems; linear equations, pre-conditioners; real, sparse matrix; |
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F11DGF | 24 | nagf_sparse_real_gen_solve_bdilu Solution of real sparse nonsymmetric linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, incomplete block diagonal preconditioner computed by F11DFF Related keywords: additive Schwarz preconditioner; Bi-CGSTAB; big data; CGS, conjugate gradient method; data analytics; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; real, sparse matrix; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; |
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F11DNF | 19 | nagf_sparse_complex_gen_precon_ilu Complex sparse non-Hermitian linear systems, incomplete factorization Related keywords: big data; complex, sparse matrix; data analytics; large scale linear systems; linear equations, pre-conditioners; |
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F11DPF | 19 | nagf_sparse_complex_gen_precon_ilu_solve Solution of complex linear system involving incomplete preconditioning matrix generated by F11DNF Related keywords: big data; complex, sparse matrix; data analytics; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; |
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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) Related keywords: Bi-CGSTAB; big data; CGS, conjugate gradient method; complex, sparse matrix; data analytics; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; |
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F11DTF | 24 | nagf_sparse_complex_gen_precon_bdilu Complex, sparse, non-Hermitian linear system, incomplete factorization of local or overlapping diagonal blocks Related keywords: additive Schwarz preconditioner; big data; complex, sparse matrix; data analytics; large scale linear systems; linear equations, pre-conditioners; |
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F11DUF | 24 | nagf_sparse_complex_gen_solve_bdilu Solution of complex, sparse, non-Hermitian linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, incomplete block diagonal preconditioner computed by F11DTF Related keywords: additive Schwarz preconditioner; Bi-CGSTAB; big data; CGS, conjugate gradient method; complex, sparse matrix; data analytics; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; |
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infinity | X07BAF | 24 | nagf_ieee_create_infinity Creates a signed infinite value Related keywords: IEEE arithmetic; |
infinity-norm | F06RAF | 15 | nagf_blas_dlange -norm, -norm, Frobenius norm, largest absolute element, real general matrix Related keywords: 1-norm; BLAS; Frobenius norm; linear algebra support routines; norm, matrix; real, by matrix; |
F06RBF | 15 | nagf_blas_dlangb -norm, -norm, Frobenius norm, largest absolute element, real band matrix Related keywords: 1-norm; BLAS; Frobenius norm; linear algebra support routines; matrix, band; norm, matrix; real, band, by matrix; |
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F06RCF | 15 | nagf_blas_dlansy -norm, -norm, Frobenius norm, largest absolute element, real symmetric matrix Related keywords: 1-norm; BLAS; Frobenius norm; linear algebra support routines; norm, matrix; real, indefinite, symmetric matrix; |
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F06RDF | 15 | nagf_blas_dlansp -norm, -norm, Frobenius norm, largest absolute element, real symmetric matrix, packed storage Related keywords: 1-norm; BLAS; Frobenius norm; linear algebra support routines; norm, matrix; real, indefinite, symmetric matrix; |
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F06REF | 15 | nagf_blas_dlansb -norm, -norm, Frobenius norm, largest absolute element, real symmetric band matrix Related keywords: 1-norm; BLAS; Frobenius norm; linear algebra support routines; matrix, band; norm, matrix; real, band, symmetric matrix; |
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F06RJF | 15 | nagf_blas_dlantr -norm, -norm, Frobenius norm, largest absolute element, real trapezoidal/triangular matrix Related keywords: 1-norm; BLAS; Frobenius norm; linear algebra support routines; norm, matrix; real, trapezoidal matrix; real, triangular matrix; |
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F06RKF | 15 | nagf_blas_dlantp -norm, -norm, Frobenius norm, largest absolute element, real triangular matrix, packed storage Related keywords: 1-norm; BLAS; Frobenius norm; linear algebra support routines; norm, matrix; real, triangular matrix; |
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F06RLF | 15 | nagf_blas_dlantb -norm, -norm, Frobenius norm, largest absolute element, real triangular band matrix Related keywords: 1-norm; BLAS; Frobenius norm; linear algebra support routines; norm, matrix; real, band, triangular matrix; |
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F06RMF | 15 | nagf_blas_dlanhs -norm, -norm, Frobenius norm, largest absolute element, real upper Hessenberg matrix Related keywords: 1-norm; BLAS; Frobenius norm; linear algebra support routines; norm, matrix; real, Hessenberg matrix; |
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F06RNF | 21 | nagf_blas_dlangt -norm, -norm, Frobenius norm, largest absolute element, real tridiagonal matrix Related keywords: 1-norm; BLAS; Frobenius norm; linear algebra support routines; matrix, band; norm, matrix; real, tridiagonal matrix; |
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F06RPF | 21 | nagf_blas_dlanst -norm, -norm, Frobenius norm, largest absolute element, real symmetric tridiagonal matrix Related keywords: 1-norm; BLAS; Frobenius norm; linear algebra support routines; matrix, band; norm, matrix; real, symmetric, tridiagonal matrix; |
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F06UAF | 15 | nagf_blas_zlange -norm, -norm, Frobenius norm, largest absolute element, complex general matrix Related keywords: 1-norm; BLAS; complex, by matrix; Frobenius norm; linear algebra support routines; |
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F06UBF | 15 | nagf_blas_zlangb -norm, -norm, Frobenius norm, largest absolute element, complex band matrix Related keywords: 1-norm; BLAS; complex, band matrix; Frobenius norm; linear algebra support routines; matrix, band; |
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F06UCF | 15 | nagf_blas_zlanhe -norm, -norm, Frobenius norm, largest absolute element, complex Hermitian matrix Related keywords: 1-norm; BLAS; complex, band matrix; Frobenius norm; linear algebra support routines; |
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F06UDF | 15 | nagf_blas_zlanhp -norm, -norm, Frobenius norm, largest absolute element, complex Hermitian matrix, packed storage Related keywords: 1-norm; BLAS; complex, Hermitian matrix; Frobenius norm; linear algebra support routines; |
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F06UEF | 15 | nagf_blas_zlanhb -norm, -norm, Frobenius norm, largest absolute element, complex Hermitian band matrix Related keywords: 1-norm; BLAS; complex, band, Hermitian matrix; Frobenius norm; linear algebra support routines; matrix, band; |
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F06UFF | 15 | nagf_blas_zlansy -norm, -norm, Frobenius norm, largest absolute element, complex symmetric matrix Related keywords: 1-norm; BLAS; complex, symmetric matrix; Frobenius norm; linear algebra support routines; |
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F06UGF | 15 | nagf_blas_zlansp -norm, -norm, Frobenius norm, largest absolute element, complex symmetric matrix, packed storage Related keywords: 1-norm; BLAS; complex, symmetric matrix; Frobenius norm; linear algebra support routines; |
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F06UHF | 15 | nagf_blas_zlansb -norm, -norm, Frobenius norm, largest absolute element, complex symmetric band matrix Related keywords: 1-norm; BLAS; complex, band, symmetric matrix; Frobenius norm; linear algebra support routines; matrix, band; |
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F06UJF | 15 | nagf_blas_zlantr -norm, -norm, Frobenius norm, largest absolute element, complex trapezoidal/triangular matrix Related keywords: 1-norm; BLAS; complex, trapezoidal matrix; complex, triangular matrix; Frobenius norm; linear algebra support routines; |
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F06UKF | 15 | nagf_blas_zlantp -norm, -norm, Frobenius norm, largest absolute element, complex triangular matrix, packed storage Related keywords: 1-norm; BLAS; complex, triangular matrix; Frobenius norm; linear algebra support routines; |
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F06ULF | 15 | nagf_blas_zlantb -norm, -norm, Frobenius norm, largest absolute element, complex triangular band matrix Related keywords: 1-norm; BLAS; complex, band, triangular matrix; Frobenius norm; linear algebra support routines; matrix, band; |
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F06UMF | 15 | nagf_blas_zlanhs -norm, -norm, Frobenius norm, largest absolute element, complex Hessenberg matrix Related keywords: 1-norm; BLAS; complex, Hessenberg matrix; Frobenius norm; linear algebra support routines; |
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F06UNF | 21 | nagf_blas_zlangt -norm, -norm, Frobenius norm, largest absolute element, complex tridiagonal matrix Related keywords: 1-norm; BLAS; complex, triangular matrix; Frobenius norm; linear algebra support routines; matrix, band; |
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F06UPF | 21 | nagf_blas_zlanht -norm, -norm, Frobenius norm, largest absolute element, complex Hermitian tridiagonal matrix Related keywords: 1-norm; BLAS; complex, Hermitian, tridiagonal matrix; Frobenius norm; linear algebra support routines; matrix, band; |
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F06WAF | 23 | nagf_blas_dlansf 1-norm, -norm, Frobenius norm, largest absolute element, real symmetric matrix, Rectangular Full Packed format Related keywords: 1-norm; BLAS; BLAS; blas, real matrices; dlansf; Frobenius norm; linear algebra support routines; linear algebra support routines;; real, symmetric matrix; |
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F06WNF | 23 | nagf_blas_zlanhf 1-norm, -norm, Frobenius norm, largest absolute element, complex Hermitian matrix, Rectangular Full Packed format Related keywords: 1-norm; BLAS; BLAS; blas, complex matrices; complex, Hermitian matrix; Frobenius norm; linear algebra support routines; linear algebra support routines;; zlanhf; |
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F11MLF | 21 | nagf_sparse_direct_real_gen_norm -norm, -norm, largest absolute element, real, square, sparse matrix Related keywords: 1-norm; absolute value; big data; data analytics; large scale linear systems; norm, matrix; real, sparse matrix; |
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F16RBF | 23 | nagf_blast_dgb_norm -norm, -norm, Frobenius norm, largest absolute element, real band matrix Related keywords: 1-norm; absolute value; absolute value; banded matrix; Frobenius norm; further linear algebra support routines; matrix, band; norm, matrix; real, band, by matrix; |
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F16UBF | 23 | nagf_blast_zgb_norm -norm, -norm, Frobenius norm, largest absolute element, complex band matrix Related keywords: 1-norm; absolute value; banded matrix; complex, band matrix; Frobenius norm; further linear algebra support routines; matrix, band; norm, matrix; |
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influence statistics | G02FAF | 14 | nagf_correg_linregm_stat_resinf Calculates standardized residuals and influence statistics Related keywords: big data; correlation analysis; data analytics; finance; nonlinear regression; polynomial regression; regression analysis; standardized residuals; |
initialization | 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) Related keywords: least squares fitting; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; SDP; semidefinite programming; |
initial value problem | 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) Related keywords: IVP, initial value problem; ODE, ordinary differential equations; Runge–Kutta–Merson, ODE; |
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) Related keywords: IVP, initial value problem; ODE, ordinary differential equations; Runge–Kutta–Merson, ODE; |
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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) Related keywords: IVP, initial value problem; ODE, ordinary differential equations; RK45; Runge–Kutta–Merson, ODE; |
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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) Related keywords: Adams' method; first-order system; IVP, initial value problem; Nonstiff; ODE, ordinary differential equations; stop at roots; |
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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) Related keywords: backward difference formula; BDF, backward differentiation formula; IVP, initial value problem; ODE, ordinary differential equations; stiff differential equations; |
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D02LAF | 13 | nagf_ode_ivp_2nd_rkn Second-order ordinary differential equations, initial value problem, Runge–Kutta–Nystrom method Related keywords: IVP, initial value problem; ODE, ordinary differential equations; Runge–Kutta–Nystrom, ODE; |
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D02LXF | 13 | nagf_ode_ivp_2nd_rkn_setup Second-order ordinary differential equations, initial value problem, setup for D02LAF Related keywords: IVP, initial value problem; ODE, ordinary differential equations; Runge–Kutta–Nystrom, ODE; |
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D02LYF | 13 | nagf_ode_ivp_2nd_rkn_diag Second-order ordinary differential equations, initial value problem, diagnostics for D02LAF Related keywords: IVP, initial value problem; ODE, ordinary differential equations; Runge–Kutta–Nystrom, ODE; |
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D02LZF | 13 | nagf_ode_ivp_2nd_rkn_interp Second-order ordinary differential equations, initial value problem, interpolation for D02LAF Related keywords: IVP, initial value problem; ODE, ordinary differential equations; Runge–Kutta–Nystrom, ODE; |
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D02MCF | 22 | nagf_ode_dae_dassl_cont Implicit ordinary differential equations/DAEs, initial value problem, DASSL method continuation for D02NEF Related keywords: DAE, differential algebraic equations; DASSL, ordinary differential equations; implicit algebraic ordinary differential equations; IVP, initial value problem; ODE, ordinary differential equations; stiff differential equations; |
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D02MVF | 14 | nagf_ode_ivp_stiff_dassl Ordinary differential equations, initial value problem, DASSL method, setup for d02m–n routines Related keywords: DASSL, ordinary differential equations; implicit algebraic ordinary differential equations; IVP, initial value problem; ODE, ordinary differential equations; stiff differential equations; |
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D02MWF | 22 | nagf_ode_dae_dassl_setup Implicit ordinary differential equations/DAEs, initial value problem, setup for D02NEF Related keywords: DASSL, ordinary differential equations; IVP, initial value problem; ODE, ordinary differential equations; stiff differential equations; |
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D02MZF | 14 | nagf_ode_ivp_stiff_interp Ordinary differential equations, initial value problem, interpolation for d02m–n routines (all integration methods), natural interpolant Related keywords: interpolation; IVP, initial value problem; ODE, ordinary differential equations; |
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D02NBF | 12 | nagf_ode_ivp_stiff_exp_fulljac Explicit ordinary differential equations, stiff initial value problem, full Jacobian (comprehensive) Related keywords: backward difference formula; IVP, initial value problem; Jacobian; ODE, ordinary differential equations; stiff differential equations; |
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D02NCF | 12 | nagf_ode_ivp_stiff_exp_bandjac Explicit ordinary differential equations, stiff initial value problem, banded Jacobian (comprehensive) Related keywords: backward difference formula; BDF, backward differentiation formula; Jacobian; ODE, ordinary differential equations; stiff differential equations; |
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D02NDF | 12 | nagf_ode_ivp_stiff_exp_sparjac Explicit ordinary differential equations, stiff initial value problem, sparse Jacobian (comprehensive) Related keywords: backward difference formula; BDF, backward differentiation formula; IVP, initial value problem; ODE, ordinary differential equations; stiff differential equations; |
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D02NEF | 22 | nagf_ode_dae_dassl_gen Implicit ordinary differential equations/DAEs, initial value problem, DASSL method integrator Related keywords: DAE, differential algebraic equations; DASSL, ordinary differential equations; implicit algebraic ordinary differential equations; IVP, initial value problem; ODE, ordinary differential equations; |
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D02NGF | 12 | nagf_ode_ivp_stiff_imp_fulljac Implicit/algebraic ordinary differential equations, stiff initial value problem, full Jacobian (comprehensive) Related keywords: backward difference formula; BDF, backward differentiation formula; implicit algebraic ordinary differential equations; IVP, initial value problem; Jacobian; ODE, ordinary differential equations; stiff differential equations; |
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D02NHF | 12 | nagf_ode_ivp_stiff_imp_bandjac Implicit/algebraic ordinary differential equations, stiff initial value problem, banded Jacobian (comprehensive) Related keywords: backward difference formula; BDF, backward differentiation formula; implicit algebraic ordinary differential equations; IVP, initial value problem; Jacobian; ODE, ordinary differential equations; stiff differential equations; |
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D02NJF | 12 | nagf_ode_ivp_stiff_imp_sparjac Implicit/algebraic ordinary differential equations, stiff initial value problem, sparse Jacobian (comprehensive) Related keywords: backward difference formula; BDF, backward differentiation formula; discretised system; implicit algebraic ordinary differential equations; IVP, initial value problem; Jacobian; ODE; ODE, ordinary differential equations; stiff differential equations; |
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D02NMF | 12 | nagf_ode_ivp_stiff_exp_revcom Explicit ordinary differential equations, stiff initial value problem (reverse communication, comprehensive) Related keywords: backward difference formula; BDF, backward differentiation formula; IVP, initial value problem; ODE, ordinary differential equations; stiff differential equations; |
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D02NNF | 12 | nagf_ode_ivp_stiff_imp_revcom Implicit/algebraic ordinary differential equations, stiff initial value problem (reverse communication, comprehensive) Related keywords: backward difference formula; implicit algebraic ordinary differential equations; IVP, initial value problem; ODE, ordinary differential equations; stiff differential equations; |
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D02NPF | 22 | nagf_ode_dae_dassl_linalg Implicit ordinary differential equations/DAEs, initial value problem linear algebra setup routine for D02NEF Related keywords: implicit algebraic ordinary differential equations; IVP, initial value problem; ODE, ordinary differential equations; stiff differential equations; |
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D02NRF | 12 | nagf_ode_ivp_stiff_sparjac_enq Ordinary differential equations, initial value problem, for use with d02m–n routines, sparse Jacobian, enquiry routine Related keywords: ODE, ordinary differential equations; stiff differential equations; |
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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 Related keywords: ODE, ordinary differential equations; stiff differential equations; |
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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 Related keywords: ODE, ordinary differential equations; stiff differential equations; |
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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 Related keywords: ODE, ordinary differential equations; stiff differential equations; |
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D02NVF | 12 | nagf_ode_ivp_stiff_bdf Ordinary differential equations, initial value problem, backward differentiation formulae method, setup for d02m–n routines Related keywords: backward difference formula; ODE, ordinary differential equations; stiff differential equations; |
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D02NWF | 12 | nagf_ode_ivp_stiff_blend Ordinary differential equations, initial value problem, Blend method, setup for d02m–n routines Related keywords: Blend method; ODE, ordinary differential equations; stiff differential equations; |
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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 Related keywords: ODE, ordinary differential equations; stiff differential equations; |
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D02NYF | 12 | nagf_ode_ivp_stiff_integ_diag Ordinary differential equations, initial value problem, integrator diagnostics, for use with d02m–n routines Related keywords: ODE, ordinary differential equations; stiff differential equations; |
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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 Related keywords: ODE, ordinary differential equations; stiff differential equations; |
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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 Related keywords: backward difference formula; Blend method; interpolation; ODE, ordinary differential equations; |
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D02XKF | 12 | nagf_ode_ivp_stiff_c1_interp Ordinary differential equations, initial value problem, interpolation for d02m–n routines, interpolant Related keywords: interpolation; ODE, ordinary differential equations; |
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D02ZAF | 12 | nagf_ode_ivp_stiff_errest Ordinary differential equations, initial value problem, weighted norm of local error estimate for d02m–n routines Related keywords: ODE, ordinary differential equations; |
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inner product | F06EAF | 12 | nagf_blas_ddot Dot product of two real vectors Related keywords: BLAS; blas, real matrices; ddot; finance; linear algebra support routines; |
F06ERF | 14 | nagf_blas_ddoti Dot product of a real sparse and a full vector Related keywords: BLAS; blas, real matrices; ddoti; linear algebra support routines; |
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F06GAF | 12 | nagf_blas_zdotu Dot product of two complex vectors, unconjugated Related keywords: BLAS; blas, complex matrices; linear algebra support routines; zdotu; |
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F06GBF | 12 | nagf_blas_zdotc Dot product of two complex vectors, conjugated Related keywords: BLAS; blas, complex matrices; linear algebra support routines; zdotc; |
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F06GRF | 14 | nagf_blas_zdotui Dot product of a complex sparse and a full vector, unconjugated Related keywords: BLAS; blas, complex matrices; linear algebra support routines; zdotui; |
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F06GSF | 14 | nagf_blas_zdotci Dot product of a complex sparse and a full vector, conjugated Related keywords: BLAS; blas, complex matrices; linear algebra support routines; zdotci; |
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F06GTF | 14 | nagf_blas_zaxpyi Add scalar times complex sparse vector to a full vector Related keywords: BLAS; blas, complex matrices; linear algebra support routines; zaxpyi; |
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F16EAF | 25 | nagf_blast_ddot Dot product of two vectors, allows scaling and accumulation Related keywords: dot product; further linear algebra support routines; |
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X03AAF | 5 | nagf_dot_real_prec Real inner product added to initial value, basic/additional precision Related keywords: additional precision accumulation; dot product; extended precision accumulation; inner products; scalar product; |
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X03ABF | 5 | nagf_dot_complex_prec Complex inner product added to initial value, basic/additional precision Related keywords: additional precision accumulation; dot product; extended precision accumulation; inner products; scalar product; |
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inner products | X03 Chapter Introduction | Inner Products | |
input utilities | X04 Chapter Introduction | Input/Output Utilities Related keywords: output utilities; |
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insert | C09EZF | 25 | nagf_wav_2d_coeff_ins Two-dimensional discrete wavelet transform coefficient insertion Related keywords: coefficients; two-dimensional; wavelet; wavelet transforms; |
C09FZF | 25 | nagf_wav_3d_coeff_ins Three-dimensional discrete wavelet transform coefficient insertion Related keywords: coefficients; three-dimensional; wavelet; wavelet transforms; |
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X10BBF | 26 | Insert the location of the AD callback into the callback data object Related keywords: AD callback; adjoint derivatives; AD utility operations; automatic differentiation; callback data object; location; |
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integer programming | H02BBF | 14 | nagf_mip_ilp_dense Integer LP problem (dense) Related keywords: branch and bound; finance; mixed integer programming; operations research; |
H02BFF | 16 | nagf_mip_ilp_mpsx Interpret MPSX data file defining IP or LP problem, optimize and print solution Related keywords: branch and bound; mixed integer programming; MPSX format; operations research; |
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H02BVF | 16 | nagf_mip_ilp_print Print IP or LP solutions with user-specified names for rows and columns Related keywords: linear programming; operations research; |
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H02BZF | 15 | nagf_mip_ilp_info Integer programming solution, supplies further information on solution obtained by H02BBF Related keywords: operations research; |
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H02CBF | 19 | nagf_mip_iqp_dense Integer QP problem (dense) Related keywords: branch and bound; finance; integer quadratic program; mixed integer programming; operations research; QP, quadratic programming; |
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H02CEF | 19 | nagf_mip_iqp_sparse Integer LP or QP problem (sparse), using E04NKF Related keywords: branch and bound; finance; integer quadratic program; mixed integer programming; operations research; QP, quadratic programming; |
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H02CFF | 19 | nagf_mip_iqp_sparse_optfile Read values for H02CEF from external file Related keywords: mixed integer programming; operations research; options, computational; |
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H02CGF | 19 | nagf_mip_iqp_sparse_optstr Supply values to H02CEF Related keywords: operations research; options, computational; |
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H02DAF | 25 | nagf_mip_sqp Mixed integer nonlinear programming Related keywords: integer quadratic program; mixed integer programming; nonlinear programming; operations research; SQP, sequential quadratic programming; |
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integer quadratic program | H02CBF | 19 | nagf_mip_iqp_dense Integer QP problem (dense) Related keywords: branch and bound; finance; integer programming; mixed integer programming; operations research; QP, quadratic programming; |
H02CCF | 19 | nagf_mip_iqp_dense_optfile Read values for H02CBF from external file Related keywords: operations research; options, computational; |
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H02CDF | 19 | nagf_mip_iqp_dense_optstr Supply values to H02CBF Related keywords: operations research; options, computational; |
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H02CEF | 19 | nagf_mip_iqp_sparse Integer LP or QP problem (sparse), using E04NKF Related keywords: branch and bound; finance; integer programming; mixed integer programming; operations research; QP, quadratic programming; |
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H02DAF | 25 | nagf_mip_sqp Mixed integer nonlinear programming Related keywords: integer programming; mixed integer programming; nonlinear programming; operations research; SQP, sequential quadratic programming; |
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integer scalar | X10BEF | 26 | Write an integer (working precision) scalar to the callback data object Related keywords: adjoint derivatives; AD scalar; AD utility operations; automatic differentiation; callback data ojbect; working precision; write; |
X10CEF | 26 | Read an integer scalar from the callback data object Related keywords: adjoint derivatives; AD scalar; AD utility operations; automatic differentiation; callback data object; read; |
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integral equations | D05 Chapter Introduction | Integral Equations | |
integration | D01TDF | 26 | nagf_quad_1d_gauss_wrec Calculation of weights and abscissae for Gaussian quadrature rules, method of Golub and Welsch Related keywords: abscissae; cubature; Gaussian; Golub; Golub and Welsch; non-adaptive; quadrature; weights and abscissae; Welsch; |
D01TEF | 26 | nagf_quad_1d_gauss_recm Generates recursion coefficients needed by D01TDF to calculate a Gaussian quadrature rule Related keywords: abscissae; cubature; Gaussian; Golub; Golub and Welsch; non-adaptive; quadrature; recursion coefficients; Welsch; |
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integration, adaptive | D01AHF | 8 | nagf_quad_1d_fin_well One-dimensional quadrature, adaptive, finite interval, strategy due to Patterson, suitable for well-behaved integrands Related keywords: finance; quadrature; quadrature, adaptive; |
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 Related keywords: finance; Gauss–Kronrod quadrature; QAGS; QUADPACK; quadrature; quadrature, adaptive; |
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D01AKF | 8 | nagf_quad_1d_fin_osc One-dimensional quadrature, adaptive, finite interval, method suitable for oscillating functions Related keywords: finance; Gauss–Kronrod quadrature; QAG; QUADPACK; quadrature; quadrature, adaptive; |
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D01ALF | 8 | nagf_quad_1d_fin_sing One-dimensional quadrature, adaptive, finite interval, allowing for singularities at user-specified break-points Related keywords: finance; Gauss–Kronrod quadrature; QAGP; QUADPACK; quadrature; quadrature, adaptive; |
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D01AMF | 8 | nagf_quad_1d_inf One-dimensional quadrature, adaptive, infinite or semi-infinite interval Related keywords: finance; Gauss–Kronrod quadrature; integration, infinite interval; QAGI; QUADPACK; quadrature; quadrature, adaptive; |
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D01ANF | 8 | nagf_quad_1d_fin_wtrig One-dimensional quadrature, adaptive, finite interval, weight function or Related keywords: finance; Gauss–Kronrod quadrature; QFOUR; QUADPACK; quadrature; quadrature, adaptive; |
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D01APF | 8 | nagf_quad_1d_fin_wsing One-dimensional quadrature, adaptive, finite interval, weight function with end-point singularities of algebraico-logarithmic type Related keywords: finance; Gauss–Kronrod quadrature; QAWSE; QUADPACK; quadrature; quadrature, adaptive; |
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D01AQF | 8 | nagf_quad_1d_fin_wcauchy One-dimensional quadrature, adaptive, finite interval, weight function , Cauchy principal value (Hilbert transform) Related keywords: Cauchy principal value; finance; Gauss–Kronrod quadrature; Hilbert transform; QAWC; QUADPACK; quadrature; quadrature, adaptive; |
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D01ASF | 13 | nagf_quad_1d_inf_wtrig One-dimensional quadrature, adaptive, semi-infinite interval, weight function or Related keywords: finance; Gauss–Kronrod quadrature; integration, infinite interval; QAWFE; QUADPACK; quadrature; quadrature, adaptive; vectorized quadrature; |
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D01ATF | 13 | nagf_quad_1d_fin_bad_vec One-dimensional quadrature, adaptive, finite interval, variant of D01AJF efficient on vector machines Related keywords: Gauss–Kronrod quadrature; QAG; QAGS; QUADPACK; quadrature; quadrature, adaptive; vectorized quadrature; |
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D01AUF | 13 | nagf_quad_1d_fin_osc_vec One-dimensional quadrature, adaptive, finite interval, variant of D01AKF efficient on vector machines Related keywords: finance; quadrature; quadrature, adaptive; |
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D01EAF | 12 | nagf_quad_md_adapt_multi Multidimensional adaptive quadrature over hyper-rectangle, multiple integrands Related keywords: integration, multidimensional; quadrature; quadrature, adaptive; vectorized quadrature; |
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D01FCF | 8 | nagf_quad_md_adapt Multidimensional adaptive quadrature over hyper-rectangle Related keywords: finance; integration, multidimensional; quadrature; quadrature, adaptive; |
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D01RAF | 24 | nagf_quad_1d_gen_vec_multi_rcomm One-dimensional quadrature, adaptive, finite interval, multiple integrands, vectorized abscissae, reverse communication Related keywords: quadrature; quadrature, adaptive; |
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D01RCF | 24 | nagf_quad_1d_gen_vec_multi_dimreq Determine required array dimensions for D01RAF Related keywords: quadrature; quadrature, adaptive; |
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D01RGF | 24 | nagf_quad_1d_fin_gonnet_vec One-dimensional quadrature, adaptive, finite interval, strategy due to Gonnet, allowing for badly behaved integrands Related keywords: finance; Gonnet method, quadrature; quadrature; quadrature, adaptive; |
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integration, infinite interval | D01AMF | 8 | nagf_quad_1d_inf One-dimensional quadrature, adaptive, infinite or semi-infinite interval Related keywords: finance; Gauss–Kronrod quadrature; integration, adaptive; QAGI; QUADPACK; quadrature; quadrature, adaptive; |
D01ASF | 13 | nagf_quad_1d_inf_wtrig One-dimensional quadrature, adaptive, semi-infinite interval, weight function or Related keywords: finance; Gauss–Kronrod quadrature; integration, adaptive; QAWFE; QUADPACK; quadrature; quadrature, adaptive; vectorized quadrature; |
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integration, multidimensional | D01DAF | 5 | nagf_quad_2d_fin Two-dimensional quadrature, finite region Related keywords: finance; quadrature; quadrature, adaptive; |
D01EAF | 12 | nagf_quad_md_adapt_multi Multidimensional adaptive quadrature over hyper-rectangle, multiple integrands Related keywords: integration, adaptive; quadrature; quadrature, adaptive; vectorized quadrature; |
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D01FBF | 8 | nagf_quad_md_gauss Multidimensional Gaussian quadrature over hyper-rectangle Related keywords: finance; integration, non-adaptive; quadrature; quadrature non-adaptive; |
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D01FCF | 8 | nagf_quad_md_adapt Multidimensional adaptive quadrature over hyper-rectangle Related keywords: finance; integration, adaptive; quadrature; quadrature, adaptive; |
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D01FDF | 10 | nagf_quad_md_sphere Multidimensional quadrature, Sag–Szekeres method, general product region or -sphere Related keywords: quadrature; Sag–Szekeres method; |
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D01GBF | 10 | nagf_quad_md_mcarlo Multidimensional quadrature over hyper-rectangle, Monte–Carlo method Related keywords: Monte–Carlo method; quadrature; quadrature non-adaptive; |
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D01GCF | 10 | nagf_quad_md_numth Multidimensional quadrature, general product region, number-theoretic method Related keywords: Korobov–Conroy method, numerical integration; numerical integration; quadrature; quadrature non-adaptive; |
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D01GDF | 14 | nagf_quad_md_numth_vec Multidimensional quadrature, general product region, number-theoretic method, variant of D01GCF efficient on vector machines Related keywords: finance; quadrature; quadrature non-adaptive; |
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D01JAF | 10 | nagf_quad_md_sphere_bad Multidimensional quadrature over an -sphere, allowing for badly behaved integrands Related keywords: finance; quadrature; quadrature non-adaptive; |
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D01PAF | 10 | nagf_quad_md_simplex Multidimensional quadrature over an -simplex Related keywords: finance; quadrature; quadrature non-adaptive; |
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integration, non-adaptive | D01BCF | 8 | nagf_quad_1d_gauss_wgen Calculation of weights and abscissae for Gaussian quadrature rules, general choice of rule Related keywords: abscissae; cubature; finance; quadrature; weights and abscissae; |
D01BDF | 8 | nagf_quad_1d_fin_smooth One-dimensional quadrature, non-adaptive, finite interval Related keywords: finance; quadrature; quadrature non-adaptive; |
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D01FBF | 8 | nagf_quad_md_gauss Multidimensional Gaussian quadrature over hyper-rectangle Related keywords: finance; integration, multidimensional; quadrature; quadrature non-adaptive; |
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D01GAF | 5 | nagf_quad_1d_data One-dimensional quadrature, integration of function defined by data values, Gill–Miller method Related keywords: finance; Gill–Miller quadrature; quadrature; quadrature non-adaptive; |
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D01UAF | 24 | nagf_quad_1d_gauss_vec One-dimensional Gaussian quadrature, choice of weight functions (vectorized) Related keywords: quadrature; quadrature non-adaptive; |
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D01UBF | 26 | nagf_quad_1d_inf_exp_wt Non-automatic routine to evaluate Related keywords: integration, semi-infinite interval; quadrature; quadrature non-adaptive; |
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integration, options | D01ZKF | 24 | nagf_quad_opt_set Option setting routine Related keywords: options, computational; quadrature; quadrature, options; |
D01ZLF | 24 | nagf_quad_opt_get Option getting routine Related keywords: options, computational; quadrature; quadrature, options; |
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integration, semi-infinite interval | D01UBF | 26 | nagf_quad_1d_inf_exp_wt Non-automatic routine to evaluate Related keywords: integration, non-adaptive; quadrature; quadrature non-adaptive; |
interior point method | E04MTF | 26 | nagf_opt_handle_solve_lp_ipm Linear programming (LP), sparse, interior point method (IPM) Related keywords: ipm; linear programming; LP; maximizing a function; minimizing a function; optimization; |
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 Related keywords: IPM; least squares fitting; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; NLP; nonlinear programming; optimization; optimization; |
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interpolation | D02MZF | 14 | nagf_ode_ivp_stiff_interp Ordinary differential equations, initial value problem, interpolation for d02m–n routines (all integration methods), natural interpolant Related keywords: initial value problem; IVP, initial value problem; ODE, ordinary differential equations; |
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 Related keywords: first-order system; IVP, initial value problem; Nonstiff; ODE, ordinary differential equations; Runge–Kutta–Merson; |
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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 Related keywords: IVP, initial value problem; ODE, ordinary differential equations; Runge–Kutta–Merson; |
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D02PSF | 24 | nagf_ode_ivp_rkts_interp Ordinary differential equations, initial value problem, interpolation for D02PFF Related keywords: IVP, initial value problem; ODE, ordinary differential equations; Runge–Kutta–Merson; |
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D02QZF | 13 | nagf_ode_ivp_adams_interp Ordinary differential equations, initial value problem, interpolation for D02QFF or D02QGF Related keywords: Adams' method; IVP, initial value problem; ODE, ordinary differential equations; |
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D02TYF | 17 | nagf_ode_bvp_coll_nlin_interp Ordinary differential equations, general nonlinear boundary value problem, interpolation for D02TLF Related keywords: BVP, boundary value problem; collocation method; ODE, ordinary differential equations; |
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D02TZF | 17 | nagf_ode_bvp_coll_nlin_diag Ordinary differential equations, general nonlinear boundary value problem, diagnostics for D02TLF Related keywords: BVP, boundary value problem; collocation method; ODE, ordinary differential equations; |
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D02UAF | 23 | nagf_ode_bvp_ps_lin_coeffs Coefficients of Chebyshev interpolating polynomial from function values on Chebyshev grid Related keywords: Chebyshev polynomial interpolation; Gauss–Lobatto grid; ODE, ordinary differential equations; |
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D02UBF | 23 | nagf_ode_bvp_ps_lin_cgl_vals Function or low-order-derivative values on Chebyshev grid from coefficients of Chebyshev interpolating polynomial Related keywords: Chebyshev polynomial interpolation; Chebyshev series, solution; Gauss–Lobatto grid; ODE, ordinary differential equations; |
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D02UWF | 23 | nagf_ode_bvp_ps_lin_grid_vals Interpolate a function from Chebyshev grid to uniform grid using barycentric Lagrange interpolation Related keywords: barycentric Lagrange interpolation; Gauss–Lobatto grid; ODE, ordinary differential equations; |
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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 Related keywords: backward difference formula; Blend method; initial value problem; ODE, ordinary differential equations; |
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D02XKF | 12 | nagf_ode_ivp_stiff_c1_interp Ordinary differential equations, initial value problem, interpolation for d02m–n routines, interpolant Related keywords: initial value problem; ODE, ordinary differential equations; |
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D03PYF | 15 | nagf_pde_1d_parab_coll_interp PDEs, spatial interpolation with D03PDF or D03PJF Related keywords: parabolic partial differential equation; PDE, partial differential equations; |
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D03PZF | 15 | nagf_pde_1d_parab_fd_interp PDEs, spatial interpolation with D03PCF, D03PEF, D03PFF, D03PHF, D03PKF, D03PLF, D03PPF, D03PRF or D03PSF Related keywords: parabolic partial differential equation; PDE, partial differential equations; |
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E01 Chapter Introduction | Interpolation | ||
Interpolation | E01EBF | 25 | nagf_interp_2d_triang_bary_eval Barycentric interpolation on function values provided on a two-dimensional scattered grid Related keywords: Barycentric interpolation; Bilinear interpolation; finance; interpolation; Renka and Cline method; Scattered data; Scattered data interpolation; Triangulation; |
interrater | G04GAF | 26 | nagf_anova_icc Intraclass correlation (ICC) for assessing rater reliability Related keywords: analysis of variance; ICC; intraclass; intrarater; reliability; |
intraclass | G04GAF | 26 | nagf_anova_icc Intraclass correlation (ICC) for assessing rater reliability Related keywords: analysis of variance; ICC; interrater; intrarater; reliability; |
intrarater | G04GAF | 26 | nagf_anova_icc Intraclass correlation (ICC) for assessing rater reliability Related keywords: analysis of variance; ICC; interrater; intraclass; reliability; |
inverse | C09DBF | 25 | nagf_wav_1d_mxolap_inv One-dimensional inverse maximal overlap discrete wavelet transform (IMODWT) Related keywords: discrete; maximal-overlap; stationary; wavelet transforms; |
C09DDF | 25 | nagf_wav_1d_mxolap_multi_inv One-dimensional inverse multi-level maximal overlap discrete wavelet transform (IMODWT) Related keywords: discrete; maximal-overlap; multi-level; stationary; wavelet transforms; |
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inverse, matrix | F01ABF | 1 | nagf_matop_real_symm_posdef_inv Inverse of real symmetric positive definite matrix using iterative refinement Related keywords: inversion; matrix inverse; matrix operations; real, positive-definite, symmetric matrix; |
F01ADF | 2 | nagf_matop_real_symm_posdef_inv_noref Inverse of real symmetric positive definite matrix Related keywords: inversion; matrix inverse; matrix operations; real, positive-definite, symmetric matrix; |
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F07AJF | 15 | nagf_lapacklin_dgetri Inverse of real matrix, matrix already factorized by F07ADF Related keywords: DGETRI; finance; LAPACK; linear equations; decomposition; real, nonsymmetric matrix; |
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F07AWF | 15 | nagf_lapacklin_zgetri Inverse of complex matrix, matrix already factorized by F07ARF Related keywords: complex, nonsymmetric matrix; LAPACK; linear equations; ZGETRI; |
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F07FJF | 15 | nagf_lapacklin_dpotri Inverse of real symmetric positive definite matrix, matrix already factorized by F07FDF Related keywords: Cholesky decomposition; DPOTRI; finance; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
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F07FWF | 15 | nagf_lapacklin_zpotri Inverse of complex Hermitian positive definite matrix, matrix already factorized by F07FRF Related keywords: complex, Hermitian, positive-definite matrix; LAPACK; linear equations; ZPOTRI; |
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F07GJF | 15 | nagf_lapacklin_dpptri Inverse of real symmetric positive definite matrix, matrix already factorized by F07GDF, packed storage Related keywords: Cholesky decomposition; DPPTRI; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
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F07GWF | 15 | nagf_lapacklin_zpptri Inverse of complex Hermitian positive definite matrix, matrix already factorized by F07GRF, packed storage Related keywords: Cholesky decomposition; complex, Hermitian, positive-definite matrix; LAPACK; linear equations; ZPPTRI; |
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F07MJF | 15 | nagf_lapacklin_dsytri Inverse of real symmetric indefinite matrix, matrix already factorized by F07MDF Related keywords: Bunch–Kaufman factorization; diagonal pivoting method; DSYTRI; LAPACK; linear equations; real, indefinite, symmetric matrix; |
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F07MWF | 15 | nagf_lapacklin_zhetri Inverse of complex Hermitian indefinite matrix, matrix already factorized by F07MRF Related keywords: Bunch–Kaufman factorization; complex, Hermitian, indefinite matrix; diagonal pivoting method; LAPACK; linear equations; ZHETRI; |
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F07NWF | 15 | nagf_lapacklin_zsytri Inverse of complex symmetric matrix, matrix already factorized by F07NRF Related keywords: Bunch–Kaufman factorization; complex, symmetric matrix; diagonal pivoting method; LAPACK; linear equations; ZSYTRI; |
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F07PJF | 15 | nagf_lapacklin_dsptri Inverse of real symmetric indefinite matrix, matrix already factorized by F07PDF, packed storage Related keywords: Bunch–Kaufman factorization; diagonal pivoting method; DSPTRI; LAPACK; linear equations; real, indefinite, symmetric matrix; |
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F07PNF | 21 | nagf_lapacklin_zhpsv Computes the solution to a complex Hermitian system of linear equations, packed storage Related keywords: complex, Hermitian, indefinite matrix; diagonal pivoting method; LAPACK; decomposition; linear equations; decomposition; ZHPSV; |
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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 Related keywords: backward error; complex, Hermitian, indefinite matrix; diagonal pivoting method; forward error; LAPACK; decomposition; linear equations; decomposition; ZHPSVX; |
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F07PWF | 15 | nagf_lapacklin_zhptri Inverse of complex Hermitian indefinite matrix, matrix already factorized by F07PRF, packed storage Related keywords: Bunch–Kaufman factorization; complex, Hermitian, indefinite matrix; diagonal pivoting method; LAPACK; linear equations; ZHPTRI; |
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F07QWF | 15 | nagf_lapacklin_zsptri Inverse of complex symmetric matrix, matrix already factorized by F07QRF, packed storage Related keywords: Bunch–Kaufman factorization; complex, symmetric matrix; diagonal pivoting method; LAPACK; linear equations; ZSPTRI; |
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F07TJF | 15 | nagf_lapacklin_dtrtri Inverse of real triangular matrix Related keywords: DTRTRI; finance; LAPACK; linear equations; real, triangular matrix; |
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F07TWF | 15 | nagf_lapacklin_ztrtri Inverse of complex triangular matrix Related keywords: complex, triangular matrix; LAPACK; linear equations; ZTRTRI; |
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F07UJF | 15 | nagf_lapacklin_dtptri Inverse of real triangular matrix, packed storage Related keywords: DTPTRI; LAPACK; linear equations; real, triangular matrix; |
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F07UWF | 15 | nagf_lapacklin_ztptri Inverse of complex triangular matrix, packed storage Related keywords: complex, triangular matrix; LAPACK; linear equations; ZTPTRI; |
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F07WJF | 23 | nagf_lapacklin_dpftri Inverse of real symmetric positive definite matrix, matrix already factorized by F07WDF, Rectangular Full Packed format Related keywords: Cholesky decomposition; DPETRI; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
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F07WKF | 23 | nagf_lapacklin_dtftri Inverse of real triangular matrix, Rectangular Full Packed format Related keywords: DTFTRI; LAPACK; linear equations; real, triangular matrix; |
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F07WXF | 23 | nagf_lapacklin_ztftri Inverse of complex triangular matrix, Rectangular Full Packed format Related keywords: complex, triangular matrix; LAPACK; linear equations; ZTFTRI; |
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inverse CDF | G01FAF | 15 | nagf_stat_inv_cdf_normal Computes deviates for the standard Normal distribution Related keywords: deviates; finance; inverse cumulative distribution function; Normal distribution; Simple Calculations on Statistical Data; |
G01FBF | 14 | nagf_stat_inv_cdf_students_t Computes deviates for Student's -distribution Related keywords: deviates; finance; inverse cumulative distribution function; Simple Calculations on Statistical Data; Student's -distribution; |
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G01FCF | 14 | nagf_stat_inv_cdf_chisq Computes deviates for the distribution Related keywords: chi-squared distribution; deviates; finance; inverse cumulative distribution function; Simple Calculations on Statistical Data; |
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G01FDF | 14 | nagf_stat_inv_cdf_f Computes deviates for the -distribution Related keywords: deviates; -distribution; finance; inverse cumulative distribution function; Simple Calculations on Statistical Data; |
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G01FEF | 14 | nagf_stat_inv_cdf_beta Computes deviates for the beta distribution Related keywords: beta distribution; deviates; finance; inverse cumulative distribution function; Simple Calculations on Statistical Data; |
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G01FFF | 14 | nagf_stat_inv_cdf_gamma Computes deviates for the gamma distribution Related keywords: deviates; finance; gamma distribution; inverse cumulative distribution function; Simple Calculations on Statistical Data; |
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G01FMF | 15 | nagf_stat_inv_cdf_studentized_range Computes deviates for the Studentized range statistic Related keywords: deviates; finance; inverse cumulative distribution function; Simple Calculations on Statistical Data; Studentized range statistic; |
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G01TAF | 24 | nagf_stat_inv_cdf_normal_vector Computes a vector of deviates for the standard Normal distribution Related keywords: big data; data analytics; deviates; Gaussian distribution; inverse cumulative distribution function; Normal distribution; Simple Calculations on Statistical Data; |
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G01TBF | 24 | nagf_stat_inv_cdf_students_t_vector Computes a vector of deviates for Student's -distribution Related keywords: big data; data analytics; deviates; inverse cumulative distribution function; Simple Calculations on Statistical Data; Student's -distribution; |
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G01TCF | 24 | nagf_stat_inv_cdf_chisq_vector Computes a vector of deviates for distribution Related keywords: big data; chi-squared distribution; data analytics; deviates; inverse cumulative distribution function; Simple Calculations on Statistical Data; |
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G01TDF | 24 | nagf_stat_inv_cdf_f_vector Computes a vector of deviates for -distribution Related keywords: big data; data analytics; deviates; -distribution; inverse cumulative distribution function; Simple Calculations on Statistical Data; variance-ratio distribution; |
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G01TEF | 24 | nagf_stat_inv_cdf_beta_vector Computes a vector of deviates for the beta distribution Related keywords: beta distribution; big data; data analytics; deviates; inverse cumulative distribution function; Simple Calculations on Statistical Data; |
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G01TFF | 24 | nagf_stat_inv_cdf_gamma_vector Computes a vector of deviates for the gamma distribution Related keywords: big data; data analytics; deviates; gamma distribution; inverse cumulative distribution function; Simple Calculations on Statistical Data; |
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inverse circular cosine | S09ABF | 3 | nagf_specfun_arccos Related keywords: approximations of special functions; arccos; finance; |
inverse circular sine | S09AAF | 1 | nagf_specfun_arcsin Related keywords: approximations of special functions; arcsine; finance; |
inverse cumulative distribution function | G01FAF | 15 | nagf_stat_inv_cdf_normal Computes deviates for the standard Normal distribution Related keywords: deviates; finance; inverse CDF; Normal distribution; Simple Calculations on Statistical Data; |
G01FBF | 14 | nagf_stat_inv_cdf_students_t Computes deviates for Student's -distribution Related keywords: deviates; finance; inverse CDF; Simple Calculations on Statistical Data; Student's -distribution; |
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G01FCF | 14 | nagf_stat_inv_cdf_chisq Computes deviates for the distribution Related keywords: chi-squared distribution; deviates; finance; inverse CDF; Simple Calculations on Statistical Data; |
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G01FDF | 14 | nagf_stat_inv_cdf_f Computes deviates for the -distribution Related keywords: deviates; -distribution; finance; inverse CDF; Simple Calculations on Statistical Data; |
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G01FEF | 14 | nagf_stat_inv_cdf_beta Computes deviates for the beta distribution Related keywords: beta distribution; deviates; finance; inverse CDF; Simple Calculations on Statistical Data; |
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G01FFF | 14 | nagf_stat_inv_cdf_gamma Computes deviates for the gamma distribution Related keywords: deviates; finance; gamma distribution; inverse CDF; Simple Calculations on Statistical Data; |
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G01FMF | 15 | nagf_stat_inv_cdf_studentized_range Computes deviates for the Studentized range statistic Related keywords: deviates; finance; inverse CDF; Simple Calculations on Statistical Data; Studentized range statistic; |
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G01TAF | 24 | nagf_stat_inv_cdf_normal_vector Computes a vector of deviates for the standard Normal distribution Related keywords: big data; data analytics; deviates; Gaussian distribution; inverse CDF; Normal distribution; Simple Calculations on Statistical Data; |
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G01TBF | 24 | nagf_stat_inv_cdf_students_t_vector Computes a vector of deviates for Student's -distribution Related keywords: big data; data analytics; deviates; inverse CDF; Simple Calculations on Statistical Data; Student's -distribution; |
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G01TCF | 24 | nagf_stat_inv_cdf_chisq_vector Computes a vector of deviates for distribution Related keywords: big data; chi-squared distribution; data analytics; deviates; inverse CDF; Simple Calculations on Statistical Data; |
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G01TDF | 24 | nagf_stat_inv_cdf_f_vector Computes a vector of deviates for -distribution Related keywords: big data; data analytics; deviates; -distribution; inverse CDF; Simple Calculations on Statistical Data; variance-ratio distribution; |
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G01TEF | 24 | nagf_stat_inv_cdf_beta_vector Computes a vector of deviates for the beta distribution Related keywords: beta distribution; big data; data analytics; deviates; inverse CDF; Simple Calculations on Statistical Data; |
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G01TFF | 24 | nagf_stat_inv_cdf_gamma_vector Computes a vector of deviates for the gamma distribution Related keywords: big data; data analytics; deviates; gamma distribution; inverse CDF; Simple Calculations on Statistical Data; |
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inverse hyperbolic cosine | S11ACF | 4 | nagf_specfun_arccosh Related keywords: approximations of special functions; finance; |
inverse hyperbolic sine | S11ABF | 4 | nagf_specfun_arcsinh Related keywords: approximations of special functions; finance; |
inverse hyperbolic tangent | S11AAF | 4 | nagf_specfun_arctanh Related keywords: approximations of special functions; finance; |
inverse iteration | F08JKF | 16 | nagf_lapackeig_dstein Computes selected eigenvectors of real symmetric tridiagonal matrix by inverse iteration, storing eigenvectors in real array Related keywords: DSTEIN; eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; real, symmetric, tridiagonal matrix; |
F08JXF | 16 | nagf_lapackeig_zstein Computes selected eigenvectors of real symmetric tridiagonal matrix by inverse iteration, storing eigenvectors in complex array Related keywords: eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; real, symmetric, tridiagonal matrix; ZSTEIN; |
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F08PKF | 16 | nagf_lapackeig_dhsein Computes selected right and/or left eigenvectors of real upper Hessenberg matrix by inverse iteration Related keywords: DHSEIN; eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; real, Hessenberg matrix; |
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F08PXF | 16 | nagf_lapackeig_zhsein Computes selected right and/or left eigenvectors of complex upper Hessenberg matrix by inverse iteration Related keywords: complex, Hessenberg matrix; eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; ZHSEIN; |
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inverse Landau function | G01FTF | 21 | nagf_stat_inv_cdf_landau Landau inverse function Related keywords: finance; Landau distribution; Simple Calculations on Statistical Data; |
inverse Laplace transform | C06LAF | 12 | nagf_sum_invlaplace_crump Inverse Laplace transform, Crump's method Related keywords: Crump's method; Laplace transform; summation of series; |
C06LBF | 14 | nagf_sum_invlaplace_weeks Inverse Laplace transform, modified Weeks' method Related keywords: Laplace transform; summation of series; Weeks method; |
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C06LCF | 14 | nagf_sum_invlaplace_weeks_eval Evaluate inverse Laplace transform as computed by C06LBF Related keywords: summation of series; |
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inversion | F01 Chapter Introduction | Matrix Operations, Including Inversion Related keywords: matrix operations; |
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invert permutation | M01ZAF | 12 | nagf_sort_permute_invert Invert a permutation Related keywords: big data; data analytics; permutation; searching; sorting; |
ipm | E04MTF | 26 | nagf_opt_handle_solve_lp_ipm Linear programming (LP), sparse, interior point method (IPM) Related keywords: interior point method; linear programming; LP; maximizing a function; minimizing a function; optimization; |
IPM | 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 Related keywords: interior point method; least squares fitting; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; NLP; nonlinear programming; optimization; optimization; |
iterative methods, linear equations | F11BEF | 19 | nagf_sparse_real_gen_basic_solver Real sparse nonsymmetric linear systems, preconditioned RGMRES, CGS, Bi-CGSTAB or TFQMR method Related keywords: Bi-CGSTAB; big data; CGS, conjugate gradient method; data analytics; large scale linear systems; linear equations, iterative method; real, sparse matrix; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; |
F11BSF | 19 | nagf_sparse_complex_gen_basic_solver Complex sparse non-Hermitian linear systems, preconditioned RGMRES, CGS, Bi-CGSTAB or TFQMR method Related keywords: Bi-CGSTAB; big data; CGS, conjugate gradient method; complex, sparse matrix; data analytics; large scale linear systems; linear equations, iterative method; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; |
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F11DAF | 18 | nagf_sparse_real_gen_precon_ilu Real sparse nonsymmetric linear systems, incomplete factorization Related keywords: big data; data analytics; incomplete factorization; large scale linear systems; linear equations, pre-conditioners; real, sparse matrix; |
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F11DBF | 18 | nagf_sparse_real_gen_precon_ilu_solve Solution of linear system involving incomplete preconditioning matrix generated by F11DAF Related keywords: big data; data analytics; incomplete factorization; large scale linear systems; linear equations, iterative method; real, sparse matrix; |
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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 Related keywords: Bi-CGSTAB; big data; CGS, conjugate gradient method; data analytics; incomplete factorization; large scale linear systems; linear equations, iterative method; real, sparse matrix; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; |
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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) Related keywords: Bi-CGSTAB; big data; CGS, conjugate gradient method; data analytics; Jacobi preconditioning; large scale linear systems; linear equations, iterative method; real, sparse matrix; RGMRES, restarted generalized minimum residual method; SSOR method, symmetric successive over-relaxation; TFQMR, transpose-free quasi-minimal residual method; |
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F11DGF | 24 | nagf_sparse_real_gen_solve_bdilu Solution of real sparse nonsymmetric linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, incomplete block diagonal preconditioner computed by F11DFF Related keywords: additive Schwarz preconditioner; Bi-CGSTAB; big data; CGS, conjugate gradient method; data analytics; incomplete factorization; large scale linear systems; linear equations, iterative method; real, sparse matrix; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; |
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F11DPF | 19 | nagf_sparse_complex_gen_precon_ilu_solve Solution of complex linear system involving incomplete preconditioning matrix generated by F11DNF Related keywords: big data; complex, sparse matrix; data analytics; incomplete factorization; large scale linear systems; linear equations, iterative method; |
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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) Related keywords: Bi-CGSTAB; big data; CGS, conjugate gradient method; complex, sparse matrix; data analytics; incomplete factorization; large scale linear systems; linear equations, iterative method; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; |
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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 Related keywords: Bi-CGSTAB; big data; CGS, conjugate gradient method; complex, sparse matrix; data analytics; Jacobi preconditioning; large scale linear systems; linear equations, iterative method; RGMRES, restarted generalized minimum residual method; SSOR method, symmetric successive over-relaxation; TFQMR, transpose-free quasi-minimal residual method; |
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F11DUF | 24 | nagf_sparse_complex_gen_solve_bdilu Solution of complex, sparse, non-Hermitian linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, incomplete block diagonal preconditioner computed by F11DTF Related keywords: additive Schwarz preconditioner; Bi-CGSTAB; big data; CGS, conjugate gradient method; complex, sparse matrix; data analytics; incomplete factorization; large scale linear systems; linear equations, iterative method; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; |
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F11GEF | 20 | nagf_sparse_real_symm_basic_solver Real sparse symmetric linear systems, preconditioned conjugate gradient or Lanczos method or the MINRES algorithm Related keywords: big data; CGS, conjugate gradient method; data analytics; Lanczos method, linear equations; large scale linear systems; linear equations, iterative method; MINRES, iterative linear equation solver; real, sparse, symmetric matrix; |
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F11GSF | 20 | nagf_sparse_complex_herm_basic_solver Complex sparse Hermitian linear systems, preconditioned conjugate gradient or Lanczos Related keywords: big data; CGS, conjugate gradient method; complex, Hermitian, sparse matrix; data analytics; Lanczos method, linear equations; large scale linear systems; linear equations, iterative method; |
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F11JBF | 17 | nagf_sparse_real_symm_precon_ichol_solve Solution of linear system involving incomplete Cholesky preconditioning matrix generated by F11JAF Related keywords: big data; data analytics; incomplete Cholesky factorization; large scale linear systems; linear equations, iterative method; real, sparse, symmetric matrix; |
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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) Related keywords: big data; CGS, conjugate gradient method; data analytics; incomplete Cholesky factorization; Lanczos method, linear equations; large scale linear systems; linear equations, iterative method; real, sparse, symmetric matrix; |
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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) Related keywords: big data; CGS, conjugate gradient method; data analytics; Jacobi preconditioning; Lanczos method, linear equations; large scale linear systems; linear equations, iterative method; real, sparse, symmetric matrix; SSOR method, symmetric successive over-relaxation; |
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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) Related keywords: big data; complex, Hermitian, sparse matrix; conjugate gradient method; data analytics; Lanczos method, linear equations; large scale linear systems; linear equations, iterative method; sparse linear equations; |
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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 Related keywords: big data; complex, Hermitian, sparse matrix; data analytics; large scale linear systems; linear equations, iterative method; sparse linear equations; SSOR method, symmetric successive over-relaxation; |
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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) Related keywords: big data; complex, Hermitian, sparse matrix; conjugate gradient method; data analytics; Jacobi method; Lanczos method, linear equations; large scale linear systems; linear equations, iterative method; sparse linear equations; SSOR method, symmetric successive over-relaxation; |
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iterative weighted least squares | G02HDF | 13 | nagf_correg_robustm_user Robust regression, compute regression with user-supplied functions and weights Related keywords: big data; bounded influence; correlation analysis; data analytics; finance; -estimates; nonlinear regression; polynomial regression; regression analysis; robust regression; |
IVP, initial value problem | 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) Related keywords: initial value problem; ODE, ordinary differential equations; Runge–Kutta–Merson, ODE; |
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) Related keywords: initial value problem; ODE, ordinary differential equations; Runge–Kutta–Merson, ODE; |
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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) Related keywords: initial value problem; ODE, ordinary differential equations; RK45; Runge–Kutta–Merson, ODE; |
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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) Related keywords: Adams' method; first-order system; initial value problem; Nonstiff; ODE, ordinary differential equations; stop at roots; |
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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) Related keywords: backward difference formula; BDF, backward differentiation formula; initial value problem; ODE, ordinary differential equations; stiff differential equations; |
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D02LAF | 13 | nagf_ode_ivp_2nd_rkn Second-order ordinary differential equations, initial value problem, Runge–Kutta–Nystrom method Related keywords: initial value problem; ODE, ordinary differential equations; Runge–Kutta–Nystrom, ODE; |
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D02LXF | 13 | nagf_ode_ivp_2nd_rkn_setup Second-order ordinary differential equations, initial value problem, setup for D02LAF Related keywords: initial value problem; ODE, ordinary differential equations; Runge–Kutta–Nystrom, ODE; |
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D02LYF | 13 | nagf_ode_ivp_2nd_rkn_diag Second-order ordinary differential equations, initial value problem, diagnostics for D02LAF Related keywords: initial value problem; ODE, ordinary differential equations; Runge–Kutta–Nystrom, ODE; |
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D02LZF | 13 | nagf_ode_ivp_2nd_rkn_interp Second-order ordinary differential equations, initial value problem, interpolation for D02LAF Related keywords: initial value problem; ODE, ordinary differential equations; Runge–Kutta–Nystrom, ODE; |
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D02MCF | 22 | nagf_ode_dae_dassl_cont Implicit ordinary differential equations/DAEs, initial value problem, DASSL method continuation for D02NEF Related keywords: DAE, differential algebraic equations; DASSL, ordinary differential equations; implicit algebraic ordinary differential equations; initial value problem; ODE, ordinary differential equations; stiff differential equations; |
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D02MVF | 14 | nagf_ode_ivp_stiff_dassl Ordinary differential equations, initial value problem, DASSL method, setup for d02m–n routines Related keywords: DASSL, ordinary differential equations; implicit algebraic ordinary differential equations; initial value problem; ODE, ordinary differential equations; stiff differential equations; |
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D02MWF | 22 | nagf_ode_dae_dassl_setup Implicit ordinary differential equations/DAEs, initial value problem, setup for D02NEF Related keywords: DASSL, ordinary differential equations; initial value problem; ODE, ordinary differential equations; stiff differential equations; |
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D02MZF | 14 | nagf_ode_ivp_stiff_interp Ordinary differential equations, initial value problem, interpolation for d02m–n routines (all integration methods), natural interpolant Related keywords: initial value problem; interpolation; ODE, ordinary differential equations; |
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D02NBF | 12 | nagf_ode_ivp_stiff_exp_fulljac Explicit ordinary differential equations, stiff initial value problem, full Jacobian (comprehensive) Related keywords: backward difference formula; initial value problem; Jacobian; ODE, ordinary differential equations; stiff differential equations; |
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D02NDF | 12 | nagf_ode_ivp_stiff_exp_sparjac Explicit ordinary differential equations, stiff initial value problem, sparse Jacobian (comprehensive) Related keywords: backward difference formula; BDF, backward differentiation formula; initial value problem; ODE, ordinary differential equations; stiff differential equations; |
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D02NEF | 22 | nagf_ode_dae_dassl_gen Implicit ordinary differential equations/DAEs, initial value problem, DASSL method integrator Related keywords: DAE, differential algebraic equations; DASSL, ordinary differential equations; implicit algebraic ordinary differential equations; initial value problem; ODE, ordinary differential equations; |
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D02NGF | 12 | nagf_ode_ivp_stiff_imp_fulljac Implicit/algebraic ordinary differential equations, stiff initial value problem, full Jacobian (comprehensive) Related keywords: backward difference formula; BDF, backward differentiation formula; implicit algebraic ordinary differential equations; initial value problem; Jacobian; ODE, ordinary differential equations; stiff differential equations; |
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D02NHF | 12 | nagf_ode_ivp_stiff_imp_bandjac Implicit/algebraic ordinary differential equations, stiff initial value problem, banded Jacobian (comprehensive) Related keywords: backward difference formula; BDF, backward differentiation formula; implicit algebraic ordinary differential equations; initial value problem; Jacobian; ODE, ordinary differential equations; stiff differential equations; |
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D02NJF | 12 | nagf_ode_ivp_stiff_imp_sparjac Implicit/algebraic ordinary differential equations, stiff initial value problem, sparse Jacobian (comprehensive) Related keywords: backward difference formula; BDF, backward differentiation formula; discretised system; implicit algebraic ordinary differential equations; initial value problem; Jacobian; ODE; ODE, ordinary differential equations; stiff differential equations; |
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D02NMF | 12 | nagf_ode_ivp_stiff_exp_revcom Explicit ordinary differential equations, stiff initial value problem (reverse communication, comprehensive) Related keywords: backward difference formula; BDF, backward differentiation formula; initial value problem; ODE, ordinary differential equations; stiff differential equations; |
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D02NNF | 12 | nagf_ode_ivp_stiff_imp_revcom Implicit/algebraic ordinary differential equations, stiff initial value problem (reverse communication, comprehensive) Related keywords: backward difference formula; implicit algebraic ordinary differential equations; initial value problem; ODE, ordinary differential equations; stiff differential equations; |
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D02NPF | 22 | nagf_ode_dae_dassl_linalg Implicit ordinary differential equations/DAEs, initial value problem linear algebra setup routine for D02NEF Related keywords: implicit algebraic ordinary differential equations; initial value problem; ODE, ordinary differential equations; stiff differential equations; |
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D02PEF | 24 | nagf_ode_ivp_rkts_range Ordinary differential equations, initial value problem, Runge–Kutta method, integration over range with output Related keywords: first-order system; Nonstiff; ODE, ordinary differential equations; RK23; RK45; RK78; Runge–Kutta–Merson; |
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D02PFF | 24 | nagf_ode_ivp_rkts_onestep Ordinary differential equations, initial value problem, Runge–Kutta method, integration over one step Related keywords: first-order system; Nonstiff; ODE, ordinary differential equations; RK23; RK45; RK78; Runge–Kutta–Merson; |
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D02PGF | 26 | nagf_ode_ivp_rk_step_revcomm Ordinary differential equations, initial value problem, Runge–Kutta method, integration by reverse communication Related keywords: ODE, ordinary differential equations; RK23; RK45; RK78; Runge–Kutta–Merson; |
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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 Related keywords: first-order system; interpolation; Nonstiff; ODE, ordinary differential equations; Runge–Kutta–Merson; |
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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 Related keywords: interpolation; ODE, ordinary differential equations; Runge–Kutta–Merson; |
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D02PQF | 24 | nagf_ode_ivp_rkts_setup Ordinary differential equations, initial value problem, setup for D02PEF D02PFF Related keywords: ODE, ordinary differential equations; Runge–Kutta–Merson; |
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D02PRF | 24 | nagf_ode_ivp_rkts_reset_tend Ordinary differential equations, initial value problem, resets end of range for D02PFF Related keywords: ODE, ordinary differential equations; Runge–Kutta–Merson; |
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D02PSF | 24 | nagf_ode_ivp_rkts_interp Ordinary differential equations, initial value problem, interpolation for D02PFF Related keywords: interpolation; ODE, ordinary differential equations; Runge–Kutta–Merson; |
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D02PTF | 24 | nagf_ode_ivp_rkts_diag Ordinary differential equations, initial value problem, integration diagnostics for D02PEF D02PFF Related keywords: ODE, ordinary differential equations; Runge–Kutta–Merson; |
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D02PUF | 24 | nagf_ode_ivp_rkts_errass Ordinary differential equations, initial value problem, error assessment diagnostics for D02PEF D02PFF Related keywords: ODE, ordinary differential equations; Runge–Kutta–Merson; |
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D02QFF | 13 | nagf_ode_ivp_adams_roots Ordinary differential equations, initial value problem, Adams' method with root-finding (direct communication, comprehensive) Related keywords: Adams' method; ODE, ordinary differential equations; |
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D02QGF | 13 | nagf_ode_ivp_adams_roots_revcom Ordinary differential equations, initial value problem, Adams' method with root-finding (reverse communication, comprehensive) Related keywords: Adams' method; ODE, ordinary differential equations; |
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D02QWF | 13 | nagf_ode_ivp_adams_setup Ordinary differential equations, initial value problem, setup for D02QFF and D02QGF Related keywords: Adams' method; ODE, ordinary differential equations; |
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D02QXF | 13 | nagf_ode_ivp_adams_diag Ordinary differential equations, initial value problem, diagnostics for D02QFF and D02QGF Related keywords: Adams' method; ODE, ordinary differential equations; |
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D02QYF | 13 | nagf_ode_ivp_adams_rootdiag Ordinary differential equations, initial value problem, root-finding diagnostics for D02QFF and D02QGF Related keywords: Adams' method; ODE, ordinary differential equations; |
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D02QZF | 13 | nagf_ode_ivp_adams_interp Ordinary differential equations, initial value problem, interpolation for D02QFF or D02QGF Related keywords: Adams' method; interpolation; ODE, ordinary differential equations; |
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izamax | F06JMF | 12 | nagf_blas_izamax Index, complex vector element with largest absolute value Related keywords: BLAS; blas, complex matrices; elementary arithmetic; linear algebra support routines; |
, Bessel function | S17AEF | 5 | nagf_specfun_bessel_j0_real Bessel function Related keywords: approximations of special functions; Bessel function; finance; |
S17ASF | 24 | nagf_specfun_bessel_j0_real_vector Bessel function vectorized Related keywords: approximations of special functions; Bessel function; |
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, Bessel function | S17AFF | 5 | nagf_specfun_bessel_j1_real Bessel function Related keywords: approximations of special functions; Bessel function; finance; |
S17ATF | 24 | nagf_specfun_bessel_j1_real_vector Bessel function vectorized Related keywords: approximations of special functions; Bessel function; |
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jacknife | G05PVF | 25 | nagf_rand_kfold_xyw Permutes a matrix, vector, vector triplet into a form suitable for -fold cross validation Related keywords: big data; cross-validation; CV; data analytics; k-fold; leave-one-out; LOO; permute; random number generators; |
Jacobian | D02NBF | 12 | nagf_ode_ivp_stiff_exp_fulljac Explicit ordinary differential equations, stiff initial value problem, full Jacobian (comprehensive) Related keywords: backward difference formula; initial value problem; IVP, initial value problem; ODE, ordinary differential equations; stiff differential equations; |
D02NCF | 12 | nagf_ode_ivp_stiff_exp_bandjac Explicit ordinary differential equations, stiff initial value problem, banded Jacobian (comprehensive) Related keywords: backward difference formula; BDF, backward differentiation formula; initial value problem; ODE, ordinary differential equations; stiff differential equations; |
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D02NGF | 12 | nagf_ode_ivp_stiff_imp_fulljac Implicit/algebraic ordinary differential equations, stiff initial value problem, full Jacobian (comprehensive) Related keywords: backward difference formula; BDF, backward differentiation formula; implicit algebraic ordinary differential equations; initial value problem; IVP, initial value problem; ODE, ordinary differential equations; stiff differential equations; |
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D02NHF | 12 | nagf_ode_ivp_stiff_imp_bandjac Implicit/algebraic ordinary differential equations, stiff initial value problem, banded Jacobian (comprehensive) Related keywords: backward difference formula; BDF, backward differentiation formula; implicit algebraic ordinary differential equations; initial value problem; IVP, initial value problem; ODE, ordinary differential equations; stiff differential equations; |
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D02NJF | 12 | nagf_ode_ivp_stiff_imp_sparjac Implicit/algebraic ordinary differential equations, stiff initial value problem, sparse Jacobian (comprehensive) Related keywords: backward difference formula; BDF, backward differentiation formula; discretised system; implicit algebraic ordinary differential equations; initial value problem; IVP, initial value problem; ODE; ODE, ordinary differential equations; stiff differential equations; |
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Jacobian elliptic functions | S21CAF | 15 | nagf_specfun_jacellip_real Jacobian elliptic functions sn, cn and dn of real argument Related keywords: approximations of special functions; cn, Jacobian elliptic function; dn, Jacobian elliptic function; elliptic functions; finance; sn, Jacobian elliptic functions; |
S21CBF | 20 | nagf_specfun_jacellip_complex Jacobian elliptic functions sn, cn and dn of complex argument Related keywords: approximations of special functions; cn, Jacobian elliptic function; dn, Jacobian elliptic function; elliptic functions; finance; sn, Jacobian elliptic functions; |
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Jacobian estimation | E04XAF | 12 | nagf_opt_estimate_deriv_old Estimate (using numerical differentiation) gradient and/or Hessian of a function Related keywords: finance; Hessian estimation; maximizing a function; minimizing a function; optimization; |
E04YAF | 7 | nagf_opt_lsq_check_deriv Check user's routine for calculating Jacobian of first derivatives Related keywords: finance; maximizing a function; minimizing a function; optimization; service routine; |
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Jacobian theta functions | S21CCF | 20 | nagf_specfun_jactheta_real Jacobian theta functions of real argument Related keywords: approximations of special functions; finance; theta, Jacobian theta functions; |
Jacobi method | F06BEF | 12 | nagf_blas_drotj Generate real Jacobi plane rotation Related keywords: BLAS; linear algebra support routines; rotation, elementary; |
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) Related keywords: DGEJSV; eigenproblem; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; singular value decomposition; |
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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) Related keywords: DGESVJ; eigenproblem; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; singular value decomposition; |
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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) Related keywords: big data; complex, Hermitian, sparse matrix; conjugate gradient method; data analytics; iterative methods, linear equations; Lanczos method, linear equations; large scale linear systems; linear equations, iterative method; sparse linear equations; SSOR method, symmetric successive over-relaxation; |
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Jacobi preconditioning | 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) Related keywords: Bi-CGSTAB; big data; CGS, conjugate gradient method; data analytics; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; real, sparse matrix; RGMRES, restarted generalized minimum residual method; SSOR method, symmetric successive over-relaxation; TFQMR, transpose-free quasi-minimal residual method; |
F11DKF | 20 | nagf_sparse_real_gen_precon_jacobi Real, sparse, symmetric or nonsymmetric, linear systems, line Jacobi preconditioner Related keywords: big data; data analytics; large scale linear systems; linear equations, pre-conditioners; real, sparse, symmetric matrix; real, sparse matrix; |
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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 Related keywords: Bi-CGSTAB; big data; CGS, conjugate gradient method; complex, sparse matrix; data analytics; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; RGMRES, restarted generalized minimum residual method; SSOR method, symmetric successive over-relaxation; TFQMR, transpose-free quasi-minimal residual method; |
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F11DXF | 20 | nagf_sparse_complex_gen_precon_jacobi Complex, sparse, Hermitian or non-Hermitian, linear systems, line Jacobi preconditioner Related keywords: big data; complex, sparse matrix; data analytics; large scale linear systems; linear equations, pre-conditioners; |
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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) Related keywords: big data; CGS, conjugate gradient method; data analytics; iterative methods, linear equations; Lanczos method, linear equations; large scale linear systems; linear equations, iterative method; real, sparse, symmetric matrix; SSOR method, symmetric successive over-relaxation; |
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jump-diffusion model, option pricing | S30JAF | 22 | nagf_specfun_opt_jumpdiff_merton_price Jump-diffusion, Merton's model, option pricing formula Related keywords: approximations of special functions; derivative, options; finance; Merton model, option pricing; option pricing; |
S30JBF | 22 | nagf_specfun_opt_jumpdiff_merton_greeks Jump-diffusion, Merton's model, option pricing formula with Greeks Related keywords: approximations of special functions; derivative, options; finance; Greeks, options; Merton model, option pricing; option pricing; |
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, modified Bessel function | S18ACF | 1 | nagf_specfun_bessel_k0_real Modified Bessel function Related keywords: approximations of special functions; finance; modified Bessel function; |
S18AQF | 24 | nagf_specfun_bessel_k0_real_vector Modified Bessel function vectorized Related keywords: approximations of special functions; modified Bessel function; |
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S18CCF | 10 | nagf_specfun_bessel_k0_scaled Scaled modified Bessel function Related keywords: approximations of special functions; finance; modified Bessel function; |
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S18CQF | 24 | nagf_specfun_bessel_k0_scaled_vector Scaled modified Bessel function vectorized Related keywords: approximations of special functions; modified Bessel function; |
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, modified Bessel function | S18ADF | 1 | nagf_specfun_bessel_k1_real Modified Bessel function Related keywords: approximations of special functions; finance; modified Bessel function; |
S18ARF | 24 | nagf_specfun_bessel_k1_real_vector Modified Bessel function vectorized Related keywords: approximations of special functions; modified Bessel function; |
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S18CDF | 10 | nagf_specfun_bessel_k1_scaled Scaled modified Bessel function Related keywords: approximations of special functions; finance; modified Bessel function; |
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S18CRF | 24 | nagf_specfun_bessel_k1_scaled_vector Scaled modified Bessel function vectorized Related keywords: approximations of special functions; modified Bessel function; |
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Kalman filter | G13EAF | 17 | nagf_tsa_multi_kalman_sqrt_var Combined measurement and time update, one iteration of Kalman filter, time-varying, square root covariance filter Related keywords: big data; data analytics; time series analysis; |
G13EBF | 17 | nagf_tsa_multi_kalman_sqrt_invar Combined measurement and time update, one iteration of Kalman filter, time-invariant, square root covariance filter Related keywords: big data; data analytics; time series analysis; |
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Kaplan–Meier estimate | G12AAF | 15 | nagf_surviv_kaplanmeier Computes Kaplan–Meier (product-limit) estimates of survival probabilities Related keywords: product-limit, Kaplan–Meier estimates; survival analysis; |
Keller box discretization | D03PEF | 16 | nagf_pde_1d_parab_keller General system of first-order PDEs, method of lines, Keller box discretization, one space variable Related keywords: method of lines; parabolic partial differential equation; PDE, partial differential equations; |
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 Related keywords: DAE, differential algebraic equations; method of lines; partial differential equations; PDE, partial differential equations; |
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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 Related keywords: adaptive grid, PDE; DAE, differential algebraic equations; method of lines; PDE, partial differential equations; |
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Kelvin functions | S19AAF | 11 | nagf_specfun_kelvin_ber Kelvin function Related keywords: approximations of special functions; finance; , Kelvin function; |
S19ABF | 11 | nagf_specfun_kelvin_bei Kelvin function Related keywords: approximations of special functions; finance; , Kelvin function; |
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S19ACF | 11 | nagf_specfun_kelvin_ker Kelvin function Related keywords: approximations of special functions; finance; , Kelvin function; |
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S19ADF | 11 | nagf_specfun_kelvin_kei Kelvin function Related keywords: approximations of special functions; finance; , Kelvin function; |
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S19ANF | 24 | nagf_specfun_kelvin_ber_vector Kelvin function vectorized Related keywords: approximations of special functions; , Kelvin function; |
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S19APF | 24 | nagf_specfun_kelvin_bei_vector Kelvin function vectorized Related keywords: approximations of special functions; , Kelvin function; |
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S19AQF | 24 | nagf_specfun_kelvin_ker_vector Kelvin function vectorized Related keywords: approximations of special functions; , Kelvin function; |
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S19ARF | 24 | nagf_specfun_kelvin_kei_vector Kelvin function vectorized Related keywords: approximations of special functions; , Kelvin function; |
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Kendall's coefficient of concordance | G08DAF | 8 | nagf_nonpar_concordance_kendall Kendall's coefficient of concordance Related keywords: nonparametric statistics; |
Kendall's tau correlation coefficient | G02BNF | 4 | nagf_correg_coeffs_kspearman_overwrite Kendall/Spearman non-parametric rank correlation coefficients, no missing values, overwriting input data Related keywords: big data; correlation analysis; correlation coefficients; data analytics; finance; nonlinear regression; polynomial regression; regression analysis; Spearman's rank correlation coefficients; |
G02BPF | 4 | nagf_correg_coeffs_kspearman_miss_case_overwrite Kendall/Spearman non-parametric rank correlation coefficients, casewise treatment of missing values, overwriting input data Related keywords: big data; correlation analysis; correlation coefficients; data analytics; finance; missing values; nonlinear regression; polynomial regression; regression analysis; Spearman's rank correlation coefficients; |
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G02BQF | 4 | nagf_correg_coeffs_kspearman Kendall/Spearman non-parametric rank correlation coefficients, no missing values, preserving input data Related keywords: big data; correlation analysis; correlation coefficients; data analytics; finance; nonlinear regression; polynomial regression; regression analysis; Spearman's rank correlation coefficients; |
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G02BRF | 4 | nagf_correg_coeffs_kspearman_miss_case Kendall/Spearman non-parametric rank correlation coefficients, casewise treatment of missing values, preserving input data Related keywords: big data; correlation analysis; correlation coefficients; data analytics; finance; missing values; nonlinear regression; polynomial regression; regression analysis; Spearman's rank correlation coefficients; |
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G02BSF | 4 | nagf_correg_coeffs_kspearman_miss_pair Kendall/Spearman non-parametric rank correlation coefficients, pairwise treatment of missing values Related keywords: big data; correlation analysis; correlation coefficients; data analytics; finance; missing values; nonlinear regression; polynomial regression; regression analysis; Spearman's rank correlation coefficients; |
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kernel density | G10BBF | 25 | nagf_smooth_kerndens_gauss Kernel density estimate using Gaussian kernel (thread safe) Related keywords: Smoothing in Statistics; |
-factor structure | G02AEF | 23 | nagf_correg_corrmat_nearest_kfactor Computes the nearest correlation matrix with -factor structure to a real square matrix Related keywords: big data; correlation analysis; correlation matrix; data analytics; finance; nearest correlation matrix; nonlinear regression; polynomial regression; Qi and Sun algorithm; regression analysis; |
k-fold | G05PVF | 25 | nagf_rand_kfold_xyw Permutes a matrix, vector, vector triplet into a form suitable for -fold cross validation Related keywords: big data; cross-validation; CV; data analytics; jacknife; leave-one-out; LOO; permute; random number generators; |
-means cluster analysis | G03EFF | 16 | nagf_mv_cluster_kmeans -means cluster analysis Related keywords: big data; cluster analysis; data analytics; multivariate methods; |
knots | E02BAF | 5 | nagf_fit_1dspline_knots Least squares curve cubic spline fit (including interpolation) Related keywords: B-splines; cubic splines; curve and surface fitting; least squares; |
E02DAF | 6 | nagf_fit_2dspline_panel Least squares surface fit, bicubic splines Related keywords: bicubic splines; B-splines; curve and surface fitting; least squares; two-dimensional spline approximation; |
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Kolmogorov–Smirnov distribution | G01EYF | 14 | nagf_stat_prob_kolmogorov1 Computes probabilities for the one-sample Kolmogorov–Smirnov distribution Related keywords: finance; Simple Calculations on Statistical Data; upper tail probability; |
G01EZF | 14 | nagf_stat_prob_kolmogorov2 Computes probabilities for the two-sample Kolmogorov–Smirnov distribution Related keywords: finance; Simple Calculations on Statistical Data; upper tail probability; |
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Kolmogorov–Smirnov test | G08CBF | 14 | nagf_nonpar_test_ks_1sample Performs the one-sample Kolmogorov–Smirnov test for standard distributions Related keywords: nonparametric statistics; |
G08CCF | 14 | nagf_nonpar_test_ks_1sample_user Performs the one-sample Kolmogorov–Smirnov test for a user-supplied distribution Related keywords: nonparametric statistics; |
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G08CDF | 14 | nagf_nonpar_test_ks_2sample Performs the two-sample Kolmogorov–Smirnov test Related keywords: nonparametric statistics; |
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Korobov–Conroy method, numerical integration | D01GCF | 10 | nagf_quad_md_numth Multidimensional quadrature, general product region, number-theoretic method Related keywords: integration, multidimensional; numerical integration; quadrature; quadrature non-adaptive; |
D01GYF | 10 | nagf_quad_md_numth_coeff_prime Korobov optimal coefficients for use in D01GCF or D01GDF, when number of points is prime Related keywords: finance; quadrature; |
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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 Related keywords: finance; quadrature; |
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Krasker–Welsch weights | G02HAF | 13 | nagf_correg_robustm Robust regression, standard -estimates Related keywords: Andrew's sine wave; big data; correlation analysis; data analytics; finance; Hampel's piecewise linear function; Huber type regression; Mallows type regression; Maronna's weights; -estimates; nonlinear regression; polynomial regression; regression; regression analysis; robust regression; Scheppe type regression; Tukey's bi-weight; |
Kruskal–Wallis analysis of variance | G08AFF | 8 | nagf_nonpar_test_kruskal Kruskal–Wallis one-way analysis of variance on samples of unequal size Related keywords: ANOVA; nonparametric statistics; |
kurtosis | G01ADF | 4 | nagf_stat_summary_freq Mean, variance, skewness, kurtosis, etc., one variable, from frequency table Related keywords: finance; mean; Simple Calculations on Statistical Data; skewness; standard deviation; |
G01ATF | 24 | nagf_stat_summary_onevar Computes univariate summary information: mean, variance, skewness, kurtosis Related keywords: big data; data analytics; data stream; maximum value; mean; minimum value; Simple Calculations on Statistical Data; skewness; standard deviation; streaming; |
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L(infinity) approximation | E02GCF | 8 | nagf_fit_glin_linf -approximation by general linear function Related keywords: curve and surface fitting; supremum norm; |
, Struve function | S18GAF | 26 | nagf_specfun_struve_l0 Modified Struve function of order , Related keywords: approximations of special functions; Modified Struve function; |
L1 approximation | E02GAF | 7 | nagf_fit_glin_l1sol -approximation by general linear function Related keywords: curve and surface fitting; outlier detection; |
E02GBF | 7 | nagf_fit_glinc_l1sol -approximation by general linear function subject to linear inequality constraints Related keywords: curve and surface fitting; outlier detection; |
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, Struve function | S18GBF | 26 | nagf_specfun_struve_l1 Modified Struve function of order , Related keywords: approximations of special functions; Modified Struve function; |
Lagrangian | 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) Related keywords: bilinear matrix inequality; BMI; generalized augmented Lagrangian method; least squares fitting; linear matrix inequality; LMI; matrix constraints; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; monitoring information; optimization; optimization; SDP; semidefinite programming; |
Laguerre's method | C02AFF | 14 | nagf_zeros_poly_complex All zeros of complex polynomial, modified Laguerre's method Related keywords: root-finding; zeros of polynomials; |
C02AGF | 13 | nagf_zeros_poly_real All zeros of real polynomial, modified Laguerre's method Related keywords: root-finding; zeros of polynomials; |
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Lambert function | C05BAF | 22 | nagf_roots_lambertw_real Real values of Lambert's function, Related keywords: roots of transcendental equations; |
C05BBF | 23 | nagf_roots_lambertw_complex Values of Lambert's function, Related keywords: roots of transcendental equations; |
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Lanczos method, linear equations | F11GEF | 20 | nagf_sparse_real_symm_basic_solver Real sparse symmetric linear systems, preconditioned conjugate gradient or Lanczos method or the MINRES algorithm Related keywords: big data; CGS, conjugate gradient method; data analytics; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; MINRES, iterative linear equation solver; real, sparse, symmetric matrix; |
F11GSF | 20 | nagf_sparse_complex_herm_basic_solver Complex sparse Hermitian linear systems, preconditioned conjugate gradient or Lanczos Related keywords: big data; CGS, conjugate gradient method; complex, Hermitian, sparse matrix; data analytics; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; |
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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) Related keywords: big data; CGS, conjugate gradient method; data analytics; incomplete Cholesky factorization; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; real, sparse, symmetric matrix; |
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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) Related keywords: big data; CGS, conjugate gradient method; data analytics; iterative methods, linear equations; Jacobi preconditioning; large scale linear systems; linear equations, iterative method; real, sparse, symmetric matrix; SSOR method, symmetric successive over-relaxation; |
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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) Related keywords: big data; complex, Hermitian, sparse matrix; conjugate gradient method; data analytics; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; sparse linear equations; |
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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) Related keywords: big data; complex, Hermitian, sparse matrix; conjugate gradient method; data analytics; iterative methods, linear equations; Jacobi method; large scale linear systems; linear equations, iterative method; sparse linear equations; SSOR method, symmetric successive over-relaxation; |
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Landau density function | G01MTF | 21 | nagf_stat_pdf_landau Landau density function Related keywords: finance; Simple Calculations on Statistical Data; |
G01RTF | 21 | nagf_stat_pdf_landau_deriv Landau derivative function Related keywords: derivative, Landau density function; finance; Simple Calculations on Statistical Data; |
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Landau distribution | G01ETF | 21 | nagf_stat_prob_landau Landau distribution function Related keywords: finance; Simple Calculations on Statistical Data; |
G01FTF | 21 | nagf_stat_inv_cdf_landau Landau inverse function Related keywords: finance; inverse Landau function; Simple Calculations on Statistical Data; |
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Landau moment function | G01PTF | 21 | nagf_stat_pdf_landau_moment1 Landau first moment function Related keywords: finance; Simple Calculations on Statistical Data; |
G01QTF | 21 | nagf_stat_pdf_landau_moment2 Landau second moment function Related keywords: finance; Simple Calculations on Statistical Data; |
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LAPACK | F01VAF | 23 | nagf_matop_dtrttp Copies a real triangular matrix from full format to packed format Related keywords: DTRTTP; finance; inversion; matrix operations; real, triangular matrix; |
F01VBF | 23 | nagf_matop_ztrttp Copies a complex triangular matrix from full format to packed format Related keywords: complex, triangular matrix; finance; inversion; matrix operations; ZTRTTP; |
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F01VCF | 23 | nagf_matop_dtpttr Copies a real triangular matrix from packed format to full format Related keywords: DTPTTR; finance; inversion; matrix operations; real, triangular matrix; |
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F01VDF | 23 | nagf_matop_ztpttr Copies a complex triangular matrix from packed format to full format Related keywords: complex, triangular matrix; finance; inversion; matrix operations; ZTPTTR; |
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F01VEF | 23 | nagf_matop_dtrttf Copies a real triangular matrix from full format to Rectangular Full Packed format Related keywords: DTRTTP; finance; inversion; matrix operations; real, triangular matrix; |
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F01VFF | 23 | nagf_matop_ztrttf Copies a complex triangular matrix from full format to Rectangular Full Packed format Related keywords: complex, triangular matrix; finance; inversion; matrix operations; ZTRTTF; |
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F01VGF | 23 | nagf_matop_dtfttr Copies a real triangular matrix from Rectangular Full Packed format to full format Related keywords: DTFTTR; finance; inversion; matrix operations; real, triangular matrix; |
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F01VHF | 23 | nagf_matop_ztfttr Copies a complex triangular matrix from Rectangular Full Packed format to full format Related keywords: complex, triangular matrix; finance; inversion; matrix operations; ZTFTTR; |
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F01VJF | 23 | nagf_matop_dtpttf Copies a real triangular matrix from packed format to Rectangular Full Packed format Related keywords: DTPTTF; finance; inversion; matrix operations; real, triangular matrix; |
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F01VKF | 23 | nagf_matop_ztpttf Copies a complex triangular matrix from packed format to Rectangular Full Packed format Related keywords: complex, triangular matrix; finance; inversion; matrix operations; ZTPTTF; |
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F01VLF | 23 | nagf_matop_dtfttp Copies a real triangular matrix from Rectangular Full Packed format to packed format Related keywords: DTFTTP; finance; inversion; matrix operations; real, triangular matrix; |
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F01VMF | 23 | nagf_matop_ztfttp Copies a complex triangular matrix from Rectangular Full Packed format to packed format Related keywords: complex, triangular matrix; finance; inversion; matrix operations; ZTFTTP; |
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F07 Chapter Introduction | Linear Equations (LAPACK) Related keywords: linear equations; |
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F08 Chapter Introduction | Least Squares and Eigenvalue Problems (LAPACK) Related keywords: eigenproblem; least squares; |
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F08AAF | 21 | nagf_lapackeig_dgels Solves a real linear least squares problem of full rank Related keywords: DGELS; eigenproblem; finance; least squares; linear least squares; decomposition; overdetermined linear equations; factorization; real, by matrix; underdetermined linear system; |
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F08AEF | 16 | nagf_lapackeig_dgeqrf Performs a factorization of real general rectangular matrix Related keywords: DGEQRF; eigenproblem; finance; least squares; factorization; real, by matrix; |
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F08AFF | 16 | nagf_lapackeig_dorgqr Forms all or part of orthogonal from factorization determined by F08AEF F08BEF F08BFF Related keywords: DORGQR; eigenproblem; least squares; orthogonal matrix, generation; orthogonal transformations; factorization; |
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F08AGF | 16 | nagf_lapackeig_dormqr Applies an orthogonal transformation determined by F08AEF F08BEF F08BFF Related keywords: DORMQR; eigenproblem; finance; least squares; orthogonal transformations; factorization; |
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F08AHF | 16 | nagf_lapackeig_dgelqf Performs a factorization of real general rectangular matrix Related keywords: DGELQF; eigenproblem; least squares; factorization; real, by matrix; |
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F08AJF | 16 | nagf_lapackeig_dorglq Forms all or part of orthogonal from factorization determined by F08AHF Related keywords: DORGLQ; eigenproblem; least squares; factorization; orthogonal matrix, generation; orthogonal transformations; |
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F08AKF | 16 | nagf_lapackeig_dormlq Applies the orthogonal transformation determined by F08AHF Related keywords: DORMLQ; eigenproblem; least squares; factorization; orthogonal transformations; |
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F08ANF | 21 | nagf_lapackeig_zgels Solves a complex linear least problem of full rank Related keywords: complex, by matrix; eigenproblem; finance; least squares; linear least squares; decomposition; overdetermined linear equations; factorization; underdetermined linear system; ZGELS; |
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F08ASF | 16 | nagf_lapackeig_zgeqrf Performs a factorization of complex general rectangular matrix Related keywords: complex, by matrix; eigenproblem; least squares; factorization; ZGEQRF; |
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F08ATF | 16 | nagf_lapackeig_zungqr Forms all or part of unitary from factorization determined by F08ASF F08BSF F08BTF Related keywords: eigenproblem; least squares; factorization; unitary matrix, generation; unitary transformations; ZUNGQR; |
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F08AUF | 16 | nagf_lapackeig_zunmqr Applies a unitary transformation determined by F08ASF F08BSF F08BTF Related keywords: eigenproblem; least squares; factorization; unitary transformations; ZUNMQR; |
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F08AVF | 16 | nagf_lapackeig_zgelqf Performs a factorization of complex general rectangular matrix Related keywords: complex, by matrix; eigenproblem; least squares; factorization; ZGELQF; |
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F08AWF | 16 | nagf_lapackeig_zunglq Forms all or part of unitary from factorization determined by F08AVF Related keywords: eigenproblem; least squares; factorization; unitary matrix, generation; unitary transformations; ZUNGLQ; |
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F08AXF | 16 | nagf_lapackeig_zunmlq Applies the unitary transformation determined by F08AVF Related keywords: eigenproblem; least squares; factorization; unitary transformations; ZUNMLQ; |
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F08BAF | 21 | nagf_lapackeig_dgelsy Computes the minimum-norm solution to a real linear least squares problem Related keywords: DGELSY; eigenproblem; finance; least squares; linear least squares; minimal least squares; real, by matrix; |
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F08BEF | 16 | nagf_lapackeig_dgeqpf factorization, with column pivoting, of real general rectangular matrix Related keywords: DGEQPF; eigenproblem; finance; least squares; orthogonal transformations; factorization; real, by matrix; |
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F08BFF | 22 | nagf_lapackeig_dgeqp3 factorization, with column pivoting, using BLAS-3, of real general rectangular matrix Related keywords: DGEQP3; eigenproblem; finance; least squares; orthogonal transformations; factorization; real, by matrix; |
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F08BHF | 22 | nagf_lapackeig_dtzrzf Reduces a real upper trapezoidal matrix to upper triangular form Related keywords: DTZRZF; eigenproblem; least squares; matrix, upper trapezoidal; matrix, upper triangular; orthogonal transformations; real, trapezoidal matrix; |
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F08BKF | 22 | nagf_lapackeig_dormrz Applies the orthogonal transformation determined by F08BHF Related keywords: DORMRZ; eigenproblem; least squares; orthogonal transformations; |
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F08BNF | 21 | nagf_lapackeig_zgelsy Computes the minimum-norm solution to a complex linear least squares problem Related keywords: complex, by matrix; eigenproblem; least squares; linear least squares; minimal least squares; ZGELSY; |
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F08BSF | 16 | nagf_lapackeig_zgeqpf factorization, with column pivoting, of complex general rectangular matrix Related keywords: complex, by matrix; eigenproblem; least squares; factorization; ZGEQPF; |
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F08BTF | 22 | nagf_lapackeig_zgeqp3 factorization, with column pivoting, using BLAS-3, of complex general rectangular matrix Related keywords: complex, by matrix; eigenproblem; least squares; factorization; ZGEQP3; |
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F08BVF | 22 | nagf_lapackeig_ztzrzf Reduces a complex upper trapezoidal matrix to upper triangular form Related keywords: complex, trapezoidal matrix; eigenproblem; least squares; matrix, upper trapezoidal; matrix, upper triangular; ZTZRZF; |
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F08BXF | 22 | nagf_lapackeig_zunmrz Applies the unitary transformation determined by F08BVF Related keywords: eigenproblem; least squares; unitary transformations; ZUNMRZ; |
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F08CEF | 22 | nagf_lapackeig_dgeqlf factorization of real general rectangular matrix Related keywords: DGEQLF; eigenproblem; least squares; factorization; real, by matrix; |
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F08CFF | 22 | nagf_lapackeig_dorgql Form all or part of orthogonal from factorization determined by F08CEF Related keywords: DORGQL; eigenproblem; least squares; orthogonal matrix, generation; orthogonal transformations; factorization; |
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F08CGF | 22 | nagf_lapackeig_dormql Applies the orthogonal transformation determined by F08CEF Related keywords: DORMQL; eigenproblem; least squares; orthogonal transformations; factorization; |
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F08CHF | 22 | nagf_lapackeig_dgerqf factorization of real general rectangular matrix Related keywords: DGERQF; eigenproblem; least squares; real, by matrix; RQ factorizations; |
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F08CJF | 22 | nagf_lapackeig_dorgrq Form all or part of orthogonal from factorization determined by F08CHF Related keywords: DORGRQ; eigenproblem; least squares; orthogonal matrix, generation; orthogonal transformations; RQ factorizations; |
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F08CKF | 22 | nagf_lapackeig_dormrq Applies the orthogonal transformation determined by F08CHF Related keywords: DORGRQ; eigenproblem; least squares; orthogonal transformations; RQ factorizations; |
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F08CSF | 22 | nagf_lapackeig_zgeqlf factorization of complex general rectangular matrix Related keywords: complex, by matrix; eigenproblem; least squares; factorization; ZGEQLF; |
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F08CTF | 22 | nagf_lapackeig_zungql Form all or part of unitary from factorization determined by F08CSF Related keywords: eigenproblem; least squares; factorization; unitary matrix, generation; unitary transformations; ZUNGQL; |
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F08CUF | 22 | nagf_lapackeig_zunmql Applies the unitary transformation determined by F08CSF Related keywords: eigenproblem; least squares; factorization; unitary transformations; ZUNMQL; |
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F08CVF | 22 | nagf_lapackeig_zgerqf factorization of complex general rectangular matrix Related keywords: complex, by matrix; eigenproblem; least squares; RQ factorizations; ZGERQF; |
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F08CWF | 22 | nagf_lapackeig_zungrq Form all or part of unitary from factorization determined by F08CVF Related keywords: eigenproblem; least squares; RQ factorizations; unitary matrix, generation; unitary transformations; ZUNGRQ; |
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F08CXF | 22 | nagf_lapackeig_zunmrq Applies the unitary transformation determined by F08CVF Related keywords: eigenproblem; least squares; RQ factorizations; unitary transformations; ZUNMRQ; |
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F08FAF | 21 | nagf_lapackeig_dsyev Computes all eigenvalues and, optionally, eigenvectors of a real symmetric matrix Related keywords: DSYEV; eigenproblem; eigenvalues; eigenvectors; finance; least squares; real, indefinite, symmetric matrix; |
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F08FBF | 21 | nagf_lapackeig_dsyevx Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix Related keywords: DSYEVX; eigenproblem; eigenvalues; eigenvectors; finance; least squares; real, indefinite, symmetric matrix; |
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F08FCF | 19 | nagf_lapackeig_dsyevd Computes all eigenvalues and, optionally, all eigenvectors of real symmetric matrix (divide-and-conquer) Related keywords: divide-and-conquer method; DSYEVD; eigenproblem; eigenvalues; eigenvectors; finance; least squares; real, indefinite, symmetric matrix; |
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F08FDF | 21 | nagf_lapackeig_dsyevr Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix (Relatively Robust Representations) Related keywords: dqds algorithm; DSYEVR; eigenproblem; eigenvalues; eigenvectors; least squares; real, indefinite, symmetric matrix; relatively robust representations; |
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F08FEF | 16 | nagf_lapackeig_dsytrd Orthogonal reduction of real symmetric matrix to symmetric tridiagonal form Related keywords: DSYTRD; eigenproblem; least squares; orthogonal transformations; real, indefinite, symmetric matrix; |
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F08FFF | 16 | nagf_lapackeig_dorgtr Generate orthogonal transformation matrix from reduction to tridiagonal form determined by F08FEF Related keywords: DORGTR; eigenproblem; least squares; orthogonal matrix, generation; orthogonal transformations; |
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F08FGF | 16 | nagf_lapackeig_dormtr Applies the orthogonal transformation determined by F08FEF Related keywords: DORMTR; eigenproblem; least squares; orthogonal transformations; |
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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 Related keywords: complex, Hermitian, indefinite matrix; condition number, matrix; DDISNA; eigenproblem; eigenvectors; finance; least squares; real, indefinite, symmetric matrix; |
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F08FNF | 21 | nagf_lapackeig_zheev Computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix Related keywords: complex, Hermitian, indefinite matrix; eigenproblem; eigenvalues; eigenvectors; least squares; ZHEEV; |
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F08FPF | 21 | nagf_lapackeig_zheevx Computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix Related keywords: complex, Hermitian, indefinite matrix; eigenproblem; eigenvalues; eigenvectors; finance; least squares; ZHEEVX; |
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F08FQF | 19 | nagf_lapackeig_zheevd Computes all eigenvalues and, optionally, all eigenvectors of complex Hermitian matrix (divide-and-conquer) Related keywords: complex, Hermitian, indefinite matrix; divide-and-conquer method; eigenproblem; eigenvalues; eigenvectors; finance; least squares; ZHEEVD; |
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F08FRF | 21 | nagf_lapackeig_zheevr Computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix (Relatively Robust Representations) Related keywords: complex, Hermitian, indefinite matrix; eigenproblem; eigenvalues; eigenvectors; least squares; relatively robust representations; unitary transformations; ZHEEVR; |
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F08FSF | 16 | nagf_lapackeig_zhetrd Unitary reduction of complex Hermitian matrix to real symmetric tridiagonal form Related keywords: complex, Hermitian, indefinite matrix; eigenproblem; least squares; unitary transformations; ZHETRD; |
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F08FTF | 16 | nagf_lapackeig_zungtr Generate unitary transformation matrix from reduction to tridiagonal form determined by F08FSF Related keywords: eigenproblem; least squares; unitary matrix, generation; unitary transformations; ZUNGTR; |
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F08FUF | 16 | nagf_lapackeig_zunmtr Applies the unitary transformation matrix determined by F08FSF Related keywords: eigenproblem; least squares; unitary transformations; ZUNMTR; |
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F08GAF | 21 | nagf_lapackeig_dspev Computes all eigenvalues and, optionally, eigenvectors of a real symmetric matrix, packed storage Related keywords: DSPEV; eigenproblem; eigenvalues; eigenvectors; least squares; orthogonal transformations; algorithm; real, indefinite, symmetric matrix; |
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F08GBF | 21 | nagf_lapackeig_dspevx Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix, packed storage Related keywords: DSPEVX; eigenproblem; eigenvalues; eigenvectors; least squares; orthogonal transformations; real, indefinite, symmetric matrix; |
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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 or algorithm) Related keywords: divide-and-conquer method; DSPEVD; eigenproblem; eigenvalues; eigenvectors; least squares; Pal–Walker–Kahan ( or ) algorithm; real, indefinite, symmetric matrix; |
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F08GEF | 16 | nagf_lapackeig_dsptrd Orthogonal reduction of real symmetric matrix to symmetric tridiagonal form, packed storage Related keywords: DSPTRD; eigenproblem; least squares; orthogonal transformations; real, indefinite, symmetric matrix; |
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F08GFF | 16 | nagf_lapackeig_dopgtr Generate orthogonal transformation matrix from reduction to tridiagonal form determined by F08GEF Related keywords: DOPGTR; eigenproblem; least squares; orthogonal matrix, generation; orthogonal transformations; |
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F08GGF | 16 | nagf_lapackeig_dopmtr Applies the orthogonal transformation determined by F08GEF Related keywords: DOPMTR; eigenproblem; least squares; orthogonal transformations; |
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F08GNF | 21 | nagf_lapackeig_zhpev Computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix, packed storage Related keywords: complex, Hermitian, indefinite matrix; eigenproblem; eigenvalues; eigenvectors; least squares; ZHPEV; |
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F08GPF | 21 | nagf_lapackeig_zhpevx Computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix, packed storage Related keywords: complex, Hermitian, indefinite matrix; eigenproblem; eigenvalues; eigenvectors; least squares; ZHPEVX; |
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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 or algorithm) Related keywords: complex, Hermitian, indefinite matrix; divide-and-conquer method; eigenproblem; eigenvalues; eigenvectors; least squares; Pal–Walker–Kahan ( or ) algorithm; ZHPEVD; |
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F08GSF | 16 | nagf_lapackeig_zhptrd Performs a unitary reduction of complex Hermitian matrix to real symmetric tridiagonal form, packed storage Related keywords: complex, Hermitian, indefinite matrix; eigenproblem; least squares; unitary transformations; ZHPTRD; |
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F08GTF | 16 | nagf_lapackeig_zupgtr Generates a unitary transformation matrix from reduction to tridiagonal form determined by F08GSF Related keywords: eigenproblem; least squares; unitary matrix, generation; unitary transformations; ZUPGTR; |
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F08GUF | 16 | nagf_lapackeig_zupmtr Applies the unitary transformation matrix determined by F08GSF Related keywords: eigenproblem; least squares; unitary transformations; ZUPGTR; |
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F08HAF | 21 | nagf_lapackeig_dsbev Computes all eigenvalues and, optionally, eigenvectors of a real symmetric band matrix Related keywords: DSBEV; eigenproblem; least squares; matrix, band; algorithm; real, band, symmetric matrix; |
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F08HBF | 21 | nagf_lapackeig_dsbevx Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric band matrix Related keywords: DSBEVX; eigenproblem; eigenvalues; eigenvectors; least squares; matrix, band; real, band, symmetric matrix; |
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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 or algorithm) Related keywords: divide-and-conquer method; DSBEVX; eigenproblem; eigenvalues; eigenvectors; least squares; matrix, band; Pal–Walker–Kahan ( or ) algorithm; real, band, symmetric matrix; |
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F08HEF | 16 | nagf_lapackeig_dsbtrd Performs an orthogonal reduction of real symmetric band matrix to symmetric tridiagonal form Related keywords: DSBTRD; eigenproblem; least squares; matrix, band; orthogonal transformations; real, band, symmetric matrix; |
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F08HNF | 21 | nagf_lapackeig_zhbev Computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian band matrix Related keywords: complex, band, Hermitian matrix; eigenproblem; least squares; matrix, band; algorithm; unitary transformations; ZHBEV; |
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F08HPF | 21 | nagf_lapackeig_zhbevx Computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian band matrix Related keywords: complex, band, Hermitian matrix; eigenproblem; least squares; matrix, band; unitary transformations; ZHBEVX; |
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F08HQF | 19 | nagf_lapackeig_zhbevd Computes all eigenvalues and, optionally, all eigenvectors of complex Hermitian band matrix (divide-and-conquer) Related keywords: complex, band, Hermitian matrix; divide-and-conquer method; eigenproblem; eigenvalues; eigenvectors; least squares; matrix, band; Pal–Walker–Kahan ( or ) algorithm; ZHBEVD; |
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F08HSF | 16 | nagf_lapackeig_zhbtrd Performs a unitary reduction of complex Hermitian band matrix to real symmetric tridiagonal form Related keywords: complex, band, Hermitian matrix; eigenproblem; least squares; matrix, band; unitary transformations; ZHBTRD; |
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F08JAF | 21 | nagf_lapackeig_dstev Computes all eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix Related keywords: DSTEV; eigenproblem; eigenvalues; eigenvectors; least squares; matrix, band; algorithm; algorithm; real, symmetric, tridiagonal matrix; |
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F08JBF | 21 | nagf_lapackeig_dstevx Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix Related keywords: bisection method; DSTEVX; eigenproblem; eigenvalues; eigenvectors; least squares; matrix, band; algorithm; real, symmetric, tridiagonal matrix; |
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F08JCF | 19 | nagf_lapackeig_dstevd Computes all eigenvalues and, optionally, all eigenvectors of real symmetric tridiagonal matrix (divide-and-conquer) Related keywords: divide-and-conquer method; DSTEVX; eigenproblem; eigenvalues; eigenvectors; least squares; matrix, band; Pal–Walker–Kahan ( or ) algorithm; real, symmetric, tridiagonal matrix; |
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F08JDF | 21 | nagf_lapackeig_dstevr Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix (Relatively Robust Representations) Related keywords: dqds algorithm; DSTEVR; eigenproblem; eigenvalues; eigenvectors; least squares; matrix, band; real, symmetric, tridiagonal matrix; relatively robust representations; |
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F08JEF | 16 | nagf_lapackeig_dsteqr Computes all eigenvalues and eigenvectors of real symmetric tridiagonal matrix, reduced from real symmetric matrix using the implicit or algorithm Related keywords: DSTEQR; eigenproblem; eigenvalues; eigenvectors; least squares; matrix, band; algorithm; algorithm; real, symmetric, tridiagonal matrix; |
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F08JFF | 16 | nagf_lapackeig_dsterf Computes all eigenvalues of real symmetric tridiagonal matrix, root-free variant of the or algorithm Related keywords: DSTERF; eigenproblem; eigenvalues; eigenvectors; least squares; matrix, band; algorithm; algorithm; real, symmetric, tridiagonal matrix; |
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F08JGF | 16 | nagf_lapackeig_dpteqr Computes all eigenvalues and eigenvectors of real symmetric positive definite tridiagonal matrix, reduced from real symmetric positive definite matrix Related keywords: DPTEQR; eigenproblem; eigenvalues; eigenvectors; least squares; matrix, band; real, symmetric, tridiagonal matrix; |
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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) Related keywords: divide-and-conquer method; DSTEDC; eigenproblem; eigenvalues; eigenvectors; least squares; matrix, band; algorithm; algorithm; real, symmetric, tridiagonal matrix; |
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F08JJF | 16 | nagf_lapackeig_dstebz Computes selected eigenvalues of real symmetric tridiagonal matrix by bisection Related keywords: bisection method; DSTEBZ; eigenproblem; eigenvalues; least squares; matrix, band; real, symmetric, tridiagonal matrix; |
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F08JKF | 16 | nagf_lapackeig_dstein Computes selected eigenvectors of real symmetric tridiagonal matrix by inverse iteration, storing eigenvectors in real array Related keywords: DSTEIN; eigenproblem; eigenvectors; inverse iteration; least squares; matrix, band; real, symmetric, tridiagonal matrix; |
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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) Related keywords: dqds algorithm; DSTEGR; eigenproblem; eigenvalues; eigenvectors; least squares; matrix, band; real, symmetric, tridiagonal matrix; relatively robust representations; |
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F08JSF | 16 | nagf_lapackeig_zsteqr Computes all eigenvalues and eigenvectors of real symmetric tridiagonal matrix, reduced from complex Hermitian matrix, using the implicit or algorithm Related keywords: eigenproblem; eigenvalues; eigenvectors; least squares; algorithm; real, symmetric, tridiagonal matrix; ZSTEQR; |
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F08JUF | 16 | nagf_lapackeig_zpteqr Computes all eigenvalues and eigenvectors of real symmetric positive definite tridiagonal matrix, reduced from complex Hermitian positive definite matrix Related keywords: eigenproblem; eigenvalues; eigenvectors; decomposition; least squares; real, symmetric, tridiagonal matrix; ZPTEQR; |
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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) Related keywords: divide-and-conquer method; eigenproblem; eigenvalues; eigenvectors; least squares; algorithm; algorithm; real, symmetric, tridiagonal matrix; ZSTEDC; |
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F08JXF | 16 | nagf_lapackeig_zstein Computes selected eigenvectors of real symmetric tridiagonal matrix by inverse iteration, storing eigenvectors in complex array Related keywords: eigenproblem; eigenvectors; inverse iteration; least squares; matrix, band; real, symmetric, tridiagonal matrix; ZSTEIN; |
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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) Related keywords: dqds algorithm; eigenproblem; eigenvalues; eigenvectors; least squares; matrix, band; real, symmetric, tridiagonal matrix; relatively robust representations; ZSTEGR; |
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F08KAF | 21 | nagf_lapackeig_dgelss Computes the minimum-norm solution to a real linear least squares problem using singular value decomposition Related keywords: DGELSS; eigenproblem; least squares; linear least squares; minimal least squares; real, by matrix; SVD, singular value decomposition; |
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F08KBF | 21 | nagf_lapackeig_dgesvd Computes the singular value decomposition of a real matrix, optionally computing the left and/or right singular vectors Related keywords: DGESVD; eigenproblem; finance; least squares; real, nonsymmetric matrix; SVD, singular value decomposition; |
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F08KCF | 21 | nagf_lapackeig_dgelsd Computes the minimum-norm solution to a real linear least squares problem using singular value decomposition (divide-and-conquer) Related keywords: DGELSD; divide-and-conquer method; eigenproblem; finance; least squares; linear least squares; minimal least squares; real, by matrix; SVD, singular value decomposition; |
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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) Related keywords: DGESDD; divide-and-conquer method; eigenproblem; finance; least squares; real, nonsymmetric matrix; SVD, singular value decomposition; |
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F08KEF | 16 | nagf_lapackeig_dgebrd Performs an orthogonal reduction of real general rectangular matrix to bidiagonal form Related keywords: DGEBRD; eigenproblem; least squares; orthogonal transformations; real, by matrix; |
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F08KFF | 16 | nagf_lapackeig_dorgbr Generates an orthogonal transformation matrices from reduction to bidiagonal form determined by F08KEF Related keywords: DORGBR; eigenproblem; least squares; orthogonal matrix, generation; orthogonal matrix, generation; orthogonal transformations; |
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F08KGF | 16 | nagf_lapackeig_dormbr Applies the orthogonal transformations from reduction to bidiagonal form determined by F08KEF Related keywords: DORMBR; eigenproblem; least squares; orthogonal transformations; |
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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) Related keywords: DGEJSV; eigenproblem; Jacobi method; least squares; real, nonsymmetric matrix; singular value decomposition; |
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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) Related keywords: DGESVJ; eigenproblem; Jacobi method; least squares; real, nonsymmetric matrix; singular value decomposition; |
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F08KNF | 21 | nagf_lapackeig_zgelss Computes the minimum-norm solution to a complex linear least squares problem using singular value decomposition Related keywords: complex, by matrix; eigenproblem; least squares; linear least squares; minimal least squares; SVD, singular value decomposition; ZGELSS; |
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F08KPF | 21 | nagf_lapackeig_zgesvd Computes the singular value decomposition of a complex matrix, optionally computing the left and/or right singular vectors Related keywords: complex, nonsymmetric matrix; eigenproblem; finance; least squares; SVD, singular value decomposition; ZGESVD; |
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F08KQF | 21 | nagf_lapackeig_zgelsd Computes the minimum-norm solution to a complex linear least squares problem using singular value decomposition (divide-and-conquer) Related keywords: complex, by matrix; divide-and-conquer method; eigenproblem; least squares; linear least squares; minimal least squares; SVD, singular value decomposition; ZGELSD; |
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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) Related keywords: complex, nonsymmetric matrix; divide-and-conquer method; eigenproblem; least squares; SVD, singular value decomposition; ZGESDD; |
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F08KSF | 16 | nagf_lapackeig_zgebrd Performs a unitary reduction of complex general rectangular matrix to bidiagonal form Related keywords: complex, by matrix; eigenproblem; least squares; unitary transformations; ZGEBRD; |
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F08KTF | 16 | nagf_lapackeig_zungbr Generates unitary transformation matrices from the reduction to bidiagonal form determined by F08KSF Related keywords: eigenproblem; least squares; unitary matrix, generation; unitary transformations; ZUNGBR; |
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F08KUF | 16 | nagf_lapackeig_zunmbr Applies the unitary transformations from reduction to bidiagonal form determined by F08KSF Related keywords: eigenproblem; least squares; unitary transformations; ZUNMBR; |
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F08LEF | 19 | nagf_lapackeig_dgbbrd Performs a reduction of real rectangular band matrix to upper bidiagonal form Related keywords: DGBBRD; eigenproblem; Givens rotations; least squares; matrix, band; real, band, by matrix; |
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F08LSF | 19 | nagf_lapackeig_zgbbrd Reduction of complex rectangular band matrix to upper bidiagonal form Related keywords: eigenproblem; Givens rotations; least squares; matrix, band; real, band, by matrix; ZGBBRD; |
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F08MDF | 22 | nagf_lapackeig_dbdsdc Computes the singular value decomposition of a real bidiagonal matrix, optionally computing the singular vectors (divide-and-conquer) Related keywords: DBDSDC; divide-and-conquer method; eigenproblem; least squares; matrix, band; algorithm; real, bidiagonal matrix; SVD, singular value decomposition; |
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F08MEF | 16 | nagf_lapackeig_dbdsqr Performs an SVD of real bidiagonal matrix reduced from real general matrix Related keywords: DBDSQR; differential qd algorithm; eigenproblem; least squares; matrix, band; algorithm; algorithm; real, bidiagonal matrix; SVD, singular value decomposition; |
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F08MSF | 16 | nagf_lapackeig_zbdsqr Performs an SVD of real bidiagonal matrix reduced from complex general matrix Related keywords: differential qd algorithm; eigenproblem; least squares; matrix, band; algorithm; algorithm; real, bidiagonal matrix; SVD, singular value decomposition; ZBDSQR; |
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F08NAF | 21 | nagf_lapackeig_dgeev Computes all eigenvalues and, optionally, left and/or right eigenvectors of a real nonsymmetric matrix Related keywords: DGEEV; eigenproblem; eigenvalues; eigenvectors; least squares; orthogonal transformations; algorithm; real, nonsymmetric matrix; |
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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 Related keywords: balancing; condition number, matrix; DGEEVX; eigenproblem; eigenvalues; eigenvectors; finance; forward error; least squares; orthogonal transformations; algorithm; real, nonsymmetric matrix; |
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F08NEF | 16 | nagf_lapackeig_dgehrd Performs an orthogonal reduction of real general matrix to upper Hessenberg form Related keywords: DGEHRD; eigenproblem; least squares; orthogonal transformations; real, nonsymmetric matrix; |
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F08NFF | 16 | nagf_lapackeig_dorghr Generates an orthogonal transformation matrix from reduction to Hessenberg form determined by F08NEF Related keywords: DORGHR; eigenproblem; least squares; orthogonal matrix, generation; orthogonal matrix, generation; |
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F08NGF | 16 | nagf_lapackeig_dormhr Applies the orthogonal transformation matrix from reduction to Hessenberg form determined by F08NEF Related keywords: DORMHR; eigenproblem; least squares; orthogonal transformations; |
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F08NHF | 16 | nagf_lapackeig_dgebal Balances a real general matrix Related keywords: balancing; DGEBAL; eigenproblem; least squares; real, nonsymmetric matrix; |
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F08NJF | 16 | nagf_lapackeig_dgebak Transforms eigenvectors of real balanced matrix to those of original matrix supplied to F08NHF Related keywords: balancing; DGEBAK; eigenproblem; eigenvectors; least squares; real, nonsymmetric matrix; |
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F08NNF | 21 | nagf_lapackeig_zgeev Computes all eigenvalues and, optionally, left and/or right eigenvectors of a complex nonsymmetric matrix Related keywords: complex, nonsymmetric matrix; DGEEV; eigenproblem; eigenvalues; eigenvectors; least squares; |
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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 Related keywords: balancing; complex, nonsymmetric matrix; condition number, matrix; DGEEV; eigenproblem; eigenvalues; eigenvectors; finance; forward error; least squares; |
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F08NSF | 16 | nagf_lapackeig_zgehrd Performs a unitary reduction of complex general matrix to upper Hessenberg form Related keywords: complex, nonsymmetric matrix; eigenproblem; least squares; unitary transformations; ZGEHRD; |
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F08NTF | 16 | nagf_lapackeig_zunghr Generates a unitary transformation matrix from reduction to Hessenberg form determined by F08NSF Related keywords: eigenproblem; least squares; unitary matrix, generation; unitary matrix, generation; ZUNGHR; |
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F08NUF | 16 | nagf_lapackeig_zunmhr Applies the unitary transformation matrix from reduction to Hessenberg form determined by F08NSF Related keywords: eigenproblem; least squares; unitary transformations; ZUNMHR; |
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F08NVF | 16 | nagf_lapackeig_zgebal Balances a complex general matrix Related keywords: balancing; complex, nonsymmetric matrix; eigenproblem; least squares; ZGEBAL; |
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F08NWF | 16 | nagf_lapackeig_zgebak Transforms eigenvectors of complex balanced matrix to those of original matrix supplied to F08NVF Related keywords: balancing; complex, nonsymmetric matrix; eigenproblem; least squares; ZGEBAK; |
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F08PAF | 21 | nagf_lapackeig_dgees Computes for real square nonsymmetric matrix, the eigenvalues, the real Schur form, and, optionally, the matrix of Schur vectors Related keywords: DGEES; eigenproblem; eigenvalues; least squares; real, nonsymmetric matrix; Schur form; Schur vectors; |
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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 Related keywords: condition number, matrix; DGEES; eigenproblem; eigenvalues; least squares; real, nonsymmetric matrix; Schur form; Schur vectors; |
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F08PEF | 16 | nagf_lapackeig_dhseqr Computes the eigenvalues and Schur factorization of real upper Hessenberg matrix reduced from real general matrix Related keywords: DHSEQR; eigenproblem; eigenvalues; least squares; real, nonsymmetric matrix; Schur form; |
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F08PKF | 16 | nagf_lapackeig_dhsein Computes selected right and/or left eigenvectors of real upper Hessenberg matrix by inverse iteration Related keywords: DHSEIN; eigenproblem; eigenvectors; inverse iteration; least squares; real, Hessenberg matrix; |
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F08PNF | 21 | nagf_lapackeig_zgees Computes for complex square nonsymmetric matrix, the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors Related keywords: complex, nonsymmetric matrix; eigenproblem; eigenvalues; least squares; Schur form; Schur vectors; ZGEES; |
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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 Related keywords: condition number, matrix; eigenproblem; eigenvalues; least squares; real, nonsymmetric matrix; Schur form; Schur vectors; ZGEESX; |
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F08PSF | 16 | nagf_lapackeig_zhseqr Computes the eigenvalues and Schur factorization of complex upper Hessenberg matrix reduced from complex general matrix Related keywords: complex, Hessenberg matrix; eigenproblem; eigenvalues; least squares; Schur form; ZHSEQR; |
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F08PXF | 16 | nagf_lapackeig_zhsein Computes selected right and/or left eigenvectors of complex upper Hessenberg matrix by inverse iteration Related keywords: complex, Hessenberg matrix; eigenproblem; eigenvectors; inverse iteration; least squares; ZHSEIN; |
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F08QFF | 16 | nagf_lapackeig_dtrexc Reorders a Schur factorization of real matrix using orthogonal similarity transformation Related keywords: DTREXC; eigenproblem; least squares; orthogonal transformations; real, nonsymmetric matrix; Schur form; |
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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 Related keywords: condition number, matrix; DTREXC; eigenproblem; least squares; orthogonal transformations; Schur form; |
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F08QHF | 16 | nagf_lapackeig_dtrsyl Solves the real Sylvester matrix equation , and are upper quasi-triangular or transposes Related keywords: DTRSYL; eigenproblem; least squares; real, quasi-triangular matrix; Sylvester equation; |
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F08QKF | 16 | nagf_lapackeig_dtrevc Computes left and right eigenvectors of real upper quasi-triangular matrix Related keywords: DTREVC; eigenproblem; eigenvectors; least squares; real, quasi-triangular matrix; |
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F08QLF | 16 | nagf_lapackeig_dtrsna Computes estimates of sensitivities of selected eigenvalues and eigenvectors of real upper quasi-triangular matrix Related keywords: condition number, matrix; DTRSNA; eigenproblem; eigenvalues; eigenvectors; least squares; real, quasi-triangular matrix; |
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F08QTF | 16 | nagf_lapackeig_ztrexc Reorders a Schur factorization of complex matrix using unitary similarity transformation Related keywords: eigenproblem; least squares; Schur form; unitary transformations; ZTREXC; |
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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 Related keywords: condition number, matrix; eigenproblem; least squares; Schur form; ZTRSEN; |
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F08QVF | 16 | nagf_lapackeig_ztrsyl Solves the complex Sylvester matrix equation , and are upper triangular or conjugate-transposes Related keywords: complex, triangular matrix; eigenproblem; least squares; Sylvester equation; ZTRSYL; |
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F08QXF | 16 | nagf_lapackeig_ztrevc Computes left and right eigenvectors of complex upper triangular matrix Related keywords: complex, triangular matrix; eigenproblem; eigenvectors; least squares; ZTREVC; |
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F08QYF | 16 | nagf_lapackeig_ztrsna Computes estimates of sensitivities of selected eigenvalues and eigenvectors of complex upper triangular matrix Related keywords: complex, triangular matrix; condition number, matrix; DTRSNA; eigenproblem; eigenvalues; eigenvectors; least squares; |
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F08RAF | 25 | nagf_lapackeig_dorcsd Computes the CS decomposition of an orthogonal matrix partitioned into four real submatrices Related keywords: complete CS decomposition; DORCSD; eigenproblem; GSVD, generalized singular value decomposition; least squares; real, orthogonal matrix; |
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F08RNF | 25 | nagf_lapackeig_zuncsd Computes the CS decomposition of a unitary matrix partitioned into four complex submatrices Related keywords: complete CS decomposition; complex, unitary matrix; eigenproblem; GSVD, generalized singular value decomposition; least squares; ZUNCSD; |
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F08SAF | 21 | nagf_lapackeig_dsygv Computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem Related keywords: DSYGV; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; least squares; real, positive-definite, symmetric matrix; |
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F08SBF | 21 | nagf_lapackeig_dsygvx Computes selected eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem Related keywords: DSYGVX; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; least squares; real, positive-definite, symmetric matrix; |
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F08SCF | 21 | nagf_lapackeig_dsygvd Computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem (divide-and-conquer) Related keywords: divide-and-conquer method; DSYGVD; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; least squares; real, positive-definite, symmetric matrix; |
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F08SEF | 16 | nagf_lapackeig_dsygst Performs a reduction to standard form of real symmetric-definite generalized eigenproblem , or , factorized by F07FDF Related keywords: DSYGST; eigenproblem; eigenproblem, generalized; generalized eigenproblem; least squares; real, positive-definite, symmetric matrix; |
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F08SNF | 21 | nagf_lapackeig_zhegv Computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem Related keywords: complex, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; least squares; ZHEGV; |
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F08SPF | 21 | nagf_lapackeig_zhegvx Computes selected eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem Related keywords: complex, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; least squares; ZHEGVX; |
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F08SQF | 21 | nagf_lapackeig_zhegvd Computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem (divide-and-conquer) Related keywords: complex, Hermitian, positive-definite matrix; divide-and-conquer method; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; least squares; ZHEGVD; |
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F08SSF | 16 | nagf_lapackeig_zhegst Performs a reduction to standard form of complex Hermitian-definite generalized eigenproblem , or , factorized by F07FRF Related keywords: complex, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; generalized eigenproblem; least squares; ZHEGST; |
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F08TAF | 21 | nagf_lapackeig_dspgv Computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem, packed storage Related keywords: DSPGV; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; least squares; real, positive-definite, symmetric matrix; |
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F08TBF | 21 | nagf_lapackeig_dspgvx Computes selected eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem, packed storage Related keywords: DSPGVX; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; least squares; real, positive-definite, symmetric matrix; |
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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) Related keywords: divide-and-conquer method; DSPGVX; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; least squares; real, positive-definite, symmetric matrix; |
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F08TEF | 16 | nagf_lapackeig_dspgst Performs a reduction to standard form of real symmetric-definite generalized eigenproblem , or , packed storage, factorized by F07GDF Related keywords: DSPGVX; eigenproblem; eigenproblem, generalized; generalized eigenproblem; least squares; real, positive-definite, symmetric matrix; |
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F08TNF | 21 | nagf_lapackeig_zhpgv Computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem, packed storage Related keywords: complex, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; least squares; ZHPGV; |
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F08TPF | 21 | nagf_lapackeig_zhpgvx Computes selected eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem, packed storage Related keywords: complex, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; least squares; ZHPGVX; |
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F08TQF | 21 | nagf_lapackeig_zhpgvd Computes selected eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem, packed storage (divide-and-conquer) Related keywords: complex, Hermitian, positive-definite matrix; divide-and-conquer method; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; least squares; ZHPGVD; |
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F08TSF | 16 | nagf_lapackeig_zhpgst Performs a reduction to standard form of complex Hermitian-definite generalized eigenproblem , or , packed storage, factorized by F07GRF Related keywords: complex, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; generalized eigenproblem; least squares; ZHPGVD; |
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F08UAF | 21 | nagf_lapackeig_dsbgv Computes all the eigenvalues, and optionally, the eigenvectors of a real banded generalized symmetric-definite eigenproblem Related keywords: DSBGV; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; least squares; matrix, band; real, band, positive-definite, symmetric matrix; |
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F08UBF | 21 | nagf_lapackeig_dsbgvx Computes selected eigenvalues, and optionally, the eigenvectors of a real banded generalized symmetric-definite eigenproblem Related keywords: DSBGVX; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; least squares; matrix, band; real, band, positive-definite, symmetric matrix; |
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F08UCF | 21 | nagf_lapackeig_dsbgvd Computes all the eigenvalues, and optionally, the eigenvectors of a real banded generalized symmetric-definite eigenproblem (divide-and-conquer) Related keywords: divide-and-conquer method; DSBGVX; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; least squares; matrix, band; real, band, positive-definite, symmetric matrix; |
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F08UEF | 19 | nagf_lapackeig_dsbgst Performs a reduction of real symmetric-definite banded generalized eigenproblem to standard form , such that has the same bandwidth as Related keywords: DSBGST; eigenproblem; eigenproblem, generalized; generalized eigenproblem; least squares; matrix, band; real, band, positive-definite, symmetric matrix; |
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F08UFF | 19 | nagf_lapackeig_dpbstf Computes a split Cholesky factorization of real symmetric positive definite band matrix Related keywords: Cholesky decomposition; DPBSTF; DSBGST; eigenproblem; eigenproblem, generalized; generalized eigenproblem; least squares; matrix, band; real, band, positive-definite, symmetric matrix; |
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F08UNF | 21 | nagf_lapackeig_zhbgv Computes all the eigenvalues, and optionally, the eigenvectors of a complex banded generalized Hermitian-definite eigenproblem Related keywords: complex, band, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; least squares; matrix, band; ZHBGV; |
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F08UPF | 21 | nagf_lapackeig_zhbgvx Computes selected eigenvalues, and optionally, the eigenvectors of a complex banded generalized Hermitian-definite eigenproblem Related keywords: complex, band, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; least squares; matrix, band; ZHBGVX; |
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F08UQF | 21 | nagf_lapackeig_zhbgvd Computes all the eigenvalues, and optionally, the eigenvectors of a complex banded generalized Hermitian-definite eigenproblem (divide-and-conquer) Related keywords: complex, band, Hermitian, positive-definite matrix; divide-and-conquer method; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; least squares; matrix, band; ZHBGVD; |
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F08USF | 19 | nagf_lapackeig_zhbgst Performs a reduction of complex Hermitian-definite banded generalized eigenproblem to standard form , such that has the same bandwidth as Related keywords: complex, band, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; generalized eigenproblem; least squares; matrix, band; ZHBGST; |
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F08UTF | 19 | nagf_lapackeig_zpbstf Computes a split Cholesky factorization of complex Hermitian positive definite band matrix Related keywords: complex, band, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; generalized eigenproblem; least squares; matrix, band; Split Cholesky factorization; ZPBSTF; |
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F08VAF | 21 | nagf_lapackeig_dggsvd Computes the generalized singular value decomposition of a real matrix pair Related keywords: DGGSVD; eigenproblem; GSVD, generalized singular value decomposition; least squares; real, nonsymmetric matrix; SVD, generalized; |
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F08VCF | 26 | nagf_lapackeig_dggsvd3 Computes, using BLAS-3, the generalized singular value decomposition of a real matrix pair Related keywords: DGGSVD3; eigenproblem; GSVD, generalized singular value decomposition; least squares; real, nonsymmetric matrix; SVD, generalized; |
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F08VEF | 22 | nagf_lapackeig_dggsvp Produces orthogonal matrices that simultaneously reduce the by matrix and the by matrix to upper triangular form Related keywords: DGGSVP; eigenproblem; GSVD, generalized singular value decomposition; least squares; orthogonal transformations; real, by matrix; SVD, generalized; |
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F08VGF | 26 | nagf_lapackeig_dggsvp3 Produces orthogonal matrices, using BLAS-3, that simultaneously reduce the by matrix and the by matrix to upper triangular form Related keywords: DGGSVP3; eigenproblem; GSVD, generalized singular value decomposition; least squares; orthogonal transformations; real, by matrix; SVD, generalized; |
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F08VNF | 21 | nagf_lapackeig_zggsvd Computes the generalized singular value decomposition of a complex matrix pair Related keywords: complex, nonsymmetric matrix; eigenproblem; GSVD, generalized singular value decomposition; least squares; SVD, generalized; ZGGSVD; |
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F08VQF | 26 | nagf_lapackeig_zggsvd3 Computes, using BLAS-3, the generalized singular value decomposition of a complex matrix pair Related keywords: complex, nonsymmetric matrix; eigenproblem; GSVD, generalized singular value decomposition; least squares; SVD, generalized; ZGGSVD3; |
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F08VSF | 22 | nagf_lapackeig_zggsvp Produces unitary matrices that simultaneously reduce the complex, by , matrix and the complex, by , matrix to upper triangular form Related keywords: complex, by matrix; eigenproblem; GSVD, generalized singular value decomposition; least squares; orthogonal transformations; SVD, generalized; ZGGSVP; |
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F08VUF | 26 | nagf_lapackeig_zggsvp3 Produces unitary matrices, using BLAS-3, that simultaneously reduce the complex, by , matrix and the complex, by , matrix to upper triangular form Related keywords: complex, by matrix; eigenproblem; GSVD, generalized singular value decomposition; least squares; orthogonal transformations; SVD, generalized; ZGGSVP3; |
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F08WAF | 21 | nagf_lapackeig_dggev Computes, for a real nonsymmetric matrix pair, the generalized eigenvalues, and optionally, the left and/or right generalized eigenvectors Related keywords: DGGEV; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; least squares; real, nonsymmetric matrix; |
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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 Related keywords: balancing; condition number, matrix; DGGEVX; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; finance; forward error; generalized eigenproblem; least squares; real, nonsymmetric matrix; |
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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 Related keywords: DGGEV; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; least squares; real, nonsymmetric matrix; |
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F08WEF | 20 | nagf_lapackeig_dgghrd Performs an orthogonal reduction of a pair of real general matrices to generalized upper Hessenberg form Related keywords: DGGHRD; eigenproblem; eigenproblem, generalized; generalized eigenproblem; least squares; orthogonal transformations; real, nonsymmetric matrix; |
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F08WFF | 26 | nagf_lapackeig_dgghd3 Performs, using BLAS-3, an orthogonal reduction of a pair of real general matrices to generalized upper Hessenberg form Related keywords: DGGHD3; eigenproblem; eigenproblem, generalized; generalized eigenproblem; least squares; orthogonal transformations; real, nonsymmetric matrix; |
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F08WHF | 20 | nagf_lapackeig_dggbal Balances a pair of real, square, matrices Related keywords: balancing; DGGHRD; eigenproblem; eigenproblem, generalized; generalized eigenproblem; least squares; |
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F08WJF | 20 | nagf_lapackeig_dggbak Transforms eigenvectors of a pair of real balanced matrices to those of original matrix pair supplied to F08WHF Related keywords: balancing; DGGBAK; eigenproblem; eigenproblem, generalized; eigenvectors; generalized eigenproblem; least squares; |
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F08WNF | 21 | nagf_lapackeig_zggev Computes, for a complex nonsymmetric matrix pair, the generalized eigenvalues, and optionally, the left and/or right generalized eigenvectors Related keywords: complex, nonsymmetric matrix; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; least squares; ZGGEV; |
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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 Related keywords: balancing; complex, nonsymmetric matrix; condition number, matrix; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; finance; forward error; generalized eigenproblem; least squares; ZGGEVX; |
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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 Related keywords: complex, nonsymmetric matrix; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; least squares; ZGGEV3; |
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F08WSF | 20 | nagf_lapackeig_zgghrd Performs a unitary reduction of a pair of complex general matrices to generalized upper Hessenberg form Related keywords: complex, nonsymmetric matrix; eigenproblem; least squares; unitary transformations; ZGGHRD; |
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F08WTF | 26 | nagf_lapackeig_zgghd3 Performs, using BLAS-3, a unitary reduction of a pair of complex general matrices to generalized upper Hessenberg form Related keywords: complex, nonsymmetric matrix; eigenproblem; least squares; unitary transformations; ZGGHD3; |
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F08WVF | 20 | nagf_lapackeig_zggbal Balances a pair of complex, square, matrices Related keywords: balancing; complex, nonsymmetric matrix; eigenproblem; least squares; ZGGBAL; |
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F08WWF | 20 | nagf_lapackeig_zggbak Transforms eigenvectors of a pair of complex balanced matrices to those of original matrix pair supplied to F08WVF Related keywords: balancing; complex, nonsymmetric matrix; eigenproblem; eigenvectors; least squares; ZGGBAL; |
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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 Related keywords: DGGES; eigenproblem; eigenvalues; generalized Schur form; least squares; real, nonsymmetric matrix; Schur form, generalized; Schur vectors; |
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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 Related keywords: condition number, matrix; DGGESX; eigenproblem; eigenvalues; generalized Schur form; least squares; real, nonsymmetric matrix; Schur form, generalized; Schur vectors; |
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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 Related keywords: DGGES3; eigenproblem; eigenvalues; generalized Schur form; least squares; real, nonsymmetric matrix; Schur form, generalized; Schur vectors; |
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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 Related keywords: DHGEQZ; eigenproblem; eigenvalues; generalized Schur form; least squares; real, Hessenberg matrix; |
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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 Related keywords: complex, nonsymmetric matrix; eigenproblem; eigenproblem, generalized; eigenvalues; generalized eigenproblem; generalized Schur form; least squares; Schur vectors; ZGGES; |
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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 Related keywords: complex, nonsymmetric matrix; condition number, matrix; eigenproblem; eigenproblem, generalized; eigenvalues; generalized eigenproblem; generalized Schur form; least squares; Schur vectors; ZGGES; |
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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 Related keywords: complex, nonsymmetric matrix; eigenproblem; eigenproblem, generalized; eigenvalues; generalized eigenproblem; generalized Schur form; least squares; Schur vectors; ZGGES3; |
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F08XSF | 20 | nagf_lapackeig_zhgeqz Eigenvalues and generalized Schur factorization of complex generalized upper Hessenberg form reduced from a pair of complex, square, matrices Related keywords: complex, Hermitian, indefinite matrix; eigenproblem; eigenproblem, generalized; eigenvalues; generalized eigenproblem; generalized Schur form; least squares; QZ algorithm; ZHGEQZ; |
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F08YEF | 22 | nagf_lapackeig_dtgsja Computes the generalized singular value decomposition of a real upper triangular (or trapezoidal) matrix pair Related keywords: DTGSJA; eigenproblem; GSVD, generalized singular value decomposition; least squares; real, trapezoidal matrix; real, triangular matrix; SVD, generalized; |
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F08YFF | 22 | nagf_lapackeig_dtgexc Reorders the generalized real Schur decomposition of a real matrix pair using an orthogonal equivalence transformation Related keywords: DTGEXC; eigenproblem; generalized Schur form; least squares; orthogonal transformations; |
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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 Related keywords: condition number, matrix; DTGSEN; eigenproblem; eigenvalues; generalized Schur form; least squares; orthogonal transformations; real, nonsymmetric matrix; |
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F08YHF | 22 | nagf_lapackeig_dtgsyl Solves the real-valued, generalized, quasi-trangular, Sylvester equation Related keywords: DTGSYL; eigenproblem; least squares; real, quasi-triangular matrix; Sylvester equation; |
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F08YKF | 20 | nagf_lapackeig_dtgevc Computes right and left generalized eigenvectors of the matrix pair which is assumed to be in generalized upper Schur form Related keywords: DTGEVC; eigenproblem; eigenvectors; generalized Schur form; least squares; |
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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 Related keywords: condition number, matrix; DTGSNA; eigenproblem; generalized Schur form; least squares; real, nonsymmetric matrix; |
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F08YSF | 22 | nagf_lapackeig_ztgsja Computes the generalized singular value decomposition of a complex upper triangular (or trapezoidal) matrix pair Related keywords: complex, trapezoidal matrix; complex, triangular matrix; eigenproblem; GSVD, generalized singular value decomposition; least squares; ZTGSJA; |
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F08YTF | 22 | nagf_lapackeig_ztgexc Reorders the generalized Schur decomposition of a complex matrix pair using an unitary equivalence transformation Related keywords: complex, nonsymmetric matrix; eigenproblem; generalized Schur form; least squares; unitary transformations; ZTGEXC; |
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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 Related keywords: complex, nonsymmetric matrix; condition number, matrix; eigenproblem; eigenvalues; generalized Schur form; least squares; unitary transformations; ZTGEXC; |
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F08YVF | 22 | nagf_lapackeig_ztgsyl Solves the complex generalized Sylvester equation Related keywords: complex, triangular matrix; eigenproblem; least squares; Sylvester equation; ZTGSYL; |
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F08YXF | 20 | nagf_lapackeig_ztgevc Computes left and right eigenvectors of a pair of complex upper triangular matrices Related keywords: complex, triangular matrix; eigenproblem; eigenvectors; generalized Schur form; least squares; ZTGEVC; |
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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 Related keywords: complex, nonsymmetric matrix; condition number, matrix; eigenproblem; generalized Schur form; least squares; ZTGSNA; |
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F08ZAF | 21 | nagf_lapackeig_dgglse Solves the real linear equality-constrained least squares (LSE) problem Related keywords: DGGLSE; eigenproblem; least squares; linear least squares; real, by matrix; RQ factorizations; |
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F08ZBF | 21 | nagf_lapackeig_dggglm Solves a real general Gauss–Markov linear model (GLM) problem Related keywords: DGGGLM; eigenproblem; Gauss–Markov linear model; least squares; factorization; real, by matrix; |
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F08ZEF | 22 | nagf_lapackeig_dggqrf Computes a generalized factorization of a real matrix pair Related keywords: DGGQRF; eigenproblem; least squares; factorization; real, by matrix; |
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F08ZFF | 22 | nagf_lapackeig_dggrqf Computes a generalized factorization of a real matrix pair Related keywords: DGGRQF; eigenproblem; least squares; real, by matrix; RQ factorizations; |
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F08ZNF | 21 | nagf_lapackeig_zgglse Solves the complex linear equality-constrained least squares (LSE) problem Related keywords: complex, by matrix; eigenproblem; least squares; linear least squares; RQ factorizations; ZGGLSE; |
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F08ZPF | 21 | nagf_lapackeig_zggglm Solves a complex general Gauss–Markov linear model (GLM) problem Related keywords: complex, by matrix; eigenproblem; Gauss–Markov linear model; least squares; ZGGGLM; |
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F08ZSF | 22 | nagf_lapackeig_zggqrf Computes a generalized factorization of a complex matrix pair Related keywords: complex, by matrix; eigenproblem; least squares; factorization; ZGGQRF; |
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F08ZTF | 22 | nagf_lapackeig_zggrqf Computes a generalized factorization of a complex matrix pair Related keywords: complex, by matrix; eigenproblem; least squares; RQ factorizations; ZGGRQF; |
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Laplace's equation | D03EAF | 7 | nagf_pde_2d_laplace Elliptic PDE, Laplace's equation, two-dimensional arbitrary domain Related keywords: elliptic partial differential equations; PDE, partial differential equations; |
D03EBF | 7 | nagf_pde_2d_ellip_fd Elliptic PDE, solution of finite difference equations by SIP, five-point two-dimensional molecule, iterate to convergence Related keywords: elliptic partial differential equations; PDE, partial differential equations; Stone's strongly implicit procedure; |
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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 Related keywords: cuboid; elliptic partial differential equations; PDE, partial differential equations; Stone's strongly implicit procedure; |
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Laplace transform | C06LAF | 12 | nagf_sum_invlaplace_crump Inverse Laplace transform, Crump's method Related keywords: Crump's method; inverse Laplace transform; summation of series; |
C06LBF | 14 | nagf_sum_invlaplace_weeks Inverse Laplace transform, modified Weeks' method Related keywords: inverse Laplace transform; summation of series; Weeks method; |
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large scale eigenproblems | F02EKF | 24 | nagf_eigen_real_gen_sparse_arnoldi Selected eigenvalues and eigenvectors of a real sparse general matrix Related keywords: big data; data analytics; eigenvalues; eigenvectors; matrix, sparse; real, sparse matrix; |
F02FKF | 25 | nagf_eigen_real_symm_sparse_arnoldi Selected eigenvalues and eigenvectors of a real symmetric sparse matrix Related keywords: big data; data analytics; eigenproblem; eigenvalues; eigenvalues; eigenvectors; eigenvectors; matrix, sparse; real, sparse, symmetric matrix; sparse eigenproblem; |
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F12 Chapter Introduction | Large Scale Eigenproblems Related keywords: big data; data analytics; |
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large scale linear systems | F11 Chapter Introduction | Large Scale Linear Systems Related keywords: big data; data analytics; |
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largest floating-point number | X02ALF | 12 | nagf_machine_real_largest The largest positive model number Related keywords: machine constants; |
largest integer | X02BBF | 5 | nagf_machine_integer_max The largest representable integer Related keywords: machine constants; |
largest trigonometric function argument | X02AHF | 9 | nagf_machine_sinarg_max The largest permissible argument for sin and cos Related keywords: machine constants; |
LARS | G02MAF | 25 | nagf_correg_lars Least angle regression (LARS), least absolute shrinkage and selection operator (LASSO) and forward stagewise regression Related keywords: big data; correlation analysis; data analytics; forward stagewise; LASSO; least angle regression; model selection; nonlinear regression; polynomial regression; regression analysis; |
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 Related keywords: big data; correlation analysis; cross-product; data analytics; forward stagewise; LASSO; least angle regression; model selection; nonlinear regression; polynomial regression; regression analysis; |
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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 Related keywords: big data; correlation analysis; data analytics; forward stagewise; LASSO; least angle regression; nonlinear regression; polynomial regression; regression analysis; |
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LASSO | G02MAF | 25 | nagf_correg_lars Least angle regression (LARS), least absolute shrinkage and selection operator (LASSO) and forward stagewise regression Related keywords: big data; correlation analysis; data analytics; forward stagewise; LARS; least angle regression; model selection; nonlinear regression; polynomial regression; regression analysis; |
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 Related keywords: big data; correlation analysis; cross-product; data analytics; forward stagewise; LARS; least angle regression; model selection; nonlinear regression; polynomial regression; regression analysis; |
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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 Related keywords: big data; correlation analysis; data analytics; forward stagewise; LARS; least angle regression; nonlinear regression; polynomial regression; regression analysis; |
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latent variable model | G11SAF | 12 | nagf_contab_binary Contingency table, latent variable model for binary data Related keywords: contingency table analysis; factor scores; score patterns; theta scores; |
decomposition | F01MCF | 8 | nagf_matop_real_vband_posdef_fac factorization of real symmetric positive definite variable-bandwidth matrix Related keywords: inversion; matrix, band; matrix operations; real, band, positive-definite, symmetric matrix; |
F07MNF | 21 | nagf_lapacklin_zhesv Computes the solution to a complex Hermitian system of linear equations Related keywords: complex, Hermitian, indefinite matrix; diagonal pivoting method; LAPACK; linear equations; decomposition; ZHESV; |
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F07MPF | 21 | nagf_lapacklin_zhesvx Uses the diagonal pivoting factorization to compute the solution to a complex Hermitian system of linear equations Related keywords: backward error; complex, Hermitian, indefinite matrix; diagonal pivoting method; forward error; LAPACK; linear equations; decomposition; ZHESVX; |
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F07NNF | 21 | nagf_lapacklin_zsysv Computes the solution to a complex symmetric system of linear equations Related keywords: complex, symmetric matrix; diagonal pivoting method; LAPACK; linear equations; decomposition; ZSYSV; |
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F07NPF | 21 | nagf_lapacklin_zsysvx Uses the diagonal pivoting factorization to compute the solution to a complex symmetric system of linear equations Related keywords: backward error; complex, symmetric matrix; diagonal pivoting method; forward error; LAPACK; linear equations; decomposition; ZSYSVX; |
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F07PAF | 21 | nagf_lapacklin_dspsv Computes the solution to a real symmetric system of linear equations, packed storage Related keywords: diagonal pivoting method; DSPSV; LAPACK; linear equations; real, indefinite, symmetric matrix; decomposition; |
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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 Related keywords: backward error; condition number, matrix; diagonal pivoting method; DSPSVX; error bound, matrix; forward error; LAPACK; linear equations; real, indefinite, symmetric matrix; decomposition; |
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F07PNF | 21 | nagf_lapacklin_zhpsv Computes the solution to a complex Hermitian system of linear equations, packed storage Related keywords: complex, Hermitian, indefinite matrix; diagonal pivoting method; inverse, matrix; LAPACK; linear equations; decomposition; ZHPSV; |
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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 Related keywords: backward error; complex, Hermitian, indefinite matrix; diagonal pivoting method; forward error; inverse, matrix; LAPACK; linear equations; decomposition; ZHPSVX; |
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F07QNF | 21 | nagf_lapacklin_zspsv Computes the solution to a complex symmetric system of linear equations, packed storage Related keywords: complex, symmetric matrix; diagonal pivoting method; LAPACK; linear equations; decomposition; ZSPSV; |
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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 Related keywords: backward error; complex, symmetric matrix; diagonal pivoting method; forward error; LAPACK; linear equations; decomposition; ZSPSVX; |
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F08JUF | 16 | nagf_lapackeig_zpteqr Computes all eigenvalues and eigenvectors of real symmetric positive definite tridiagonal matrix, reduced from complex Hermitian positive definite matrix Related keywords: eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; real, symmetric, tridiagonal matrix; ZPTEQR; |
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LDLT decomposition | F07MAF | 21 | nagf_lapacklin_dsysv Computes the solution to a real symmetric system of linear equations Related keywords: diagonal pivoting method; DSYSV; LAPACK; linear equations; real, indefinite, symmetric matrix; decompositiuon; |
F07MBF | 21 | nagf_lapacklin_dsysvx Uses the diagonal pivoting factorization to compute the solution to a real symmetric system of linear equations Related keywords: backward error; diagonal pivoting method; DSYSVX; forward error; LAPACK; linear equations; real, indefinite, symmetric matrix; decompositiuon; |
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least angle regression | G02MAF | 25 | nagf_correg_lars Least angle regression (LARS), least absolute shrinkage and selection operator (LASSO) and forward stagewise regression Related keywords: big data; correlation analysis; data analytics; forward stagewise; LARS; LASSO; model selection; nonlinear regression; polynomial regression; regression analysis; |
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 Related keywords: big data; correlation analysis; cross-product; data analytics; forward stagewise; LARS; LASSO; model selection; nonlinear regression; polynomial regression; regression analysis; |
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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 Related keywords: big data; correlation analysis; data analytics; forward stagewise; LARS; LASSO; nonlinear regression; polynomial regression; regression analysis; |
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least squares | E02ADF | 5 | nagf_fit_1dcheb_arb Least squares curve fit, by polynomials, arbitrary data points Related keywords: curve and surface fitting; polynomial approximation; |
E02AFF | 5 | nagf_fit_1dcheb_glp Least squares polynomial fit, special data points (including interpolation) Related keywords: curve and surface fitting; polynomial approximation; |
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E02AGF | 8 | nagf_fit_1dcheb_con Least squares polynomial fit, values and derivatives may be constrained, arbitrary data points Related keywords: curve and surface fitting; polynomial approximation; |
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E02BAF | 5 | nagf_fit_1dspline_knots Least squares curve cubic spline fit (including interpolation) Related keywords: B-splines; cubic splines; curve and surface fitting; knots; |
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E02BEF | 13 | nagf_fit_1dspline_auto Least squares cubic spline curve fit, automatic knot placement Related keywords: B-splines; cubic splines; curve and surface fitting; smoothing; |
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E02CAF | 7 | nagf_fit_2dcheb_lines Least squares surface fit by polynomials, data on lines parallel to one independent coordinate axis Related keywords: bivariate polynomial approximation; Chebyshev polynomial approximation; curve and surface fitting; data-on-lines polynomial approximation; polynomial approximation; two-dimensional polynomial approximation; |
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E02DAF | 6 | nagf_fit_2dspline_panel Least squares surface fit, bicubic splines Related keywords: bicubic splines; B-splines; curve and surface fitting; knots; two-dimensional spline approximation; |
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E02DCF | 13 | nagf_fit_2dspline_grid Least squares surface fit by bicubic splines with automatic knot placement, data on rectangular grid Related keywords: bicubic splines; B-splines; curve and surface fitting; smoothing; two-dimensional spline approximation; |
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E02DDF | 13 | nagf_fit_2dspline_sctr Least squares surface fit by bicubic splines with automatic knot placement, scattered data Related keywords: bicubic splines; B-splines; curve and surface fitting; scattered data; smoothing; |
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E04NCF | 12 | nagf_opt_lsq_lincon_solve_old Linear programming (LP) convex quadratic programming (QP) or linearly-constrained linear least squares problem, dense Related keywords: active-set; convex optimization; data fitting; finance; maximizing a function; minimizing a function; nonlinear least squares; optimization; QP, quadratic programming; |
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E04NDF | 12 | nagf_opt_lsq_lincon_option_file_old Supply values for E04NCF from external file Related keywords: convex optimization; maximizing a function; minimizing a function; optimization; options, computational; QP, quadratic programming; |
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E04NEF | 12 | nagf_opt_lsq_lincon_option_string_old Supply values to E04NCF from a character string Related keywords: maximizing a function; minimizing a function; optimization; options, computational; QP, quadratic programming; |
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F04QAF | 11 | nagf_linsys_real_gen_sparse_lsqsol Sparse linear least squares problem, real equations in unknowns Related keywords: big data; data analytics; matrix, sparse; real, by matrix; regression; ridge; simultaneous linear equations; |
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F04YAF | 11 | nagf_linsys_real_gen_lsq_covmat Covariance matrix for linear least squares problems, real equations in unknowns Related keywords: big data; covariance matrix; data analytics; real, by matrix; simultaneous linear equations; |
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F08 Chapter Introduction | Least Squares and Eigenvalue Problems (LAPACK) Related keywords: eigenproblem; LAPACK; |
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least squares fitting | 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) Related keywords: initialization; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; SDP; semidefinite programming; |
E04RDF | 26 | nagf_opt_sdp_read_sdpa A reader of sparse SDPA data files for linear SDP problems Related keywords: linear matrix inequality; LMI; matrix constraints; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; SDP; semidefinite programming; service routine; |
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E04REF | 26 | nagf_opt_handle_set_linobj Define a linear objective function to a problem initialized by E04RAF Related keywords: maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; |
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E04RFF | 26 | nagf_opt_handle_set_quadobj Define a linear or a quadratic objective function to a problem initialized by E04RAF Related keywords: maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; QP; |
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E04RGF | 26 | nagf_opt_handle_set_nlnobj Define a nonlinear objective function to a problem initialized by E04RAF Related keywords: maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; NLP; optimization; optimization; |
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E04RHF | 26 | nagf_opt_handle_set_simplebounds Define bounds of variables of a problem initialized by E04RAF Related keywords: bound box; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; |
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E04RJF | 26 | nagf_opt_handle_set_linconstr Define a block of linear constraints to a problem initialized by E04RAF Related keywords: linearly-constrained; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; |
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E04RKF | 26 | nagf_opt_handle_set_nlnconstr Define a block of nonlinear constraints to a problem initialized by E04RAF Related keywords: maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; NLP; nonlinearly-constrained; optimization; optimization; |
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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 Related keywords: maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; NLP; optimization; optimization; |
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E04RMF | 26 | nagf_opt_handle_set_nlnls Define a nonlinear least squares objective function to a problem initialized by E04RAF Related keywords: calibration; data fitting; derivative-free optimization; DFO; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; NLP; nonlinear least squares; optimization; optimization; optimization; sum of squares; |
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E04RNF | 26 | nagf_opt_handle_set_linmatineq Add one or more linear matrix inequality constraints to a problem initialized by E04RAF Related keywords: linear matrix inequality; LMI; matrix constraints; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; |
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E04RPF | 26 | nagf_opt_handle_set_quadmatineq Define bilinear matrix terms to a problem initialized by E04RAF Related keywords: bilinear matrix inequality; BMI; matrix constraints; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; |
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E04RZF | 26 | nagf_opt_handle_free Destroy the problem handle initialized by E04RAF and deallocate all the memory used Related keywords: free; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; |
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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 Related keywords: interior point method; IPM; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; NLP; nonlinear programming; optimization; optimization; |
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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) Related keywords: bilinear matrix inequality; BMI; generalized augmented Lagrangian method; Lagrangian; linear matrix inequality; LMI; matrix constraints; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; monitoring information; optimization; optimization; SDP; semidefinite programming; |
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E04ZMF | 26 | nagf_opt_handle_opt_set Option setting routine for the solvers from the NAG optimization modelling suite Related keywords: maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; |
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E04ZNF | 26 | nagf_opt_handle_opt_get Option getting routine for the solvers from the NAG optimization modelling suite Related keywords: maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; |
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leave-one-out | G05PVF | 25 | nagf_rand_kfold_xyw Permutes a matrix, vector, vector triplet into a form suitable for -fold cross validation Related keywords: big data; cross-validation; CV; data analytics; jacknife; k-fold; LOO; permute; random number generators; |
Legendre functions | S22AAF | 20 | nagf_specfun_legendre_p Legendre functions of 1st kind or Related keywords: approximations of special functions; finance; |
library details | A00AAF | 18 | nagf_info_impl_details Library identification, details of implementation and mark Related keywords: identification; implementation details; library identification; mark; |
A00ADF | 22 | nagf_info_impl_details_separate Library identification, details of implementation, major and minor marks Related keywords: identification; implementation details; library identification; mark; |
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library identification | A00 Chapter Introduction | Library Identification | |
licence, availability check | A00ACF | 21 | nagf_info_licence Check availability of a valid licence key Related keywords: library identification; |
linear algebra support routines | F06 Chapter Introduction | Linear Algebra Support Routines Related keywords: BLAS; |
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linear algebra support routines; | F06WAF | 23 | nagf_blas_dlansf 1-norm, -norm, Frobenius norm, largest absolute element, real symmetric matrix, Rectangular Full Packed format Related keywords: 1-norm; BLAS; BLAS; blas, real matrices; dlansf; Frobenius norm; infinity-norm; linear algebra support routines; real, symmetric matrix; |
F06WBF | 23 | nagf_blas_dtfsm Solves a system of equations with multiple right-hand sides, real triangular coefficient matrix, Rectangular Full Packed format Related keywords: BLAS; BLAS; blas, real matrices; dtfsm; linear algebra support routines; linear equations; real, triangular matrix; |
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F06WNF | 23 | nagf_blas_zlanhf 1-norm, -norm, Frobenius norm, largest absolute element, complex Hermitian matrix, Rectangular Full Packed format Related keywords: 1-norm; BLAS; BLAS; blas, complex matrices; complex, Hermitian matrix; Frobenius norm; infinity-norm; linear algebra support routines; zlanhf; |
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F06WPF | 23 | nagf_blas_ztfsm Solves system of equations with multiple right-hand sides, complex triangular coefficient matrix, Rectangular Full Packed format Related keywords: BLAS; BLAS; blas, complex matrices; complex, triangular matrix; linear algebra support routines; linear equations; ztfsm; |
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linear equations | F04AXF | 7 | nagf_linsys_real_sparse_fac_solve Solution of real sparse simultaneous linear equations (coefficient matrix already factorized) Related keywords: big data; data analytics; matrix, sparse; real, sparse matrix; simultaneous linear equations; |
F04BAF | 21 | nagf_linsys_real_square_solve Computes the solution, estimated condition number and error-bound to a real system of linear equations Related keywords: big data; data analytics; forward error; real, nonsymmetric matrix; simultaneous linear equations; |
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F04BBF | 21 | nagf_linsys_real_band_solve Computes the solution, estimated condition number and error-bound to a real banded system of linear equations Related keywords: big data; data analytics; forward error; matrix, band; real, band matrix; simultaneous linear equations; |
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F04BCF | 21 | nagf_linsys_real_tridiag_solve Computes the solution, estimated condition number and error-bound to a real tridiagonal system of linear equations Related keywords: big data; data analytics; forward error; matrix, band; real, tridiagonal matrix; simultaneous linear equations; |
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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 Related keywords: big data; data analytics; forward error; real, positive-definite, symmetric matrix; simultaneous linear equations; |
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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 Related keywords: big data; data analytics; forward error; real, positive-definite, symmetric matrix; simultaneous linear equations; |
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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 Related keywords: big data; data analytics; forward error; real, band, positive-definite, symmetric matrix; simultaneous linear equations; |
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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 Related keywords: big data; data analytics; forward error; real, positive-definite, symmetric, tridiagonal matrix; simultaneous linear equations; |
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F04BHF | 21 | nagf_linsys_real_symm_solve Computes the solution, estimated condition number and error-bound to a real symmetric system of linear equations Related keywords: big data; data analytics; forward error; real, indefinite, symmetric matrix; simultaneous linear equations; |
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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 Related keywords: big data; data analytics; forward error; real, indefinite, symmetric matrix; simultaneous linear equations; |
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F04CAF | 21 | nagf_linsys_complex_square_solve Computes the solution, estimated condition number and error-bound to a complex system of linear equations Related keywords: big data; complex, nonsymmetric matrix; data analytics; forward error; simultaneous linear equations; |
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F04CBF | 21 | nagf_linsys_complex_band_solve Computes the solution, estimated condition number and error-bound to a complex banded system of linear equations Related keywords: big data; complex, band matrix; data analytics; forward error; matrix, band; simultaneous linear equations; |
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F04CCF | 21 | nagf_linsys_complex_tridiag_solve Computes the solution, estimated condition number and error-bound to a complex tridiagonal system of linear equations Related keywords: big data; complex, tridiagonal matrix; data analytics; forward error; matrix, band; simultaneous linear equations; |
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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 Related keywords: big data; complex, Hermitian, positive-definite matrix; data analytics; forward error; simultaneous linear equations; |
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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 Related keywords: big data; complex, Hermitian, positive-definite matrix; data analytics; forward error; simultaneous linear equations; |
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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 Related keywords: big data; complex, band, Hermitian, positive-definite matrix; data analytics; forward error; matrix, band; simultaneous linear equations; |
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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 Related keywords: big data; complex, Hermitian, positive-definite, tridiagonal matrix; data analytics; forward error; matrix, band; simultaneous linear equations; |
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F04CHF | 21 | nagf_linsys_complex_herm_solve Computes the solution and error-bound to a complex Hermitian system of linear equations Related keywords: big data; complex, Hermitian, indefinite matrix; data analytics; forward error; simultaneous linear equations; |
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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 Related keywords: big data; complex, Hermitian, indefinite matrix; data analytics; forward error; simultaneous linear equations; |
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F04DHF | 21 | nagf_linsys_complex_symm_solve Computes the solution, estimated condition number and error-bound to a complex symmetric system of linear equations Related keywords: big data; complex, symmetric matrix; data analytics; forward error; simultaneous linear equations; |
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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 Related keywords: big data; complex, symmetric matrix; data analytics; forward error; simultaneous linear equations; |
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F04LEF | 11 | nagf_linsys_real_tridiag_fac_solve Solution of real tridiagonal simultaneous linear equations (coefficient matrix already factorized by F01LEF) Related keywords: big data; data analytics; matrix, band; real, tridiagonal matrix; simultaneous linear equations; |
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F04LHF | 13 | nagf_linsys_real_blkdiag_fac_solve Solution of real almost block diagonal simultaneous linear equations (coefficient matrix already factorized by F01LHF) Related keywords: big data; data analytics; real, almost block-diagonal matrix; simultaneous linear equations; |
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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) Related keywords: big data; data analytics; matrix, band; real, band, positive-definite, symmetric matrix; simultaneous linear equations; |
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F06PJF | 12 | nagf_blas_dtrsv System of equations, real triangular matrix Related keywords: BLAS; blas, real matrices; dtrsv; finance; linear algebra support routines; real, triangular matrix; |
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F06PKF | 12 | nagf_blas_dtbsv System of equations, real triangular band matrix Related keywords: BLAS; blas, real matrices; dtbsv; linear algebra support routines; matrix, band; real, band, triangular matrix; |
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F06PLF | 12 | nagf_blas_dtpsv System of equations, real triangular packed matrix Related keywords: BLAS; blas, real matrices; dtpsv; linear algebra support routines; real, triangular matrix; |
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F06SJF | 12 | nagf_blas_ztrsv System of equations, complex triangular matrix Related keywords: BLAS; blas, complex matrices; complex, triangular matrix; linear algebra support routines; ztrsv; |
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F06SKF | 12 | nagf_blas_ztbsv System of equations, complex triangular band matrix Related keywords: BLAS; blas, complex matrices; complex, band, triangular matrix; linear algebra support routines; matrix, band; ztbsv; |
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F06SLF | 12 | nagf_blas_ztpsv System of equations, complex triangular packed matrix Related keywords: BLAS; blas, complex matrices; complex, triangular matrix; linear algebra support routines; ztbsv; |
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F06WBF | 23 | nagf_blas_dtfsm Solves a system of equations with multiple right-hand sides, real triangular coefficient matrix, Rectangular Full Packed format Related keywords: BLAS; BLAS; blas, real matrices; dtfsm; linear algebra support routines; linear algebra support routines;; real, triangular matrix; |
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F06WPF | 23 | nagf_blas_ztfsm Solves system of equations with multiple right-hand sides, complex triangular coefficient matrix, Rectangular Full Packed format Related keywords: BLAS; BLAS; blas, complex matrices; complex, triangular matrix; linear algebra support routines; linear algebra support routines;; ztfsm; |
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F06YJF | 14 | nagf_blas_dtrsm Solves a system of equations with multiple right-hand sides, real triangular coefficient matrix Related keywords: BLAS; blas, real matrices; finance; linear algebra support routines; real, triangular matrix; |
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F07 Chapter Introduction | Linear Equations (LAPACK) Related keywords: LAPACK; |
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F11MFF | 21 | nagf_sparse_direct_real_gen_solve Solution of real sparse simultaneous linear equations (coefficient matrix already factorized) Related keywords: big data; data analytics; discretised system; large scale linear systems; real, sparse matrix; sparse linear system; |
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F11MHF | 21 | nagf_sparse_direct_real_gen_refine Refined solution with error bounds of real system of linear equations, multiple right-hand sides Related keywords: backward error; big data; data analytics; forward error; large scale linear systems; real, sparse matrix; |
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F11MMF | 21 | nagf_sparse_direct_real_gen_diag Real sparse nonsymmetric linear systems, diagnostic for F11MEF Related keywords: big data; data analytics; large scale linear systems; real, sparse matrix; |
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linear equations, direct method, setup | F11MDF | 21 | nagf_sparse_direct_real_gen_setup Real sparse nonsymmetric linear systems, setup for F11MEF Related keywords: big data; data analytics; large scale linear systems; real, sparse matrix; |
linear equations, iterative method | F11BEF | 19 | nagf_sparse_real_gen_basic_solver Real sparse nonsymmetric linear systems, preconditioned RGMRES, CGS, Bi-CGSTAB or TFQMR method Related keywords: Bi-CGSTAB; big data; CGS, conjugate gradient method; data analytics; iterative methods, linear equations; large scale linear systems; real, sparse matrix; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; |
F11BSF | 19 | nagf_sparse_complex_gen_basic_solver Complex sparse non-Hermitian linear systems, preconditioned RGMRES, CGS, Bi-CGSTAB or TFQMR method Related keywords: Bi-CGSTAB; big data; CGS, conjugate gradient method; complex, sparse matrix; data analytics; iterative methods, linear equations; large scale linear systems; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; |
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F11DBF | 18 | nagf_sparse_real_gen_precon_ilu_solve Solution of linear system involving incomplete preconditioning matrix generated by F11DAF Related keywords: big data; data analytics; incomplete factorization; iterative methods, linear equations; large scale linear systems; real, sparse matrix; |
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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 Related keywords: Bi-CGSTAB; big data; CGS, conjugate gradient method; data analytics; incomplete factorization; iterative methods, linear equations; large scale linear systems; real, sparse matrix; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; |
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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) Related keywords: Bi-CGSTAB; big data; CGS, conjugate gradient method; data analytics; iterative methods, linear equations; Jacobi preconditioning; large scale linear systems; real, sparse matrix; RGMRES, restarted generalized minimum residual method; SSOR method, symmetric successive over-relaxation; TFQMR, transpose-free quasi-minimal residual method; |
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F11DGF | 24 | nagf_sparse_real_gen_solve_bdilu Solution of real sparse nonsymmetric linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, incomplete block diagonal preconditioner computed by F11DFF Related keywords: additive Schwarz preconditioner; Bi-CGSTAB; big data; CGS, conjugate gradient method; data analytics; incomplete factorization; iterative methods, linear equations; large scale linear systems; real, sparse matrix; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; |
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F11DPF | 19 | nagf_sparse_complex_gen_precon_ilu_solve Solution of complex linear system involving incomplete preconditioning matrix generated by F11DNF Related keywords: big data; complex, sparse matrix; data analytics; incomplete factorization; iterative methods, linear equations; large scale linear systems; |
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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) Related keywords: Bi-CGSTAB; big data; CGS, conjugate gradient method; complex, sparse matrix; data analytics; incomplete factorization; iterative methods, linear equations; large scale linear systems; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; |
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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 Related keywords: Bi-CGSTAB; big data; CGS, conjugate gradient method; complex, sparse matrix; data analytics; iterative methods, linear equations; Jacobi preconditioning; large scale linear systems; RGMRES, restarted generalized minimum residual method; SSOR method, symmetric successive over-relaxation; TFQMR, transpose-free quasi-minimal residual method; |
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F11DUF | 24 | nagf_sparse_complex_gen_solve_bdilu Solution of complex, sparse, non-Hermitian linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, incomplete block diagonal preconditioner computed by F11DTF Related keywords: additive Schwarz preconditioner; Bi-CGSTAB; big data; CGS, conjugate gradient method; complex, sparse matrix; data analytics; incomplete factorization; iterative methods, linear equations; large scale linear systems; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; |
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F11GEF | 20 | nagf_sparse_real_symm_basic_solver Real sparse symmetric linear systems, preconditioned conjugate gradient or Lanczos method or the MINRES algorithm Related keywords: big data; CGS, conjugate gradient method; data analytics; iterative methods, linear equations; Lanczos method, linear equations; large scale linear systems; MINRES, iterative linear equation solver; real, sparse, symmetric matrix; |
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F11GSF | 20 | nagf_sparse_complex_herm_basic_solver Complex sparse Hermitian linear systems, preconditioned conjugate gradient or Lanczos Related keywords: big data; CGS, conjugate gradient method; complex, Hermitian, sparse matrix; data analytics; iterative methods, linear equations; Lanczos method, linear equations; large scale linear systems; |
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F11JBF | 17 | nagf_sparse_real_symm_precon_ichol_solve Solution of linear system involving incomplete Cholesky preconditioning matrix generated by F11JAF Related keywords: big data; data analytics; incomplete Cholesky factorization; iterative methods, linear equations; large scale linear systems; real, sparse, symmetric matrix; |
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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) Related keywords: big data; CGS, conjugate gradient method; data analytics; incomplete Cholesky factorization; iterative methods, linear equations; Lanczos method, linear equations; large scale linear systems; real, sparse, symmetric matrix; |
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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) Related keywords: big data; CGS, conjugate gradient method; data analytics; iterative methods, linear equations; Jacobi preconditioning; Lanczos method, linear equations; large scale linear systems; real, sparse, symmetric matrix; SSOR method, symmetric successive over-relaxation; |
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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) Related keywords: big data; complex, Hermitian, sparse matrix; conjugate gradient method; data analytics; iterative methods, linear equations; Lanczos method, linear equations; large scale linear systems; sparse linear equations; |
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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 Related keywords: big data; complex, Hermitian, sparse matrix; data analytics; iterative methods, linear equations; large scale linear systems; sparse linear equations; SSOR method, symmetric successive over-relaxation; |
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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) Related keywords: big data; complex, Hermitian, sparse matrix; conjugate gradient method; data analytics; iterative methods, linear equations; Jacobi method; Lanczos method, linear equations; large scale linear systems; sparse linear equations; SSOR method, symmetric successive over-relaxation; |
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linear equations, iterative method, diagnostic | F11BFF | 19 | nagf_sparse_real_gen_basic_diag Real sparse nonsymmetric linear systems, diagnostic for F11BEF Related keywords: big data; data analytics; large scale linear systems; real, sparse matrix; |
F11BTF | 19 | nagf_sparse_complex_gen_basic_diag Complex sparse non-Hermitian linear systems, diagnostic for F11BSF Related keywords: big data; complex, sparse matrix; data analytics; large scale linear systems; |
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F11GFF | 20 | nagf_sparse_real_symm_basic_diag Real sparse symmetric linear systems, diagnostic for F11GEF Related keywords: big data; data analytics; large scale linear systems; real, sparse, symmetric matrix; |
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F11GTF | 20 | nagf_sparse_complex_herm_basic_diag Complex sparse Hermitian linear systems, diagnostic for F11GSF Related keywords: big data; complex, Hermitian, sparse matrix; data analytics; large scale linear systems; |
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linear equations, iterative method, setup | F11BDF | 19 | nagf_sparse_real_gen_basic_setup Real sparse nonsymmetric linear systems, setup for F11BEF Related keywords: big data; data analytics; large scale linear systems; real, sparse matrix; |
F11BRF | 19 | nagf_sparse_complex_gen_basic_setup Complex sparse non-Hermitian linear systems, setup for F11BSF Related keywords: big data; complex, sparse matrix; data analytics; large scale linear systems; |
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F11GDF | 20 | nagf_sparse_real_symm_basic_setup Real sparse symmetric linear systems, setup for F11GEF Related keywords: big data; data analytics; large scale linear systems; real, sparse, symmetric matrix; |
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F11GRF | 20 | nagf_sparse_complex_herm_basic_setup Complex sparse Hermitian linear systems, setup for F11GSF Related keywords: big data; complex, Hermitian, sparse matrix; data analytics; large scale linear systems; |
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linear equations, overdetermined | F04AMF | 2 | nagf_linsys_real_gen_lsqsol Least squares solution of real equations in unknowns, rank , using iterative refinement (Black Box) Related keywords: big data; data analytics; linear least squares; real, by matrix; simultaneous linear equations; |
F04JGF | 8 | nagf_linsys_real_gen_solve Least squares (if rank ) or minimal least squares (if rank ) solution of real equations in unknowns, Related keywords: big data; data analytics; linear least squares; real, by matrix; simultaneous linear equations; |
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linear equations, pre-conditioners | F11DAF | 18 | nagf_sparse_real_gen_precon_ilu Real sparse nonsymmetric linear systems, incomplete factorization Related keywords: big data; data analytics; incomplete factorization; iterative methods, linear equations; large scale linear systems; real, sparse matrix; |
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 Related keywords: big data; data analytics; large scale linear systems; real, sparse matrix; SSOR method, successive over-relaxation; |
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F11DFF | 24 | nagf_sparse_real_gen_precon_bdilu Real sparse nonsymmetric linear system, incomplete factorization of local or overlapping diagonal blocks Related keywords: additive Schwarz preconditioner; big data; data analytics; incomplete factorization; large scale linear systems; real, sparse matrix; |
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F11DKF | 20 | nagf_sparse_real_gen_precon_jacobi Real, sparse, symmetric or nonsymmetric, linear systems, line Jacobi preconditioner Related keywords: big data; data analytics; Jacobi preconditioning; large scale linear systems; real, sparse, symmetric matrix; real, sparse matrix; |
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F11DNF | 19 | nagf_sparse_complex_gen_precon_ilu Complex sparse non-Hermitian linear systems, incomplete factorization Related keywords: big data; complex, sparse matrix; data analytics; incomplete factorization; large scale linear systems; |
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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 Related keywords: big data; complex, sparse matrix; data analytics; large scale linear systems; SSOR method, symmetric successive over-relaxation; |
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F11DTF | 24 | nagf_sparse_complex_gen_precon_bdilu Complex, sparse, non-Hermitian linear system, incomplete factorization of local or overlapping diagonal blocks Related keywords: additive Schwarz preconditioner; big data; complex, sparse matrix; data analytics; incomplete factorization; large scale linear systems; |
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F11DXF | 20 | nagf_sparse_complex_gen_precon_jacobi Complex, sparse, Hermitian or non-Hermitian, linear systems, line Jacobi preconditioner Related keywords: big data; complex, sparse matrix; data analytics; Jacobi preconditioning; large scale linear systems; |
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F11JAF | 17 | nagf_sparse_real_symm_precon_ichol Real sparse symmetric matrix, incomplete Cholesky factorization Related keywords: big data; data analytics; incomplete Cholesky factorization; large scale linear systems; real, sparse, symmetric matrix; |
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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 Related keywords: big data; data analytics; large scale linear systems; real, sparse, symmetric matrix; SSOR method, symmetric successive over-relaxation; |
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F11JPF | 19 | nagf_sparse_complex_herm_precon_ilu_solve Solution of complex linear system involving incomplete Cholesky preconditioning matrix generated by F11JNF Related keywords: big data; complex, Hermitian, sparse matrix; data analytics; incomplete Cholesky factorization; large scale linear systems; |
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Linear Holt | G13AMF | 22 | nagf_tsa_uni_smooth_exp Univariate time series, exponential smoothing Related keywords: big data; Browns Exponential; data analytics; exponential smoothing; finance; Holt Winter; time series; time series analysis; univariate time series; |
linear least squares | F04AMF | 2 | nagf_linsys_real_gen_lsqsol Least squares solution of real equations in unknowns, rank , using iterative refinement (Black Box) Related keywords: big data; data analytics; linear equations, overdetermined; real, by matrix; simultaneous linear equations; |
F04JGF | 8 | nagf_linsys_real_gen_solve Least squares (if rank ) or minimal least squares (if rank ) solution of real equations in unknowns, Related keywords: big data; data analytics; linear equations, overdetermined; real, by matrix; simultaneous linear equations; |
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F06ZJF | 14 | nagf_blas_ztrsm Solves system of equations with multiple right-hand sides, complex triangular coefficient matrix Related keywords: BLAS; blas, complex matrices; complex, triangular matrix; linear algebra support routines; ztrsm; |
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F08AAF | 21 | nagf_lapackeig_dgels Solves a real linear least squares problem of full rank Related keywords: DGELS; eigenproblem; finance; LAPACK; LAPACK; least squares; decomposition; overdetermined linear equations; factorization; real, by matrix; underdetermined linear system; |
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F08ANF | 21 | nagf_lapackeig_zgels Solves a complex linear least problem of full rank Related keywords: complex, by matrix; eigenproblem; finance; LAPACK; LAPACK; least squares; decomposition; overdetermined linear equations; factorization; underdetermined linear system; ZGELS; |
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F08BAF | 21 | nagf_lapackeig_dgelsy Computes the minimum-norm solution to a real linear least squares problem Related keywords: DGELSY; eigenproblem; finance; LAPACK; LAPACK; least squares; minimal least squares; real, by matrix; |
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F08BNF | 21 | nagf_lapackeig_zgelsy Computes the minimum-norm solution to a complex linear least squares problem Related keywords: complex, by matrix; eigenproblem; LAPACK; LAPACK; least squares; minimal least squares; ZGELSY; |
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F08KAF | 21 | nagf_lapackeig_dgelss Computes the minimum-norm solution to a real linear least squares problem using singular value decomposition Related keywords: DGELSS; eigenproblem; LAPACK; LAPACK; least squares; minimal least squares; real, by matrix; SVD, singular value decomposition; |
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F08KCF | 21 | nagf_lapackeig_dgelsd Computes the minimum-norm solution to a real linear least squares problem using singular value decomposition (divide-and-conquer) Related keywords: DGELSD; divide-and-conquer method; eigenproblem; finance; LAPACK; LAPACK; least squares; minimal least squares; real, by matrix; SVD, singular value decomposition; |
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F08KNF | 21 | nagf_lapackeig_zgelss Computes the minimum-norm solution to a complex linear least squares problem using singular value decomposition Related keywords: complex, by matrix; eigenproblem; LAPACK; LAPACK; least squares; minimal least squares; SVD, singular value decomposition; ZGELSS; |
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F08KQF | 21 | nagf_lapackeig_zgelsd Computes the minimum-norm solution to a complex linear least squares problem using singular value decomposition (divide-and-conquer) Related keywords: complex, by matrix; divide-and-conquer method; eigenproblem; LAPACK; LAPACK; least squares; minimal least squares; SVD, singular value decomposition; ZGELSD; |
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F08ZAF | 21 | nagf_lapackeig_dgglse Solves the real linear equality-constrained least squares (LSE) problem Related keywords: DGGLSE; eigenproblem; LAPACK; LAPACK; least squares; real, by matrix; RQ factorizations; |
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F08ZNF | 21 | nagf_lapackeig_zgglse Solves the complex linear equality-constrained least squares (LSE) problem Related keywords: complex, by matrix; eigenproblem; LAPACK; LAPACK; least squares; RQ factorizations; ZGGLSE; |
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linearly-constrained | E04RJF | 26 | nagf_opt_handle_set_linconstr Define a block of linear constraints to a problem initialized by E04RAF Related keywords: least squares fitting; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; |
linear matrix inequality | E04RDF | 26 | nagf_opt_sdp_read_sdpa A reader of sparse SDPA data files for linear SDP problems Related keywords: least squares fitting; LMI; matrix constraints; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; SDP; semidefinite programming; service routine; |
E04RNF | 26 | nagf_opt_handle_set_linmatineq Add one or more linear matrix inequality constraints to a problem initialized by E04RAF Related keywords: least squares fitting; LMI; matrix constraints; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; |
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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) Related keywords: bilinear matrix inequality; BMI; generalized augmented Lagrangian method; Lagrangian; least squares fitting; LMI; matrix constraints; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; monitoring information; optimization; optimization; SDP; semidefinite programming; |
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linear programming | E04MTF | 26 | nagf_opt_handle_solve_lp_ipm Linear programming (LP), sparse, interior point method (IPM) Related keywords: interior point method; ipm; LP; maximizing a function; minimizing a function; optimization; |
H02BVF | 16 | nagf_mip_ilp_print Print IP or LP solutions with user-specified names for rows and columns Related keywords: integer programming; operations research; |
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linear programming,integer | E04MWF | 26 | nagf_opt_miqp_mps_write Write MPS data file defining LP, QP, MILP or MIQP problem Related keywords: LP, linear programming; maximizing a function; minimizing a function; MPS format; MPSX format; optimization; QP, quadratic programming; service routine; |
E04MXF | 24 | nagf_opt_miqp_mps_read Read MPS data file defining LP, QP, MILP or MIQP problem Related keywords: LP, linear programming; maximizing a function; minimizing a function; MPSX format; optimization; QP, quadratic programming; service routine; |
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linear quantile regression | G02QFF | 23 | nagf_correg_quantile_linreg_easy Linear quantile regression, simple interface, independent, identically distributed (IID) errors Related keywords: big data; correlation analysis; data analytics; finance; nonlinear regression; polynomial regression; quantile regression; regression analysis; |
G02QGF | 23 | nagf_correg_quantile_linreg Linear quantile regression, comprehensive interface Related keywords: big data; correlation analysis; data analytics; finance; nonlinear regression; polynomial regression; quantile regression; regression analysis; |
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linear regression | G02CAF | 4 | nagf_correg_linregs_const Simple linear regression with constant term, no missing values Related keywords: big data; correlation analysis; data analytics; finance; nonlinear regression; polynomial regression; regression; regression analysis; |
G02CBF | 4 | nagf_correg_linregs_noconst Simple linear regression without constant term, no missing values Related keywords: big data; correlation analysis; data analytics; finance; nonlinear regression; polynomial regression; regression; regression analysis; |
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G02CCF | 4 | nagf_correg_linregs_const_miss Simple linear regression with constant term, missing values Related keywords: big data; correlation analysis; data analytics; finance; missing values; nonlinear regression; polynomial regression; regression; regression analysis; |
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G02CDF | 4 | nagf_correg_linregs_noconst_miss Simple linear regression without constant term, missing values Related keywords: big data; correlation analysis; data analytics; finance; missing values; nonlinear regression; polynomial regression; regression; regression analysis; |
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G02CEF | 4 | nagf_correg_linregm_service_select Service routine for multiple linear regression, select elements from vectors and matrices Related keywords: big data; correlation analysis; data analytics; finance; nonlinear regression; polynomial regression; regression analysis; |
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G02CFF | 4 | nagf_correg_linregm_service_reorder Service routine for multiple linear regression, reorder elements of vectors and matrices Related keywords: big data; correlation analysis; data analytics; finance; nonlinear regression; polynomial regression; regression analysis; |
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G02DCF | 14 | nagf_correg_linregm_obs_edit Add/delete an observation to/from a general linear regression model Related keywords: big data; correlation analysis; data analytics; finance; nonlinear regression; polynomial regression; regression; regression analysis; standard errors; variance-covariance matrix; |
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G02DDF | 14 | nagf_correg_linregm_update Estimates of linear parameters and general linear regression model from updated model Related keywords: big data; correlation analysis; data analytics; finance; nonlinear regression; polynomial regression; regression; regression analysis; |
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G02DEF | 14 | nagf_correg_linregm_var_add Add a new independent variable to a general linear regression model Related keywords: big data; correlation analysis; data analytics; finance; nonlinear regression; polynomial regression; regression analysis; |
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G02DFF | 14 | nagf_correg_linregm_var_del Delete an independent variable from a general linear regression model Related keywords: big data; correlation analysis; data analytics; finance; nonlinear regression; polynomial regression; regression analysis; |
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G02DGF | 14 | nagf_correg_linregm_fit_newvar Fits a general linear regression model to new dependent variable Related keywords: big data; correlation analysis; data analytics; finance; nonlinear regression; polynomial regression; regression analysis; |
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G02DKF | 14 | nagf_correg_linregm_constrain Estimates and standard errors of parameters of a general linear regression model for given constraints Related keywords: big data; correlation analysis; data analytics; finance; nonlinear regression; polynomial regression; regression analysis; standard errors; |
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G02DNF | 14 | nagf_correg_linregm_estfunc Computes estimable function of a general linear regression model and its standard error Related keywords: big data; correlation analysis; data analytics; estimable function; finance; nonlinear regression; polynomial regression; regression analysis; |
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G02EEF | 14 | nagf_correg_linregm_fit_onestep Fits a linear regression model by forward selection Related keywords: big data; correlation analysis; data analytics; nonlinear regression; polynomial regression; regression analysis; |
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LMI | E04RDF | 26 | nagf_opt_sdp_read_sdpa A reader of sparse SDPA data files for linear SDP problems Related keywords: least squares fitting; linear matrix inequality; matrix constraints; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; SDP; semidefinite programming; service routine; |
E04RNF | 26 | nagf_opt_handle_set_linmatineq Add one or more linear matrix inequality constraints to a problem initialized by E04RAF Related keywords: least squares fitting; linear matrix inequality; matrix constraints; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; |
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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) Related keywords: bilinear matrix inequality; BMI; generalized augmented Lagrangian method; Lagrangian; least squares fitting; linear matrix inequality; matrix constraints; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; monitoring information; optimization; optimization; SDP; semidefinite programming; |
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location | X10BBF | 26 | Insert the location of the AD callback into the callback data object Related keywords: AD callback; adjoint derivatives; AD utility operations; automatic differentiation; callback data object; insert; |
location, robust estimation | G07DBF | 13 | nagf_univar_robust_1var_mestim Robust estimation, -estimates for location and scale parameters, standard weight functions Related keywords: -estimates; robust estimation; scale parameters; univariate estimation; |
G07DCF | 13 | nagf_univar_robust_1var_mestim_wgt Robust estimation, -estimates for location and scale parameters, user-defined weight functions Related keywords: -estimates; robust estimation; scale parameters; univariate estimation; |
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logarithm, matrix | F01EJF | 24 | nagf_matop_real_gen_matrix_log Real matrix logarithm Related keywords: inversion; matrix logarithm; matrix operations; real, nonsymmetric matrix; |
F01FJF | 24 | nagf_matop_complex_gen_matrix_log Complex matrix logarithm Related keywords: complex, nonsymmetric matrix; inversion; matrix logarithm; matrix operations; |
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F01JAF | 24 | nagf_matop_real_gen_matrix_cond_std Condition number for the exponential, logarithm, sine, cosine, sinh or cosh of a real matrix Related keywords: condition number, matrix; cosh, matrix; cosine, matrix; exponential, matrix; inversion; matrix operations; real, nonsymmetric matrix; sine, matrix; sinh, matrix; |
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F01KAF | 24 | nagf_matop_complex_gen_matrix_cond_std Condition number for the exponential, logarithm, sine, cosine, sinh or cosh of a complex matrix Related keywords: complex, nonsymmetric matrix; condition number, matrix; cosh, matrix; cosine, matrix; exponential, matrix; inversion; matrix operations; sine, matrix; sinh, matrix; |
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logarithm, pdf | G01KQF | 24 | nagf_stat_pdf_normal_vector Computes a vector of values for the probability density function of the Normal distribution Related keywords: Gaussian distribution; Normal distribution; pdf; probability density function; Simple Calculations on Statistical Data; |
G01LBF | 24 | nagf_stat_pdf_multi_normal_vector Computes a vector of values for the probability density function of the multivariate Normal distribution Related keywords: Gaussian distribution; multivariate Normal distribution; Normal distribution; pdf; probability density function; Simple Calculations on Statistical Data; |
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logarithmic distribution | G05TFF | 22 | nagf_rand_int_log Generates a vector of pseudorandom integers from a logarithmic distribution Related keywords: big data; data analytics; finance; random integers; random number generators; |
logarithmic function | S01BAF | 14 | nagf_specfun_log_shifted Related keywords: approximations of special functions; finance; shifted logarithmic function; |
log beta function | S14CBF | 24 | nagf_specfun_beta_log_real Logarithm of the beta function Related keywords: approximations of special functions; beta function; |
log gamma function | S14ABF | 8 | nagf_specfun_gamma_log_real Log gamma function, real argument Related keywords: approximations of special functions; finance; |
S14AGF | 21 | nagf_specfun_gamma_log_complex Logarithm of the gamma function , complex argument Related keywords: approximations of special functions; |
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S14AHF | 23 | nagf_specfun_gamma_log_scaled_real Scaled log gamma function Related keywords: approximations of special functions; |
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logistic analysis | G11CAF | 19 | nagf_contab_condl_logistic Returns parameter estimates for the conditional analysis of stratified data Related keywords: conditional logistic analysis; contingency table analysis; parameter estimates; stratified data; |
logistic distribution | G05SLF | 22 | nagf_rand_dist_logistic Generates a vector of pseudorandom numbers from a logistic distribution Related keywords: big data; data analytics; finance; random number generators; random numbers; |
logistic regression | G02GBF | 14 | nagf_correg_glm_binomial Fits a generalized linear model with binomial errors Related keywords: big data; correlation analysis; data analytics; finance; generalized linear model; logit; nonlinear regression; polynomial regression; probit; regression analysis; |
logit | G02GBF | 14 | nagf_correg_glm_binomial Fits a generalized linear model with binomial errors Related keywords: big data; correlation analysis; data analytics; finance; generalized linear model; logistic regression; nonlinear regression; polynomial regression; probit; regression analysis; |
log-normal distribution | G05SMF | 22 | nagf_rand_dist_lognormal Generates a vector of pseudorandom numbers from a log-normal distribution Related keywords: big data; data analytics; finance; random number generators; random numbers; |
G05YKF | 21 | nagf_rand_quasi_lognormal Generates a log-normal quasi-random number sequence Related keywords: big data; data analytics; Faure, quasi-random numbers; low-discrepancy sequences; Niederreiter method, quasi-random numbers; quasi-random numbers; random number generators; random numbers; Sobol, quasi-random numbers; |
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log rank test | G12ABF | 23 | nagf_surviv_logrank Computes rank statistics for comparing survival curves Related keywords: rank statistics; survival analysis; |
LOO | G05PVF | 25 | nagf_rand_kfold_xyw Permutes a matrix, vector, vector triplet into a form suitable for -fold cross validation Related keywords: big data; cross-validation; CV; data analytics; jacknife; k-fold; leave-one-out; permute; random number generators; |
low-discrepancy sequences | G05YJF | 21 | nagf_rand_quasi_normal Generates a Normal quasi-random number sequence Related keywords: big data; data analytics; Faure, quasi-random numbers; Gaussian distribution; Niederreiter method, quasi-random numbers; Normal distribution; quasi-random numbers; random number generators; random numbers; Sobol, quasi-random numbers; |
G05YKF | 21 | nagf_rand_quasi_lognormal Generates a log-normal quasi-random number sequence Related keywords: big data; data analytics; Faure, quasi-random numbers; log-normal distribution; Niederreiter method, quasi-random numbers; quasi-random numbers; random number generators; random numbers; Sobol, quasi-random numbers; |
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G05YLF | 22 | nagf_rand_quasi_init Initializes a quasi-random number generator Related keywords: big data; data analytics; Faure, quasi-random numbers; finance; Niederreiter method, quasi-random numbers; quasi-random numbers; random number generators; random numbers; rectangular distribution; Sobol, quasi-random numbers; uniform distribution; |
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G05YMF | 22 | nagf_rand_quasi_uniform Generates a uniform quasi-random number sequence Related keywords: big data; data analytics; finance; options, computational; quasi-random numbers; random number generators; random numbers; |
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lower tail probability | G01EAF | 15 | nagf_stat_prob_normal Computes probabilities for the standard Normal distribution Related keywords: CDF, cumulative distribution function; finance; Normal distribution; probability; Simple Calculations on Statistical Data; two-tail probability; upper tail probability; |
G01EBF | 14 | nagf_stat_prob_students_t Computes probabilities for Student's -distribution Related keywords: CDF, cumulative distribution function; finance; probability; Simple Calculations on Statistical Data; Student's -distribution; two-tail probability; upper tail probability; |
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G01ECF | 14 | nagf_stat_prob_chisq Computes probabilities for distribution Related keywords: CDF, cumulative distribution function; chi-squared distribution; finance; probability; Simple Calculations on Statistical Data; two-tail probability; upper tail probability; |
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G01EDF | 14 | nagf_stat_prob_f Computes probabilities for -distribution Related keywords: CDF, cumulative distribution function; -distribution; finance; probability; Simple Calculations on Statistical Data; upper tail probability; variance-ratio distribution; |
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G01EEF | 14 | nagf_stat_prob_beta Computes upper and lower tail probabilities and probability density function for the beta distribution Related keywords: beta distribution; CDF, cumulative distribution function; finance; probability; Simple Calculations on Statistical Data; upper tail probability; |
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G01EFF | 14 | nagf_stat_prob_gamma Computes probabilities for the gamma distribution Related keywords: CDF, cumulative distribution function; finance; gamma distribution; probability; Simple Calculations on Statistical Data; upper tail probability; |
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G01ERF | 16 | nagf_stat_prob_vonmises Computes probability for von Mises distribution Related keywords: CDF, cumulative distribution function; finance; Simple Calculations on Statistical Data; von Mises distribution; |
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G01GBF | 14 | nagf_stat_prob_students_t_noncentral Computes probabilities for the non-central Student's -distribution Related keywords: finance; Simple Calculations on Statistical Data; Student's -distribution; |
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G01GCF | 14 | nagf_stat_prob_chisq_noncentral Computes probabilities for the non-central distribution Related keywords: chi-squared distribution; finance; Simple Calculations on Statistical Data; |
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G01GDF | 14 | nagf_stat_prob_f_noncentral Computes probabilities for the non-central -distribution Related keywords: -distribution; finance; Simple Calculations on Statistical Data; variance-ratio distribution; |
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G01GEF | 14 | nagf_stat_prob_beta_noncentral Computes probabilities for the non-central beta distribution Related keywords: beta distribution; finance; Simple Calculations on Statistical Data; |
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G01HAF | 14 | nagf_stat_prob_bivariate_normal Computes probability for the bivariate Normal distribution Related keywords: bivariate Normal distribution; finance; Normal distribution; Simple Calculations on Statistical Data; |
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G01HBF | 15 | nagf_stat_prob_multi_normal Computes probabilities for the multivariate Normal distribution Related keywords: central probability; finance; multivariate Normal distribution; Normal distribution; Simple Calculations on Statistical Data; upper tail probability; |
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G01JCF | 14 | nagf_stat_prob_chisq_noncentral_lincomb Computes probability for a positive linear combination of variables Related keywords: chi-squared distribution; finance; Simple Calculations on Statistical Data; |
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G01JDF | 15 | nagf_stat_prob_chisq_lincomb Computes lower tail probability for a linear combination of (central) variables Related keywords: chi-squared distribution; finance; Imhof's method; Pan's method; Simple Calculations on Statistical Data; |
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G01SAF | 24 | nagf_stat_prob_normal_vector Computes a vector of probabilities for the standard Normal distribution Related keywords: big data; CDF, cumulative distribution function; confidence interval; data analytics; Gaussian distribution; Normal distribution; significance; Simple Calculations on Statistical Data; two-tail probability; upper tail probability; |
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G01SBF | 24 | nagf_stat_prob_students_t_vector Computes a vector of probabilities for the Student's -distribution Related keywords: big data; CDF, cumulative distribution function; confidence interval; data analytics; significance; Simple Calculations on Statistical Data; Student's -distribution; two-tail probability; upper tail probability; |
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G01SCF | 24 | nagf_stat_prob_chisq_vector Computes a vector of probabilities for distribution Related keywords: big data; CDF, cumulative distribution function; chi-squared distribution; data analytics; Simple Calculations on Statistical Data; upper tail probability; |
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G01SDF | 24 | nagf_stat_prob_f_vector Computes a vector of probabilities for -distribution Related keywords: big data; CDF, cumulative distribution function; data analytics; -distribution; Simple Calculations on Statistical Data; upper tail probability; variance-ratio distribution; |
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G01SEF | 24 | nagf_stat_prob_beta_vector Computes a vector of probabilities for the beta distribution Related keywords: beta distribution; big data; CDF, cumulative distribution function; data analytics; Simple Calculations on Statistical Data; upper tail probability; |
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G01SFF | 24 | nagf_stat_prob_gamma_vector Computes a vector of probabilities for the gamma distribution Related keywords: big data; CDF, cumulative distribution function; data analytics; gamma distribution; Simple Calculations on Statistical Data; upper tail probability; |
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G01SJF | 24 | nagf_stat_prob_binomial_vector Computes a vector of probabilities for the binomial distribution Related keywords: big data; binomial distribution; CDF, cumulative distribution function; data analytics; point probability; Simple Calculations on Statistical Data; upper tail probability; |
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G01SKF | 24 | nagf_stat_prob_poisson_vector Computes a vector of probabilities for the Poisson distribution Related keywords: big data; CDF, cumulative distribution function; data analytics; point probability; Poisson distribution; Simple Calculations on Statistical Data; upper tail probability; |
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G01SLF | 24 | nagf_stat_prob_hypergeom_vector Computes a vector of probabilities for the hypergeometric distribution Related keywords: big data; CDF, cumulative distribution function; data analytics; hypergeometric distribution; point probability; Simple Calculations on Statistical Data; upper tail probability; |
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LP | E04MTF | 26 | nagf_opt_handle_solve_lp_ipm Linear programming (LP), sparse, interior point method (IPM) Related keywords: interior point method; ipm; linear programming; maximizing a function; minimizing a function; optimization; |
LP, linear programming | E04MFF | 16 | nagf_opt_lp_solve_old Linear programming (LP), dense, active-set method Related keywords: active-set method; finance; maximizing a function; minimizing a function; optimization; |
E04MGF | 16 | nagf_opt_lp_option_file_old Supply values for E04MFF from external file Related keywords: maximizing a function; minimizing a function; optimization; options, computational; |
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E04MHF | 16 | nagf_opt_lp_option_string_old Supply values to E04MFF from a character string Related keywords: maximizing a function; minimizing a function; optimization; options, computational; |
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E04MWF | 26 | nagf_opt_miqp_mps_write Write MPS data file defining LP, QP, MILP or MIQP problem Related keywords: linear programming,integer; maximizing a function; minimizing a function; MPS format; MPSX format; optimization; QP, quadratic programming; service routine; |
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E04MXF | 24 | nagf_opt_miqp_mps_read Read MPS data file defining LP, QP, MILP or MIQP problem Related keywords: linear programming,integer; maximizing a function; minimizing a function; MPSX format; optimization; QP, quadratic programming; service routine; |
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E04MZF | 18 | nagf_opt_qpconvex1_sparse_mps Read MPS data file defining LP or QP problem, deprecated Related keywords: maximizing a function; minimizing a function; MPSX format; optimization; QP, quadratic programming; service routine; |
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E04NKF | 18 | nagf_opt_qpconvex1_sparse_solve_old Linear programming (LP) or convex quadratic programming (QP), sparse, active-set method Related keywords: finance; maximizing a function; minimizing a function; optimization; QP, quadratic programming; service routine; |
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E04NLF | 18 | nagf_opt_qpconvex1_sparse_option_file_old Supply values for E04NKF from external file Related keywords: maximizing a function; minimizing a function; optimization; options, computational; QP, quadratic programming; |
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E04NMF | 18 | nagf_opt_qpconvex1_sparse_option_string_old Supply values to E04NKF from a character string Related keywords: maximizing a function; minimizing a function; optimization; options, computational; QP, quadratic programming; |
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E04NPF | 21 | nagf_opt_qpconvex2_sparse_init Initialization routine for E04NQF Related keywords: maximizing a function; minimizing a function; optimization; options, computational; QP, quadratic programming; |
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E04NQF | 21 | nagf_opt_qpconvex2_sparse_solve Linear programming (LP) or convex quadratic programming (QP), sparse, active-set method, recommended Related keywords: active-set method; finance; maximizing a function; minimizing a function; optimization; QP, quadratic programming; service routine; sparse convex QP prolem; |
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E04NRF | 21 | nagf_opt_qpconvex2_sparse_option_file Supply values for E04NQF from external file Related keywords: maximizing a function; minimizing a function; optimization; options, computational; QP, quadratic programming; |
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E04NSF | 21 | nagf_opt_qpconvex2_sparse_option_string Set a single option for E04NQF from a character string Related keywords: maximizing a function; minimizing a function; optimization; options, computational; QP, quadratic programming; |
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E04NTF | 21 | nagf_opt_qpconvex2_sparse_option_integer_set Set a single option for E04NQF from an integer argument Related keywords: maximizing a function; minimizing a function; optimization; options, computational; QP, quadratic programming; |
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E04NUF | 21 | nagf_opt_qpconvex2_sparse_option_double_set Set a single option for E04NQF from a real argument Related keywords: maximizing a function; minimizing a function; optimization; options, computational; QP, quadratic programming; |
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E04NXF | 21 | nagf_opt_qpconvex2_sparse_option_integer_get Get the setting of an integer valued option of E04NQF Related keywords: maximizing a function; minimizing a function; optimization; options, computational; QP, quadratic programming; |
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E04NYF | 21 | nagf_opt_qpconvex2_sparse_option_double_get Get the setting of a real valued option of E04NQF Related keywords: maximizing a function; minimizing a function; optimization; options, computational; QP, quadratic programming; |
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E04VHF | 21 | nagf_opt_nlp2_sparse_solve Nonlinear programming (NLP), sparse, active-set SQP method, using function values and optionally first derivatives, recommended Related keywords: finance; maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; nonlinear programming; optimization; quasi-Newton algorithm; sequential QP method; simplex algorithm; SQP; |
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decomposition | F08AAF | 21 | nagf_lapackeig_dgels Solves a real linear least squares problem of full rank Related keywords: DGELS; eigenproblem; finance; LAPACK; LAPACK; least squares; linear least squares; overdetermined linear equations; factorization; real, by matrix; underdetermined linear system; |
F08ANF | 21 | nagf_lapackeig_zgels Solves a complex linear least problem of full rank Related keywords: complex, by matrix; eigenproblem; finance; LAPACK; LAPACK; least squares; linear least squares; overdetermined linear equations; factorization; underdetermined linear system; ZGELS; |
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factorization | F08AHF | 16 | nagf_lapackeig_dgelqf Performs a factorization of real general rectangular matrix Related keywords: DGELQF; eigenproblem; LAPACK; LAPACK; least squares; real, by matrix; |
F08AJF | 16 | nagf_lapackeig_dorglq Forms all or part of orthogonal from factorization determined by F08AHF Related keywords: DORGLQ; eigenproblem; LAPACK; LAPACK; least squares; orthogonal matrix, generation; orthogonal transformations; |
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F08AKF | 16 | nagf_lapackeig_dormlq Applies the orthogonal transformation determined by F08AHF Related keywords: DORMLQ; eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; |
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F08AVF | 16 | nagf_lapackeig_zgelqf Performs a factorization of complex general rectangular matrix Related keywords: complex, by matrix; eigenproblem; LAPACK; LAPACK; least squares; ZGELQF; |
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F08AWF | 16 | nagf_lapackeig_zunglq Forms all or part of unitary from factorization determined by F08AVF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; unitary matrix, generation; unitary transformations; ZUNGLQ; |
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F08AXF | 16 | nagf_lapackeig_zunmlq Applies the unitary transformation determined by F08AVF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; unitary transformations; ZUNMLQ; |
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LU decomposition | F01BRF | 7 | nagf_matop_real_gen_sparse_lu factorization of real sparse matrix Related keywords: inversion; matrix operations; real, sparse matrix; sparse linear equations; |
F01BSF | 7 | nagf_matop_real_gen_sparse_lu_reuse factorization of real sparse matrix with known sparsity pattern Related keywords: inversion; matrix operations; real, sparse matrix; sparse linear equations; |
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F01LEF | 11 | nagf_matop_real_gen_tridiag_lu factorization of real tridiagonal matrix Related keywords: complex, nonsymmetric matrix; inversion; matrix, band; matrix operations; |
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F01LHF | 13 | nagf_matop_real_gen_blkdiag_lu factorization of real almost block diagonal matrix Related keywords: inversion; matrix operations; real, almost block-diagonal matrix; |
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F07AAF | 21 | nagf_lapacklin_dgesv Computes the solution to a real system of linear equations Related keywords: DGESV; finance; LAPACK; linear equations; real, nonsymmetric matrix; |
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F07ABF | 21 | nagf_lapacklin_dgesvx Uses the factorization to compute the solution, error-bound and condition estimate for a real system of linear equations Related keywords: backward error; condition number, matrix; DGESVX; error bound, matrix; finance; forward error; LAPACK; linear equations; real, nonsymmetric matrix; |
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F07ADF | 15 | nagf_lapacklin_dgetrf factorization of real by matrix Related keywords: DGETRF; finance; LAPACK; linear equations; real, by matrix; |
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F07AEF | 15 | nagf_lapacklin_dgetrs Solution of real system of linear equations, multiple right-hand sides, matrix already factorized by F07ADF Related keywords: DGETRS; LAPACK; linear equations; real, nonsymmetric matrix; |
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F07AGF | 15 | nagf_lapacklin_dgecon Estimate condition number of real matrix, matrix already factorized by F07ADF Related keywords: condition number, matrix; DGECON; LAPACK; linear equations; real, nonsymmetric matrix; |
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F07AHF | 15 | nagf_lapacklin_dgerfs Refined solution with error bounds of real system of linear equations, multiple right-hand sides Related keywords: backward error; DGERFS; error bound, matrix; forward error; LAPACK; linear equations; real, nonsymmetric matrix; |
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F07AJF | 15 | nagf_lapacklin_dgetri Inverse of real matrix, matrix already factorized by F07ADF Related keywords: DGETRI; finance; inverse, matrix; LAPACK; linear equations; real, nonsymmetric matrix; |
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F07ANF | 21 | nagf_lapacklin_zgesv Computes the solution to a complex system of linear equations Related keywords: complex, nonsymmetric matrix; LAPACK; linear equations; ZGESV; |
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F07APF | 21 | nagf_lapacklin_zgesvx Uses the factorization to compute the solution, error-bound and condition estimate for a complex system of linear equations Related keywords: backward error; complex, nonsymmetric matrix; condition number, matrix; error bound, matrix; finance; forward error; LAPACK; linear equations; ZGESVX; |
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F07ARF | 15 | nagf_lapacklin_zgetrf factorization of complex by matrix Related keywords: complex, by matrix; finance; LAPACK; linear equations; ZGETRF; |
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F07ASF | 15 | nagf_lapacklin_zgetrs Solution of complex system of linear equations, multiple right-hand sides, matrix already factorized by F07ARF Related keywords: complex, nonsymmetric matrix; finance; LAPACK; linear equations; ZGETRS; |
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F07BAF | 21 | nagf_lapacklin_dgbsv Computes the solution to a real banded system of linear equations Related keywords: DGBSV; LAPACK; linear equations; matrix, band; real, band matrix; |
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F07BBF | 21 | nagf_lapacklin_dgbsvx Uses the factorization to compute the solution, error-bound and condition estimate for a real banded system of linear equations Related keywords: backward error; condition number, matrix; DGBSVX; error bound, matrix; forward error; LAPACK; linear equations; matrix, band; real, band matrix; |
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F07BDF | 15 | nagf_lapacklin_dgbtrf factorization of real by band matrix Related keywords: DGBTRF; LAPACK; linear equations; matrix, band; real, band matrix; |
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F07BEF | 15 | nagf_lapacklin_dgbtrs Solution of real band system of linear equations, multiple right-hand sides, matrix already factorized by F07BDF Related keywords: DGBTRS; LAPACK; linear equations; matrix, band; real, band matrix; |
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F07BHF | 15 | nagf_lapacklin_dgbrfs Refined solution with error bounds of real band system of linear equations, multiple right-hand sides Related keywords: backward error; DGBRFS; forward error; LAPACK; linear equations; matrix, band; real, band matrix; |
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F07BNF | 21 | nagf_lapacklin_zgbsv Computes the solution to a complex banded system of linear equations Related keywords: complex, band matrix; LAPACK; linear equations; matrix, band; ZGBSV; |
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F07BPF | 21 | nagf_lapacklin_zgbsvx Uses the factorization to compute the solution, error-bound and condition estimate for a complex banded system of linear equations Related keywords: backward error; complex, band matrix; condition number, matrix; error bound, matrix; forward error; LAPACK; linear equations; matrix, band; ZGBSVX; |
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F07BRF | 15 | nagf_lapacklin_zgbtrf factorization of complex by band matrix Related keywords: complex, by matrix; LAPACK; linear equations; matrix, band; ZGBSVX; |
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F07BSF | 15 | nagf_lapacklin_zgbtrs Solution of complex band system of linear equations, multiple right-hand sides, matrix already factorized by F07BRF Related keywords: complex, band matrix; LAPACK; linear equations; matrix, band; ZGBTRS; |
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F07CAF | 21 | nagf_lapacklin_dgtsv Computes the solution to a real tridiagonal system of linear equations Related keywords: DGTSV; finance; LAPACK; linear equations; matrix, band; real, tridiagonal matrix; |
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F07CBF | 21 | nagf_lapacklin_dgtsvx Uses the factorization to compute the solution, error-bound and condition estimate for a real tridiagonal system of linear equations Related keywords: backward error; condition number, matrix; DGTSVX; error bound, matrix; forward error; LAPACK; linear equations; matrix, band; real, tridiagonal matrix; |
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F07CDF | 22 | nagf_lapacklin_dgttrf factorization of real tridiagonal matrix Related keywords: DGTTRF; finance; LAPACK; linear equations; matrix, band; real, tridiagonal matrix; |
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F07CEF | 22 | nagf_lapacklin_dgttrs Solves a real tridiagonal system of linear equations using the factorization computed by F07CDF Related keywords: DGTTRS; finance; LAPACK; linear equations; matrix, band; real, tridiagonal matrix; |
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F07CGF | 22 | nagf_lapacklin_dgtcon Estimates the reciprocal of the condition number of a real tridiagonal matrix using the factorization computed by F07CDF Related keywords: condition number, matrix; DGTCON; LAPACK; linear equations; matrix, band; real, tridiagonal matrix; |
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F07CHF | 22 | nagf_lapacklin_dgtrfs Refined solution with error bounds of real tridiagonal system of linear equations, multiple right-hand sides Related keywords: backward error; DGTCON; forward error; LAPACK; linear equations; matrix, band; real, tridiagonal matrix; |
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F07CNF | 21 | nagf_lapacklin_zgtsv Computes the solution to a complex tridiagonal system of linear equations Related keywords: complex, tridiagonal matrix; LAPACK; linear equations; matrix, band; ZGTSV; |
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F07CPF | 21 | nagf_lapacklin_zgtsvx Uses the factorization to compute the solution, error-bound and condition estimate for a complex tridiagonal system of linear equations Related keywords: backward error; complex, tridiagonal matrix; forward error; LAPACK; linear equations; matrix, band; ZGTSVX; |
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F07CRF | 22 | nagf_lapacklin_zgttrf factorization of complex tridiagonal matrix Related keywords: complex, tridiagonal matrix; LAPACK; linear equations; matrix, band; ZGTTRF; |
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F07CSF | 22 | nagf_lapacklin_zgttrs Solves a complex tridiagonal system of linear equations using the factorization computed by F07CDF Related keywords: complex, tridiagonal matrix; LAPACK; linear equations; matrix, band; ZGTTRS; |
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F07CUF | 22 | nagf_lapacklin_zgtcon Estimates the reciprocal of the condition number of a complex tridiagonal matrix using the factorization computed by F07CDF Related keywords: complex, tridiagonal matrix; condition number, matrix; LAPACK; linear equations; matrix, band; ZGTCON; |
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F07CVF | 22 | nagf_lapacklin_zgtrfs Refined solution with error bounds of complex tridiagonal system of linear equations, multiple right-hand sides Related keywords: backward error; complex, tridiagonal matrix; forward error; LAPACK; linear equations; matrix, band; ZGTRFS; |
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F11MEF | 21 | nagf_sparse_direct_real_gen_lu factorization of real sparse matrix Related keywords: big data; data analytics; discretised system; large scale linear systems; real, sparse matrix; sparse linear system; |
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machine constants | X02 Chapter Introduction | Machine Constants | |
machine precision | X02AJF | 12 | nagf_machine_precision The machine precision Related keywords: machine constants; |
Mahalanobis distances | G03DBF | 15 | nagf_mv_discrim_mahal Computes Mahalanobis squared distances for group or pooled variance-covariance matrices (for use after G03DAF) Related keywords: discriminant analysis; multivariate methods; |
Mallows type regression | G02HAF | 13 | nagf_correg_robustm Robust regression, standard -estimates Related keywords: Andrew's sine wave; big data; correlation analysis; data analytics; finance; Hampel's piecewise linear function; Huber type regression; Krasker–Welsch weights; Maronna's weights; -estimates; nonlinear regression; polynomial regression; regression; regression analysis; robust regression; Scheppe type regression; Tukey's bi-weight; |
Mann–Whitney U statistic | G08AHF | 14 | nagf_nonpar_test_mwu Performs the Mann–Whitney test on two independent samples Related keywords: nonparametric statistics; tail probabilities; |
G08AJF | 14 | nagf_nonpar_prob_mwu_noties Computes the exact probabilities for the Mann–Whitney statistic, no ties in pooled sample Related keywords: nonparametric statistics; pooled sample; tail probabilities; |
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G08AKF | 14 | nagf_nonpar_prob_mwu_ties Computes the exact probabilities for the Mann–Whitney statistic, ties in pooled sample Related keywords: Neumann algorithm; nonparametric statistics; pooled sample; tail probabilities; |
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marginal likelihood | G13BEF | 11 | nagf_tsa_multi_inputmod_estim Multivariate time series, estimation of multi-input model Related keywords: ARIMA; big data; data analytics; exact likelihood; finance; multivariate time series; nonlinear least squares; time series; time series analysis; univariate time series; |
marginal tables | G11BCF | 17 | nagf_contab_tabulate_margin Computes marginal tables for multiway table computed by G11BAF or G11BBF Related keywords: contingency table analysis; |
mark | A00AAF | 18 | nagf_info_impl_details Library identification, details of implementation and mark Related keywords: identification; implementation details; library details; library identification; |
A00ADF | 22 | nagf_info_impl_details_separate Library identification, details of implementation, major and minor marks Related keywords: identification; implementation details; library details; library identification; |
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Maronna's weights | G02HAF | 13 | nagf_correg_robustm Robust regression, standard -estimates Related keywords: Andrew's sine wave; big data; correlation analysis; data analytics; finance; Hampel's piecewise linear function; Huber type regression; Krasker–Welsch weights; Mallows type regression; -estimates; nonlinear regression; polynomial regression; regression; regression analysis; robust regression; Scheppe type regression; Tukey's bi-weight; |
mathematical constants | X01 Chapter Introduction | Mathematical Constants | |
matrix, band | F01BUF | 7 | nagf_matop_real_symm_posdef_fac factorization of real symmetric positive definite band matrix Related keywords: decomposition, matrix; inversion; matrix operations; real, band, positive-definite, symmetric matrix; decomposition; |
F01BVF | 7 | nagf_matop_real_symm_posdef_geneig Reduction to standard form, generalized real symmetric-definite banded eigenproblem Related keywords: eigenproblem, generalized; generalized eigenproblem; inversion; matrix operations; real, band, positive-definite, symmetric matrix; |
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F01LEF | 11 | nagf_matop_real_gen_tridiag_lu factorization of real tridiagonal matrix Related keywords: complex, nonsymmetric matrix; inversion; LU decomposition; matrix operations; |
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F01MCF | 8 | nagf_matop_real_vband_posdef_fac factorization of real symmetric positive definite variable-bandwidth matrix Related keywords: inversion; decomposition; matrix operations; real, band, positive-definite, symmetric matrix; |
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F04BBF | 21 | nagf_linsys_real_band_solve Computes the solution, estimated condition number and error-bound to a real banded system of linear equations Related keywords: big data; data analytics; forward error; linear equations; real, band matrix; simultaneous linear equations; |
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F04BCF | 21 | nagf_linsys_real_tridiag_solve Computes the solution, estimated condition number and error-bound to a real tridiagonal system of linear equations Related keywords: big data; data analytics; forward error; linear equations; real, tridiagonal matrix; simultaneous linear equations; |
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F04CBF | 21 | nagf_linsys_complex_band_solve Computes the solution, estimated condition number and error-bound to a complex banded system of linear equations Related keywords: big data; complex, band matrix; data analytics; forward error; linear equations; simultaneous linear equations; |
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F04CCF | 21 | nagf_linsys_complex_tridiag_solve Computes the solution, estimated condition number and error-bound to a complex tridiagonal system of linear equations Related keywords: big data; complex, tridiagonal matrix; data analytics; forward error; linear equations; simultaneous linear equations; |
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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 Related keywords: big data; complex, band, Hermitian, positive-definite matrix; data analytics; forward error; linear equations; simultaneous linear equations; |
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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 Related keywords: big data; complex, Hermitian, positive-definite, tridiagonal matrix; data analytics; forward error; linear equations; simultaneous linear equations; |
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F04LEF | 11 | nagf_linsys_real_tridiag_fac_solve Solution of real tridiagonal simultaneous linear equations (coefficient matrix already factorized by F01LEF) Related keywords: big data; data analytics; linear equations; real, tridiagonal matrix; simultaneous linear equations; |
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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) Related keywords: big data; data analytics; linear equations; real, band, positive-definite, symmetric matrix; simultaneous linear equations; |
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F06PBF | 12 | nagf_blas_dgbmv Matrix-vector product, real rectangular band matrix Related keywords: BLAS; blas, real matrices; dgbmv; linear algebra support routines; multiply, matrix; real, band, by matrix; |
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F06PDF | 12 | nagf_blas_dsbmv Matrix-vector product, real symmetric band matrix Related keywords: BLAS; blas, real matrices; dsbmv; linear algebra support routines; multiply, matrix; real, band, symmetric matrix; |
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F06PGF | 12 | nagf_blas_dtbmv Matrix-vector product, real triangular band matrix Related keywords: BLAS; blas, real matrices; dtbmv; linear algebra support routines; multiply, matrix; real, band, triangular matrix; |
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F06PKF | 12 | nagf_blas_dtbsv System of equations, real triangular band matrix Related keywords: BLAS; blas, real matrices; dtbsv; linear algebra support routines; linear equations; real, band, triangular matrix; |
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F06RBF | 15 | nagf_blas_dlangb -norm, -norm, Frobenius norm, largest absolute element, real band matrix Related keywords: 1-norm; BLAS; Frobenius norm; infinity-norm; linear algebra support routines; norm, matrix; real, band, by matrix; |
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F06REF | 15 | nagf_blas_dlansb -norm, -norm, Frobenius norm, largest absolute element, real symmetric band matrix Related keywords: 1-norm; BLAS; Frobenius norm; infinity-norm; linear algebra support routines; norm, matrix; real, band, symmetric matrix; |
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F06RNF | 21 | nagf_blas_dlangt -norm, -norm, Frobenius norm, largest absolute element, real tridiagonal matrix Related keywords: 1-norm; BLAS; Frobenius norm; infinity-norm; linear algebra support routines; norm, matrix; real, tridiagonal matrix; |
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F06RPF | 21 | nagf_blas_dlanst -norm, -norm, Frobenius norm, largest absolute element, real symmetric tridiagonal matrix Related keywords: 1-norm; BLAS; Frobenius norm; infinity-norm; linear algebra support routines; norm, matrix; real, symmetric, tridiagonal matrix; |
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F06SBF | 12 | nagf_blas_zgbmv Matrix-vector product, complex rectangular band matrix Related keywords: BLAS; blas, complex matrices; complex, band, by matrix; linear algebra support routines; multiply, matrix; zgbmv; |
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F06SDF | 12 | nagf_blas_zhbmv Matrix-vector product, complex Hermitian band matrix Related keywords: BLAS; blas, complex matrices; complex, band, Hermitian matrix; linear algebra support routines; multiply, matrix; zhbmv; |
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F06SGF | 12 | nagf_blas_ztbmv Matrix-vector product, complex triangular band matrix Related keywords: BLAS; blas, complex matrices; complex, band, triangular matrix; linear algebra support routines; multiply, matrix; ztbmv; |
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F06SKF | 12 | nagf_blas_ztbsv System of equations, complex triangular band matrix Related keywords: BLAS; blas, complex matrices; complex, band, triangular matrix; linear algebra support routines; linear equations; ztbsv; |
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F06UBF | 15 | nagf_blas_zlangb -norm, -norm, Frobenius norm, largest absolute element, complex band matrix Related keywords: 1-norm; BLAS; complex, band matrix; Frobenius norm; infinity-norm; linear algebra support routines; |
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F06UEF | 15 | nagf_blas_zlanhb -norm, -norm, Frobenius norm, largest absolute element, complex Hermitian band matrix Related keywords: 1-norm; BLAS; complex, band, Hermitian matrix; Frobenius norm; infinity-norm; linear algebra support routines; |
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F06UHF | 15 | nagf_blas_zlansb -norm, -norm, Frobenius norm, largest absolute element, complex symmetric band matrix Related keywords: 1-norm; BLAS; complex, band, symmetric matrix; Frobenius norm; infinity-norm; linear algebra support routines; |
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F06ULF | 15 | nagf_blas_zlantb -norm, -norm, Frobenius norm, largest absolute element, complex triangular band matrix Related keywords: 1-norm; BLAS; complex, band, triangular matrix; Frobenius norm; infinity-norm; linear algebra support routines; |
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F06UNF | 21 | nagf_blas_zlangt -norm, -norm, Frobenius norm, largest absolute element, complex tridiagonal matrix Related keywords: 1-norm; BLAS; complex, triangular matrix; Frobenius norm; infinity-norm; linear algebra support routines; |
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F06UPF | 21 | nagf_blas_zlanht -norm, -norm, Frobenius norm, largest absolute element, complex Hermitian tridiagonal matrix Related keywords: 1-norm; BLAS; complex, Hermitian, tridiagonal matrix; Frobenius norm; infinity-norm; linear algebra support routines; |
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F07BAF | 21 | nagf_lapacklin_dgbsv Computes the solution to a real banded system of linear equations Related keywords: DGBSV; LAPACK; linear equations; decomposition; real, band matrix; |
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F07BBF | 21 | nagf_lapacklin_dgbsvx Uses the factorization to compute the solution, error-bound and condition estimate for a real banded system of linear equations Related keywords: backward error; condition number, matrix; DGBSVX; error bound, matrix; forward error; LAPACK; linear equations; decomposition; real, band matrix; |
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F07BDF | 15 | nagf_lapacklin_dgbtrf factorization of real by band matrix Related keywords: DGBTRF; LAPACK; linear equations; decomposition; real, band matrix; |
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F07BEF | 15 | nagf_lapacklin_dgbtrs Solution of real band system of linear equations, multiple right-hand sides, matrix already factorized by F07BDF Related keywords: DGBTRS; LAPACK; linear equations; decomposition; real, band matrix; |
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F07BFF | 22 | nagf_lapacklin_dgbequ Computes row and column scalings intended to equilibrate a real banded matrix and reduce its condition number Related keywords: DGBEQU; equilibration; LAPACK; linear equations; real, band matrix; scaling; |
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F07BGF | 15 | nagf_lapacklin_dgbcon Estimate condition number of real band matrix, matrix already factorized by F07BDF Related keywords: condition number, matrix; DGBCON; LAPACK; linear equations; real, band matrix; |
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F07BHF | 15 | nagf_lapacklin_dgbrfs Refined solution with error bounds of real band system of linear equations, multiple right-hand sides Related keywords: backward error; DGBRFS; forward error; LAPACK; linear equations; decomposition; real, band matrix; |
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F07BNF | 21 | nagf_lapacklin_zgbsv Computes the solution to a complex banded system of linear equations Related keywords: complex, band matrix; LAPACK; linear equations; decomposition; ZGBSV; |
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F07BPF | 21 | nagf_lapacklin_zgbsvx Uses the factorization to compute the solution, error-bound and condition estimate for a complex banded system of linear equations Related keywords: backward error; complex, band matrix; condition number, matrix; error bound, matrix; forward error; LAPACK; linear equations; decomposition; ZGBSVX; |
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F07BRF | 15 | nagf_lapacklin_zgbtrf factorization of complex by band matrix Related keywords: complex, by matrix; LAPACK; linear equations; decomposition; ZGBSVX; |
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F07BSF | 15 | nagf_lapacklin_zgbtrs Solution of complex band system of linear equations, multiple right-hand sides, matrix already factorized by F07BRF Related keywords: complex, band matrix; LAPACK; linear equations; decomposition; ZGBTRS; |
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F07BTF | 22 | nagf_lapacklin_zgbequ Computes row and column scalings intended to equilibrate a complex banded matrix and reduce its condition number Related keywords: complex, band matrix; equilibration; LAPACK; linear equations; scaling; ZGBEQU; |
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F07BUF | 15 | nagf_lapacklin_zgbcon Estimate condition number of complex band matrix, matrix already factorized by F07BRF Related keywords: complex, band matrix; condition number, matrix; LAPACK; linear equations; ZGBEQU; |
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F07BVF | 15 | nagf_lapacklin_zgbrfs Refined solution with error bounds of complex band system of linear equations, multiple right-hand sides Related keywords: backward error; complex, band matrix; error bound, matrix; forward error; LAPACK; linear equations; ZGBRFS; |
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F07CAF | 21 | nagf_lapacklin_dgtsv Computes the solution to a real tridiagonal system of linear equations Related keywords: DGTSV; finance; LAPACK; linear equations; decomposition; real, tridiagonal matrix; |
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F07CBF | 21 | nagf_lapacklin_dgtsvx Uses the factorization to compute the solution, error-bound and condition estimate for a real tridiagonal system of linear equations Related keywords: backward error; condition number, matrix; DGTSVX; error bound, matrix; forward error; LAPACK; linear equations; decomposition; real, tridiagonal matrix; |
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F07CDF | 22 | nagf_lapacklin_dgttrf factorization of real tridiagonal matrix Related keywords: DGTTRF; finance; LAPACK; linear equations; decomposition; real, tridiagonal matrix; |
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F07CEF | 22 | nagf_lapacklin_dgttrs Solves a real tridiagonal system of linear equations using the factorization computed by F07CDF Related keywords: DGTTRS; finance; LAPACK; linear equations; decomposition; real, tridiagonal matrix; |
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F07CGF | 22 | nagf_lapacklin_dgtcon Estimates the reciprocal of the condition number of a real tridiagonal matrix using the factorization computed by F07CDF Related keywords: condition number, matrix; DGTCON; LAPACK; linear equations; decomposition; real, tridiagonal matrix; |
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F07CHF | 22 | nagf_lapacklin_dgtrfs Refined solution with error bounds of real tridiagonal system of linear equations, multiple right-hand sides Related keywords: backward error; DGTCON; forward error; LAPACK; linear equations; decomposition; real, tridiagonal matrix; |
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F07CNF | 21 | nagf_lapacklin_zgtsv Computes the solution to a complex tridiagonal system of linear equations Related keywords: complex, tridiagonal matrix; LAPACK; linear equations; decomposition; ZGTSV; |
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F07CPF | 21 | nagf_lapacklin_zgtsvx Uses the factorization to compute the solution, error-bound and condition estimate for a complex tridiagonal system of linear equations Related keywords: backward error; complex, tridiagonal matrix; forward error; LAPACK; linear equations; decomposition; ZGTSVX; |
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F07CRF | 22 | nagf_lapacklin_zgttrf factorization of complex tridiagonal matrix Related keywords: complex, tridiagonal matrix; LAPACK; linear equations; decomposition; ZGTTRF; |
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F07CSF | 22 | nagf_lapacklin_zgttrs Solves a complex tridiagonal system of linear equations using the factorization computed by F07CDF Related keywords: complex, tridiagonal matrix; LAPACK; linear equations; decomposition; ZGTTRS; |
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F07CUF | 22 | nagf_lapacklin_zgtcon Estimates the reciprocal of the condition number of a complex tridiagonal matrix using the factorization computed by F07CDF Related keywords: complex, tridiagonal matrix; condition number, matrix; LAPACK; linear equations; decomposition; ZGTCON; |
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F07CVF | 22 | nagf_lapacklin_zgtrfs Refined solution with error bounds of complex tridiagonal system of linear equations, multiple right-hand sides Related keywords: backward error; complex, tridiagonal matrix; forward error; LAPACK; linear equations; decomposition; ZGTRFS; |
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F07HAF | 21 | nagf_lapacklin_dpbsv Computes the solution to a real symmetric positive definite banded system of linear equations Related keywords: Cholesky decomposition; DPBSV; LAPACK; linear equations; real, band, positive-definite, symmetric matrix; |
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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 Related keywords: backward error; Cholesky decomposition; condition number, matrix; DPBSVX; error bound, matrix; forward error; LAPACK; linear equations; real, band, positive-definite, symmetric matrix; |
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F07HDF | 15 | nagf_lapacklin_dpbtrf Cholesky factorization of real symmetric positive definite band matrix Related keywords: Cholesky decomposition; DPBTRF; finance; LAPACK; linear equations; real, band, positive-definite, symmetric matrix; |
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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 Related keywords: Cholesky decomposition; DPBTRS; finance; LAPACK; linear equations; real, band, positive-definite, symmetric matrix; |
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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 Related keywords: DPBEQU; equilibration; LAPACK; linear equations; real, band, positive-definite, symmetric matrix; scaling; |
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F07HGF | 15 | nagf_lapacklin_dpbcon Estimate condition number of real symmetric positive definite band matrix, matrix already factorized by F07HDF Related keywords: condition number, matrix; DPBCON; LAPACK; linear equations; real, band, positive-definite, symmetric matrix; |
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F07HHF | 15 | nagf_lapacklin_dpbrfs Refined solution with error bounds of real symmetric positive definite band system of linear equations, multiple right-hand sides Related keywords: backward error; Cholesky decomposition; DPBRFS; forward error; LAPACK; linear equations; real, band, positive-definite, symmetric matrix; |
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F07HNF | 21 | nagf_lapacklin_zpbsv Computes the solution to a complex Hermitian positive definite banded system of linear equations Related keywords: Cholesky decomposition; complex, band, Hermitian, positive-definite matrix; LAPACK; linear equations; ZPBSV; |
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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 Related keywords: backward error; Cholesky decomposition; complex, band, Hermitian, positive-definite matrix; condition number, matrix; error bound, matrix; forward error; LAPACK; linear equations; ZPBSVX; |
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F07HRF | 15 | nagf_lapacklin_zpbtrf Cholesky factorization of complex Hermitian positive definite band matrix Related keywords: Cholesky decomposition; complex, band, Hermitian, positive-definite matrix; LAPACK; linear equations; ZPBTRF; |
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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 Related keywords: Cholesky decomposition; complex, band, Hermitian, positive-definite matrix; LAPACK; linear equations; ZPBTRS; |
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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 Related keywords: complex, band, Hermitian, positive-definite matrix; equilibration; LAPACK; linear equations; scaling; ZPBEQU; |
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F07HUF | 15 | nagf_lapacklin_zpbcon Estimate condition number of complex Hermitian positive definite band matrix, matrix already factorized by F07HRF Related keywords: complex, band, Hermitian, positive-definite matrix; condition number, matrix; LAPACK; linear equations; ZPBCON; |
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F07HVF | 15 | nagf_lapacklin_zpbrfs Refined solution with error bounds of complex Hermitian positive definite band system of linear equations, multiple right-hand sides Related keywords: backward error; Cholesky decomposition; complex, band, Hermitian, positive-definite matrix; error bound, matrix; forward error; LAPACK; linear equations; ZPBRFS; |
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F07JAF | 21 | nagf_lapacklin_dptsv Computes the solution to a real symmetric positive definite tridiagonal system of linear equations Related keywords: Cholesky decomposition; DPTSV; LAPACK; linear equations; real, positive-definite, symmetric, tridiagonal matrix; |
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F07JBF | 21 | nagf_lapacklin_dptsvx Uses the factorization to compute the solution, error-bound and condition estimate for a real symmetric positive definite tridiagonal system of linear equations Related keywords: backward error; Cholesky decomposition; condition number, matrix; DPTSVX; error bound, matrix; forward error; LAPACK; linear equations; real, positive-definite, symmetric, tridiagonal matrix; |
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F07JDF | 22 | nagf_lapacklin_dpttrf Computes the factorization of a real symmetric positive definite tridiagonal matrix Related keywords: Cholesky decomposition; DPTTRF; LAPACK; linear equations; real, positive-definite, symmetric, tridiagonal matrix; |
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F07JEF | 22 | nagf_lapacklin_dpttrs Solves a real symmetric positive definite tridiagonal system using the factorization computed by F07JDF Related keywords: Cholesky decomposition; DPTTRS; LAPACK; linear equations; real, positive-definite, symmetric, tridiagonal matrix; |
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F07JGF | 22 | nagf_lapacklin_dptcon Computes the reciprocal of the condition number of a real symmetric positive definite tridiagonal system using the factorization computed by F07JDF Related keywords: condition number, matrix; DPTCON; LAPACK; linear equations; real, positive-definite, symmetric, tridiagonal matrix; |
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F07JHF | 22 | nagf_lapacklin_dptrfs Refined solution with error bounds of real symmetric positive definite tridiagonal system of linear equations, multiple right-hand sides Related keywords: backward error; Cholesky decomposition; DPTRFS; forward error; LAPACK; linear equations; real, positive-definite, symmetric, tridiagonal matrix; |
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F07JNF | 21 | nagf_lapacklin_zptsv Computes the solution to a complex Hermitian positive definite tridiagonal system of linear equations Related keywords: Cholesky decomposition; complex, Hermitian, positive-definite, tridiagonal matrix; LAPACK; linear equations; ZPTSV; |
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F07JPF | 21 | nagf_lapacklin_zptsvx Uses the factorization to compute the solution, error-bound and condition estimate for a complex Hermitian positive definite tridiagonal system of linear equations Related keywords: backward error; Cholesky decomposition; complex, Hermitian, positive-definite, tridiagonal matrix; condition number, matrix; error bound, matrix; forward error; LAPACK; linear equations; ZPTSVX; |
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F07JRF | 22 | nagf_lapacklin_zpttrf Computes the factorization of a complex Hermitian positive definite tridiagonal matrix Related keywords: Cholesky decomposition; complex, Hermitian, positive-definite, tridiagonal matrix; LAPACK; linear equations; ZPPTRF; |
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F07JSF | 22 | nagf_lapacklin_zpttrs Solves a complex Hermitian positive definite tridiagonal system using the factorization computed by F07JRF Related keywords: Cholesky decomposition; complex, Hermitian, positive-definite, tridiagonal matrix; LAPACK; linear equations; ZPPTRS; |
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F07JUF | 22 | nagf_lapacklin_zptcon Computes the reciprocal of the condition number of a complex Hermitian positive definite tridiagonal system using the factorization computed by F07JRF Related keywords: Cholesky decomposition; complex, Hermitian, positive-definite, tridiagonal matrix; condition number, matrix; LAPACK; linear equations; ZPTCON; |
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F07JVF | 22 | nagf_lapacklin_zptrfs Refined solution with error bounds of complex Hermitian positive definite tridiagonal system of linear equations, multiple right-hand sides Related keywords: backward error; Cholesky decomposition; complex, Hermitian, positive-definite, tridiagonal matrix; forward error; LAPACK; linear equations; ZPTRFS; |
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F07VEF | 15 | nagf_lapacklin_dtbtrs Solution of real band triangular system of linear equations, multiple right-hand sides Related keywords: DTBTRS; LAPACK; linear equations; real, band, triangular matrix; |
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F07VGF | 15 | nagf_lapacklin_dtbcon Estimate condition number of real band triangular matrix Related keywords: condition number, matrix; DTBCON; LAPACK; linear equations; real, band, triangular matrix; |
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F07VHF | 15 | nagf_lapacklin_dtbrfs Error bounds for solution of real band triangular system of linear equations, multiple right-hand sides Related keywords: backward error; DTBRFS; error bound, matrix; forward error; LAPACK; linear equations; real, band, triangular matrix; |
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F07VSF | 15 | nagf_lapacklin_ztbtrs Solution of complex band triangular system of linear equations, multiple right-hand sides Related keywords: complex, band, triangular matrix; LAPACK; linear equations; ZTBTRS; |
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F07VUF | 15 | nagf_lapacklin_ztbcon Estimate condition number of complex band triangular matrix Related keywords: complex, band, triangular matrix; condition number, matrix; LAPACK; linear equations; ZTBCON; |
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F07VVF | 15 | nagf_lapacklin_ztbrfs Error bounds for solution of complex band triangular system of linear equations, multiple right-hand sides Related keywords: backward error; complex, band, triangular matrix; error bound, matrix; forward error; LAPACK; linear equations; ZTBRFS; |
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F08HAF | 21 | nagf_lapackeig_dsbev Computes all eigenvalues and, optionally, eigenvectors of a real symmetric band matrix Related keywords: DSBEV; eigenproblem; LAPACK; LAPACK; least squares; algorithm; real, band, symmetric matrix; |
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F08HBF | 21 | nagf_lapackeig_dsbevx Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric band matrix Related keywords: DSBEVX; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; real, band, symmetric matrix; |
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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 or algorithm) Related keywords: divide-and-conquer method; DSBEVX; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; Pal–Walker–Kahan ( or ) algorithm; real, band, symmetric matrix; |
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F08HEF | 16 | nagf_lapackeig_dsbtrd Performs an orthogonal reduction of real symmetric band matrix to symmetric tridiagonal form Related keywords: DSBTRD; eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; real, band, symmetric matrix; |
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F08HNF | 21 | nagf_lapackeig_zhbev Computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian band matrix Related keywords: complex, band, Hermitian matrix; eigenproblem; LAPACK; LAPACK; least squares; algorithm; unitary transformations; ZHBEV; |
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F08HPF | 21 | nagf_lapackeig_zhbevx Computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian band matrix Related keywords: complex, band, Hermitian matrix; eigenproblem; LAPACK; LAPACK; least squares; unitary transformations; ZHBEVX; |
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F08HQF | 19 | nagf_lapackeig_zhbevd Computes all eigenvalues and, optionally, all eigenvectors of complex Hermitian band matrix (divide-and-conquer) Related keywords: complex, band, Hermitian matrix; divide-and-conquer method; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; Pal–Walker–Kahan ( or ) algorithm; ZHBEVD; |
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F08HSF | 16 | nagf_lapackeig_zhbtrd Performs a unitary reduction of complex Hermitian band matrix to real symmetric tridiagonal form Related keywords: complex, band, Hermitian matrix; eigenproblem; LAPACK; LAPACK; least squares; unitary transformations; ZHBTRD; |
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F08JAF | 21 | nagf_lapackeig_dstev Computes all eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix Related keywords: DSTEV; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; algorithm; algorithm; real, symmetric, tridiagonal matrix; |
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F08JBF | 21 | nagf_lapackeig_dstevx Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix Related keywords: bisection method; DSTEVX; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; algorithm; real, symmetric, tridiagonal matrix; |
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F08JCF | 19 | nagf_lapackeig_dstevd Computes all eigenvalues and, optionally, all eigenvectors of real symmetric tridiagonal matrix (divide-and-conquer) Related keywords: divide-and-conquer method; DSTEVX; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; Pal–Walker–Kahan ( or ) algorithm; real, symmetric, tridiagonal matrix; |
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F08JDF | 21 | nagf_lapackeig_dstevr Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix (Relatively Robust Representations) Related keywords: dqds algorithm; DSTEVR; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; real, symmetric, tridiagonal matrix; relatively robust representations; |
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F08JEF | 16 | nagf_lapackeig_dsteqr Computes all eigenvalues and eigenvectors of real symmetric tridiagonal matrix, reduced from real symmetric matrix using the implicit or algorithm Related keywords: DSTEQR; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; algorithm; algorithm; real, symmetric, tridiagonal matrix; |
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F08JFF | 16 | nagf_lapackeig_dsterf Computes all eigenvalues of real symmetric tridiagonal matrix, root-free variant of the or algorithm Related keywords: DSTERF; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; algorithm; algorithm; real, symmetric, tridiagonal matrix; |
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F08JGF | 16 | nagf_lapackeig_dpteqr Computes all eigenvalues and eigenvectors of real symmetric positive definite tridiagonal matrix, reduced from real symmetric positive definite matrix Related keywords: DPTEQR; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; real, symmetric, tridiagonal matrix; |
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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) Related keywords: divide-and-conquer method; DSTEDC; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; algorithm; algorithm; real, symmetric, tridiagonal matrix; |
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F08JJF | 16 | nagf_lapackeig_dstebz Computes selected eigenvalues of real symmetric tridiagonal matrix by bisection Related keywords: bisection method; DSTEBZ; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; real, symmetric, tridiagonal matrix; |
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F08JKF | 16 | nagf_lapackeig_dstein Computes selected eigenvectors of real symmetric tridiagonal matrix by inverse iteration, storing eigenvectors in real array Related keywords: DSTEIN; eigenproblem; eigenvectors; inverse iteration; LAPACK; LAPACK; least squares; real, symmetric, tridiagonal matrix; |
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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) Related keywords: dqds algorithm; DSTEGR; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; real, symmetric, tridiagonal matrix; relatively robust representations; |
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F08JXF | 16 | nagf_lapackeig_zstein Computes selected eigenvectors of real symmetric tridiagonal matrix by inverse iteration, storing eigenvectors in complex array Related keywords: eigenproblem; eigenvectors; inverse iteration; LAPACK; LAPACK; least squares; real, symmetric, tridiagonal matrix; ZSTEIN; |
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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) Related keywords: dqds algorithm; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; real, symmetric, tridiagonal matrix; relatively robust representations; ZSTEGR; |
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F08LEF | 19 | nagf_lapackeig_dgbbrd Performs a reduction of real rectangular band matrix to upper bidiagonal form Related keywords: DGBBRD; eigenproblem; Givens rotations; LAPACK; LAPACK; least squares; real, band, by matrix; |
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F08LSF | 19 | nagf_lapackeig_zgbbrd Reduction of complex rectangular band matrix to upper bidiagonal form Related keywords: eigenproblem; Givens rotations; LAPACK; LAPACK; least squares; real, band, by matrix; ZGBBRD; |
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F08MDF | 22 | nagf_lapackeig_dbdsdc Computes the singular value decomposition of a real bidiagonal matrix, optionally computing the singular vectors (divide-and-conquer) Related keywords: DBDSDC; divide-and-conquer method; eigenproblem; LAPACK; LAPACK; least squares; algorithm; real, bidiagonal matrix; SVD, singular value decomposition; |
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F08MEF | 16 | nagf_lapackeig_dbdsqr Performs an SVD of real bidiagonal matrix reduced from real general matrix Related keywords: DBDSQR; differential qd algorithm; eigenproblem; LAPACK; LAPACK; least squares; algorithm; algorithm; real, bidiagonal matrix; SVD, singular value decomposition; |
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F08MSF | 16 | nagf_lapackeig_zbdsqr Performs an SVD of real bidiagonal matrix reduced from complex general matrix Related keywords: differential qd algorithm; eigenproblem; LAPACK; LAPACK; least squares; algorithm; algorithm; real, bidiagonal matrix; SVD, singular value decomposition; ZBDSQR; |
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F08UAF | 21 | nagf_lapackeig_dsbgv Computes all the eigenvalues, and optionally, the eigenvectors of a real banded generalized symmetric-definite eigenproblem Related keywords: DSBGV; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; real, band, positive-definite, symmetric matrix; |
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F08UBF | 21 | nagf_lapackeig_dsbgvx Computes selected eigenvalues, and optionally, the eigenvectors of a real banded generalized symmetric-definite eigenproblem Related keywords: DSBGVX; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; real, band, positive-definite, symmetric matrix; |
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F08UCF | 21 | nagf_lapackeig_dsbgvd Computes all the eigenvalues, and optionally, the eigenvectors of a real banded generalized symmetric-definite eigenproblem (divide-and-conquer) Related keywords: divide-and-conquer method; DSBGVX; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; real, band, positive-definite, symmetric matrix; |
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F08UEF | 19 | nagf_lapackeig_dsbgst Performs a reduction of real symmetric-definite banded generalized eigenproblem to standard form , such that has the same bandwidth as Related keywords: DSBGST; eigenproblem; eigenproblem, generalized; generalized eigenproblem; LAPACK; LAPACK; least squares; real, band, positive-definite, symmetric matrix; |
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F08UFF | 19 | nagf_lapackeig_dpbstf Computes a split Cholesky factorization of real symmetric positive definite band matrix Related keywords: Cholesky decomposition; DPBSTF; DSBGST; eigenproblem; eigenproblem, generalized; generalized eigenproblem; LAPACK; LAPACK; least squares; real, band, positive-definite, symmetric matrix; |
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F08UNF | 21 | nagf_lapackeig_zhbgv Computes all the eigenvalues, and optionally, the eigenvectors of a complex banded generalized Hermitian-definite eigenproblem Related keywords: complex, band, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; ZHBGV; |
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F08UPF | 21 | nagf_lapackeig_zhbgvx Computes selected eigenvalues, and optionally, the eigenvectors of a complex banded generalized Hermitian-definite eigenproblem Related keywords: complex, band, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; ZHBGVX; |
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F08UQF | 21 | nagf_lapackeig_zhbgvd Computes all the eigenvalues, and optionally, the eigenvectors of a complex banded generalized Hermitian-definite eigenproblem (divide-and-conquer) Related keywords: complex, band, Hermitian, positive-definite matrix; divide-and-conquer method; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; ZHBGVD; |
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F08USF | 19 | nagf_lapackeig_zhbgst Performs a reduction of complex Hermitian-definite banded generalized eigenproblem to standard form , such that has the same bandwidth as Related keywords: complex, band, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; generalized eigenproblem; LAPACK; LAPACK; least squares; ZHBGST; |
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F08UTF | 19 | nagf_lapackeig_zpbstf Computes a split Cholesky factorization of complex Hermitian positive definite band matrix Related keywords: complex, band, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; generalized eigenproblem; LAPACK; LAPACK; least squares; Split Cholesky factorization; ZPBSTF; |
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F16RBF | 23 | nagf_blast_dgb_norm -norm, -norm, Frobenius norm, largest absolute element, real band matrix Related keywords: 1-norm; absolute value; absolute value; banded matrix; Frobenius norm; further linear algebra support routines; infinity-norm; norm, matrix; real, band, by matrix; |
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F16UBF | 23 | nagf_blast_zgb_norm -norm, -norm, Frobenius norm, largest absolute element, complex band matrix Related keywords: 1-norm; absolute value; banded matrix; complex, band matrix; Frobenius norm; further linear algebra support routines; infinity-norm; norm, matrix; |
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matrix, rank | F01BLF | 5 | nagf_matop_real_gen_pseudinv Pseudo-inverse and rank of real by matrix Related keywords: inversion; matrix operations; pseudo-inverse; real, by matrix; |
matrix, reorder | F11ZAF | 18 | nagf_sparse_real_gen_sort Real sparse nonsymmetric matrix reorder routine Related keywords: big data; data analytics; large scale linear systems; real, sparse matrix; |
F11ZBF | 17 | nagf_sparse_real_symm_sort Real sparse symmetric matrix reorder routine Related keywords: big data; data analytics; large scale linear systems; real, sparse, symmetric matrix; |
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F11ZNF | 19 | nagf_sparse_complex_gen_sort Complex sparse non-Hermitian matrix reorder routine Related keywords: big data; complex, sparse matrix; data analytics; large scale linear systems; |
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F11ZPF | 19 | nagf_sparse_complex_herm_sort Complex sparse Hermitian matrix reorder routine Related keywords: big data; complex, Hermitian, sparse matrix; data analytics; large scale linear systems; |
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matrix, sparse | F02EKF | 24 | nagf_eigen_real_gen_sparse_arnoldi Selected eigenvalues and eigenvectors of a real sparse general matrix Related keywords: big data; data analytics; eigenvalues; eigenvectors; large scale eigenproblems; real, sparse matrix; |
F02FJF | 11 | nagf_eigen_real_symm_sparse_eigsys Selected eigenvalues and eigenvectors of sparse symmetric eigenproblem (Black Box) Related keywords: big data; data analytics; eigenvalues; eigenvectors; real, sparse, symmetric matrix; |
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F02FKF | 25 | nagf_eigen_real_symm_sparse_arnoldi Selected eigenvalues and eigenvectors of a real symmetric sparse matrix Related keywords: big data; data analytics; eigenproblem; eigenvalues; eigenvalues; eigenvectors; eigenvectors; large scale eigenproblems; real, sparse, symmetric matrix; sparse eigenproblem; |
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F04AXF | 7 | nagf_linsys_real_sparse_fac_solve Solution of real sparse simultaneous linear equations (coefficient matrix already factorized) Related keywords: big data; data analytics; linear equations; real, sparse matrix; simultaneous linear equations; |
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F04QAF | 11 | nagf_linsys_real_gen_sparse_lsqsol Sparse linear least squares problem, real equations in unknowns Related keywords: big data; data analytics; least squares; real, by matrix; regression; ridge; simultaneous linear equations; |
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matrix, upper trapezoidal | F08BHF | 22 | nagf_lapackeig_dtzrzf Reduces a real upper trapezoidal matrix to upper triangular form Related keywords: DTZRZF; eigenproblem; LAPACK; LAPACK; least squares; matrix, upper triangular; orthogonal transformations; real, trapezoidal matrix; |
F08BVF | 22 | nagf_lapackeig_ztzrzf Reduces a complex upper trapezoidal matrix to upper triangular form Related keywords: complex, trapezoidal matrix; eigenproblem; LAPACK; LAPACK; least squares; matrix, upper triangular; ZTZRZF; |
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matrix, upper triangular | F08BHF | 22 | nagf_lapackeig_dtzrzf Reduces a real upper trapezoidal matrix to upper triangular form Related keywords: DTZRZF; eigenproblem; LAPACK; LAPACK; least squares; matrix, upper trapezoidal; orthogonal transformations; real, trapezoidal matrix; |
F08BVF | 22 | nagf_lapackeig_ztzrzf Reduces a complex upper trapezoidal matrix to upper triangular form Related keywords: complex, trapezoidal matrix; eigenproblem; LAPACK; LAPACK; least squares; matrix, upper trapezoidal; ZTZRZF; |
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matrix constraints | E04RDF | 26 | nagf_opt_sdp_read_sdpa A reader of sparse SDPA data files for linear SDP problems Related keywords: least squares fitting; linear matrix inequality; LMI; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; SDP; semidefinite programming; service routine; |
E04RNF | 26 | nagf_opt_handle_set_linmatineq Add one or more linear matrix inequality constraints to a problem initialized by E04RAF Related keywords: least squares fitting; linear matrix inequality; LMI; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; |
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E04RPF | 26 | nagf_opt_handle_set_quadmatineq Define bilinear matrix terms to a problem initialized by E04RAF Related keywords: bilinear matrix inequality; BMI; least squares fitting; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; |
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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) Related keywords: bilinear matrix inequality; BMI; generalized augmented Lagrangian method; Lagrangian; least squares fitting; linear matrix inequality; LMI; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; monitoring information; optimization; optimization; SDP; semidefinite programming; |
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matrix exponential | F01ECF | 22 | nagf_matop_real_gen_matrix_exp Real matrix exponential Related keywords: exponential, matrix; inversion; matrix operations; real, nonsymmetric matrix; |
F01EDF | 23 | nagf_matop_real_symm_matrix_exp Real symmetric matrix exponential Related keywords: exponential, matrix; finance; inversion; matrix operations; real, indefinite, symmetric matrix; |
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F01FCF | 23 | nagf_matop_complex_gen_matrix_exp Complex matrix exponential Related keywords: complex, nonsymmetric matrix; exponential, matrix; finance; inversion; matrix operations; |
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F01FDF | 23 | nagf_matop_complex_herm_matrix_exp Complex Hermitian matrix exponential Related keywords: complex, Hermitian, indefinite matrix; exponential, matrix; finance; inversion; matrix operations; |
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F01GAF | 24 | nagf_matop_real_gen_matrix_actexp Action of a real matrix exponential on a real matrix Related keywords: exponential, matrix; inversion; matrix operations; product, matrices; real, nonsymmetric matrix; |
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F01GBF | 24 | nagf_matop_real_gen_matrix_actexp_rcomm Action of a real matrix exponential on a real matrix (reverse communication) Related keywords: exponential, matrix; inversion; matrix operations; product, matrices; real, nonsymmetric matrix; |
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F01HAF | 24 | nagf_matop_complex_gen_matrix_actexp Action of a complex matrix exponential on a complex matrix Related keywords: complex, nonsymmetric matrix; exponential, matrix; inversion; matrix operations; product, matrices; |
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F01HBF | 24 | nagf_matop_complex_gen_matrix_actexp_rcomm Action of a complex matrix exponential on a complex matrix (reverse communication) Related keywords: complex, nonsymmetric matrix; exponential, matrix; inversion; matrix operations; product, matrices; |
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matrix functions | F01EFF | 23 | nagf_matop_real_symm_matrix_fun Function of a real symmetric matrix Related keywords: finance; functions, matrix; inversion; matrix operations; real, indefinite, symmetric matrix; |
F01ELF | 24 | nagf_matop_real_gen_matrix_fun_num Function of a real matrix (using numerical differentiation) Related keywords: functions, matrix; inversion; matrix operations; real, nonsymmetric matrix; |
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F01EMF | 24 | nagf_matop_real_gen_matrix_fun_usd Function of a real matrix (using user-supplied derivatives) Related keywords: functions, matrix; inversion; matrix operations; real, nonsymmetric matrix; |
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F01FFF | 23 | nagf_matop_complex_herm_matrix_fun Function of a complex Hermitian matrix Related keywords: complex, Hermitian, indefinite matrix; finance; functions, matrix; inversion; matrix operations; |
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F01FLF | 24 | nagf_matop_complex_gen_matrix_fun_num Function of a complex matrix (using numerical differentiation) Related keywords: complex, nonsymmetric matrix; functions, matrix; inversion; matrix operations; |
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F01FMF | 24 | nagf_matop_complex_gen_matrix_fun_usd Function of a complex matrix (using user-supplied derivatives) Related keywords: complex, nonsymmetric matrix; functions, matrix; inversion; matrix operations; |
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F01JBF | 24 | nagf_matop_real_gen_matrix_cond_num Condition number for a function of a real matrix (using numerical differentiation) Related keywords: condition number, matrix; inversion; matrix operations; real, nonsymmetric matrix; |
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F01JCF | 24 | nagf_matop_real_gen_matrix_cond_usd Condition number for a function of a real matrix (using user-supplied derivatives) Related keywords: condition number, matrix; inversion; matrix operations; real, nonsymmetric matrix; |
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F01KBF | 24 | nagf_matop_complex_gen_matrix_cond_num Condition number for a function of a complex matrix (using numerical differentiation) Related keywords: complex, nonsymmetric matrix; condition number, matrix; inversion; matrix operations; |
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F01KCF | 24 | nagf_matop_complex_gen_matrix_cond_usd Condition number for a function of a complex matrix (using user-supplied derivatives) Related keywords: complex, nonsymmetric matrix; condition number, matrix; inversion; matrix operations; |
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matrix inverse | F01ABF | 1 | nagf_matop_real_symm_posdef_inv Inverse of real symmetric positive definite matrix using iterative refinement Related keywords: inverse, matrix; inversion; matrix operations; real, positive-definite, symmetric matrix; |
F01ADF | 2 | nagf_matop_real_symm_posdef_inv_noref Inverse of real symmetric positive definite matrix Related keywords: inverse, matrix; inversion; matrix operations; real, positive-definite, symmetric matrix; |
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matrix logarithm | F01EJF | 24 | nagf_matop_real_gen_matrix_log Real matrix logarithm Related keywords: inversion; logarithm, matrix; matrix operations; real, nonsymmetric matrix; |
F01FJF | 24 | nagf_matop_complex_gen_matrix_log Complex matrix logarithm Related keywords: complex, nonsymmetric matrix; inversion; logarithm, matrix; matrix operations; |
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matrix operations | F01 Chapter Introduction | Matrix Operations, Including Inversion Related keywords: inversion; |
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matrix operations including inversion | F01EQF | 25 | nagf_matop_real_gen_matrix_pow General power of a real matrix Related keywords: general power; inversion; matrix operations; |
F01FQF | 25 | nagf_matop_complex_gen_matrix_pow General power of a complex matrix Related keywords: eigenvalues and eigenvectors; general power; inversion; matrix operations; |
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F01JEF | 25 | nagf_matop_real_gen_matrix_cond_pow Condition number for real matrix power Related keywords: condition number; inversion; matrix operations; |
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F01JFF | 25 | nagf_matop_real_gen_matrix_frcht_pow Fréchet derivative of real matrix power Related keywords: Fréchet derivative; inversion; matrix operations; |
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F01KEF | 25 | nagf_matop_complex_gen_matrix_cond_pow Condition number for complex matrix power Related keywords: condition number; eigenvalues and eigenvectors; inversion; matrix operations; |
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F01KFF | 25 | nagf_matop_complex_gen_matrix_frcht_pow Fréchet derivative of complex matrix power Related keywords: eigenvalues and eigenvectors; Fréchet derivative; inversion; matrix operations; |
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maximal-overlap | C09DAF | 25 | nagf_wav_1d_mxolap_fwd One-dimensional maximal overlap discrete wavelet transform (MODWT) Related keywords: discrete; stationary; wavelet transforms; |
C09DBF | 25 | nagf_wav_1d_mxolap_inv One-dimensional inverse maximal overlap discrete wavelet transform (IMODWT) Related keywords: discrete; inverse; stationary; wavelet transforms; |
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C09DCF | 25 | nagf_wav_1d_mxolap_multi_fwd One-dimensional multi-level maximal overlap discrete wavelet transform (MODWT) Related keywords: discrete; multi-level; stationary; wavelet transforms; |
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C09DDF | 25 | nagf_wav_1d_mxolap_multi_inv One-dimensional inverse multi-level maximal overlap discrete wavelet transform (IMODWT) Related keywords: discrete; inverse; multi-level; stationary; wavelet transforms; |
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maximization | 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) Related keywords: initialization; least squares fitting; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; SDP; semidefinite programming; |
E04RDF | 26 | nagf_opt_sdp_read_sdpa A reader of sparse SDPA data files for linear SDP problems Related keywords: least squares fitting; linear matrix inequality; LMI; matrix constraints; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; SDP; semidefinite programming; service routine; |
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E04REF | 26 | nagf_opt_handle_set_linobj Define a linear objective function to a problem initialized by E04RAF Related keywords: least squares fitting; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; |
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E04RFF | 26 | nagf_opt_handle_set_quadobj Define a linear or a quadratic objective function to a problem initialized by E04RAF Related keywords: least squares fitting; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; QP; |
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E04RGF | 26 | nagf_opt_handle_set_nlnobj Define a nonlinear objective function to a problem initialized by E04RAF Related keywords: least squares fitting; maximizing a function; minimizing a function; minimizing or maximizing a function; NLP; optimization; optimization; |
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E04RHF | 26 | nagf_opt_handle_set_simplebounds Define bounds of variables of a problem initialized by E04RAF Related keywords: bound box; least squares fitting; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; |
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E04RJF | 26 | nagf_opt_handle_set_linconstr Define a block of linear constraints to a problem initialized by E04RAF Related keywords: least squares fitting; linearly-constrained; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; |
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E04RKF | 26 | nagf_opt_handle_set_nlnconstr Define a block of nonlinear constraints to a problem initialized by E04RAF Related keywords: least squares fitting; maximizing a function; minimizing a function; minimizing or maximizing a function; NLP; nonlinearly-constrained; optimization; optimization; |
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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 Related keywords: least squares fitting; maximizing a function; minimizing a function; minimizing or maximizing a function; NLP; optimization; optimization; |
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E04RMF | 26 | nagf_opt_handle_set_nlnls Define a nonlinear least squares objective function to a problem initialized by E04RAF Related keywords: calibration; data fitting; derivative-free optimization; DFO; least squares fitting; maximizing a function; minimizing a function; minimizing or maximizing a function; NLP; nonlinear least squares; optimization; optimization; optimization; sum of squares; |
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E04RNF | 26 | nagf_opt_handle_set_linmatineq Add one or more linear matrix inequality constraints to a problem initialized by E04RAF Related keywords: least squares fitting; linear matrix inequality; LMI; matrix constraints; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; |
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E04RPF | 26 | nagf_opt_handle_set_quadmatineq Define bilinear matrix terms to a problem initialized by E04RAF Related keywords: bilinear matrix inequality; BMI; least squares fitting; matrix constraints; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; |
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E04RZF | 26 | nagf_opt_handle_free Destroy the problem handle initialized by E04RAF and deallocate all the memory used Related keywords: free; least squares fitting; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; |
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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 Related keywords: interior point method; IPM; least squares fitting; maximizing a function; minimizing a function; minimizing or maximizing a function; NLP; nonlinear programming; optimization; optimization; |
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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) Related keywords: bilinear matrix inequality; BMI; generalized augmented Lagrangian method; Lagrangian; least squares fitting; linear matrix inequality; LMI; matrix constraints; maximizing a function; minimizing a function; minimizing or maximizing a function; monitoring information; optimization; optimization; SDP; semidefinite programming; |
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E04ZMF | 26 | nagf_opt_handle_opt_set Option setting routine for the solvers from the NAG optimization modelling suite Related keywords: least squares fitting; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; |
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E04ZNF | 26 | nagf_opt_handle_opt_get Option getting routine for the solvers from the NAG optimization modelling suite Related keywords: least squares fitting; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; |
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E04ZPF | 26 | nagf_opt_handle_opt_set_file Option setting routine for the solvers from the NAG optimization modelling suite from external file Related keywords: maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; options, computational; |
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maximizing a function | E04 Chapter Introduction | Minimizing or Maximizing a Function Related keywords: minimizing a function; optimization; |
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maximum exponent | X02BLF | 12 | nagf_machine_model_maxexp The floating-point model parameter Related keywords: floating-point model; machine constants; |
maximum likelihood | G02JAF | 21 | nagf_correg_mixeff_reml Linear mixed effects regression using Restricted Maximum Likelihood (REML) Related keywords: big data; correlation analysis; data analytics; finance; mixed effects regression; nonlinear regression; polynomial regression; regression analysis; REML, Restricted Maximum Likelihood; |
G02JBF | 21 | nagf_correg_mixeff_ml Linear mixed effects regression using Maximum Likelihood (ML) Related keywords: big data; correlation analysis; data analytics; finance; mixed effects regression; nonlinear regression; polynomial regression; regression analysis; |
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G02JEF | 23 | nagf_correg_mixeff_hier_ml Hierarchical mixed effects regression using Maximum Likelihood (ML) Related keywords: big data; correlation analysis; data analytics; hierarchical mixed effects regression; mixed effects regression; nonlinear regression; polynomial regression; regression analysis; |
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G03CAF | 15 | nagf_mv_factor Computes maximum likelihood estimates of the parameters of a factor analysis model, factor loadings, communalities and residual correlations Related keywords: communalities, maximum likelihood; factor analysis; factor loadings; multivariate methods; residual correlations; |
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G03CCF | 15 | nagf_mv_factor_score Computes factor score coefficients (for use after G03CAF) Related keywords: factor analysis; factor score coefficients; multivariate methods; |
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G07BBF | 15 | nagf_univar_estim_normal Computes maximum likelihood estimates for parameters of the Normal distribution from grouped and/or censored data Related keywords: censored data; Gaussian distribution; grouping data; Normal distribution; univariate estimation; |
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G07BEF | 15 | nagf_univar_estim_weibull Computes maximum likelihood estimates for parameters of the Weibull distribution Related keywords: univariate estimation; Weibull distribution; |
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G07BFF | 23 | nagf_univar_estim_genpareto Estimates parameter values of the generalized Pareto distribution Related keywords: moments; Pareto distribution; univariate estimation; |
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G13DDF | 22 | nagf_tsa_multi_varma_estimate Multivariate time series, estimation of VARMA model Related keywords: big data; correlation matrix; data analytics; finance; multivariate time series; standard errors; time series; time series analysis; VARMA, vector autoregressive moving average model; |
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maximum value | F16DNF | 22 | nagf_blast_imax_val Maximum value and location, integer vector Related keywords: further linear algebra support routines; |
F16DQF | 22 | nagf_blast_iamax_val Maximum absolute value and location, integer vector Related keywords: absolute value; further linear algebra support routines; |
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F16JNF | 22 | nagf_blast_dmax_val Maximum value and location, real vector Related keywords: blas; blas_dmax_val; further linear algebra support routines; |
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F16JQF | 22 | nagf_blast_damax_val Maximum absolute value and location, real vector Related keywords: absolute value; blas; blas_damax_val; further linear algebra support routines; |
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F16JSF | 22 | nagf_blast_zamax_val Maximum absolute value and location, complex vector Related keywords: absolute value; blas; blas_zamax_val; further linear algebra support routines; |
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G01ABF | 4 | nagf_stat_summary_2var Means, corrected sums of squares and cross-products, etc., two variables, from raw data Related keywords: cross-products; mean; minimum value; product-moment correlation coefficients; Simple Calculations on Statistical Data; sum of squares; |
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G01ALF | 14 | nagf_stat_5pt_summary Computes a five-point summary (median, hinges and extremes) Related keywords: finance; five-point summary; hinges; median; minimum value; Simple Calculations on Statistical Data; |
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G01ATF | 24 | nagf_stat_summary_onevar Computes univariate summary information: mean, variance, skewness, kurtosis Related keywords: big data; data analytics; data stream; kurtosis; mean; minimum value; Simple Calculations on Statistical Data; skewness; standard deviation; streaming; |
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mean | G01ABF | 4 | nagf_stat_summary_2var Means, corrected sums of squares and cross-products, etc., two variables, from raw data Related keywords: cross-products; maximum value; minimum value; product-moment correlation coefficients; Simple Calculations on Statistical Data; sum of squares; |
G01ADF | 4 | nagf_stat_summary_freq Mean, variance, skewness, kurtosis, etc., one variable, from frequency table Related keywords: finance; kurtosis; Simple Calculations on Statistical Data; skewness; standard deviation; |
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G01ATF | 24 | nagf_stat_summary_onevar Computes univariate summary information: mean, variance, skewness, kurtosis Related keywords: big data; data analytics; data stream; kurtosis; maximum value; minimum value; Simple Calculations on Statistical Data; skewness; standard deviation; streaming; |
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G01WAF | 24 | nagf_stat_moving_average Computes the mean and standard deviation using a rolling window Related keywords: big data; data analytics; data stream; moving average; Simple Calculations on Statistical Data; standard deviation; streaming; |
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G02BDF | 4 | nagf_correg_coeffs_zero Correlation-like coefficients (about zero), all variables, no missing values Related keywords: big data; correlation analysis; correlation-like coefficients; cross-products; data analytics; finance; nonlinear regression; polynomial regression; regression analysis; standard deviation; sum of squares; |
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G02BEF | 4 | nagf_correg_coeffs_zero_miss_case Correlation-like coefficients (about zero), all variables, casewise treatment of missing values Related keywords: big data; correlation analysis; correlation-like coefficients; cross-products; data analytics; finance; missing values; nonlinear regression; polynomial regression; regression analysis; standard deviation; sum of squares; |
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G02BFF | 4 | nagf_correg_coeffs_zero_miss_pair Correlation-like coefficients (about zero), all variables, pairwise treatment of missing values Related keywords: big data; correlation analysis; correlation-like coefficients; cross-products; data analytics; finance; missing values; nonlinear regression; polynomial regression; regression analysis; standard deviation; sum of squares; |
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G02BGF | 4 | nagf_correg_coeffs_pearson_subset Pearson product-moment correlation coefficients, subset of variables, no missing values Related keywords: big data; correlation analysis; cross-products; data analytics; finance; nonlinear regression; Pearson product moment correlation; polynomial regression; regression analysis; standard deviation; sum of squares; |
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G02BHF | 4 | nagf_correg_coeffs_pearson_subset_miss_case Pearson product-moment correlation coefficients, subset of variables, casewise treatment of missing values Related keywords: big data; correlation analysis; cross-products; data analytics; finance; missing values; nonlinear regression; Pearson product moment correlation; polynomial regression; regression analysis; standard deviation; sum of squares; |
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G02BJF | 4 | nagf_correg_coeffs_pearson_subset_miss_pair Pearson product-moment correlation coefficients, subset of variables, pairwise treatment of missing values Related keywords: big data; correlation analysis; cross-products; data analytics; finance; missing values; nonlinear regression; Pearson product moment correlation; polynomial regression; regression analysis; standard deviation; sum of squares; |
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G02BKF | 4 | nagf_correg_coeffs_zero_subset Correlation-like coefficients (about zero), subset of variables, no missing values Related keywords: big data; correlation analysis; correlation-like coefficients; cross-products; data analytics; finance; nonlinear regression; polynomial regression; regression analysis; standard deviation; sum of squares; |
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G02BLF | 4 | nagf_correg_coeffs_zero_subset_miss_case Correlation-like coefficients (about zero), subset of variables, casewise treatment of missing values Related keywords: big data; correlation analysis; correlation-like coefficients; cross-products; data analytics; finance; missing values; nonlinear regression; polynomial regression; regression analysis; standard deviation; sum of squares; |
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G02BMF | 4 | nagf_correg_coeffs_zero_subset_miss_pair Correlation-like coefficients (about zero), subset of variables, pairwise treatment of missing values Related keywords: big data; correlation analysis; correlation-like coefficients; cross-products; data analytics; finance; missing values; nonlinear regression; polynomial regression; regression analysis; standard deviation; sum of squares; |
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G02BTF | 14 | nagf_correg_ssqmat_update Update a weighted sum of squares matrix with a new observation Related keywords: big data; correlation analysis; cross-products; data analytics; finance; nonlinear regression; polynomial regression; regression analysis; sum of squares; |
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G02BUF | 14 | nagf_correg_ssqmat Computes a weighted sum of squares matrix Related keywords: big data; correlation analysis; cross-products; data analytics; finance; nonlinear regression; polynomial regression; regression analysis; sum of squares; West's WV2 algorithm; |
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G02BXF | 14 | nagf_correg_corrmat Computes (optionally weighted) correlation and covariance matrices Related keywords: big data; correlation analysis; data analytics; finance; nonlinear regression; Pearson product moment correlation; polynomial regression; regression analysis; standard deviation; variance-covariance matrix; |
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G02BZF | 24 | nagf_correg_ssqmat_combine Combines two sums of squares matrices, for use after G02BUF Related keywords: big data; correlation analysis; cross-products; data analytics; data stream; nonlinear regression; polynomial regression; regression analysis; streaming; sum of squares; |
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G07DAF | 13 | nagf_univar_robust_1var_median Robust estimation, median, median absolute deviation, robust standard deviation Related keywords: median; robust estimation; standard deviation; univariate estimation; |
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G13ABF | 9 | nagf_tsa_uni_autocorr Univariate time series, sample autocorrelation function Related keywords: autocorrelation coefficients; big data; data analytics; finance; test statistic; time series; time series analysis; univariate time series; variance; |
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G13AUF | 14 | nagf_tsa_uni_means Computes quantities needed for range-mean or standard deviation-mean plot Related keywords: big data; data analytics; finance; range; range-mean plot; standard deviation; time series; time series analysis; |
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median | G01ALF | 14 | nagf_stat_5pt_summary Computes a five-point summary (median, hinges and extremes) Related keywords: finance; five-point summary; hinges; maximum value; minimum value; Simple Calculations on Statistical Data; |
G07DAF | 13 | nagf_univar_robust_1var_median Robust estimation, median, median absolute deviation, robust standard deviation Related keywords: mean; robust estimation; standard deviation; univariate estimation; |
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median test | G08ACF | 8 | nagf_nonpar_test_median Median test on two samples of unequal size Related keywords: nonparametric statistics; |
mersenne twister | G05KFF | 22 | nagf_rand_init_repeat Initializes a pseudorandom number generator to give a repeatable sequence Related keywords: ACORN; big data; data analytics; MRG32k3a; options, computational; random number generators; random numbers; Wichmann Hill; |
G05KGF | 22 | nagf_rand_init_nonrepeat Initializes a pseudorandom number generator to give a non-repeatable sequence Related keywords: ACORN; big data; data analytics; MRG32k3a; options, computational; random number generators; random numbers; Wichmann Hill; |
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Merton model, option pricing | S30JAF | 22 | nagf_specfun_opt_jumpdiff_merton_price Jump-diffusion, Merton's model, option pricing formula Related keywords: approximations of special functions; derivative, options; finance; jump-diffusion model, option pricing; option pricing; |
S30JBF | 22 | nagf_specfun_opt_jumpdiff_merton_greeks Jump-diffusion, Merton's model, option pricing formula with Greeks Related keywords: approximations of special functions; derivative, options; finance; Greeks, options; jump-diffusion model, option pricing; option pricing; |
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mesh generation | D03MAF | 7 | nagf_pde_2d_triangulate Triangulation of plane region Related keywords: PDE, partial differential equations; triangularization, mesh generation; |
D06 Chapter Introduction | Mesh Generation | ||
mesh joining | D06DBF | 20 | nagf_mesh_2d_join Joins together two given adjacent (possibly overlapping) meshes Related keywords: mesh generation; |
mesh refinement | 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 Related keywords: method of lines; PDE, partial differential equations; two-dimensional PDE; |
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 Related keywords: method of lines; PDE, partial differential equations; two-dimensional PDE; |
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D03RZF | 18 | nagf_pde_2d_gen_order2_rectilinear_extractgrid Extract grid data from D03RBF Related keywords: grid extraction; method of lines; PDE, partial differential equations; two-dimensional PDE; |
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mesh renumbering | D06CCF | 20 | nagf_mesh_2d_renumber Renumbers a given mesh using Gibbs method Related keywords: Gibbs method; mesh generation; |
-estimates | G02HAF | 13 | nagf_correg_robustm Robust regression, standard -estimates Related keywords: Andrew's sine wave; big data; correlation analysis; data analytics; finance; Hampel's piecewise linear function; Huber type regression; Krasker–Welsch weights; Mallows type regression; Maronna's weights; nonlinear regression; polynomial regression; regression; regression analysis; robust regression; Scheppe type regression; Tukey's bi-weight; |
G02HDF | 13 | nagf_correg_robustm_user Robust regression, compute regression with user-supplied functions and weights Related keywords: big data; bounded influence; correlation analysis; data analytics; finance; iterative weighted least squares; nonlinear regression; polynomial regression; regression analysis; robust regression; |
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G07DBF | 13 | nagf_univar_robust_1var_mestim Robust estimation, -estimates for location and scale parameters, standard weight functions Related keywords: location, robust estimation; robust estimation; scale parameters; univariate estimation; |
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G07DCF | 13 | nagf_univar_robust_1var_mestim_wgt Robust estimation, -estimates for location and scale parameters, user-defined weight functions Related keywords: location, robust estimation; robust estimation; scale parameters; univariate estimation; |
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method of lines | D03PCF | 15 | nagf_pde_1d_parab_fd_old General system of parabolic PDEs, method of lines, finite differences, one space variable Related keywords: parabolic partial differential equation; PDE, partial differential equations; |
D03PDF | 15 | nagf_pde_1d_parab_coll_old General system of parabolic PDEs, method of lines, Chebyshev collocation, one space variable Related keywords: collocation method; parabolic partial differential equation; PDE, partial differential equations; |
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D03PEF | 16 | nagf_pde_1d_parab_keller General system of first-order PDEs, method of lines, Keller box discretization, one space variable Related keywords: Keller box discretization; parabolic partial differential equation; PDE, partial differential equations; |
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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 Related keywords: convection-diffusion, PDE; partial differential equations; PDE, partial differential equations; |
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D03PHF | 15 | nagf_pde_1d_parab_dae_fd_old General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable Related keywords: DAE, differential algebraic equations; finite difference discretization; parabolic partial differential equation; partial differential equations; PDE, partial differential equations; |
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D03PJF | 15 | nagf_pde_1d_parab_dae_coll_old General system of parabolic PDEs, coupled DAEs, method of lines, Chebyshev collocation, one space variable Related keywords: DAE, differential algebraic equations; parabolic partial differential equation; partial differential equations; PDE, partial differential equations; |
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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 Related keywords: DAE, differential algebraic equations; Keller box discretization; partial differential equations; PDE, partial differential equations; |
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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 Related keywords: DAE, differential algebraic equations; one-dimensional; parabolic partial differential equation; PDE, partial differential equations; |
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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 Related keywords: adaptive grid, PDE; DAE, differential algebraic equations; Keller box discretization; PDE, partial differential equations; |
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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 Related keywords: adaptive grid, PDE; convection-diffusion, PDE; DAE, differential algebraic equations; hyperbolic equation; one-dimensional; parabolic partial differential equation; PDE, partial differential equations; |
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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 Related keywords: mesh refinement; PDE, partial differential equations; two-dimensional PDE; |
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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 Related keywords: mesh refinement; PDE, partial differential equations; two-dimensional PDE; |
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D03RZF | 18 | nagf_pde_2d_gen_order2_rectilinear_extractgrid Extract grid data from D03RBF Related keywords: grid extraction; mesh refinement; PDE, partial differential equations; two-dimensional PDE; |
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Mexican hat wavelet | C09BAF | 23 | nagf_wav_1d_cont One-dimensional real continuous wavelet transform Related keywords: derivative of a Gaussian wavelet; Morlet wavelet; wavelet continuous; wavelets; wavelets, one-dimensional; wavelet transforms; |
Mills' Ratio | G01MBF | 15 | nagf_stat_mills_ratio Computes reciprocal of Mills' Ratio Related keywords: finance; hazard rate; Simple Calculations on Statistical Data; |
minimal least squares | F08BAF | 21 | nagf_lapackeig_dgelsy Computes the minimum-norm solution to a real linear least squares problem Related keywords: DGELSY; eigenproblem; finance; LAPACK; LAPACK; least squares; linear least squares; real, by matrix; |
F08BNF | 21 | nagf_lapackeig_zgelsy Computes the minimum-norm solution to a complex linear least squares problem Related keywords: complex, by matrix; eigenproblem; LAPACK; LAPACK; least squares; linear least squares; ZGELSY; |
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F08KAF | 21 | nagf_lapackeig_dgelss Computes the minimum-norm solution to a real linear least squares problem using singular value decomposition Related keywords: DGELSS; eigenproblem; LAPACK; LAPACK; least squares; linear least squares; real, by matrix; SVD, singular value decomposition; |
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F08KCF | 21 | nagf_lapackeig_dgelsd Computes the minimum-norm solution to a real linear least squares problem using singular value decomposition (divide-and-conquer) Related keywords: DGELSD; divide-and-conquer method; eigenproblem; finance; LAPACK; LAPACK; least squares; linear least squares; real, by matrix; SVD, singular value decomposition; |
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F08KNF | 21 | nagf_lapackeig_zgelss Computes the minimum-norm solution to a complex linear least squares problem using singular value decomposition Related keywords: complex, by matrix; eigenproblem; LAPACK; LAPACK; least squares; linear least squares; SVD, singular value decomposition; ZGELSS; |
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F08KQF | 21 | nagf_lapackeig_zgelsd Computes the minimum-norm solution to a complex linear least squares problem using singular value decomposition (divide-and-conquer) Related keywords: complex, by matrix; divide-and-conquer method; eigenproblem; LAPACK; LAPACK; least squares; linear least squares; SVD, singular value decomposition; ZGELSD; |
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minimax | E02ALF | 25 | nagf_fit_1d_minimax_polynomial Minimax curve fit by polynomials Related keywords: curve and surface fitting; surface fitting; |
minimization, nonlinear constraints | E04UCF | 12 | nagf_opt_nlp1_solve_old Nonlinear programming (NLP), dense, active-set SQP method, using function values and optionally first derivatives, recommended Related keywords: dense; finance; maximizing a function; minimizing a function; NLP; nonlinear programming; optimization; sequential QP method; SQP; |
E04UDF | 12 | nagf_opt_nlp1_option_file_old Supply values for E04UCF or E04UFF from external file Related keywords: maximizing a function; minimizing a function; optimization; options, computational; SQP; |
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E04UEF | 12 | nagf_opt_nlp1_option_string_old Supply values to E04UCF or E04UFF from a character string Related keywords: maximizing a function; minimizing a function; optimization; options, computational; SQP; |
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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) Related keywords: dense; finance; maximizing a function; minimizing a function; NLP; nonlinear programming; optimization; sequential QP method; SQP; |
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E04UGF | 19 | nagf_opt_nlp1_sparse_solve_old Nonlinear programming (NLP), sparse, active-set SQP method, using function values and optionally first derivatives Related keywords: finance; maximizing a function; minimizing a function; NLP; nonlinear programming; optimization; sequential QP method; SQP; |
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E04UQF | 14 | nagf_opt_lsq_gencon_deriv_option_file_old Supply values for E04USF from external file Related keywords: maximizing a function; minimizing a function; NLP; nonlinear programming; optimization; options, computational; SQP; sum of squares; |
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E04URF | 14 | nagf_opt_lsq_gencon_deriv_option_string_old Supply values to E04USF from a character string Related keywords: maximizing a function; minimizing a function; NLP; nonlinear programming; optimization; options, computational; SQP; sum of squares; |
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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 Related keywords: data fitting; finance; maximizing a function; minimizing a function; NLP; nonlinear least squares; nonlinear programming; optimization; quasi-Newton approximation; sequential QP method; sum of squares; |
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E04VGF | 21 | nagf_opt_nlp2_sparse_init Initialization routine for E04VHF Related keywords: maximizing a function; minimizing a function; NLP; nonlinear programming; optimization; options, computational; SQP; |
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E04VHF | 21 | nagf_opt_nlp2_sparse_solve Nonlinear programming (NLP), sparse, active-set SQP method, using function values and optionally first derivatives, recommended Related keywords: finance; LP, linear programming; maximizing a function; minimizing a function; NLP; nonlinear programming; optimization; quasi-Newton algorithm; sequential QP method; simplex algorithm; SQP; |
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E04VJF | 21 | nagf_opt_nlp2_sparse_jacobian Determine the pattern of nonzeros in the Jacobian matrix for E04VHF Related keywords: finance; maximizing a function; minimizing a function; optimization; sparsity structure; SQP; |
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E04VKF | 21 | nagf_opt_nlp2_sparse_option_file Supply values for E04VHF from external file Related keywords: maximizing a function; minimizing a function; optimization; options, computational; SQP; |
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E04VLF | 21 | nagf_opt_nlp2_sparse_option_string Set a single option for E04VHF from a character string Related keywords: maximizing a function; minimizing a function; optimization; options, computational; SQP; |
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E04VMF | 21 | nagf_opt_nlp2_sparse_option_integer_set Set a single option for E04VHF from an integer argument Related keywords: maximizing a function; minimizing a function; optimization; options, computational; SQP; |
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E04VNF | 21 | nagf_opt_nlp2_sparse_option_double_set Set a single option for E04VHF from a real argument Related keywords: maximizing a function; minimizing a function; optimization; options, computational; SQP; |
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E04VRF | 21 | nagf_opt_nlp2_sparse_option_integer_get Get the setting of an integer valued option of E04VHF Related keywords: maximizing a function; minimizing a function; optimization; options, computational; SQP; |
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E04VSF | 21 | nagf_opt_nlp2_sparse_option_double_get Get the setting of a real valued option of E04VHF Related keywords: maximizing a function; minimizing a function; optimization; options, computational; SQP; |
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E04WDF | 21 | nagf_opt_nlp2_solve Nonlinear programming (NLP), dense, active-set SQP method, using function values and optionally first derivatives Related keywords: dense; finance; maximizing a function; minimizing a function; NLP; nonlinear programming; optimization; sequential QP method; SQP; |
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E04WEF | 21 | nagf_opt_nlp2_option_file Supply values for E04WDF from external file Related keywords: maximizing a function; minimizing a function; NLP; nonlinear programming; optimization; options, computational; SQP; |
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E04WFF | 21 | nagf_opt_nlp2_option_string Set a single option for E04WDF from a character string Related keywords: maximizing a function; minimizing a function; NLP; nonlinear programming; optimization; options, computational; SQP; |
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E04WGF | 21 | nagf_opt_nlp2_option_integer_set Set a single option for E04WDF from an integer argument Related keywords: maximizing a function; minimizing a function; NLP; nonlinear programming; optimization; options, computational; SQP; |
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E05SBF | 23 | nagf_glopt_nlp_pso Global optimization using particle swarm algorithm (PSO), comprehensive Related keywords: global optimization; particle swarm algorithm; PSO, particle swarm algorithm; |
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E05UCF | 24 | nagf_glopt_nlp_multistart_sqp Global optimization using multi-start, nonlinear constraints Related keywords: finance; global optimization; multi-start algorithm; sequential QP method; |
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minimization, simple bound constraints | E04JCF | 23 | nagf_opt_bounds_bobyqa_func Bound constrained minimum, model-based algorithm, using function values only Related keywords: BOBYQA method; finance; maximizing a function; minimizing a function; NLP; nonlinear programming; optimization; |
E04JYF | 18 | nagf_opt_bounds_quasi_func_easy Bound constrained minimum, quasi-Newton algorithm, using function values only (easy-to-use) Related keywords: BFGS, Broyden, Fletcher, Goldfarb and Shanno algorithm; finance; maximizing a function; minimizing a function; NLP; nonlinear programming; optimization; quasi-Newton algorithm; |
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E04KDF | 6 | nagf_opt_bounds_mod_deriv_comp Bound constrained minimum, modified Newton algorithm, using first derivatives (comprehensive) Related keywords: finance; maximizing a function; minimizing a function; Newton algorithm; NLP; nonlinear programming; optimization; |
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E04KYF | 18 | nagf_opt_bounds_quasi_deriv_easy Bound constrained minimum, quasi-Newton algorithm, using first derivatives (easy-to-use) Related keywords: BFGS, Broyden, Fletcher, Goldfarb and Shanno algorithm; finance; maximizing a function; minimizing a function; NLP; nonlinear programming; optimization; quasi-Newton algorithm; |
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E04KZF | 18 | nagf_opt_bounds_mod_deriv_easy Bound constrained minimum, modified Newton algorithm, using first derivatives (easy-to-use) Related keywords: finance; maximizing a function; minimizing a function; Newton algorithm; NLP; nonlinear programming; optimization; |
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E04LBF | 6 | nagf_opt_bounds_mod_deriv2_comp Bound constrained minimum, modified Newton algorithm, using first and second derivatives (comprehensive) Related keywords: finance; maximizing a function; minimizing a function; Newton algorithm; NLP; nonlinear programming; optimization; |
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E04LYF | 18 | nagf_opt_bounds_mod_deriv2_easy Bound constrained minimum, modified Newton algorithm, using first and second derivatives (easy-to-use) Related keywords: finance; maximizing a function; minimizing a function; Newton algorithm; NLP; nonlinear programming; optimization; |
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E05JAF | 22 | nagf_glopt_bnd_mcs_init Initialization routine for E05JBF Related keywords: global optimization; options, computational; |
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E05JBF | 22 | nagf_glopt_bnd_mcs_solve Global optimization by multi-level coordinate search, simple bounds, using function values only Related keywords: finance; global optimization; multi-level coordinate search; options, computational; |
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E05JCF | 22 | nagf_glopt_bnd_mcs_optset_file Supply values for E05JBF from external file Related keywords: global optimization; options, computational; |
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E05JDF | 22 | nagf_glopt_bnd_mcs_optset_string Set a single for E05JBF from a character string Related keywords: global optimization; options, computational; |
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E05JEF | 22 | nagf_glopt_bnd_mcs_optset_char Set a single for E05JBF from an ON/OFF-valued character argument Related keywords: global optimization; options, computational; |
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E05JFF | 22 | nagf_glopt_bnd_mcs_optset_int Set a single for E05JBF from an integer argument Related keywords: global optimization; options, computational; |
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E05JGF | 22 | nagf_glopt_bnd_mcs_optset_real Set a single for E05JBF from a real argument Related keywords: global optimization; options, computational; |
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E05JHF | 22 | nagf_glopt_bnd_mcs_option_check Determine whether an for E05JBF has been set by you or not Related keywords: global optimization; options, computational; |
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E05JKF | 22 | nagf_glopt_bnd_mcs_optget_int Get the setting of an integer valued of E05JBF Related keywords: global optimization; options, computational; |
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E05JLF | 22 | nagf_glopt_bnd_mcs_optget_real Get the setting of a real valued of E05JBF Related keywords: global optimization; options, computational; |
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E05SAF | 23 | nagf_glopt_bnd_pso Global optimization using particle swarm algorithm (PSO), bound constraints only Related keywords: global optimization; particle swarm algorithm; PSO, particle swarm algorithm; |
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minimization, unconstrained | E04ABF | 6 | nagf_opt_one_var_func_old Minimum, function of one variable, using function values only Related keywords: derivative-free minimization; finance; maximizing a function; minimizing a function; NLP; nonlinear programming; one-dimensional quadratic interpolation; optimization; univariate minimization; |
E04CBF | 22 | nagf_opt_uncon_simplex Unconstrained minimum, Nelder–Mead simplex algorithm, using function values only Related keywords: derivative-free minimization; finance; maximizing a function; minimizing a function; Nelder–Mead algorithm; NLP; nonlinear programming; optimization; simplex algorithm; |
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E04DGF | 12 | nagf_opt_uncon_conjgrd_comp_old Unconstrained minimum, preconditioned conjugate gradient algorithm, using first derivatives (comprehensive) Related keywords: conjugate gradient method; finance; maximizing a function; minimizing a function; NLP; nonlinear programming; optimization; quasi-Newton; |
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E04DJF | 12 | nagf_opt_uncon_conjgrd_option_file_old Supply values for E04DGF from external file Related keywords: maximizing a function; minimizing a function; optimization; options, computational; |
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E04DKF | 12 | nagf_opt_uncon_conjgrd_option_string_old Supply values to E04DGF from a character string Related keywords: maximizing a function; minimizing a function; optimization; options, computational; |
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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) Related keywords: data fitting; derivative-free minimization; finance; Gauss–Newton optimization; maximizing a function; minimizing a function; Newton algorithm; nonlinear least squares; optimization; sum-of-squares minimization; |
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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) Related keywords: data fitting; derivative-free minimization; finance; Gauss–Newton optimization; maximizing a function; minimizing a function; Newton algorithm; nonlinear least squares; optimization; sum-of-squares minimization; |
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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) Related keywords: BFGS, Broyden, Fletcher, Goldfarb and Shanno algorithm; data fitting; finance; Gauss–Newton optimization; maximizing a function; minimizing a function; nonlinear least squares; optimization; quasi-Newton algorithm; sum-of-squares minimization; |
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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) Related keywords: data fitting; finance; Gauss–Newton optimization; maximizing a function; minimizing a function; Newton algorithm; nonlinear least squares; optimization; sum-of-squares minimization; |
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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) Related keywords: BFGS, Broyden, Fletcher, Goldfarb and Shanno algorithm; data fitting; finance; Gauss–Newton optimization; maximizing a function; minimizing a function; nonlinear least squares; optimization; quasi-Newton algorithm; sum-of-squares minimization; |
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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) Related keywords: data fitting; finance; Gauss–Newton optimization; maximizing a function; minimizing a function; Newton algorithm; nonlinear least squares; optimization; sum-of-squares minimization; |
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E04HCF | 6 | nagf_opt_check_deriv Check user's routine for calculating first derivatives of function Related keywords: check derivative; finance; maximizing a function; minimizing a function; optimization; service routine; |
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E04HDF | 6 | nagf_opt_check_deriv2 Check user's routine for calculating second derivatives of function Related keywords: check derivative; finance; maximizing a function; minimizing a function; optimization; service routine; |
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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) Related keywords: data fitting; finance; Gauss–Newton optimization; maximizing a function; minimizing a function; Newton algorithm; nonlinear least squares; optimization; sum-of-squares minimization; |
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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) Related keywords: data fitting; finance; Gauss–Newton optimization; maximizing a function; minimizing a function; Newton algorithm; nonlinear least squares; optimization; sum-of-squares minimization; |
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minimizing a function | E04 Chapter Introduction | Minimizing or Maximizing a Function Related keywords: maximizing a function; optimization; |
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minimizing or maximizing a function | 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) Related keywords: initialization; least squares fitting; maximization; maximizing a function; minimizing a function; optimization; optimization; SDP; semidefinite programming; |
E04RDF | 26 | nagf_opt_sdp_read_sdpa A reader of sparse SDPA data files for linear SDP problems Related keywords: least squares fitting; linear matrix inequality; LMI; matrix constraints; maximization; maximizing a function; minimizing a function; optimization; optimization; SDP; semidefinite programming; service routine; |
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E04REF | 26 | nagf_opt_handle_set_linobj Define a linear objective function to a problem initialized by E04RAF Related keywords: least squares fitting; maximization; maximizing a function; minimizing a function; optimization; optimization; |
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E04RFF | 26 | nagf_opt_handle_set_quadobj Define a linear or a quadratic objective function to a problem initialized by E04RAF Related keywords: least squares fitting; maximization; maximizing a function; minimizing a function; optimization; optimization; QP; |
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E04RGF | 26 | nagf_opt_handle_set_nlnobj Define a nonlinear objective function to a problem initialized by E04RAF Related keywords: least squares fitting; maximization; maximizing a function; minimizing a function; NLP; optimization; optimization; |
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E04RHF | 26 | nagf_opt_handle_set_simplebounds Define bounds of variables of a problem initialized by E04RAF Related keywords: bound box; least squares fitting; maximization; maximizing a function; minimizing a function; optimization; optimization; |
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E04RJF | 26 | nagf_opt_handle_set_linconstr Define a block of linear constraints to a problem initialized by E04RAF Related keywords: least squares fitting; linearly-constrained; maximization; maximizing a function; minimizing a function; optimization; optimization; |
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E04RKF | 26 | nagf_opt_handle_set_nlnconstr Define a block of nonlinear constraints to a problem initialized by E04RAF Related keywords: least squares fitting; maximization; maximizing a function; minimizing a function; NLP; nonlinearly-constrained; optimization; optimization; |
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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 Related keywords: least squares fitting; maximization; maximizing a function; minimizing a function; NLP; optimization; optimization; |
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E04RMF | 26 | nagf_opt_handle_set_nlnls Define a nonlinear least squares objective function to a problem initialized by E04RAF Related keywords: calibration; data fitting; derivative-free optimization; DFO; least squares fitting; maximization; maximizing a function; minimizing a function; NLP; nonlinear least squares; optimization; optimization; optimization; sum of squares; |
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E04RNF | 26 | nagf_opt_handle_set_linmatineq Add one or more linear matrix inequality constraints to a problem initialized by E04RAF Related keywords: least squares fitting; linear matrix inequality; LMI; matrix constraints; maximization; maximizing a function; minimizing a function; optimization; optimization; |
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E04RPF | 26 | nagf_opt_handle_set_quadmatineq Define bilinear matrix terms to a problem initialized by E04RAF Related keywords: bilinear matrix inequality; BMI; least squares fitting; matrix constraints; maximization; maximizing a function; minimizing a function; optimization; optimization; |
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E04RZF | 26 | nagf_opt_handle_free Destroy the problem handle initialized by E04RAF and deallocate all the memory used Related keywords: free; least squares fitting; maximization; maximizing a function; minimizing a function; optimization; optimization; |
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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 Related keywords: interior point method; IPM; least squares fitting; maximization; maximizing a function; minimizing a function; NLP; nonlinear programming; optimization; optimization; |
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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) Related keywords: bilinear matrix inequality; BMI; generalized augmented Lagrangian method; Lagrangian; least squares fitting; linear matrix inequality; LMI; matrix constraints; maximization; maximizing a function; minimizing a function; monitoring information; optimization; optimization; SDP; semidefinite programming; |
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E04ZMF | 26 | nagf_opt_handle_opt_set Option setting routine for the solvers from the NAG optimization modelling suite Related keywords: least squares fitting; maximization; maximizing a function; minimizing a function; optimization; optimization; |
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E04ZNF | 26 | nagf_opt_handle_opt_get Option getting routine for the solvers from the NAG optimization modelling suite Related keywords: least squares fitting; maximization; maximizing a function; minimizing a function; optimization; optimization; |
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E04ZPF | 26 | nagf_opt_handle_opt_set_file Option setting routine for the solvers from the NAG optimization modelling suite from external file Related keywords: maximization; maximizing a function; minimizing a function; optimization; optimization; options, computational; |
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minimum exponent | X02BKF | 12 | nagf_machine_model_minexp The floating-point model parameter Related keywords: floating-point model; machine constants; |
minimum value | F16DPF | 22 | nagf_blast_imin_val Minimum value and location, integer vector Related keywords: further linear algebra support routines; |
F16DRF | 22 | nagf_blast_iamin_val Minimum absolute value and location, integer vector Related keywords: absolute value; further linear algebra support routines; |
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F16JPF | 22 | nagf_blast_dmin_val Minimum value and location, real vector Related keywords: blas; blas_dmax_val; further linear algebra support routines; |
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F16JRF | 22 | nagf_blast_damin_val Minimum absolute value and location, real vector Related keywords: absolute value; blas; blas_damin_val; further linear algebra support routines; |
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F16JTF | 22 | nagf_blast_zamin_val Minimum absolute value and location, complex vector Related keywords: absolute value; blas; blas_zamin_val; further linear algebra support routines; |
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G01ABF | 4 | nagf_stat_summary_2var Means, corrected sums of squares and cross-products, etc., two variables, from raw data Related keywords: cross-products; maximum value; mean; product-moment correlation coefficients; Simple Calculations on Statistical Data; sum of squares; |
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G01ALF | 14 | nagf_stat_5pt_summary Computes a five-point summary (median, hinges and extremes) Related keywords: finance; five-point summary; hinges; maximum value; median; Simple Calculations on Statistical Data; |
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G01ATF | 24 | nagf_stat_summary_onevar Computes univariate summary information: mean, variance, skewness, kurtosis Related keywords: big data; data analytics; data stream; kurtosis; maximum value; mean; Simple Calculations on Statistical Data; skewness; standard deviation; streaming; |
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MINRES, iterative linear equation solver | F11GEF | 20 | nagf_sparse_real_symm_basic_solver Real sparse symmetric linear systems, preconditioned conjugate gradient or Lanczos method or the MINRES algorithm Related keywords: big data; CGS, conjugate gradient method; data analytics; iterative methods, linear equations; Lanczos method, linear equations; large scale linear systems; linear equations, iterative method; real, sparse, symmetric matrix; |
missing values | G02BBF | 4 | nagf_correg_coeffs_pearson_miss_case Pearson product-moment correlation coefficients, all variables, casewise treatment of missing values Related keywords: big data; correlation analysis; correlation coefficients; data analytics; finance; nonlinear regression; Pearson product moment correlation; polynomial regression; regression analysis; |
G02BCF | 4 | nagf_correg_coeffs_pearson_miss_pair Pearson product-moment correlation coefficients, all variables, pairwise treatment of missing values Related keywords: big data; correlation analysis; correlation coefficients; data analytics; finance; nonlinear regression; Pearson product moment correlation; polynomial regression; regression analysis; |
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G02BEF | 4 | nagf_correg_coeffs_zero_miss_case Correlation-like coefficients (about zero), all variables, casewise treatment of missing values Related keywords: big data; correlation analysis; correlation-like coefficients; cross-products; data analytics; finance; mean; nonlinear regression; polynomial regression; regression analysis; standard deviation; sum of squares; |
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G02BFF | 4 | nagf_correg_coeffs_zero_miss_pair Correlation-like coefficients (about zero), all variables, pairwise treatment of missing values Related keywords: big data; correlation analysis; correlation-like coefficients; cross-products; data analytics; finance; mean; nonlinear regression; polynomial regression; regression analysis; standard deviation; sum of squares; |
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G02BHF | 4 | nagf_correg_coeffs_pearson_subset_miss_case Pearson product-moment correlation coefficients, subset of variables, casewise treatment of missing values Related keywords: big data; correlation analysis; cross-products; data analytics; finance; mean; nonlinear regression; Pearson product moment correlation; polynomial regression; regression analysis; standard deviation; sum of squares; |
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G02BJF | 4 | nagf_correg_coeffs_pearson_subset_miss_pair Pearson product-moment correlation coefficients, subset of variables, pairwise treatment of missing values Related keywords: big data; correlation analysis; cross-products; data analytics; finance; mean; nonlinear regression; Pearson product moment correlation; polynomial regression; regression analysis; standard deviation; sum of squares; |
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G02BLF | 4 | nagf_correg_coeffs_zero_subset_miss_case Correlation-like coefficients (about zero), subset of variables, casewise treatment of missing values Related keywords: big data; correlation analysis; correlation-like coefficients; cross-products; data analytics; finance; mean; nonlinear regression; polynomial regression; regression analysis; standard deviation; sum of squares; |
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G02BMF | 4 | nagf_correg_coeffs_zero_subset_miss_pair Correlation-like coefficients (about zero), subset of variables, pairwise treatment of missing values Related keywords: big data; correlation analysis; correlation-like coefficients; cross-products; data analytics; finance; mean; nonlinear regression; polynomial regression; regression analysis; standard deviation; sum of squares; |
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G02BPF | 4 | nagf_correg_coeffs_kspearman_miss_case_overwrite Kendall/Spearman non-parametric rank correlation coefficients, casewise treatment of missing values, overwriting input data Related keywords: big data; correlation analysis; correlation coefficients; data analytics; finance; Kendall's tau correlation coefficient; nonlinear regression; polynomial regression; regression analysis; Spearman's rank correlation coefficients; |
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G02BRF | 4 | nagf_correg_coeffs_kspearman_miss_case Kendall/Spearman non-parametric rank correlation coefficients, casewise treatment of missing values, preserving input data Related keywords: big data; correlation analysis; correlation coefficients; data analytics; finance; Kendall's tau correlation coefficient; nonlinear regression; polynomial regression; regression analysis; Spearman's rank correlation coefficients; |
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G02BSF | 4 | nagf_correg_coeffs_kspearman_miss_pair Kendall/Spearman non-parametric rank correlation coefficients, pairwise treatment of missing values Related keywords: big data; correlation analysis; correlation coefficients; data analytics; finance; Kendall's tau correlation coefficient; nonlinear regression; polynomial regression; regression analysis; Spearman's rank correlation coefficients; |
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G02CCF | 4 | nagf_correg_linregs_const_miss Simple linear regression with constant term, missing values Related keywords: big data; correlation analysis; data analytics; finance; linear regression; nonlinear regression; polynomial regression; regression; regression analysis; |
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G02CDF | 4 | nagf_correg_linregs_noconst_miss Simple linear regression without constant term, missing values Related keywords: big data; correlation analysis; data analytics; finance; linear regression; nonlinear regression; polynomial regression; regression; regression analysis; |
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mixed effects regression | G02JAF | 21 | nagf_correg_mixeff_reml Linear mixed effects regression using Restricted Maximum Likelihood (REML) Related keywords: big data; correlation analysis; data analytics; finance; maximum likelihood; nonlinear regression; polynomial regression; regression analysis; REML, Restricted Maximum Likelihood; |
G02JBF | 21 | nagf_correg_mixeff_ml Linear mixed effects regression using Maximum Likelihood (ML) Related keywords: big data; correlation analysis; data analytics; finance; maximum likelihood; nonlinear regression; polynomial regression; regression analysis; |
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G02JCF | 23 | nagf_correg_mixeff_hier_init Hierarchical mixed effects regression, initialization routine for G02JDF G02JEF Related keywords: big data; correlation analysis; data analytics; hierarchical mixed effects regression; nonlinear regression; polynomial regression; regression analysis; |
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G02JDF | 23 | nagf_correg_mixeff_hier_reml Hierarchical mixed effects regression using Restricted Maximum Likelihood (REML) Related keywords: big data; correlation analysis; data analytics; hierarchical mixed effects regression; nonlinear regression; polynomial regression; regression analysis; REML, Restricted Maximum Likelihood; |
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G02JEF | 23 | nagf_correg_mixeff_hier_ml Hierarchical mixed effects regression using Maximum Likelihood (ML) Related keywords: big data; correlation analysis; data analytics; hierarchical mixed effects regression; maximum likelihood; nonlinear regression; polynomial regression; regression analysis; |
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mixed integer programming | H02BBF | 14 | nagf_mip_ilp_dense Integer LP problem (dense) Related keywords: branch and bound; finance; integer programming; operations research; |
H02BFF | 16 | nagf_mip_ilp_mpsx Interpret MPSX data file defining IP or LP problem, optimize and print solution Related keywords: branch and bound; integer programming; MPSX format; operations research; |
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H02CBF | 19 | nagf_mip_iqp_dense Integer QP problem (dense) Related keywords: branch and bound; finance; integer programming; integer quadratic program; operations research; QP, quadratic programming; |
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H02CEF | 19 | nagf_mip_iqp_sparse Integer LP or QP problem (sparse), using E04NKF Related keywords: branch and bound; finance; integer programming; integer quadratic program; operations research; QP, quadratic programming; |
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H02CFF | 19 | nagf_mip_iqp_sparse_optfile Read values for H02CEF from external file Related keywords: integer programming; operations research; options, computational; |
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H02DAF | 25 | nagf_mip_sqp Mixed integer nonlinear programming Related keywords: integer programming; integer quadratic program; nonlinear programming; operations research; SQP, sequential quadratic programming; |
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mixed-precision | F07ACF | 22 | nagf_lapacklin_dsgesv Computes the solution to a real system of linear equations using mixed precision arithmetic Related keywords: DSGESV; LAPACK; linear equations; real, nonsymmetric matrix; |
F07AQF | 22 | nagf_lapacklin_zcgesv Computes the solution to a complex system of linear equations using mixed precision arithmetic Related keywords: complex, nonsymmetric matrix; LAPACK; linear equations; ZCGESV; |
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F07FCF | 23 | nagf_lapacklin_dsposv Computes the solution to a real symmetric positive definite system of linear equations using mixed precision arithmetic Related keywords: Cholesky decomposition; DSPOSV; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
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F07FQF | 23 | nagf_lapacklin_zcposv Computes the solution to a complex Hermitian positive definite system of linear equations using mixed precision arithmetic Related keywords: Cholesky decomposition; complex, Hermitian, positive-definite matrix; LAPACK; linear equations; ZCPOSV; |
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model selection | G02MAF | 25 | nagf_correg_lars Least angle regression (LARS), least absolute shrinkage and selection operator (LASSO) and forward stagewise regression Related keywords: big data; correlation analysis; data analytics; forward stagewise; LARS; LASSO; least angle regression; nonlinear regression; polynomial regression; regression analysis; |
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 Related keywords: big data; correlation analysis; cross-product; data analytics; forward stagewise; LARS; LASSO; least angle regression; nonlinear regression; polynomial regression; regression analysis; |
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modified Bessel function | S18ACF | 1 | nagf_specfun_bessel_k0_real Modified Bessel function Related keywords: approximations of special functions; finance; , modified Bessel function; |
S18ADF | 1 | nagf_specfun_bessel_k1_real Modified Bessel function Related keywords: approximations of special functions; finance; , modified Bessel function; |
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S18AEF | 5 | nagf_specfun_bessel_i0_real Modified Bessel function Related keywords: approximations of special functions; finance; , modified Bessel function; |
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S18AFF | 5 | nagf_specfun_bessel_i1_real Modified Bessel function Related keywords: approximations of special functions; finance; , modified Bessel function; |
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S18AQF | 24 | nagf_specfun_bessel_k0_real_vector Modified Bessel function vectorized Related keywords: approximations of special functions; , modified Bessel function; |
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S18ARF | 24 | nagf_specfun_bessel_k1_real_vector Modified Bessel function vectorized Related keywords: approximations of special functions; , modified Bessel function; |
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S18ASF | 24 | nagf_specfun_bessel_i0_real_vector Modified Bessel function vectorized Related keywords: approximations of special functions; , modified Bessel function; |
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S18ATF | 24 | nagf_specfun_bessel_i1_real_vector Modified Bessel function vectorized Related keywords: approximations of special functions; , modified Bessel function; |
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S18CCF | 10 | nagf_specfun_bessel_k0_scaled Scaled modified Bessel function Related keywords: approximations of special functions; finance; , modified Bessel function; |
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S18CDF | 10 | nagf_specfun_bessel_k1_scaled Scaled modified Bessel function Related keywords: approximations of special functions; finance; , modified Bessel function; |
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S18CEF | 10 | nagf_specfun_bessel_i0_scaled Scaled modified Bessel function Related keywords: approximations of special functions; finance; , modified Bessel function; |
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S18CFF | 10 | nagf_specfun_bessel_i1_scaled Scaled modified Bessel function Related keywords: approximations of special functions; finance; , modified Bessel function; |
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S18CQF | 24 | nagf_specfun_bessel_k0_scaled_vector Scaled modified Bessel function vectorized Related keywords: approximations of special functions; , modified Bessel function; |
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S18CRF | 24 | nagf_specfun_bessel_k1_scaled_vector Scaled modified Bessel function vectorized Related keywords: approximations of special functions; , modified Bessel function; |
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S18CSF | 24 | nagf_specfun_bessel_i0_scaled_vector Scaled modified Bessel function vectorized Related keywords: approximations of special functions; , modified Bessel function; |
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S18CTF | 24 | nagf_specfun_bessel_i1_scaled_vector Scaled modified Bessel function vectorized Related keywords: approximations of special functions; , modified Bessel function; |
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S18DCF | 13 | nagf_specfun_bessel_k_complex Modified Bessel functions , real , complex , Related keywords: approximations of special functions; |
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S18DEF | 13 | nagf_specfun_bessel_i_complex Modified Bessel functions , real , complex , Related keywords: approximations of special functions; |
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S18GKF | 21 | nagf_specfun_bessel_j_seq_complex Bessel function of the 1st kind Related keywords: approximations of special functions; |
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modified HLL solver | 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 Related keywords: Euler equations; Harten–Lax-van Leer solver; PDE, partial differential equations; Riemann solver, PDE; |
Modified Struve function | S18GAF | 26 | nagf_specfun_struve_l0 Modified Struve function of order , Related keywords: approximations of special functions; , Struve function; |
S18GBF | 26 | nagf_specfun_struve_l1 Modified Struve function of order , Related keywords: approximations of special functions; , Struve function; |
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S18GCF | 26 | nagf_specfun_struve_i0ml0 The function , where is a modified Bessel function and is a Struve function Related keywords: approximations of special functions; , Struve function; |
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S18GDF | 26 | nagf_specfun_struve_i1ml1 The function , where is a modified Bessel function and is a Struve function Related keywords: approximations of special functions; , Struve function; |
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modulus complex number | A02ABF | 2 | nagf_complex_abs Modulus of complex number Related keywords: complex arithmetic; |
moments | G07BFF | 23 | nagf_univar_estim_genpareto Estimates parameter values of the generalized Pareto distribution Related keywords: maximum likelihood; Pareto distribution; univariate estimation; |
moments quadratic form | G01NAF | 16 | nagf_stat_moments_quad_form Cumulants and moments of quadratic forms in Normal variables Related keywords: cumulant; finance; Gaussian distribution; multivariate Normal distribution; Normal distribution; Simple Calculations on Statistical Data; |
G01NBF | 16 | nagf_stat_moments_ratio_quad_forms Moments of ratios of quadratic forms in Normal variables, and related statistics Related keywords: finance; Gaussian distribution; multivariate Normal distribution; Normal distribution; Simple Calculations on Statistical Data; |
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monitoring information | 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) Related keywords: bilinear matrix inequality; BMI; generalized augmented Lagrangian method; Lagrangian; least squares fitting; linear matrix inequality; LMI; matrix constraints; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; SDP; semidefinite programming; |
F12AEF | 21 | nagf_sparseig_real_monit Provides monitoring information for F12ABF Related keywords: big data; data analytics; eigenproblem; large scale eigenproblems; real, sparse matrix; sparse eigenproblems, monitoring; |
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F12ASF | 21 | nagf_sparseig_complex_monit Provides monitoring information for F12APF Related keywords: big data; complex, sparse matrix; data analytics; eigenproblem; large scale eigenproblems; sparse eigenproblems, monitoring; |
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monotonicity-preserving spline | E01BEF | 13 | nagf_interp_1d_monotonic Interpolating functions, monotonicity-preserving, piecewise cubic Hermite, one variable Related keywords: cubic spline interpolation; finance; Hermite interpolation; interpolation; |
E01BFF | 13 | nagf_interp_1d_monotonic_eval Interpolated values, interpolant computed by E01BEF, function only, one variable Related keywords: finance; Hermite interpolation; interpolation; |
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E01BGF | 13 | nagf_interp_1d_monotonic_deriv Interpolated values, interpolant computed by E01BEF, function and first derivative, one variable Related keywords: finance; Hermite interpolation; interpolation; |
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E01BHF | 13 | nagf_interp_1d_monotonic_intg Interpolated values, interpolant computed by E01BEF, definite integral, one variable Related keywords: finance; Hermite interpolation; interpolation; |
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Monte–Carlo method | D01GBF | 10 | nagf_quad_md_mcarlo Multidimensional quadrature over hyper-rectangle, Monte–Carlo method Related keywords: integration, multidimensional; quadrature; quadrature non-adaptive; |
Mood's test for dispersion differences | G08BAF | 8 | nagf_nonpar_test_mooddavid Mood's and David's tests on two samples of unequal size Related keywords: David's test; dispersion; nonparametric statistics; |
Morlet wavelet | C09BAF | 23 | nagf_wav_1d_cont One-dimensional real continuous wavelet transform Related keywords: derivative of a Gaussian wavelet; Mexican hat wavelet; wavelet continuous; wavelets; wavelets, one-dimensional; wavelet transforms; |
moving average | G01WAF | 24 | nagf_stat_moving_average Computes the mean and standard deviation using a rolling window Related keywords: big data; data analytics; data stream; mean; Simple Calculations on Statistical Data; standard deviation; streaming; |
G13MEF | 24 | nagf_tsa_inhom_iema Computes the iterated exponential moving average for a univariate inhomogeneous time series Related keywords: big data; data analytics; data stream; exponential moving average; streaming; time series; time series analysis; univariate time series; |
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G13MFF | 24 | nagf_tsa_inhom_iema_all Computes the iterated exponential moving average for a univariate inhomogeneous time series, intermediate results are also returned Related keywords: big data; data analytics; data stream; exponential moving average; streaming; time series; time series analysis; univariate time series; |
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G13MGF | 24 | nagf_tsa_inhom_ma Computes the exponential moving average for a univariate inhomogeneous time series Related keywords: big data; data analytics; data stream; exponential moving average; streaming; time series; time series analysis; univariate time series; |
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MPS format | E04MWF | 26 | nagf_opt_miqp_mps_write Write MPS data file defining LP, QP, MILP or MIQP problem Related keywords: linear programming,integer; LP, linear programming; maximizing a function; minimizing a function; MPSX format; optimization; QP, quadratic programming; service routine; |
MPSX format | E04MWF | 26 | nagf_opt_miqp_mps_write Write MPS data file defining LP, QP, MILP or MIQP problem Related keywords: linear programming,integer; LP, linear programming; maximizing a function; minimizing a function; MPS format; optimization; QP, quadratic programming; service routine; |
E04MXF | 24 | nagf_opt_miqp_mps_read Read MPS data file defining LP, QP, MILP or MIQP problem Related keywords: linear programming,integer; LP, linear programming; maximizing a function; minimizing a function; optimization; QP, quadratic programming; service routine; |
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E04MZF | 18 | nagf_opt_qpconvex1_sparse_mps Read MPS data file defining LP or QP problem, deprecated Related keywords: LP, linear programming; maximizing a function; minimizing a function; optimization; QP, quadratic programming; service routine; |
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H02BFF | 16 | nagf_mip_ilp_mpsx Interpret MPSX data file defining IP or LP problem, optimize and print solution Related keywords: branch and bound; integer programming; mixed integer programming; operations research; |
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H02BUF | 16 | nagf_mip_ilp_mpsx_convert Convert MPSX data file defining IP or LP problem to format required by H02BBF or E04MFF Related keywords: operations research; |
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MRG32k3a | G05KFF | 22 | nagf_rand_init_repeat Initializes a pseudorandom number generator to give a repeatable sequence Related keywords: ACORN; big data; data analytics; mersenne twister; options, computational; random number generators; random numbers; Wichmann Hill; |
G05KGF | 22 | nagf_rand_init_nonrepeat Initializes a pseudorandom number generator to give a non-repeatable sequence Related keywords: ACORN; big data; data analytics; mersenne twister; options, computational; random number generators; random numbers; Wichmann Hill; |
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multidimensional | D01ESF | 25 | nagf_quad_md_sgq_multi_vec Multi-dimensional quadrature using sparse grids Related keywords: automatic; multiple integrands; quadrature; sparse; vectorized; |
multigrid method | D03EDF | 12 | nagf_pde_2d_ellip_mgrid Elliptic PDE, solution of finite difference equations by a multigrid technique Related keywords: elliptic partial differential equations; PDE, partial differential equations; rectangular; two-dimensional; |
multi-level | C09DCF | 25 | nagf_wav_1d_mxolap_multi_fwd One-dimensional multi-level maximal overlap discrete wavelet transform (MODWT) Related keywords: discrete; maximal-overlap; stationary; wavelet transforms; |
C09DDF | 25 | nagf_wav_1d_mxolap_multi_inv One-dimensional inverse multi-level maximal overlap discrete wavelet transform (IMODWT) Related keywords: discrete; inverse; maximal-overlap; stationary; wavelet transforms; |
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multi-level coordinate search | E05JBF | 22 | nagf_glopt_bnd_mcs_solve Global optimization by multi-level coordinate search, simple bounds, using function values only Related keywords: finance; global optimization; minimization, simple bound constraints; options, computational; |
multi-level discrete transform | C09CCF | 22 | nagf_wav_1d_multi_fwd One-dimensional multi-level discrete wavelet transform Related keywords: finance; wavelets; wavelets, one-dimensional; wavelet transforms; |
C09CDF | 22 | nagf_wav_1d_multi_inv One-dimensional inverse multi-level discrete wavelet transform Related keywords: finance; wavelets; wavelets, one-dimensional; wavelet transforms; |
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C09ECF | 23 | nagf_wav_2d_multi_fwd Two-dimensional multi-level discrete wavelet transform Related keywords: discrete transform; wavelets; wavelets, two-dimensional; wavelet transforms; |
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C09EDF | 23 | nagf_wav_2d_multi_inv Two-dimensional inverse multi-level discrete wavelet transform Related keywords: discrete transform; wavelets; wavelets, two-dimensional; wavelet transforms; |
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C09FCF | 24 | nagf_wav_3d_multi_fwd Three-dimensional multi-level discrete wavelet transform Related keywords: discrete transform; wavelets; wavelets, three-dimensional; wavelet transforms; |
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C09FDF | 24 | nagf_wav_3d_mxolap_multi_inv Three-dimensional inverse multi-level discrete wavelet transform Related keywords: discrete transform; wavelets; wavelets, three-dimensional; wavelet transforms; |
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multinomial distribution | G05TGF | 22 | nagf_rand_int_multinomial Generates a vector of pseudorandom integers from a multinomial distribution Related keywords: big data; data analytics; finance; random integers; random number generators; |
multiple integrands | D01ESF | 25 | nagf_quad_md_sgq_multi_vec Multi-dimensional quadrature using sparse grids Related keywords: automatic; multidimensional; quadrature; sparse; vectorized; |
multiple linear regression | G02CGF | 4 | nagf_correg_linregm_coeffs_const Multiple linear regression, from correlation coefficients, with constant term Related keywords: big data; correlation analysis; data analytics; finance; nonlinear regression; polynomial regression; regression analysis; |
G02CHF | 4 | nagf_correg_linregm_coeffs_noconst Multiple linear regression, from correlation-like coefficients, without constant term Related keywords: big data; correlation analysis; data analytics; finance; nonlinear regression; polynomial regression; regression analysis; |
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G02DAF | 14 | nagf_correg_linregm_fit Fits a general (multiple) linear regression model Related keywords: big data; correlation analysis; data analytics; finance; nonlinear regression; polynomial regression; regression analysis; |
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multiply, matrix | F01CKF | 2 | nagf_matop_real_gen_matmul Multiplication of real matrices Related keywords: inversion; matrix operations; real, nonsymmetric matrix; |
F06PAF | 12 | nagf_blas_dgemv Matrix-vector product, real rectangular matrix Related keywords: BLAS; blas, real matrices; dgemv; finance; linear algebra support routines; real, by matrix; |
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F06PBF | 12 | nagf_blas_dgbmv Matrix-vector product, real rectangular band matrix Related keywords: BLAS; blas, real matrices; dgbmv; linear algebra support routines; matrix, band; real, band, by matrix; |
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F06PCF | 12 | nagf_blas_dsymv Matrix-vector product, real symmetric matrix Related keywords: BLAS; blas, real matrices; dsymv; linear algebra support routines; real, indefinite, symmetric matrix; |
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F06PDF | 12 | nagf_blas_dsbmv Matrix-vector product, real symmetric band matrix Related keywords: BLAS; blas, real matrices; dsbmv; linear algebra support routines; matrix, band; real, band, symmetric matrix; |
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F06PEF | 12 | nagf_blas_dspmv Matrix-vector product, real symmetric packed matrix Related keywords: BLAS; blas, real matrices; dspmv; linear algebra support routines; real, indefinite, symmetric matrix; |
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F06PFF | 12 | nagf_blas_dtrmv Matrix-vector product, real triangular matrix Related keywords: BLAS; blas, real matrices; dtrmv; linear algebra support routines; real, triangular matrix; |
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F06PGF | 12 | nagf_blas_dtbmv Matrix-vector product, real triangular band matrix Related keywords: BLAS; blas, real matrices; dtbmv; linear algebra support routines; matrix, band; real, band, triangular matrix; |
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F06PHF | 12 | nagf_blas_dtpmv Matrix-vector product, real triangular packed matrix Related keywords: BLAS; blas, real matrices; dtpmv; linear algebra support routines; real, triangular matrix; |
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F06SAF | 12 | nagf_blas_zgemv Matrix-vector product, complex rectangular matrix Related keywords: BLAS; blas, complex matrices; complex, by matrix; linear algebra support routines; zgemv; |
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F06SBF | 12 | nagf_blas_zgbmv Matrix-vector product, complex rectangular band matrix Related keywords: BLAS; blas, complex matrices; complex, band, by matrix; linear algebra support routines; matrix, band; zgbmv; |
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F06SCF | 12 | nagf_blas_zhemv Matrix-vector product, complex Hermitian matrix Related keywords: BLAS; blas, complex matrices; complex, Hermitian matrix; linear algebra support routines; zhemv; |
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F06SDF | 12 | nagf_blas_zhbmv Matrix-vector product, complex Hermitian band matrix Related keywords: BLAS; blas, complex matrices; complex, band, Hermitian matrix; linear algebra support routines; matrix, band; zhbmv; |
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F06SEF | 12 | nagf_blas_zhpmv Matrix-vector product, complex Hermitian packed matrix Related keywords: BLAS; blas, complex matrices; complex, Hermitian matrix; linear algebra support routines; zhpmv; |
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F06SFF | 12 | nagf_blas_ztrmv Matrix-vector product, complex triangular matrix Related keywords: BLAS; blas, complex matrices; complex, triangular matrix; linear algebra support routines; ztrmv; |
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F06SGF | 12 | nagf_blas_ztbmv Matrix-vector product, complex triangular band matrix Related keywords: BLAS; blas, complex matrices; complex, band, triangular matrix; linear algebra support routines; matrix, band; ztbmv; |
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F06SHF | 12 | nagf_blas_ztpmv Matrix-vector product, complex triangular packed matrix Related keywords: BLAS; blas, complex matrices; complex, triangular matrix; linear algebra support routines; ztpmv; |
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F06TAF | 21 | nagf_blas_zsymv Matrix-vector product, complex symmetric matrix Related keywords: BLAS; complex, symmetric matrix; linear algebra support routines; |
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F06TCF | 21 | nagf_blas_zspmv Matrix-vector product, complex symmetric packed matrix Related keywords: BLAS; complex, symmetric matrix; linear algebra support routines; |
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F06YAF | 14 | nagf_blas_dgemm Matrix-matrix product, two real rectangular matrices Related keywords: BLAS; blas, real matrices; dgemm; finance; linear algebra support routines; real, by matrix; |
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F06YCF | 14 | nagf_blas_dsymm Matrix-matrix product, one real symmetric matrix, one real rectangular matrix Related keywords: BLAS; blas, real matrices; dsymm; linear algebra support routines; real, indefinite, symmetric matrix; real, by matrix; |
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F06YFF | 14 | nagf_blas_dtrmm Matrix-matrix product, one real triangular matrix, one real rectangular matrix Related keywords: BLAS; blas, real matrices; dsymm; linear algebra support routines; real, by matrix; real, triangular matrix; |
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F06ZAF | 14 | nagf_blas_zgemm Matrix-matrix product, two complex rectangular matrices Related keywords: BLAS; blas, complex matrices; complex, by matrix; linear algebra support routines; zgemm; |
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F06ZCF | 14 | nagf_blas_zhemm Matrix-matrix product, one complex Hermitian matrix, one complex rectangular matrix Related keywords: BLAS; blas, complex matrices; complex, Hermitian, indefinite matrix; complex, by matrix; linear algebra support routines; zgemm; |
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F06ZFF | 14 | nagf_blas_ztrmm Matrix-matrix product, one complex triangular matrix, one complex rectangular matrix Related keywords: BLAS; blas, complex matrices; complex, by matrix; complex, triangular matrix; linear algebra support routines; ztrmm; |
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F06ZTF | 14 | nagf_blas_zsymm Matrix-matrix product, one complex symmetric matrix, one complex rectangular matrix Related keywords: BLAS; blas, complex matrices; complex, by matrix; complex, symmetric matrix; linear algebra support routines; zsymm; |
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F11MKF | 21 | nagf_sparse_direct_real_gen_matmul Real sparse nonsymmetric matrix-matrix multiply, compressed column storage Related keywords: big data; data analytics; large scale linear systems; real, sparse matrix; |
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F11XAF | 18 | nagf_sparse_real_gen_matvec Real, sparse, nonsymmetric matrix-vector multiply Related keywords: big data; data analytics; large scale linear systems; real, sparse matrix; |
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F11XEF | 17 | nagf_sparse_real_symm_matvec Real sparse symmetric matrix-vector multiply Related keywords: big data; data analytics; large scale linear systems; real, sparse, symmetric matrix; |
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F11XNF | 19 | nagf_sparse_complex_gen_matvec Complex sparse non-Hermitian matrix-vector multiply Related keywords: big data; complex, sparse matrix; data analytics; large scale linear systems; |
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F11XSF | 19 | nagf_sparse_complex_herm_matvec Complex sparse Hermitian matrix-vector multiply Related keywords: big data; complex, Hermitian, sparse matrix; data analytics; large scale linear systems; |
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multi-start algorithm | E05UCF | 24 | nagf_glopt_nlp_multistart_sqp Global optimization using multi-start, nonlinear constraints Related keywords: finance; global optimization; minimization, nonlinear constraints; sequential QP method; |
E05USF | 24 | nagf_glopt_nlp_multistart_sqp_lsq Global optimization of a sum of squares problem using multi-start, nonlinear constraints Related keywords: finance; global optimization; sequential QP method; sum of squares; |
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multivariate methods | G03 Chapter Introduction | Multivariate Methods | |
multivariate Normal distribution | G01HBF | 15 | nagf_stat_prob_multi_normal Computes probabilities for the multivariate Normal distribution Related keywords: central probability; finance; lower tail probability; Normal distribution; Simple Calculations on Statistical Data; upper tail probability; |
G01LBF | 24 | nagf_stat_pdf_multi_normal_vector Computes a vector of values for the probability density function of the multivariate Normal distribution Related keywords: Gaussian distribution; logarithm, pdf; Normal distribution; pdf; probability density function; Simple Calculations on Statistical Data; |
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G01NAF | 16 | nagf_stat_moments_quad_form Cumulants and moments of quadratic forms in Normal variables Related keywords: cumulant; finance; Gaussian distribution; moments quadratic form; Normal distribution; Simple Calculations on Statistical Data; |
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G01NBF | 16 | nagf_stat_moments_ratio_quad_forms Moments of ratios of quadratic forms in Normal variables, and related statistics Related keywords: finance; Gaussian distribution; moments quadratic form; Normal distribution; Simple Calculations on Statistical Data; |
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G05RZF | 22 | nagf_rand_multivar_normal Generates a matrix of pseudorandom numbers from a multivariate Normal distribution Related keywords: big data; data analytics; finance; Gaussian distribution; Normal distribution; random number generators; random numbers; |
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multivariate Student's -distribution | G01HDF | 24 | nagf_stat_prob_multi_students_t Computes the probability for the multivariate Student's -distribution Related keywords: probability; Simple Calculations on Statistical Data; Student's -distribution; |
G05RYF | 22 | nagf_rand_multivar_students_t Generates a matrix of pseudorandom numbers from a multivariate Student's -distribution Related keywords: big data; data analytics; finance; random number generators; random numbers; Student's -distribution; |
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multivariate time series | G13BAF | 10 | nagf_tsa_multi_filter_arima Multivariate time series, filtering (pre-whitening) by an ARIMA model Related keywords: ARIMA; big data; data analytics; filtering; finance; pre-whitening, filtering; time series; time series analysis; |
G13BBF | 11 | nagf_tsa_multi_filter_transf Multivariate time series, filtering by a transfer function model Related keywords: big data; data analytics; filtering; finance; time series; time series analysis; |
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G13BCF | 10 | nagf_tsa_multi_xcorr Multivariate time series, cross-correlations Related keywords: big data; cross-correlation; data analytics; finance; time series; time series analysis; |
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G13BDF | 11 | nagf_tsa_multi_transf_prelim Multivariate time series, preliminary estimation of transfer function model Related keywords: big data; data analytics; finance; time series; time series analysis; |
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G13BEF | 11 | nagf_tsa_multi_inputmod_estim Multivariate time series, estimation of multi-input model Related keywords: ARIMA; big data; data analytics; exact likelihood; finance; marginal likelihood; nonlinear least squares; time series; time series analysis; univariate time series; |
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G13BGF | 11 | nagf_tsa_multi_inputmod_update Multivariate time series, update state set for forecasting from multi-input model Related keywords: big data; data analytics; finance; forecasting; time series; time series analysis; |
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G13BHF | 11 | nagf_tsa_multi_inputmod_forecast_state Multivariate time series, forecasting from state set of multi-input model Related keywords: big data; data analytics; forecasting; time series; time series analysis; |
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G13BJF | 11 | nagf_tsa_multi_inputmod_forecast Multivariate time series, state set and forecasts from fully specified multi-input model Related keywords: big data; data analytics; finance; forecasting; time series; time series analysis; |
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G13CCF | 10 | nagf_tsa_multi_spectrum_lag Multivariate time series, smoothed sample cross spectrum using rectangular, Bartlett, Tukey or Parzen lag window Related keywords: Bartlett lag window; big data; cross-spectrum; data analytics; finance; Parzen lag window; rectangular lag window; smoothing; time series; time series analysis; Tukey lag window; |
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G13CDF | 10 | nagf_tsa_multi_spectrum_daniell Multivariate time series, smoothed sample cross spectrum using spectral smoothing by the trapezium frequency (Daniell) window Related keywords: big data; cross-spectrum; Daniell window; data analytics; finance; smoothing; spectral smoothing; time series; time series analysis; trapezium frequency window; |
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G13CEF | 10 | nagf_tsa_multi_spectrum_bivar Multivariate time series, cross amplitude spectrum, squared coherency, bounds, univariate and bivariate (cross) spectra Related keywords: big data; bivariate spectra; coherency, squared, time series; cross amplitude spectrum; data analytics; finance; squared coherency; time series; time series analysis; |
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G13CFF | 10 | nagf_tsa_multi_gain_bivar Multivariate time series, gain, phase, bounds, univariate and bivariate (cross) spectra Related keywords: big data; bivariate time series; cross-spectrum; data analytics; finance; gain, time series; phase, time series; time series; time series analysis; |
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G13CGF | 10 | nagf_tsa_multi_noise_bivar Multivariate time series, noise spectrum, bounds, impulse response function and its standard error Related keywords: big data; data analytics; finance; impulse response function; noise spectrum; standard errors; time series; time series analysis; |
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G13DBF | 11 | nagf_tsa_multi_autocorr_part Multivariate time series, multiple squared partial autocorrelations Related keywords: big data; data analytics; partial autocorrelation coefficients; time series; time series analysis; |
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G13DDF | 22 | nagf_tsa_multi_varma_estimate Multivariate time series, estimation of VARMA model Related keywords: big data; correlation matrix; data analytics; finance; maximum likelihood; standard errors; time series; time series analysis; VARMA, vector autoregressive moving average model; |
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G13DJF | 15 | nagf_tsa_multi_varma_forecast Multivariate time series, forecasts and their standard errors Related keywords: big data; data analytics; finance; forecasting; standard errors; time series; time series analysis; |
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G13DKF | 15 | nagf_tsa_multi_varma_update Multivariate time series, updates forecasts and their standard errors Related keywords: big data; data analytics; finance; forecasting; standard errors; time series; time series analysis; |
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G13DLF | 15 | nagf_tsa_multi_diff Multivariate time series, differences and/or transforms Related keywords: big data; data analytics; finance; time series; time series analysis; VARMA, vector autoregressive moving average model; |
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G13DMF | 15 | nagf_tsa_multi_corrmat_cross Multivariate time series, sample cross-correlation or cross-covariance matrices Related keywords: big data; cross-correlation; cross-covariance; data analytics; time series; time series analysis; |
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G13DNF | 15 | nagf_tsa_multi_corrmat_partlag Multivariate time series, sample partial lag correlation matrices, statistics and significance levels Related keywords: big data; chi squared statistics; data analytics; partial lag; significance; time series; time series analysis; |
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G13DPF | 16 | nagf_tsa_multi_regmat_partial Multivariate time series, partial autoregression matrices Related keywords: big data; data analytics; partial autoregression matrices; time series; time series analysis; |
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G13DSF | 13 | nagf_tsa_multi_varma_diag Multivariate time series, diagnostic checking of residuals, following G13DDF Related keywords: big data; data analytics; time series; time series analysis; |
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nagad_a1w_w_rtype | X10BJF | 26 | Write a scalar of type nagad_a1w_w_rtype to the callback data object Related keywords: adjoint derivatives; AD scalar; AD utility operations; automatic differentiation; callback data object; write; |
X10CJF | 26 | Read a scalar of type nagad_a1w_w_rtype from the callback data object Related keywords: adjoint derivatives; AD scalar; AD utility operations; automatic differentiation; callback dataobject; read; |
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NaN | X07ABF | 24 | nagf_ieee_is_nan Determines whether its argument is a NaN (Not A Number) Related keywords: IEEE arithmetic; |
X07BBF | 24 | nagf_ieee_create_nan Creates a NaN (Not A Number) Related keywords: IEEE arithmetic; |
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nearest correlation matrix | G02AAF | 22 | nagf_correg_corrmat_nearest Computes the nearest correlation matrix to a real square matrix, using the method of Qi and Sun Related keywords: big data; correlation analysis; correlation matrix; data analytics; finance; nonlinear regression; polynomial regression; Qi and Sun algorithm; regression analysis; |
G02ABF | 23 | nagf_correg_corrmat_nearest_bounded Computes the nearest correlation matrix to a real square matrix, augmenting G02AAF to incorporate weights and bounds Related keywords: big data; correlation analysis; correlation matrix; data analytics; finance; nonlinear regression; polynomial regression; Qi and Sun algorithm; regression analysis; |
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G02AEF | 23 | nagf_correg_corrmat_nearest_kfactor Computes the nearest correlation matrix with -factor structure to a real square matrix Related keywords: big data; correlation analysis; correlation matrix; data analytics; finance; -factor structure; nonlinear regression; polynomial regression; Qi and Sun algorithm; regression analysis; |
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G02AJF | 24 | nagf_correg_corrmat_h_weight Computes the nearest correlation matrix to a real square matrix, using element-wise weighting Related keywords: big data; correlation analysis; correlation matrix; data analytics; nonlinear regression; polynomial regression; Qi and Sun algorithm; regression analysis; |
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G02ANF | 25 | nagf_correg_corrmat_shrinking Computes a correlation matrix from an approximate matrix with fixed submatrix Related keywords: big data; correlation analysis; correlation matrix; data analytics; nonlinear regression; polynomial regression; regression analysis; shrinking method; |
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G02APF | 26 | nagf_correg_corrmat_target Computes a correlation matrix from an approximate one using a specified target matrix Related keywords: big data; correlation analysis; correlation matrix; data analytics; elementwise weights; nonlinear regression; polynomial regression; regression analysis; shrinkage; shrinking method; |
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negative binomial distribution | G05THF | 22 | nagf_rand_int_negbin Generates a vector of pseudorandom integers from a negative binomial distribution Related keywords: big data; data analytics; finance; Pascal distribution; Polya distribution; random integers; random number generators; |
Nelder–Mead algorithm | E04CBF | 22 | nagf_opt_uncon_simplex Unconstrained minimum, Nelder–Mead simplex algorithm, using function values only Related keywords: derivative-free minimization; finance; maximizing a function; minimization, unconstrained; minimizing a function; NLP; nonlinear programming; optimization; simplex algorithm; |
Neumann algorithm | G08AKF | 14 | nagf_nonpar_prob_mwu_ties Computes the exact probabilities for the Mann–Whitney statistic, ties in pooled sample Related keywords: Mann–Whitney U statistic; nonparametric statistics; pooled sample; tail probabilities; |
Newton algorithm | 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) Related keywords: data fitting; derivative-free minimization; finance; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; nonlinear least squares; optimization; sum-of-squares minimization; |
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) Related keywords: data fitting; derivative-free minimization; finance; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; nonlinear least squares; optimization; sum-of-squares minimization; |
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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) Related keywords: data fitting; finance; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; nonlinear least squares; optimization; sum-of-squares minimization; |
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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) Related keywords: data fitting; finance; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; nonlinear least squares; optimization; sum-of-squares minimization; |
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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) Related keywords: data fitting; finance; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; nonlinear least squares; optimization; sum-of-squares minimization; |
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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) Related keywords: data fitting; finance; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; nonlinear least squares; optimization; sum-of-squares minimization; |
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E04KDF | 6 | nagf_opt_bounds_mod_deriv_comp Bound constrained minimum, modified Newton algorithm, using first derivatives (comprehensive) Related keywords: finance; maximizing a function; minimization, simple bound constraints; minimizing a function; NLP; nonlinear programming; optimization; |
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E04KZF | 18 | nagf_opt_bounds_mod_deriv_easy Bound constrained minimum, modified Newton algorithm, using first derivatives (easy-to-use) Related keywords: finance; maximizing a function; minimization, simple bound constraints; minimizing a function; NLP; nonlinear programming; optimization; |
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E04LBF | 6 | nagf_opt_bounds_mod_deriv2_comp Bound constrained minimum, modified Newton algorithm, using first and second derivatives (comprehensive) Related keywords: finance; maximizing a function; minimization, simple bound constraints; minimizing a function; NLP; nonlinear programming; optimization; |
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E04LYF | 18 | nagf_opt_bounds_mod_deriv2_easy Bound constrained minimum, modified Newton algorithm, using first and second derivatives (easy-to-use) Related keywords: finance; maximizing a function; minimization, simple bound constraints; minimizing a function; NLP; nonlinear programming; optimization; |
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Niederreiter | G05YNF | 22 | nagf_rand_quasi_init_scrambled Initializes a scrambled quasi-random number generator Related keywords: big data; data analytics; Faure–Tezuka; finance; Owen; random number generators; random numbers; scramble; Sobol; |
Niederreiter method, quasi-random numbers | G05YJF | 21 | nagf_rand_quasi_normal Generates a Normal quasi-random number sequence Related keywords: big data; data analytics; Faure, quasi-random numbers; Gaussian distribution; low-discrepancy sequences; Normal distribution; quasi-random numbers; random number generators; random numbers; Sobol, quasi-random numbers; |
G05YKF | 21 | nagf_rand_quasi_lognormal Generates a log-normal quasi-random number sequence Related keywords: big data; data analytics; Faure, quasi-random numbers; log-normal distribution; low-discrepancy sequences; quasi-random numbers; random number generators; random numbers; Sobol, quasi-random numbers; |
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G05YLF | 22 | nagf_rand_quasi_init Initializes a quasi-random number generator Related keywords: big data; data analytics; Faure, quasi-random numbers; finance; low-discrepancy sequences; quasi-random numbers; random number generators; random numbers; rectangular distribution; Sobol, quasi-random numbers; uniform distribution; |
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NLP | E04ABF | 6 | nagf_opt_one_var_func_old Minimum, function of one variable, using function values only Related keywords: derivative-free minimization; finance; maximizing a function; minimization, unconstrained; minimizing a function; nonlinear programming; one-dimensional quadratic interpolation; optimization; univariate minimization; |
E04BBF | 6 | nagf_opt_one_var_deriv_old Minimum, function of one variable, using first derivative Related keywords: finance; maximizing a function; minimizing a function; nonlinear programming; one-dimensional cubic interpolation; optimization; |
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E04CBF | 22 | nagf_opt_uncon_simplex Unconstrained minimum, Nelder–Mead simplex algorithm, using function values only Related keywords: derivative-free minimization; finance; maximizing a function; minimization, unconstrained; minimizing a function; Nelder–Mead algorithm; nonlinear programming; optimization; simplex algorithm; |
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E04DGF | 12 | nagf_opt_uncon_conjgrd_comp_old Unconstrained minimum, preconditioned conjugate gradient algorithm, using first derivatives (comprehensive) Related keywords: conjugate gradient method; finance; maximizing a function; minimization, unconstrained; minimizing a function; nonlinear programming; optimization; quasi-Newton; |
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E04JCF | 23 | nagf_opt_bounds_bobyqa_func Bound constrained minimum, model-based algorithm, using function values only Related keywords: BOBYQA method; finance; maximizing a function; minimization, simple bound constraints; minimizing a function; nonlinear programming; optimization; |
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E04JYF | 18 | nagf_opt_bounds_quasi_func_easy Bound constrained minimum, quasi-Newton algorithm, using function values only (easy-to-use) Related keywords: BFGS, Broyden, Fletcher, Goldfarb and Shanno algorithm; finance; maximizing a function; minimization, simple bound constraints; minimizing a function; nonlinear programming; optimization; quasi-Newton algorithm; |
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E04KDF | 6 | nagf_opt_bounds_mod_deriv_comp Bound constrained minimum, modified Newton algorithm, using first derivatives (comprehensive) Related keywords: finance; maximizing a function; minimization, simple bound constraints; minimizing a function; Newton algorithm; nonlinear programming; optimization; |
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E04KYF | 18 | nagf_opt_bounds_quasi_deriv_easy Bound constrained minimum, quasi-Newton algorithm, using first derivatives (easy-to-use) Related keywords: BFGS, Broyden, Fletcher, Goldfarb and Shanno algorithm; finance; maximizing a function; minimization, simple bound constraints; minimizing a function; nonlinear programming; optimization; quasi-Newton algorithm; |
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E04KZF | 18 | nagf_opt_bounds_mod_deriv_easy Bound constrained minimum, modified Newton algorithm, using first derivatives (easy-to-use) Related keywords: finance; maximizing a function; minimization, simple bound constraints; minimizing a function; Newton algorithm; nonlinear programming; optimization; |
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E04LBF | 6 | nagf_opt_bounds_mod_deriv2_comp Bound constrained minimum, modified Newton algorithm, using first and second derivatives (comprehensive) Related keywords: finance; maximizing a function; minimization, simple bound constraints; minimizing a function; Newton algorithm; nonlinear programming; optimization; |
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E04LYF | 18 | nagf_opt_bounds_mod_deriv2_easy Bound constrained minimum, modified Newton algorithm, using first and second derivatives (easy-to-use) Related keywords: finance; maximizing a function; minimization, simple bound constraints; minimizing a function; Newton algorithm; nonlinear programming; optimization; |
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E04RGF | 26 | nagf_opt_handle_set_nlnobj Define a nonlinear objective function to a problem initialized by E04RAF Related keywords: least squares fitting; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; |
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E04RKF | 26 | nagf_opt_handle_set_nlnconstr Define a block of nonlinear constraints to a problem initialized by E04RAF Related keywords: least squares fitting; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; nonlinearly-constrained; optimization; optimization; |
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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 Related keywords: least squares fitting; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; |
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E04RMF | 26 | nagf_opt_handle_set_nlnls Define a nonlinear least squares objective function to a problem initialized by E04RAF Related keywords: calibration; data fitting; derivative-free optimization; DFO; least squares fitting; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; nonlinear least squares; optimization; optimization; optimization; sum of squares; |
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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 Related keywords: interior point method; IPM; least squares fitting; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; nonlinear programming; optimization; optimization; |
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E04UCF | 12 | nagf_opt_nlp1_solve_old Nonlinear programming (NLP), dense, active-set SQP method, using function values and optionally first derivatives, recommended Related keywords: dense; finance; maximizing a function; minimization, nonlinear constraints; minimizing a function; nonlinear programming; optimization; sequential QP method; SQP; |
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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) Related keywords: dense; finance; maximizing a function; minimization, nonlinear constraints; minimizing a function; nonlinear programming; optimization; sequential QP method; SQP; |
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E04UGF | 19 | nagf_opt_nlp1_sparse_solve_old Nonlinear programming (NLP), sparse, active-set SQP method, using function values and optionally first derivatives Related keywords: finance; maximizing a function; minimization, nonlinear constraints; minimizing a function; nonlinear programming; optimization; sequential QP method; SQP; |
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E04UHF | 19 | nagf_opt_nlp1_sparse_option_file_old Supply values for E04UGF from external file Related keywords: maximizing a function; minimizing a function; nonlinear programming; optimization; options, computational; SQP; |
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E04UJF | 19 | nagf_opt_nlp1_sparse_option_string_old Supply values to E04UGF from a character string Related keywords: maximizing a function; minimizing a function; nonlinear programming; optimization; options, computational; SQP; |
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E04UQF | 14 | nagf_opt_lsq_gencon_deriv_option_file_old Supply values for E04USF from external file Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; nonlinear programming; optimization; options, computational; SQP; sum of squares; |
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E04URF | 14 | nagf_opt_lsq_gencon_deriv_option_string_old Supply values to E04USF from a character string Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; nonlinear programming; optimization; options, computational; SQP; sum of squares; |
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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 Related keywords: data fitting; finance; maximizing a function; minimization, nonlinear constraints; minimizing a function; nonlinear least squares; nonlinear programming; optimization; quasi-Newton approximation; sequential QP method; sum of squares; |
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E04VGF | 21 | nagf_opt_nlp2_sparse_init Initialization routine for E04VHF Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; nonlinear programming; optimization; options, computational; SQP; |
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E04VHF | 21 | nagf_opt_nlp2_sparse_solve Nonlinear programming (NLP), sparse, active-set SQP method, using function values and optionally first derivatives, recommended Related keywords: finance; LP, linear programming; maximizing a function; minimization, nonlinear constraints; minimizing a function; nonlinear programming; optimization; quasi-Newton algorithm; sequential QP method; simplex algorithm; SQP; |
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E04WCF | 21 | nagf_opt_nlp2_init Initialization routine for E04WDF Related keywords: maximizing a function; minimizing a function; nonlinear programming; optimization; options, computational; |
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E04WDF | 21 | nagf_opt_nlp2_solve Nonlinear programming (NLP), dense, active-set SQP method, using function values and optionally first derivatives Related keywords: dense; finance; maximizing a function; minimization, nonlinear constraints; minimizing a function; nonlinear programming; optimization; sequential QP method; SQP; |
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E04WEF | 21 | nagf_opt_nlp2_option_file Supply values for E04WDF from external file Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; nonlinear programming; optimization; options, computational; SQP; |
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E04WFF | 21 | nagf_opt_nlp2_option_string Set a single option for E04WDF from a character string Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; nonlinear programming; optimization; options, computational; SQP; |
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E04WGF | 21 | nagf_opt_nlp2_option_integer_set Set a single option for E04WDF from an integer argument Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; nonlinear programming; optimization; options, computational; SQP; |
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E04WHF | 21 | nagf_opt_nlp2_option_double_set Set a single option for E04WDF from a real argument Related keywords: maximizing a function; minimizing a function; nonlinear programming; optimization; options, computational; SQP; |
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E04WKF | 21 | nagf_opt_nlp2_option_integer_get Get the setting of an integer valued option of E04WDF Related keywords: maximizing a function; minimizing a function; nonlinear programming; optimization; options, computational; SQP; |
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E04WLF | 21 | nagf_opt_nlp2_option_double_get Get the setting of a real valued option of E04WDF Related keywords: maximizing a function; minimizing a function; nonlinear programming; optimization; options, computational; SQP; |
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NNLS, non-negative least squares | 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 Related keywords: BVLS, bounded variable least squares; data fitting; finance; maximizing a function; minimizing a function; nonlinear least squares; non-negative least squares; optimization; |
noise spectrum | G13CGF | 10 | nagf_tsa_multi_noise_bivar Multivariate time series, noise spectrum, bounds, impulse response function and its standard error Related keywords: big data; data analytics; finance; impulse response function; multivariate time series; standard errors; time series; time series analysis; |
non-adaptive | D01TDF | 26 | nagf_quad_1d_gauss_wrec Calculation of weights and abscissae for Gaussian quadrature rules, method of Golub and Welsch Related keywords: abscissae; cubature; Gaussian; Golub; Golub and Welsch; integration; quadrature; weights and abscissae; Welsch; |
D01TEF | 26 | nagf_quad_1d_gauss_recm Generates recursion coefficients needed by D01TDF to calculate a Gaussian quadrature rule Related keywords: abscissae; cubature; Gaussian; Golub; Golub and Welsch; integration; quadrature; recursion coefficients; Welsch; |
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nonlinear least squares | 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) Related keywords: data fitting; derivative-free minimization; finance; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; Newton algorithm; optimization; sum-of-squares minimization; |
E04FFF | 26 | nagf_opt_handle_solve_dfls Derivative-free (DFO) solver for a nonlinear least squares objective function with bounded variables Related keywords: calibration; data fitting; derivative-free optimization; DFO; DFO; maximizing a function; minimizing a function; optimization; optimization; sum of squares; |
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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) Related keywords: data fitting; derivative-free minimization; finance; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; Newton algorithm; optimization; sum-of-squares minimization; |
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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) Related keywords: BFGS, Broyden, Fletcher, Goldfarb and Shanno algorithm; data fitting; finance; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; optimization; quasi-Newton algorithm; sum-of-squares minimization; |
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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) Related keywords: data fitting; finance; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; Newton algorithm; optimization; sum-of-squares minimization; |
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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) Related keywords: BFGS, Broyden, Fletcher, Goldfarb and Shanno algorithm; data fitting; finance; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; optimization; quasi-Newton algorithm; sum-of-squares minimization; |
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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) Related keywords: data fitting; finance; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; Newton algorithm; optimization; sum-of-squares minimization; |
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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) Related keywords: data fitting; finance; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; Newton algorithm; optimization; sum-of-squares minimization; |
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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) Related keywords: data fitting; finance; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; Newton algorithm; optimization; sum-of-squares minimization; |
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E04NCF | 12 | nagf_opt_lsq_lincon_solve_old Linear programming (LP) convex quadratic programming (QP) or linearly-constrained linear least squares problem, dense Related keywords: active-set; convex optimization; data fitting; finance; least squares; maximizing a function; minimizing a function; optimization; QP, quadratic programming; |
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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 Related keywords: BVLS, bounded variable least squares; data fitting; finance; maximizing a function; minimizing a function; NNLS, non-negative least squares; non-negative least squares; optimization; |
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E04RMF | 26 | nagf_opt_handle_set_nlnls Define a nonlinear least squares objective function to a problem initialized by E04RAF Related keywords: calibration; data fitting; derivative-free optimization; DFO; least squares fitting; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; NLP; optimization; optimization; optimization; sum of squares; |
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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 Related keywords: data fitting; finance; maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; nonlinear programming; optimization; quasi-Newton approximation; sequential QP method; sum of squares; |
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E04YCF | 11 | nagf_opt_lsq_uncon_covariance Covariance matrix for nonlinear least squares problem (unconstrained) Related keywords: covariance matrix; maximizing a function; minimizing a function; optimization; service routine; |
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G13BEF | 11 | nagf_tsa_multi_inputmod_estim Multivariate time series, estimation of multi-input model Related keywords: ARIMA; big data; data analytics; exact likelihood; finance; marginal likelihood; multivariate time series; time series; time series analysis; univariate time series; |
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nonlinearly-constrained | E04RKF | 26 | nagf_opt_handle_set_nlnconstr Define a block of nonlinear constraints to a problem initialized by E04RAF Related keywords: least squares fitting; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; NLP; optimization; optimization; |
nonlinear mixed order | D02TLF | 25 | nagf_ode_bvp_coll_nlin_solve Ordinary differential equations, general nonlinear boundary value problem, collocation technique (thread safe) Related keywords: boundary value problem; BVP; differential equations; ODE, ordinary differential equations; ordinary differential equations; two-point boundary value problem; |
nonlinear programming | E04ABF | 6 | nagf_opt_one_var_func_old Minimum, function of one variable, using function values only Related keywords: derivative-free minimization; finance; maximizing a function; minimization, unconstrained; minimizing a function; NLP; one-dimensional quadratic interpolation; optimization; univariate minimization; |
E04BBF | 6 | nagf_opt_one_var_deriv_old Minimum, function of one variable, using first derivative Related keywords: finance; maximizing a function; minimizing a function; NLP; one-dimensional cubic interpolation; optimization; |
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E04CBF | 22 | nagf_opt_uncon_simplex Unconstrained minimum, Nelder–Mead simplex algorithm, using function values only Related keywords: derivative-free minimization; finance; maximizing a function; minimization, unconstrained; minimizing a function; Nelder–Mead algorithm; NLP; optimization; simplex algorithm; |
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E04DGF | 12 | nagf_opt_uncon_conjgrd_comp_old Unconstrained minimum, preconditioned conjugate gradient algorithm, using first derivatives (comprehensive) Related keywords: conjugate gradient method; finance; maximizing a function; minimization, unconstrained; minimizing a function; NLP; optimization; quasi-Newton; |
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E04JCF | 23 | nagf_opt_bounds_bobyqa_func Bound constrained minimum, model-based algorithm, using function values only Related keywords: BOBYQA method; finance; maximizing a function; minimization, simple bound constraints; minimizing a function; NLP; optimization; |
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E04JYF | 18 | nagf_opt_bounds_quasi_func_easy Bound constrained minimum, quasi-Newton algorithm, using function values only (easy-to-use) Related keywords: BFGS, Broyden, Fletcher, Goldfarb and Shanno algorithm; finance; maximizing a function; minimization, simple bound constraints; minimizing a function; NLP; optimization; quasi-Newton algorithm; |
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E04KDF | 6 | nagf_opt_bounds_mod_deriv_comp Bound constrained minimum, modified Newton algorithm, using first derivatives (comprehensive) Related keywords: finance; maximizing a function; minimization, simple bound constraints; minimizing a function; Newton algorithm; NLP; optimization; |
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E04KYF | 18 | nagf_opt_bounds_quasi_deriv_easy Bound constrained minimum, quasi-Newton algorithm, using first derivatives (easy-to-use) Related keywords: BFGS, Broyden, Fletcher, Goldfarb and Shanno algorithm; finance; maximizing a function; minimization, simple bound constraints; minimizing a function; NLP; optimization; quasi-Newton algorithm; |
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E04KZF | 18 | nagf_opt_bounds_mod_deriv_easy Bound constrained minimum, modified Newton algorithm, using first derivatives (easy-to-use) Related keywords: finance; maximizing a function; minimization, simple bound constraints; minimizing a function; Newton algorithm; NLP; optimization; |
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E04LBF | 6 | nagf_opt_bounds_mod_deriv2_comp Bound constrained minimum, modified Newton algorithm, using first and second derivatives (comprehensive) Related keywords: finance; maximizing a function; minimization, simple bound constraints; minimizing a function; Newton algorithm; NLP; optimization; |
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E04LYF | 18 | nagf_opt_bounds_mod_deriv2_easy Bound constrained minimum, modified Newton algorithm, using first and second derivatives (easy-to-use) Related keywords: finance; maximizing a function; minimization, simple bound constraints; minimizing a function; Newton algorithm; NLP; optimization; |
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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 Related keywords: interior point method; IPM; least squares fitting; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; NLP; optimization; optimization; |
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E04UCF | 12 | nagf_opt_nlp1_solve_old Nonlinear programming (NLP), dense, active-set SQP method, using function values and optionally first derivatives, recommended Related keywords: dense; finance; maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; optimization; sequential QP method; SQP; |
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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) Related keywords: dense; finance; maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; optimization; sequential QP method; SQP; |
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E04UGF | 19 | nagf_opt_nlp1_sparse_solve_old Nonlinear programming (NLP), sparse, active-set SQP method, using function values and optionally first derivatives Related keywords: finance; maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; optimization; sequential QP method; SQP; |
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E04UHF | 19 | nagf_opt_nlp1_sparse_option_file_old Supply values for E04UGF from external file Related keywords: maximizing a function; minimizing a function; NLP; optimization; options, computational; SQP; |
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E04UJF | 19 | nagf_opt_nlp1_sparse_option_string_old Supply values to E04UGF from a character string Related keywords: maximizing a function; minimizing a function; NLP; optimization; options, computational; SQP; |
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E04UQF | 14 | nagf_opt_lsq_gencon_deriv_option_file_old Supply values for E04USF from external file Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; optimization; options, computational; SQP; sum of squares; |
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E04URF | 14 | nagf_opt_lsq_gencon_deriv_option_string_old Supply values to E04USF from a character string Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; optimization; options, computational; SQP; sum of squares; |
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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 Related keywords: data fitting; finance; maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; nonlinear least squares; optimization; quasi-Newton approximation; sequential QP method; sum of squares; |
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E04VGF | 21 | nagf_opt_nlp2_sparse_init Initialization routine for E04VHF Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; optimization; options, computational; SQP; |
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E04VHF | 21 | nagf_opt_nlp2_sparse_solve Nonlinear programming (NLP), sparse, active-set SQP method, using function values and optionally first derivatives, recommended Related keywords: finance; LP, linear programming; maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; optimization; quasi-Newton algorithm; sequential QP method; simplex algorithm; SQP; |
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E04WCF | 21 | nagf_opt_nlp2_init Initialization routine for E04WDF Related keywords: maximizing a function; minimizing a function; NLP; optimization; options, computational; |
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E04WDF | 21 | nagf_opt_nlp2_solve Nonlinear programming (NLP), dense, active-set SQP method, using function values and optionally first derivatives Related keywords: dense; finance; maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; optimization; sequential QP method; SQP; |
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E04WEF | 21 | nagf_opt_nlp2_option_file Supply values for E04WDF from external file Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; optimization; options, computational; SQP; |
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E04WFF | 21 | nagf_opt_nlp2_option_string Set a single option for E04WDF from a character string Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; optimization; options, computational; SQP; |
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E04WGF | 21 | nagf_opt_nlp2_option_integer_set Set a single option for E04WDF from an integer argument Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; optimization; options, computational; SQP; |
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E04WHF | 21 | nagf_opt_nlp2_option_double_set Set a single option for E04WDF from a real argument Related keywords: maximizing a function; minimizing a function; NLP; optimization; options, computational; SQP; |
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E04WKF | 21 | nagf_opt_nlp2_option_integer_get Get the setting of an integer valued option of E04WDF Related keywords: maximizing a function; minimizing a function; NLP; optimization; options, computational; SQP; |
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E04WLF | 21 | nagf_opt_nlp2_option_double_get Get the setting of a real valued option of E04WDF Related keywords: maximizing a function; minimizing a function; NLP; optimization; options, computational; SQP; |
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H02DAF | 25 | nagf_mip_sqp Mixed integer nonlinear programming Related keywords: integer programming; integer quadratic program; mixed integer programming; operations research; SQP, sequential quadratic programming; |
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nonlinear regression | G02 Chapter Introduction | Correlation and Regression Analysis Related keywords: big data; correlation analysis; data analytics; polynomial regression; regression analysis; |
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non-metric (ordinal) scaling | G03FCF | 17 | nagf_mv_multidimscal_ordinal Performs non-metric (ordinal) multidimensional scaling Related keywords: multivariate methods; ordinal scaling; |
non-negative least squares | 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 Related keywords: BVLS, bounded variable least squares; data fitting; finance; maximizing a function; minimizing a function; NNLS, non-negative least squares; nonlinear least squares; optimization; |
nonparametric statistics | G08 Chapter Introduction | Nonparametric Statistics | |
non-seasonal differencing | G13AAF | 9 | nagf_tsa_uni_diff Univariate time series, seasonal and non-seasonal differencing Related keywords: big data; data analytics; differencing, time series; finance; seasonal differencing; time series; time series analysis; univariate time series; |
Nonstiff | 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) Related keywords: Adams' method; first-order system; initial value problem; IVP, initial value problem; ODE, ordinary differential equations; stop at roots; |
D02PEF | 24 | nagf_ode_ivp_rkts_range Ordinary differential equations, initial value problem, Runge–Kutta method, integration over range with output Related keywords: first-order system; IVP, initial value problem; ODE, ordinary differential equations; RK23; RK45; RK78; Runge–Kutta–Merson; |
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D02PFF | 24 | nagf_ode_ivp_rkts_onestep Ordinary differential equations, initial value problem, Runge–Kutta method, integration over one step Related keywords: first-order system; IVP, initial value problem; ODE, ordinary differential equations; RK23; RK45; RK78; Runge–Kutta–Merson; |
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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 Related keywords: first-order system; interpolation; IVP, initial value problem; ODE, ordinary differential equations; Runge–Kutta–Merson; |
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norm, matrix | F04YDF | 24 | nagf_linsys_real_gen_norm_rcomm Norm estimation (for use in condition estimation), real rectangular matrix Related keywords: -norm; big data; data analytics; real, by matrix; simultaneous linear equations; |
F04ZDF | 24 | nagf_linsys_complex_gen_norm_rcomm Norm estimation (for use in condition estimation), complex rectangular matrix Related keywords: -norm; big data; complex, by matrix; data analytics; simultaneous linear equations; |
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F06RAF | 15 | nagf_blas_dlange -norm, -norm, Frobenius norm, largest absolute element, real general matrix Related keywords: 1-norm; BLAS; Frobenius norm; infinity-norm; linear algebra support routines; real, by matrix; |
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F06RBF | 15 | nagf_blas_dlangb -norm, -norm, Frobenius norm, largest absolute element, real band matrix Related keywords: 1-norm; BLAS; Frobenius norm; infinity-norm; linear algebra support routines; matrix, band; real, band, by matrix; |
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F06RCF | 15 | nagf_blas_dlansy -norm, -norm, Frobenius norm, largest absolute element, real symmetric matrix Related keywords: 1-norm; BLAS; Frobenius norm; infinity-norm; linear algebra support routines; real, indefinite, symmetric matrix; |
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F06RDF | 15 | nagf_blas_dlansp -norm, -norm, Frobenius norm, largest absolute element, real symmetric matrix, packed storage Related keywords: 1-norm; BLAS; Frobenius norm; infinity-norm; linear algebra support routines; real, indefinite, symmetric matrix; |
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F06REF | 15 | nagf_blas_dlansb -norm, -norm, Frobenius norm, largest absolute element, real symmetric band matrix Related keywords: 1-norm; BLAS; Frobenius norm; infinity-norm; linear algebra support routines; matrix, band; real, band, symmetric matrix; |
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F06RJF | 15 | nagf_blas_dlantr -norm, -norm, Frobenius norm, largest absolute element, real trapezoidal/triangular matrix Related keywords: 1-norm; BLAS; Frobenius norm; infinity-norm; linear algebra support routines; real, trapezoidal matrix; real, triangular matrix; |
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F06RKF | 15 | nagf_blas_dlantp -norm, -norm, Frobenius norm, largest absolute element, real triangular matrix, packed storage Related keywords: 1-norm; BLAS; Frobenius norm; infinity-norm; linear algebra support routines; real, triangular matrix; |
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F06RLF | 15 | nagf_blas_dlantb -norm, -norm, Frobenius norm, largest absolute element, real triangular band matrix Related keywords: 1-norm; BLAS; Frobenius norm; infinity-norm; linear algebra support routines; real, band, triangular matrix; |
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F06RMF | 15 | nagf_blas_dlanhs -norm, -norm, Frobenius norm, largest absolute element, real upper Hessenberg matrix Related keywords: 1-norm; BLAS; Frobenius norm; infinity-norm; linear algebra support routines; real, Hessenberg matrix; |
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F06RNF | 21 | nagf_blas_dlangt -norm, -norm, Frobenius norm, largest absolute element, real tridiagonal matrix Related keywords: 1-norm; BLAS; Frobenius norm; infinity-norm; linear algebra support routines; matrix, band; real, tridiagonal matrix; |
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F06RPF | 21 | nagf_blas_dlanst -norm, -norm, Frobenius norm, largest absolute element, real symmetric tridiagonal matrix Related keywords: 1-norm; BLAS; Frobenius norm; infinity-norm; linear algebra support routines; matrix, band; real, symmetric, tridiagonal matrix; |
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F11MLF | 21 | nagf_sparse_direct_real_gen_norm -norm, -norm, largest absolute element, real, square, sparse matrix Related keywords: 1-norm; absolute value; big data; data analytics; infinity-norm; large scale linear systems; real, sparse matrix; |
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F16RBF | 23 | nagf_blast_dgb_norm -norm, -norm, Frobenius norm, largest absolute element, real band matrix Related keywords: 1-norm; absolute value; absolute value; banded matrix; Frobenius norm; further linear algebra support routines; infinity-norm; matrix, band; real, band, by matrix; |
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F16UBF | 23 | nagf_blast_zgb_norm -norm, -norm, Frobenius norm, largest absolute element, complex band matrix Related keywords: 1-norm; absolute value; banded matrix; complex, band matrix; Frobenius norm; further linear algebra support routines; infinity-norm; matrix, band; |
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norm, vector | F06BMF | 12 | nagf_blas_dnorm Compute Euclidean norm from scaled form Related keywords: BLAS; Euclidean norm; linear algebra support routines; |
Normal distribution | G01EAF | 15 | nagf_stat_prob_normal Computes probabilities for the standard Normal distribution Related keywords: CDF, cumulative distribution function; finance; lower tail probability; probability; Simple Calculations on Statistical Data; two-tail probability; upper tail probability; |
G01FAF | 15 | nagf_stat_inv_cdf_normal Computes deviates for the standard Normal distribution Related keywords: deviates; finance; inverse CDF; inverse cumulative distribution function; Simple Calculations on Statistical Data; |
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G01HAF | 14 | nagf_stat_prob_bivariate_normal Computes probability for the bivariate Normal distribution Related keywords: bivariate Normal distribution; finance; lower tail probability; Simple Calculations on Statistical Data; |
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G01HBF | 15 | nagf_stat_prob_multi_normal Computes probabilities for the multivariate Normal distribution Related keywords: central probability; finance; lower tail probability; multivariate Normal distribution; Simple Calculations on Statistical Data; upper tail probability; |
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G01KAF | 23 | nagf_stat_pdf_normal Calculates the value for the probability density function of the Normal distribution at a chosen point Related keywords: Gaussian distribution; pdf; probability density function; Simple Calculations on Statistical Data; |
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G01KQF | 24 | nagf_stat_pdf_normal_vector Computes a vector of values for the probability density function of the Normal distribution Related keywords: Gaussian distribution; logarithm, pdf; pdf; probability density function; Simple Calculations on Statistical Data; |
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G01LBF | 24 | nagf_stat_pdf_multi_normal_vector Computes a vector of values for the probability density function of the multivariate Normal distribution Related keywords: Gaussian distribution; logarithm, pdf; multivariate Normal distribution; pdf; probability density function; Simple Calculations on Statistical Data; |
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G01NAF | 16 | nagf_stat_moments_quad_form Cumulants and moments of quadratic forms in Normal variables Related keywords: cumulant; finance; Gaussian distribution; moments quadratic form; multivariate Normal distribution; Simple Calculations on Statistical Data; |
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G01NBF | 16 | nagf_stat_moments_ratio_quad_forms Moments of ratios of quadratic forms in Normal variables, and related statistics Related keywords: finance; Gaussian distribution; moments quadratic form; multivariate Normal distribution; Simple Calculations on Statistical Data; |
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G01SAF | 24 | nagf_stat_prob_normal_vector Computes a vector of probabilities for the standard Normal distribution Related keywords: big data; CDF, cumulative distribution function; confidence interval; data analytics; Gaussian distribution; lower tail probability; significance; Simple Calculations on Statistical Data; two-tail probability; upper tail probability; |
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G01TAF | 24 | nagf_stat_inv_cdf_normal_vector Computes a vector of deviates for the standard Normal distribution Related keywords: big data; data analytics; deviates; Gaussian distribution; inverse CDF; inverse cumulative distribution function; Simple Calculations on Statistical Data; |
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G05RZF | 22 | nagf_rand_multivar_normal Generates a matrix of pseudorandom numbers from a multivariate Normal distribution Related keywords: big data; data analytics; finance; Gaussian distribution; multivariate Normal distribution; random number generators; random numbers; |
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G05SKF | 22 | nagf_rand_dist_normal Generates a vector of pseudorandom numbers from a Normal distribution Related keywords: big data; data analytics; finance; Gaussian distribution; random number generators; random numbers; |
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G05YJF | 21 | nagf_rand_quasi_normal Generates a Normal quasi-random number sequence Related keywords: big data; data analytics; Faure, quasi-random numbers; Gaussian distribution; low-discrepancy sequences; Niederreiter method, quasi-random numbers; quasi-random numbers; random number generators; random numbers; Sobol, quasi-random numbers; |
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G07BBF | 15 | nagf_univar_estim_normal Computes maximum likelihood estimates for parameters of the Normal distribution from grouped and/or censored data Related keywords: censored data; Gaussian distribution; grouping data; maximum likelihood; univariate estimation; |
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G07CAF | 15 | nagf_univar_ttest_2normal Computes -test statistic for a difference in means between two Normal populations, confidence interval Related keywords: confidence interval; Gaussian distribution; t-test statistic; univariate estimation; |
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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 Related keywords: Anderson–Darling test statistic; Gaussian distribution; nonparametric statistics; probability; |
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S15ABF | 3 | nagf_specfun_cdf_normal Cumulative Normal distribution function Related keywords: approximations of special functions; cumulative Normal distribution; finance; Gaussian distribution; |
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Normal scores | G01DAF | 8 | nagf_stat_normal_scores_exact Normal scores, accurate values Related keywords: finance; Simple Calculations on Statistical Data; |
G01DBF | 12 | nagf_stat_normal_scores_approx Normal scores, approximate values Related keywords: finance; Simple Calculations on Statistical Data; |
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G01DCF | 12 | nagf_stat_normal_scores_var Normal scores, approximate variance-covariance matrix Related keywords: covariance matrix; finance; Simple Calculations on Statistical Data; variance-covariance matrix; |
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numerical differentiation | D04 Chapter Introduction | Numerical Differentiation | |
numerical integration | D01GCF | 10 | nagf_quad_md_numth Multidimensional quadrature, general product region, number-theoretic method Related keywords: integration, multidimensional; Korobov–Conroy method, numerical integration; quadrature; quadrature non-adaptive; |
ODE | D02NJF | 12 | nagf_ode_ivp_stiff_imp_sparjac Implicit/algebraic ordinary differential equations, stiff initial value problem, sparse Jacobian (comprehensive) Related keywords: backward difference formula; BDF, backward differentiation formula; discretised system; implicit algebraic ordinary differential equations; initial value problem; IVP, initial value problem; Jacobian; ODE, ordinary differential equations; stiff differential equations; |
ODE, ordinary differential equations | D02 Chapter Introduction | Ordinary Differential Equations | |
one-dimensional | 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 Related keywords: discrete; Fast Fourier Transform; FFT; summation of series; |
D03NCF | 20 | nagf_pde_1d_blackscholes_fd Finite difference solution of the Black–Scholes equations Related keywords: Black–Scholes option pricing; parabolic partial differential equation; PDE, partial differential equations; |
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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 Related keywords: DAE, differential algebraic equations; method of lines; parabolic partial differential equation; PDE, partial differential equations; |
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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 Related keywords: adaptive grid, PDE; convection-diffusion, PDE; DAE, differential algebraic equations; hyperbolic equation; method of lines; parabolic partial differential equation; PDE, partial differential equations; |
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E01BAF | 8 | nagf_interp_1d_spline Interpolating functions, cubic spline interpolant, one variable Related keywords: cubic spline; finance; interpolation; |
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E01RAF | 9 | nagf_interp_1d_ratnl Interpolating functions, rational interpolant, one variable Related keywords: interpolation; rational interpolant; |
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E01RBF | 9 | nagf_interp_1d_ratnl_eval Interpolated values, evaluate rational interpolant computed by E01RAF, one variable Related keywords: interpolation; rational interpolant; |
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one-dimensional cubic interpolation | E04BBF | 6 | nagf_opt_one_var_deriv_old Minimum, function of one variable, using first derivative Related keywords: finance; maximizing a function; minimizing a function; NLP; nonlinear programming; optimization; |
one-dimensional quadratic interpolation | E04ABF | 6 | nagf_opt_one_var_func_old Minimum, function of one variable, using function values only Related keywords: derivative-free minimization; finance; maximizing a function; minimization, unconstrained; minimizing a function; NLP; nonlinear programming; optimization; univariate minimization; |
open file | X04ACF | 19 | nagf_file_open Open unit number for reading, writing or appending, and associate unit with named file Related keywords: file opening; input utilities; output utilities; |
openMP | X06 Chapter Introduction | OpenMP Utilities Related keywords: constants and utilities; thread; |
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X06AAF | 25 | nagf_omp_set_num_threads Sets the number of threads for OpenMP parallel regions Related keywords: constants and utilities; constants and utilities; thread; thread; |
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X06ABF | 25 | nagf_omp_get_num_threads The number of OpenMP threads in the current team Related keywords: constants and utilities; constants and utilities; thread; thread; |
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X06ACF | 25 | nagf_omp_get_max_threads An upper bound on the number of threads in the next parallel region Related keywords: constants and utilities; constants and utilities; thread; thread; |
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X06ADF | 25 | nagf_omp_get_thread_num The OpenMP thread number of the calling thread Related keywords: constants and utilities; constants and utilities; thread; thread; |
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X06AFF | 25 | nagf_omp_in_parallel Tests for an active OpenMP parallel region Related keywords: constants and utilities; constants and utilities; thread; thread; |
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X06AGF | 25 | nagf_omp_set_nested Enables or disables nested OpenMP parallelism Related keywords: constants and utilities; constants and utilities; thread; thread; |
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X06AHF | 25 | nagf_omp_get_nested Tests the status of nested OpenMP parallelism Related keywords: constants and utilities; constants and utilities; thread; thread; |
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X06XAF | 26 | nagf_omp_using_threaded_impl Tests whether a threaded NAG Library is being used Related keywords: constants and utilities; constants and utilities; thread; thread; |
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operations research | H Chapter Introduction | Operations Research | |
optimization | E04 Chapter Introduction | Minimizing or Maximizing a Function Related keywords: maximizing a function; minimizing a function; |
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E04FFF | 26 | nagf_opt_handle_solve_dfls Derivative-free (DFO) solver for a nonlinear least squares objective function with bounded variables Related keywords: calibration; data fitting; derivative-free optimization; DFO; DFO; maximizing a function; minimizing a function; nonlinear least squares; nonlinear least squares; sum of squares; |
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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) Related keywords: initialization; least squares fitting; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; SDP; semidefinite programming; |
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E04RDF | 26 | nagf_opt_sdp_read_sdpa A reader of sparse SDPA data files for linear SDP problems Related keywords: least squares fitting; linear matrix inequality; LMI; matrix constraints; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; SDP; semidefinite programming; service routine; |
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E04REF | 26 | nagf_opt_handle_set_linobj Define a linear objective function to a problem initialized by E04RAF Related keywords: least squares fitting; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; |
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E04RFF | 26 | nagf_opt_handle_set_quadobj Define a linear or a quadratic objective function to a problem initialized by E04RAF Related keywords: least squares fitting; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; QP; |
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E04RGF | 26 | nagf_opt_handle_set_nlnobj Define a nonlinear objective function to a problem initialized by E04RAF Related keywords: least squares fitting; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; NLP; |
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E04RHF | 26 | nagf_opt_handle_set_simplebounds Define bounds of variables of a problem initialized by E04RAF Related keywords: bound box; least squares fitting; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; |
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E04RJF | 26 | nagf_opt_handle_set_linconstr Define a block of linear constraints to a problem initialized by E04RAF Related keywords: least squares fitting; linearly-constrained; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; |
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E04RKF | 26 | nagf_opt_handle_set_nlnconstr Define a block of nonlinear constraints to a problem initialized by E04RAF Related keywords: least squares fitting; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; NLP; nonlinearly-constrained; |
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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 Related keywords: least squares fitting; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; NLP; |
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E04RMF | 26 | nagf_opt_handle_set_nlnls Define a nonlinear least squares objective function to a problem initialized by E04RAF Related keywords: calibration; data fitting; derivative-free optimization; DFO; least squares fitting; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; NLP; nonlinear least squares; sum of squares; |
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E04RNF | 26 | nagf_opt_handle_set_linmatineq Add one or more linear matrix inequality constraints to a problem initialized by E04RAF Related keywords: least squares fitting; linear matrix inequality; LMI; matrix constraints; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; |
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E04RPF | 26 | nagf_opt_handle_set_quadmatineq Define bilinear matrix terms to a problem initialized by E04RAF Related keywords: bilinear matrix inequality; BMI; least squares fitting; matrix constraints; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; |
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E04RZF | 26 | nagf_opt_handle_free Destroy the problem handle initialized by E04RAF and deallocate all the memory used Related keywords: free; least squares fitting; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; |
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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 Related keywords: interior point method; IPM; least squares fitting; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; NLP; nonlinear programming; |
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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) Related keywords: bilinear matrix inequality; BMI; generalized augmented Lagrangian method; Lagrangian; least squares fitting; linear matrix inequality; LMI; matrix constraints; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; monitoring information; SDP; semidefinite programming; |
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E04ZMF | 26 | nagf_opt_handle_opt_set Option setting routine for the solvers from the NAG optimization modelling suite Related keywords: least squares fitting; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; |
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E04ZNF | 26 | nagf_opt_handle_opt_get Option getting routine for the solvers from the NAG optimization modelling suite Related keywords: least squares fitting; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; |
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E04ZPF | 26 | nagf_opt_handle_opt_set_file Option setting routine for the solvers from the NAG optimization modelling suite from external file Related keywords: maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; options, computational; |
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option pricing | S30AAF | 22 | nagf_specfun_opt_bsm_price Black–Scholes–Merton option pricing formula Related keywords: approximations of special functions; Black–Scholes option pricing; derivative, options; finance; |
S30ABF | 22 | nagf_specfun_opt_bsm_greeks Black–Scholes–Merton option pricing formula with Greeks Related keywords: approximations of special functions; Black–Scholes option pricing; derivative, options; finance; Greeks, options; |
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S30BAF | 22 | nagf_specfun_opt_lookback_fls_price Floating-strike lookback option pricing formula in the Black-Scholes-Merton model Related keywords: approximations of special functions; derivative, options; finance; floating-strike lookback option; |
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S30BBF | 22 | nagf_specfun_opt_lookback_fls_greeks Floating-strike lookback option pricing formula with Greeks in the Black-Scholes-Merton model Related keywords: approximations of special functions; derivative, options; finance; floating-strike lookback option; Greeks, options; |
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S30CAF | 22 | nagf_specfun_opt_binary_con_price Binary option, cash-or-nothing pricing formula Related keywords: approximations of special functions; binary option; cash-or-nothing option; derivative, options; finance; |
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S30CBF | 22 | nagf_specfun_opt_binary_con_greeks Binary option, cash-or-nothing pricing formula with Greeks Related keywords: approximations of special functions; binary option; cash-or-nothing option; derivative, options; finance; Greeks, options; |
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S30CCF | 22 | nagf_specfun_opt_binary_aon_price Binary option, asset-or-nothing pricing formula Related keywords: approximations of special functions; binary option; cash-or-nothing option; derivative, options; finance; |
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S30CDF | 22 | nagf_specfun_opt_binary_aon_greeks Binary option, asset-or-nothing pricing formula with Greeks Related keywords: approximations of special functions; binary option; cash-or-nothing option; derivative, options; finance; Greeks, options; |
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S30FAF | 22 | nagf_specfun_opt_barrier_std_price Standard barrier option pricing formula Related keywords: approximations of special functions; barrier option; derivative, options; finance; |
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S30JAF | 22 | nagf_specfun_opt_jumpdiff_merton_price Jump-diffusion, Merton's model, option pricing formula Related keywords: approximations of special functions; derivative, options; finance; jump-diffusion model, option pricing; Merton model, option pricing; |
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S30JBF | 22 | nagf_specfun_opt_jumpdiff_merton_greeks Jump-diffusion, Merton's model, option pricing formula with Greeks Related keywords: approximations of special functions; derivative, options; finance; Greeks, options; jump-diffusion model, option pricing; Merton model, option pricing; |
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S30NAF | 22 | nagf_specfun_opt_heston_price Heston's model option pricing formula Related keywords: approximations of special functions; derivative, options; finance; finance; Heston model, options; |
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S30NBF | 23 | nagf_specfun_opt_heston_greeks Heston's model option pricing formula with Greeks Related keywords: approximations of special functions; derivative, options; finance; Greeks, options; Heston model, options; |
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S30SAF | 22 | nagf_specfun_opt_asian_geom_price Asian option, geometric continuous average rate pricing formula Related keywords: approximations of special functions; Asian option; derivative, options; finance; |
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S30SBF | 22 | nagf_specfun_opt_asian_geom_greeks Asian option, geometric continuous average rate pricing formula with Greeks Related keywords: approximations of special functions; Asian option; derivative, options; finance; Greeks, options; |
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options | G22ZMF | 26 | nagf_blgm_optset Option setting routine for |
G22ZNF | 26 | nagf_blgm_optget Option getting routine for |
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options, computational | D01ZKF | 24 | nagf_quad_opt_set Option setting routine Related keywords: integration, options; quadrature; quadrature, options; |
D01ZLF | 24 | nagf_quad_opt_get Option getting routine Related keywords: integration, options; quadrature; quadrature, options; |
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E02ZKF | 24 | nagf_fit_opt_set Option setting routine Related keywords: curve and surface fitting; |
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E02ZLF | 24 | nagf_fit_opt_get Option getting routine Related keywords: curve and surface fitting; |
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E04DJF | 12 | nagf_opt_uncon_conjgrd_option_file_old Supply values for E04DGF from external file Related keywords: maximizing a function; minimization, unconstrained; minimizing a function; optimization; |
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E04DKF | 12 | nagf_opt_uncon_conjgrd_option_string_old Supply values to E04DGF from a character string Related keywords: maximizing a function; minimization, unconstrained; minimizing a function; optimization; |
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E04MGF | 16 | nagf_opt_lp_option_file_old Supply values for E04MFF from external file Related keywords: LP, linear programming; maximizing a function; minimizing a function; optimization; |
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E04MHF | 16 | nagf_opt_lp_option_string_old Supply values to E04MFF from a character string Related keywords: LP, linear programming; maximizing a function; minimizing a function; optimization; |
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E04NDF | 12 | nagf_opt_lsq_lincon_option_file_old Supply values for E04NCF from external file Related keywords: convex optimization; least squares; maximizing a function; minimizing a function; optimization; QP, quadratic programming; |
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E04NEF | 12 | nagf_opt_lsq_lincon_option_string_old Supply values to E04NCF from a character string Related keywords: least squares; maximizing a function; minimizing a function; optimization; QP, quadratic programming; |
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E04NGF | 16 | nagf_opt_qp_dense_option_file_old Supply values for E04NFF from external file Related keywords: maximizing a function; minimizing a function; optimization; QP, quadratic programming; |
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E04NHF | 16 | nagf_opt_qp_dense_option_string_old Supply values to E04NFF from a character string Related keywords: maximizing a function; minimizing a function; optimization; QP, quadratic programming; |
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E04NLF | 18 | nagf_opt_qpconvex1_sparse_option_file_old Supply values for E04NKF from external file Related keywords: LP, linear programming; maximizing a function; minimizing a function; optimization; QP, quadratic programming; |
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E04NMF | 18 | nagf_opt_qpconvex1_sparse_option_string_old Supply values to E04NKF from a character string Related keywords: LP, linear programming; maximizing a function; minimizing a function; optimization; QP, quadratic programming; |
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E04NPF | 21 | nagf_opt_qpconvex2_sparse_init Initialization routine for E04NQF Related keywords: LP, linear programming; maximizing a function; minimizing a function; optimization; QP, quadratic programming; |
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E04NRF | 21 | nagf_opt_qpconvex2_sparse_option_file Supply values for E04NQF from external file Related keywords: LP, linear programming; maximizing a function; minimizing a function; optimization; QP, quadratic programming; |
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E04NSF | 21 | nagf_opt_qpconvex2_sparse_option_string Set a single option for E04NQF from a character string Related keywords: LP, linear programming; maximizing a function; minimizing a function; optimization; QP, quadratic programming; |
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E04NTF | 21 | nagf_opt_qpconvex2_sparse_option_integer_set Set a single option for E04NQF from an integer argument Related keywords: LP, linear programming; maximizing a function; minimizing a function; optimization; QP, quadratic programming; |
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E04NUF | 21 | nagf_opt_qpconvex2_sparse_option_double_set Set a single option for E04NQF from a real argument Related keywords: LP, linear programming; maximizing a function; minimizing a function; optimization; QP, quadratic programming; |
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E04NXF | 21 | nagf_opt_qpconvex2_sparse_option_integer_get Get the setting of an integer valued option of E04NQF Related keywords: LP, linear programming; maximizing a function; minimizing a function; optimization; QP, quadratic programming; |
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E04NYF | 21 | nagf_opt_qpconvex2_sparse_option_double_get Get the setting of a real valued option of E04NQF Related keywords: LP, linear programming; maximizing a function; minimizing a function; optimization; QP, quadratic programming; |
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E04UDF | 12 | nagf_opt_nlp1_option_file_old Supply values for E04UCF or E04UFF from external file Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; optimization; SQP; |
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E04UEF | 12 | nagf_opt_nlp1_option_string_old Supply values to E04UCF or E04UFF from a character string Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; optimization; SQP; |
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E04UHF | 19 | nagf_opt_nlp1_sparse_option_file_old Supply values for E04UGF from external file Related keywords: maximizing a function; minimizing a function; NLP; nonlinear programming; optimization; SQP; |
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E04UJF | 19 | nagf_opt_nlp1_sparse_option_string_old Supply values to E04UGF from a character string Related keywords: maximizing a function; minimizing a function; NLP; nonlinear programming; optimization; SQP; |
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E04UQF | 14 | nagf_opt_lsq_gencon_deriv_option_file_old Supply values for E04USF from external file Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; nonlinear programming; optimization; SQP; sum of squares; |
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E04URF | 14 | nagf_opt_lsq_gencon_deriv_option_string_old Supply values to E04USF from a character string Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; nonlinear programming; optimization; SQP; sum of squares; |
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E04VGF | 21 | nagf_opt_nlp2_sparse_init Initialization routine for E04VHF Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; nonlinear programming; optimization; SQP; |
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E04VKF | 21 | nagf_opt_nlp2_sparse_option_file Supply values for E04VHF from external file Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; optimization; SQP; |
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E04VLF | 21 | nagf_opt_nlp2_sparse_option_string Set a single option for E04VHF from a character string Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; optimization; SQP; |
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E04VMF | 21 | nagf_opt_nlp2_sparse_option_integer_set Set a single option for E04VHF from an integer argument Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; optimization; SQP; |
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E04VNF | 21 | nagf_opt_nlp2_sparse_option_double_set Set a single option for E04VHF from a real argument Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; optimization; SQP; |
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E04VRF | 21 | nagf_opt_nlp2_sparse_option_integer_get Get the setting of an integer valued option of E04VHF Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; optimization; SQP; |
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E04VSF | 21 | nagf_opt_nlp2_sparse_option_double_get Get the setting of a real valued option of E04VHF Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; optimization; SQP; |
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E04WBF | 20 | nagf_opt_init Initialization routine for E04DGA E04MFA E04NCA E04NFA E04NKA E04UCA E04UFA E04UGA E04USA Related keywords: maximizing a function; minimizing a function; optimization; |
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E04WCF | 21 | nagf_opt_nlp2_init Initialization routine for E04WDF Related keywords: maximizing a function; minimizing a function; NLP; nonlinear programming; optimization; |
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E04WEF | 21 | nagf_opt_nlp2_option_file Supply values for E04WDF from external file Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; nonlinear programming; optimization; SQP; |
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E04WFF | 21 | nagf_opt_nlp2_option_string Set a single option for E04WDF from a character string Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; nonlinear programming; optimization; SQP; |
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E04WGF | 21 | nagf_opt_nlp2_option_integer_set Set a single option for E04WDF from an integer argument Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; nonlinear programming; optimization; SQP; |
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E04WHF | 21 | nagf_opt_nlp2_option_double_set Set a single option for E04WDF from a real argument Related keywords: maximizing a function; minimizing a function; NLP; nonlinear programming; optimization; SQP; |
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E04WKF | 21 | nagf_opt_nlp2_option_integer_get Get the setting of an integer valued option of E04WDF Related keywords: maximizing a function; minimizing a function; NLP; nonlinear programming; optimization; SQP; |
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E04WLF | 21 | nagf_opt_nlp2_option_double_get Get the setting of a real valued option of E04WDF Related keywords: maximizing a function; minimizing a function; NLP; nonlinear programming; optimization; SQP; |
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E04ZPF | 26 | nagf_opt_handle_opt_set_file Option setting routine for the solvers from the NAG optimization modelling suite from external file Related keywords: maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; |
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E05JAF | 22 | nagf_glopt_bnd_mcs_init Initialization routine for E05JBF Related keywords: global optimization; minimization, simple bound constraints; |
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E05JBF | 22 | nagf_glopt_bnd_mcs_solve Global optimization by multi-level coordinate search, simple bounds, using function values only Related keywords: finance; global optimization; minimization, simple bound constraints; multi-level coordinate search; |
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E05JCF | 22 | nagf_glopt_bnd_mcs_optset_file Supply values for E05JBF from external file Related keywords: global optimization; minimization, simple bound constraints; |
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E05JDF | 22 | nagf_glopt_bnd_mcs_optset_string Set a single for E05JBF from a character string Related keywords: global optimization; minimization, simple bound constraints; |
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E05JEF | 22 | nagf_glopt_bnd_mcs_optset_char Set a single for E05JBF from an ON/OFF-valued character argument Related keywords: global optimization; minimization, simple bound constraints; |
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E05JFF | 22 | nagf_glopt_bnd_mcs_optset_int Set a single for E05JBF from an integer argument Related keywords: global optimization; minimization, simple bound constraints; |
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E05JGF | 22 | nagf_glopt_bnd_mcs_optset_real Set a single for E05JBF from a real argument Related keywords: global optimization; minimization, simple bound constraints; |
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E05JHF | 22 | nagf_glopt_bnd_mcs_option_check Determine whether an for E05JBF has been set by you or not Related keywords: global optimization; minimization, simple bound constraints; |
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E05JJF | 22 | nagf_glopt_bnd_mcs_optget_char Get the setting of an ON/OFF-valued character of E05JBF Related keywords: global optimization; |
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E05JKF | 22 | nagf_glopt_bnd_mcs_optget_int Get the setting of an integer valued of E05JBF Related keywords: global optimization; minimization, simple bound constraints; |
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E05JLF | 22 | nagf_glopt_bnd_mcs_optget_real Get the setting of a real valued of E05JBF Related keywords: global optimization; minimization, simple bound constraints; |
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E05ZKF | 23 | nagf_glopt_optset Option setting routine for E05SAF E05SBF E05UCF E05USF Related keywords: global optimization; |
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E05ZLF | 23 | nagf_glopt_optget Option getting routine for E05SAF E05SBF E05UCF E05USF Related keywords: global optimization; |
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G02ZKF | 23 | nagf_correg_optset Option setting routine for G02QGF Related keywords: big data; correlation analysis; data analytics; nonlinear regression; polynomial regression; quantile regression; regression analysis; |
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G02ZLF | 23 | nagf_correg_optget Option getting routine for G02QGF Related keywords: big data; correlation analysis; data analytics; nonlinear regression; polynomial regression; quantile regression; regression analysis; |
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G05KFF | 22 | nagf_rand_init_repeat Initializes a pseudorandom number generator to give a repeatable sequence Related keywords: ACORN; big data; data analytics; mersenne twister; MRG32k3a; random number generators; random numbers; Wichmann Hill; |
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G05KGF | 22 | nagf_rand_init_nonrepeat Initializes a pseudorandom number generator to give a non-repeatable sequence Related keywords: ACORN; big data; data analytics; mersenne twister; MRG32k3a; random number generators; random numbers; Wichmann Hill; |
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G05KHF | 22 | nagf_rand_init_leapfrog Primes a pseudorandom number generator for generating multiple streams using leap-frog Related keywords: big data; data analytics; finance; random number generators; random numbers; |
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G05KJF | 22 | nagf_rand_init_skipahead Primes a pseudorandom number generator for generating multiple streams using skip-ahead Related keywords: big data; data analytics; finance; random number generators; random numbers; |
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G05KKF | 23 | nagf_rand_init_skipahead_power2 Primes a pseudorandom number generator for generating multiple streams using skip-ahead, skipping ahead a power of Related keywords: big data; data analytics; finance; random number generators; random numbers; |
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G05XAF | 24 | nagf_rand_bb_init Initializes the Brownian bridge generator Related keywords: big data; brownian bridge; data analytics; random number generators; |
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G05XCF | 24 | nagf_rand_bb_inc_init Initializes the generator which backs out the increments of sample paths generated by a Brownian bridge algorithm Related keywords: big data; brownian bridge; data analytics; random number generators; |
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G05YMF | 22 | nagf_rand_quasi_uniform Generates a uniform quasi-random number sequence Related keywords: big data; data analytics; finance; low-discrepancy sequences; quasi-random numbers; random number generators; random numbers; |
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G05ZMF | 24 | nagf_rand_field_1d_user_setup Setup for simulating one-dimensional random fields, user-defined variogram Related keywords: big data; data analytics; random fields; random number generators; variogram; |
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G05ZNF | 24 | nagf_rand_field_1d_predef_setup Setup for simulating one-dimensional random fields Related keywords: big data; data analytics; random fields; random number generators; variogram; |
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G05ZQF | 24 | nagf_rand_field_2d_user_setup Setup for simulating two-dimensional random fields, user-defined variogram Related keywords: big data; data analytics; random fields; random number generators; variogram; |
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G05ZRF | 24 | nagf_rand_field_2d_predef_setup Setup for simulating two-dimensional random fields, preset variogram Related keywords: big data; data analytics; random fields; random number generators; variogram; |
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H02CCF | 19 | nagf_mip_iqp_dense_optfile Read values for H02CBF from external file Related keywords: integer quadratic program; operations research; |
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H02CDF | 19 | nagf_mip_iqp_dense_optstr Supply values to H02CBF Related keywords: integer quadratic program; operations research; |
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H02CFF | 19 | nagf_mip_iqp_sparse_optfile Read values for H02CEF from external file Related keywords: integer programming; mixed integer programming; operations research; |
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H02CGF | 19 | nagf_mip_iqp_sparse_optstr Supply values to H02CEF Related keywords: integer programming; operations research; |
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H02ZKF | 25 | nagf_mip_optset Option setting routine for H02DAF Related keywords: operations research; |
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H02ZLF | 25 | nagf_mip_optget Option getting routine for H02DAF Related keywords: operations research; |
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ordered observations | G10ZAF | 16 | nagf_smooth_data_order Reorder data to give ordered distinct observations Related keywords: Smoothing in Statistics; |
ordinal scaling | G03FCF | 17 | nagf_mv_multidimscal_ordinal Performs non-metric (ordinal) multidimensional scaling Related keywords: multivariate methods; non-metric (ordinal) scaling; |
ordinary differential equations | D02TLF | 25 | nagf_ode_bvp_coll_nlin_solve Ordinary differential equations, general nonlinear boundary value problem, collocation technique (thread safe) Related keywords: boundary value problem; BVP; differential equations; nonlinear mixed order; ODE, ordinary differential equations; two-point boundary value problem; |
orthogonalization | F05 Chapter Introduction | Orthogonalization | |
orthogonal matrix, generation | F08AFF | 16 | nagf_lapackeig_dorgqr Forms all or part of orthogonal from factorization determined by F08AEF F08BEF F08BFF Related keywords: DORGQR; eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; factorization; |
F08AJF | 16 | nagf_lapackeig_dorglq Forms all or part of orthogonal from factorization determined by F08AHF Related keywords: DORGLQ; eigenproblem; LAPACK; LAPACK; least squares; factorization; orthogonal transformations; |
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F08CFF | 22 | nagf_lapackeig_dorgql Form all or part of orthogonal from factorization determined by F08CEF Related keywords: DORGQL; eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; factorization; |
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F08CJF | 22 | nagf_lapackeig_dorgrq Form all or part of orthogonal from factorization determined by F08CHF Related keywords: DORGRQ; eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; RQ factorizations; |
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F08FFF | 16 | nagf_lapackeig_dorgtr Generate orthogonal transformation matrix from reduction to tridiagonal form determined by F08FEF Related keywords: DORGTR; eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; |
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F08GFF | 16 | nagf_lapackeig_dopgtr Generate orthogonal transformation matrix from reduction to tridiagonal form determined by F08GEF Related keywords: DOPGTR; eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; |
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F08KFF | 16 | nagf_lapackeig_dorgbr Generates an orthogonal transformation matrices from reduction to bidiagonal form determined by F08KEF Related keywords: DORGBR; eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; |
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F08NFF | 16 | nagf_lapackeig_dorghr Generates an orthogonal transformation matrix from reduction to Hessenberg form determined by F08NEF Related keywords: DORGHR; eigenproblem; LAPACK; LAPACK; least squares; |
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orthogonal transformations | F08ACF | 25 | nagf_lapackeig_dgemqrt Applies the orthogonal transformation determined by F08ABF Related keywords: DGEMQRT; eigenproblem; explicit blocking; LAPACK; least squares; QR factorization; recursive QR; |
F08AFF | 16 | nagf_lapackeig_dorgqr Forms all or part of orthogonal from factorization determined by F08AEF F08BEF F08BFF Related keywords: DORGQR; eigenproblem; LAPACK; LAPACK; least squares; orthogonal matrix, generation; factorization; |
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F08AGF | 16 | nagf_lapackeig_dormqr Applies an orthogonal transformation determined by F08AEF F08BEF F08BFF Related keywords: DORMQR; eigenproblem; finance; LAPACK; LAPACK; least squares; factorization; |
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F08AJF | 16 | nagf_lapackeig_dorglq Forms all or part of orthogonal from factorization determined by F08AHF Related keywords: DORGLQ; eigenproblem; LAPACK; LAPACK; least squares; factorization; orthogonal matrix, generation; |
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F08AKF | 16 | nagf_lapackeig_dormlq Applies the orthogonal transformation determined by F08AHF Related keywords: DORMLQ; eigenproblem; LAPACK; LAPACK; least squares; factorization; |
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F08BCF | 25 | nagf_lapackeig_dtpmqrt Applies the orthogonal transformation determined by F08BBF Related keywords: DTPMQRT; eigenproblem; explicit blocking; LAPACK; least squares; QR factorization; recursive QR; |
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F08BEF | 16 | nagf_lapackeig_dgeqpf factorization, with column pivoting, of real general rectangular matrix Related keywords: DGEQPF; eigenproblem; finance; LAPACK; LAPACK; least squares; factorization; real, by matrix; |
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F08BFF | 22 | nagf_lapackeig_dgeqp3 factorization, with column pivoting, using BLAS-3, of real general rectangular matrix Related keywords: DGEQP3; eigenproblem; finance; LAPACK; LAPACK; least squares; factorization; real, by matrix; |
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F08BHF | 22 | nagf_lapackeig_dtzrzf Reduces a real upper trapezoidal matrix to upper triangular form Related keywords: DTZRZF; eigenproblem; LAPACK; LAPACK; least squares; matrix, upper trapezoidal; matrix, upper triangular; real, trapezoidal matrix; |
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F08BKF | 22 | nagf_lapackeig_dormrz Applies the orthogonal transformation determined by F08BHF Related keywords: DORMRZ; eigenproblem; LAPACK; LAPACK; least squares; |
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F08CFF | 22 | nagf_lapackeig_dorgql Form all or part of orthogonal from factorization determined by F08CEF Related keywords: DORGQL; eigenproblem; LAPACK; LAPACK; least squares; orthogonal matrix, generation; factorization; |
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F08CGF | 22 | nagf_lapackeig_dormql Applies the orthogonal transformation determined by F08CEF Related keywords: DORMQL; eigenproblem; LAPACK; LAPACK; least squares; factorization; |
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F08CJF | 22 | nagf_lapackeig_dorgrq Form all or part of orthogonal from factorization determined by F08CHF Related keywords: DORGRQ; eigenproblem; LAPACK; LAPACK; least squares; orthogonal matrix, generation; RQ factorizations; |
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F08CKF | 22 | nagf_lapackeig_dormrq Applies the orthogonal transformation determined by F08CHF Related keywords: DORGRQ; eigenproblem; LAPACK; LAPACK; least squares; RQ factorizations; |
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F08FEF | 16 | nagf_lapackeig_dsytrd Orthogonal reduction of real symmetric matrix to symmetric tridiagonal form Related keywords: DSYTRD; eigenproblem; LAPACK; LAPACK; least squares; real, indefinite, symmetric matrix; |
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F08FFF | 16 | nagf_lapackeig_dorgtr Generate orthogonal transformation matrix from reduction to tridiagonal form determined by F08FEF Related keywords: DORGTR; eigenproblem; LAPACK; LAPACK; least squares; orthogonal matrix, generation; |
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F08FGF | 16 | nagf_lapackeig_dormtr Applies the orthogonal transformation determined by F08FEF Related keywords: DORMTR; eigenproblem; LAPACK; LAPACK; least squares; |
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F08GAF | 21 | nagf_lapackeig_dspev Computes all eigenvalues and, optionally, eigenvectors of a real symmetric matrix, packed storage Related keywords: DSPEV; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; algorithm; real, indefinite, symmetric matrix; |
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F08GBF | 21 | nagf_lapackeig_dspevx Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix, packed storage Related keywords: DSPEVX; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; real, indefinite, symmetric matrix; |
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F08GEF | 16 | nagf_lapackeig_dsptrd Orthogonal reduction of real symmetric matrix to symmetric tridiagonal form, packed storage Related keywords: DSPTRD; eigenproblem; LAPACK; LAPACK; least squares; real, indefinite, symmetric matrix; |
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F08GFF | 16 | nagf_lapackeig_dopgtr Generate orthogonal transformation matrix from reduction to tridiagonal form determined by F08GEF Related keywords: DOPGTR; eigenproblem; LAPACK; LAPACK; least squares; orthogonal matrix, generation; |
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F08GGF | 16 | nagf_lapackeig_dopmtr Applies the orthogonal transformation determined by F08GEF Related keywords: DOPMTR; eigenproblem; LAPACK; LAPACK; least squares; |
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F08HEF | 16 | nagf_lapackeig_dsbtrd Performs an orthogonal reduction of real symmetric band matrix to symmetric tridiagonal form Related keywords: DSBTRD; eigenproblem; LAPACK; LAPACK; least squares; matrix, band; real, band, symmetric matrix; |
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F08KEF | 16 | nagf_lapackeig_dgebrd Performs an orthogonal reduction of real general rectangular matrix to bidiagonal form Related keywords: DGEBRD; eigenproblem; LAPACK; LAPACK; least squares; real, by matrix; |
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F08KFF | 16 | nagf_lapackeig_dorgbr Generates an orthogonal transformation matrices from reduction to bidiagonal form determined by F08KEF Related keywords: DORGBR; eigenproblem; LAPACK; LAPACK; least squares; orthogonal matrix, generation; orthogonal matrix, generation; |
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F08KGF | 16 | nagf_lapackeig_dormbr Applies the orthogonal transformations from reduction to bidiagonal form determined by F08KEF Related keywords: DORMBR; eigenproblem; LAPACK; LAPACK; least squares; |
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F08NAF | 21 | nagf_lapackeig_dgeev Computes all eigenvalues and, optionally, left and/or right eigenvectors of a real nonsymmetric matrix Related keywords: DGEEV; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; algorithm; real, nonsymmetric matrix; |
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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 Related keywords: balancing; condition number, matrix; DGEEVX; eigenproblem; eigenvalues; eigenvectors; finance; forward error; LAPACK; LAPACK; least squares; algorithm; real, nonsymmetric matrix; |
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F08NEF | 16 | nagf_lapackeig_dgehrd Performs an orthogonal reduction of real general matrix to upper Hessenberg form Related keywords: DGEHRD; eigenproblem; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; |
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F08NGF | 16 | nagf_lapackeig_dormhr Applies the orthogonal transformation matrix from reduction to Hessenberg form determined by F08NEF Related keywords: DORMHR; eigenproblem; LAPACK; LAPACK; least squares; |
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F08QFF | 16 | nagf_lapackeig_dtrexc Reorders a Schur factorization of real matrix using orthogonal similarity transformation Related keywords: DTREXC; eigenproblem; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; Schur form; |
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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 Related keywords: condition number, matrix; DTREXC; eigenproblem; LAPACK; LAPACK; least squares; Schur form; |
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F08VEF | 22 | nagf_lapackeig_dggsvp Produces orthogonal matrices that simultaneously reduce the by matrix and the by matrix to upper triangular form Related keywords: DGGSVP; eigenproblem; GSVD, generalized singular value decomposition; LAPACK; LAPACK; least squares; real, by matrix; SVD, generalized; |
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F08VGF | 26 | nagf_lapackeig_dggsvp3 Produces orthogonal matrices, using BLAS-3, that simultaneously reduce the by matrix and the by matrix to upper triangular form Related keywords: DGGSVP3; eigenproblem; GSVD, generalized singular value decomposition; LAPACK; LAPACK; least squares; real, by matrix; SVD, generalized; |
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F08VSF | 22 | nagf_lapackeig_zggsvp Produces unitary matrices that simultaneously reduce the complex, by , matrix and the complex, by , matrix to upper triangular form Related keywords: complex, by matrix; eigenproblem; GSVD, generalized singular value decomposition; LAPACK; LAPACK; least squares; SVD, generalized; ZGGSVP; |
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F08VUF | 26 | nagf_lapackeig_zggsvp3 Produces unitary matrices, using BLAS-3, that simultaneously reduce the complex, by , matrix and the complex, by , matrix to upper triangular form Related keywords: complex, by matrix; eigenproblem; GSVD, generalized singular value decomposition; LAPACK; LAPACK; least squares; SVD, generalized; ZGGSVP3; |
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F08WEF | 20 | nagf_lapackeig_dgghrd Performs an orthogonal reduction of a pair of real general matrices to generalized upper Hessenberg form Related keywords: DGGHRD; eigenproblem; eigenproblem, generalized; generalized eigenproblem; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; |
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F08WFF | 26 | nagf_lapackeig_dgghd3 Performs, using BLAS-3, an orthogonal reduction of a pair of real general matrices to generalized upper Hessenberg form Related keywords: DGGHD3; eigenproblem; eigenproblem, generalized; generalized eigenproblem; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; |
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F08YFF | 22 | nagf_lapackeig_dtgexc Reorders the generalized real Schur decomposition of a real matrix pair using an orthogonal equivalence transformation Related keywords: DTGEXC; eigenproblem; generalized Schur form; LAPACK; LAPACK; least squares; |
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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 Related keywords: condition number, matrix; DTGSEN; eigenproblem; eigenvalues; generalized Schur form; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; |
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G03BAF | 15 | nagf_mv_rot_orthomax Computes orthogonal rotations for loading matrix, generalized orthomax criterion Related keywords: canonical variate analysis; factor analysis; multivariate methods; orthomax criterion; |
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orthomax criterion | G03BAF | 15 | nagf_mv_rot_orthomax Computes orthogonal rotations for loading matrix, generalized orthomax criterion Related keywords: canonical variate analysis; factor analysis; multivariate methods; orthogonal transformations; |
Osher's method, Euler equations | 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 Related keywords: Euler equations; PDE, partial differential equations; Riemann solver, PDE; |
outlier detection | E02GAF | 7 | nagf_fit_glin_l1sol -approximation by general linear function Related keywords: curve and surface fitting; L1 approximation; |
E02GBF | 7 | nagf_fit_glinc_l1sol -approximation by general linear function subject to linear inequality constraints Related keywords: curve and surface fitting; L1 approximation; |
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G07GAF | 23 | nagf_univar_outlier_peirce_1var Outlier detection using method of Peirce, raw data or single variance supplied Related keywords: finance; Peirce outlier detection; univariate estimation; |
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G07GBF | 23 | nagf_univar_outlier_peirce_2var Outlier detection using method of Peirce, two variances supplied Related keywords: finance; Peirce outlier detection; univariate estimation; |
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output utilities | X04 Chapter Introduction | Input/Output Utilities Related keywords: input utilities; |
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overdetermined linear equations | F08AAF | 21 | nagf_lapackeig_dgels Solves a real linear least squares problem of full rank Related keywords: DGELS; eigenproblem; finance; LAPACK; LAPACK; least squares; linear least squares; decomposition; factorization; real, by matrix; underdetermined linear system; |
F08ANF | 21 | nagf_lapackeig_zgels Solves a complex linear least problem of full rank Related keywords: complex, by matrix; eigenproblem; finance; LAPACK; LAPACK; least squares; linear least squares; decomposition; factorization; underdetermined linear system; ZGELS; |
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Owen | G05YNF | 22 | nagf_rand_quasi_init_scrambled Initializes a scrambled quasi-random number generator Related keywords: big data; data analytics; Faure–Tezuka; finance; Niederreiter; random number generators; random numbers; scramble; Sobol; |
Padé approximation | E02RAF | 7 | nagf_fit_pade_app Padé approximants Related keywords: curve and surface fitting; |
E02RBF | 7 | nagf_fit_pade_eval Evaluation of fitted rational function as computed by E02RAF Related keywords: curve and surface fitting; |
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pairs test for randomness | G08EBF | 14 | nagf_nonpar_randtest_pairs Performs the pairs (serial) test for randomness Related keywords: nonparametric statistics; randomness, tests for; |
Pal–Walker–Kahan ( or ) algorithm | 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 or algorithm) Related keywords: divide-and-conquer method; DSPEVD; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; real, indefinite, symmetric matrix; |
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 or algorithm) Related keywords: complex, Hermitian, indefinite matrix; divide-and-conquer method; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; ZHPEVD; |
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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 or algorithm) Related keywords: divide-and-conquer method; DSBEVX; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; real, band, symmetric matrix; |
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F08HQF | 19 | nagf_lapackeig_zhbevd Computes all eigenvalues and, optionally, all eigenvectors of complex Hermitian band matrix (divide-and-conquer) Related keywords: complex, band, Hermitian matrix; divide-and-conquer method; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; ZHBEVD; |
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F08JCF | 19 | nagf_lapackeig_dstevd Computes all eigenvalues and, optionally, all eigenvectors of real symmetric tridiagonal matrix (divide-and-conquer) Related keywords: divide-and-conquer method; DSTEVX; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; real, symmetric, tridiagonal matrix; |
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Pan's method | G01JDF | 15 | nagf_stat_prob_chisq_lincomb Computes lower tail probability for a linear combination of (central) variables Related keywords: chi-squared distribution; finance; Imhof's method; lower tail probability; Simple Calculations on Statistical Data; |
parabolic partial differential equation | D03NCF | 20 | nagf_pde_1d_blackscholes_fd Finite difference solution of the Black–Scholes equations Related keywords: Black–Scholes option pricing; one-dimensional; PDE, partial differential equations; |
D03NDF | 20 | nagf_pde_1d_blackscholes_closed Analytic solution of the Black–Scholes equations Related keywords: Black–Scholes option pricing; PDE, partial differential equations; |
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D03NEF | 20 | nagf_pde_1d_blackscholes_means Compute average values for D03NDF Related keywords: Black–Scholes option pricing; PDE, partial differential equations; |
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D03PCF | 15 | nagf_pde_1d_parab_fd_old General system of parabolic PDEs, method of lines, finite differences, one space variable Related keywords: method of lines; PDE, partial differential equations; |
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D03PDF | 15 | nagf_pde_1d_parab_coll_old General system of parabolic PDEs, method of lines, Chebyshev collocation, one space variable Related keywords: collocation method; method of lines; PDE, partial differential equations; |
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D03PEF | 16 | nagf_pde_1d_parab_keller General system of first-order PDEs, method of lines, Keller box discretization, one space variable Related keywords: Keller box discretization; method of lines; PDE, partial differential equations; |
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D03PHF | 15 | nagf_pde_1d_parab_dae_fd_old General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable Related keywords: DAE, differential algebraic equations; finite difference discretization; method of lines; partial differential equations; PDE, partial differential equations; |
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D03PJF | 15 | nagf_pde_1d_parab_dae_coll_old General system of parabolic PDEs, coupled DAEs, method of lines, Chebyshev collocation, one space variable Related keywords: DAE, differential algebraic equations; method of lines; partial differential equations; PDE, partial differential equations; |
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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 Related keywords: DAE, differential algebraic equations; method of lines; one-dimensional; PDE, partial differential equations; |
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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 Related keywords: adaptive grid, PDE; convection-diffusion, PDE; DAE, differential algebraic equations; hyperbolic equation; method of lines; one-dimensional; PDE, partial differential equations; |
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D03PYF | 15 | nagf_pde_1d_parab_coll_interp PDEs, spatial interpolation with D03PDF or D03PJF Related keywords: interpolation; PDE, partial differential equations; |
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D03PZF | 15 | nagf_pde_1d_parab_fd_interp PDEs, spatial interpolation with D03PCF, D03PEF, D03PFF, D03PHF, D03PKF, D03PLF, D03PPF, D03PRF or D03PSF Related keywords: interpolation; PDE, partial differential equations; |
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parameter estimates | G08RAF | 12 | nagf_nonpar_rank_regsn Regression using ranks, uncensored data Related keywords: nonparametric statistics; regression; scores; variance-covariance matrix; |
G08RBF | 12 | nagf_nonpar_rank_regsn_censored Regression using ranks, right-censored data Related keywords: nonparametric statistics; regression; scores; variance-covariance matrix; |
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G11CAF | 19 | nagf_contab_condl_logistic Returns parameter estimates for the conditional analysis of stratified data Related keywords: conditional logistic analysis; contingency table analysis; logistic analysis; stratified data; |
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parameterized first order | 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 Related keywords: boundary value problem; BVP; ODE, ordinary differential equations; shooting method, ODE; two-point boundary value problem; |
Pareto distribution | G07BFF | 23 | nagf_univar_estim_genpareto Estimates parameter values of the generalized Pareto distribution Related keywords: maximum likelihood; moments; univariate estimation; |
partial autocorrelation coefficients | G13ACF | 9 | nagf_tsa_uni_autocorr_part Univariate time series, partial autocorrelations from autocorrelations Related keywords: autocorrelation coefficients; autoregressive parameters; big data; data analytics; error variance ratios; finance; time series; time series analysis; univariate time series; |
G13DBF | 11 | nagf_tsa_multi_autocorr_part Multivariate time series, multiple squared partial autocorrelations Related keywords: big data; data analytics; multivariate time series; time series; time series analysis; |
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partial autoregression matrices | G13DPF | 16 | nagf_tsa_multi_regmat_partial Multivariate time series, partial autoregression matrices Related keywords: big data; data analytics; multivariate time series; time series; time series analysis; |
partial correlation | G02BYF | 17 | nagf_correg_corrmat_partial Computes partial correlation/variance-covariance matrix from correlation/variance-covariance matrix computed by G02BXF Related keywords: big data; correlation analysis; data analytics; finance; nonlinear regression; polynomial regression; regression analysis; |
partial differential equations | 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 Related keywords: convection-diffusion, PDE; method of lines; PDE, partial differential equations; |
D03PHF | 15 | nagf_pde_1d_parab_dae_fd_old General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable Related keywords: DAE, differential algebraic equations; finite difference discretization; method of lines; parabolic partial differential equation; PDE, partial differential equations; |
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D03PJF | 15 | nagf_pde_1d_parab_dae_coll_old General system of parabolic PDEs, coupled DAEs, method of lines, Chebyshev collocation, one space variable Related keywords: DAE, differential algebraic equations; method of lines; parabolic partial differential equation; PDE, partial differential equations; |
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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 Related keywords: DAE, differential algebraic equations; Keller box discretization; method of lines; PDE, partial differential equations; |
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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 Related keywords: convection-diffusion, PDE; DAE, differential algebraic equations; PDE, partial differential equations; |
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partial lag | G13DNF | 15 | nagf_tsa_multi_corrmat_partlag Multivariate time series, sample partial lag correlation matrices, statistics and significance levels Related keywords: big data; chi squared statistics; data analytics; multivariate time series; significance; time series; time series analysis; |
partial least squares regression | G02LAF | 22 | nagf_correg_pls_svd Partial least squares (PLS) regression using singular value decomposition Related keywords: big data; correlation analysis; data analytics; finance; nonlinear regression; polynomial regression; regression analysis; |
G02LBF | 22 | nagf_correg_pls_wold Partial least squares (PLS) regression using Wold's iterative method Related keywords: big data; correlation analysis; data analytics; finance; nonlinear regression; polynomial regression; regression analysis; Wold's iterative method; |
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G02LCF | 22 | nagf_correg_pls_fit PLS parameter estimates following partial least squares regression by G02LAF G02LBF Related keywords: big data; correlation analysis; data analytics; finance; nonlinear regression; polynomial regression; regression analysis; |
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G02LDF | 22 | nagf_correg_pls_pred PLS predictions based on parameter estimates from G02LCF Related keywords: big data; correlation analysis; data analytics; finance; nonlinear regression; polynomial regression; regression analysis; |
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particle swarm algorithm | E05SAF | 23 | nagf_glopt_bnd_pso Global optimization using particle swarm algorithm (PSO), bound constraints only Related keywords: global optimization; minimization, simple bound constraints; PSO, particle swarm algorithm; |
E05SBF | 23 | nagf_glopt_nlp_pso Global optimization using particle swarm algorithm (PSO), comprehensive Related keywords: global optimization; minimization, nonlinear constraints; PSO, particle swarm algorithm; |
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Parzen lag window | G13CAF | 10 | nagf_tsa_uni_spectrum_lag Univariate time series, smoothed sample spectrum using rectangular, Bartlett, Tukey or Parzen lag window Related keywords: Bartlett lag window; big data; data analytics; finance; rectangular lag window; smoothing; time series; time series analysis; Tukey lag window; univariate time series; |
G13CCF | 10 | nagf_tsa_multi_spectrum_lag Multivariate time series, smoothed sample cross spectrum using rectangular, Bartlett, Tukey or Parzen lag window Related keywords: Bartlett lag window; big data; cross-spectrum; data analytics; finance; multivariate time series; rectangular lag window; smoothing; time series; time series analysis; Tukey lag window; |
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Pascal distribution | G05THF | 22 | nagf_rand_int_negbin Generates a vector of pseudorandom integers from a negative binomial distribution Related keywords: big data; data analytics; finance; negative binomial distribution; Polya distribution; random integers; random number generators; |
PDE, partial differential equations | D03 Chapter Introduction | Partial Differential Equations | |
G01KAF | 23 | nagf_stat_pdf_normal Calculates the value for the probability density function of the Normal distribution at a chosen point Related keywords: Gaussian distribution; Normal distribution; probability density function; Simple Calculations on Statistical Data; |
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G01KFF | 23 | nagf_stat_pdf_gamma Calculates the value for the probability density function of the gamma distribution at a chosen point Related keywords: gamma distribution; probability density function; Simple Calculations on Statistical Data; |
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G01KKF | 24 | nagf_stat_pdf_gamma_vector Computes a vector of values for the probability density function of the gamma distribution Related keywords: gamma distribution; probability density function; Simple Calculations on Statistical Data; |
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G01KQF | 24 | nagf_stat_pdf_normal_vector Computes a vector of values for the probability density function of the Normal distribution Related keywords: Gaussian distribution; logarithm, pdf; Normal distribution; probability density function; Simple Calculations on Statistical Data; |
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G01LBF | 24 | nagf_stat_pdf_multi_normal_vector Computes a vector of values for the probability density function of the multivariate Normal distribution Related keywords: Gaussian distribution; logarithm, pdf; multivariate Normal distribution; Normal distribution; probability density function; Simple Calculations on Statistical Data; |
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Pearson product moment correlation | G02BAF | 4 | nagf_correg_coeffs_pearson Pearson product-moment correlation coefficients, all variables, no missing values Related keywords: big data; correlation analysis; correlation coefficients; data analytics; finance; nonlinear regression; polynomial regression; regression analysis; |
G02BBF | 4 | nagf_correg_coeffs_pearson_miss_case Pearson product-moment correlation coefficients, all variables, casewise treatment of missing values Related keywords: big data; correlation analysis; correlation coefficients; data analytics; finance; missing values; nonlinear regression; polynomial regression; regression analysis; |
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G02BCF | 4 | nagf_correg_coeffs_pearson_miss_pair Pearson product-moment correlation coefficients, all variables, pairwise treatment of missing values Related keywords: big data; correlation analysis; correlation coefficients; data analytics; finance; missing values; nonlinear regression; polynomial regression; regression analysis; |
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G02BGF | 4 | nagf_correg_coeffs_pearson_subset Pearson product-moment correlation coefficients, subset of variables, no missing values Related keywords: big data; correlation analysis; cross-products; data analytics; finance; mean; nonlinear regression; polynomial regression; regression analysis; standard deviation; sum of squares; |
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G02BHF | 4 | nagf_correg_coeffs_pearson_subset_miss_case Pearson product-moment correlation coefficients, subset of variables, casewise treatment of missing values Related keywords: big data; correlation analysis; cross-products; data analytics; finance; mean; missing values; nonlinear regression; polynomial regression; regression analysis; standard deviation; sum of squares; |
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G02BJF | 4 | nagf_correg_coeffs_pearson_subset_miss_pair Pearson product-moment correlation coefficients, subset of variables, pairwise treatment of missing values Related keywords: big data; correlation analysis; cross-products; data analytics; finance; mean; missing values; nonlinear regression; polynomial regression; regression analysis; standard deviation; sum of squares; |
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G02BWF | 14 | nagf_correg_ssqmat_to_corrmat Computes a correlation matrix from a sum of squares matrix Related keywords: big data; correlation analysis; data analytics; finance; nonlinear regression; polynomial regression; regression analysis; |
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G02BXF | 14 | nagf_correg_corrmat Computes (optionally weighted) correlation and covariance matrices Related keywords: big data; correlation analysis; data analytics; finance; mean; nonlinear regression; polynomial regression; regression analysis; standard deviation; variance-covariance matrix; |
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Peirce outlier detection | G07GAF | 23 | nagf_univar_outlier_peirce_1var Outlier detection using method of Peirce, raw data or single variance supplied Related keywords: finance; outlier detection; univariate estimation; |
G07GBF | 23 | nagf_univar_outlier_peirce_2var Outlier detection using method of Peirce, two variances supplied Related keywords: finance; outlier detection; univariate estimation; |
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pelt | G13NAF | 25 | nagf_tsa_cp_pelt Change point detection, using the PELT algorithm Related keywords: big data; change point; data analytics; time series; time series analysis; |
G13NBF | 25 | nagf_tsa_cp_pelt_user Change points detection using the PELT algorithm, user supplied cost function Related keywords: big data; change point; data analytics; time series; time series analysis; |
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permutation | F06QJF | 13 | nagf_blas_dgeap Permute rows or columns, real rectangular matrix, permutations represented by an integer array Related keywords: BLAS; linear algebra support routines; real, by matrix; |
F06QKF | 13 | nagf_blas_dgeapr Permute rows or columns, real rectangular matrix, permutations represented by a real array Related keywords: BLAS; linear algebra support routines; real, by matrix; |
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F06VJF | 13 | nagf_blas_zgeap Permute rows or columns, complex rectangular matrix, permutations represented by an integer array Related keywords: BLAS; complex, by matrix; linear algebra support routines; |
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F06VKF | 13 | nagf_blas_zgeapr Permute rows or columns, complex rectangular matrix, permutations represented by a real array Related keywords: BLAS; complex, by matrix; linear algebra support routines; |
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F11YEF | 25 | nagf_sparse_sym_rcm Reverse Cuthill–McKee reordering of a sparse symmetric matrix in CCS format Related keywords: big data; complex, symmetric matrix; data analytics; large scale linear systems; real, symmetric matrix; sparse; sparse matrix; |
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G05NCF | 22 | nagf_rand_permute Pseudorandom permutation of an integer vector Related keywords: big data; data analytics; finance; random number generators; random permutation; |
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M01ZAF | 12 | nagf_sort_permute_invert Invert a permutation Related keywords: big data; data analytics; invert permutation; searching; sorting; |
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M01ZBF | 12 | nagf_sort_permute_check Check validity of a permutation Related keywords: big data; data analytics; searching; sorting; |
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M01ZCF | 12 | nagf_sort_permute_decompose Decompose a permutation into cycles Related keywords: big data; cycles; data analytics; searching; sorting; |
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permute | G05PVF | 25 | nagf_rand_kfold_xyw Permutes a matrix, vector, vector triplet into a form suitable for -fold cross validation Related keywords: big data; cross-validation; CV; data analytics; jacknife; k-fold; leave-one-out; LOO; random number generators; |
G05PWF | 25 | nagf_rand_subsamp_xyw Permutes a matrix, vector, vector triplet into a form suitable for random sub-sampling validation Related keywords: big data; cross-validation; data analytics; random number generators; resample; sub-sample; |
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phase, time series | G13CFF | 10 | nagf_tsa_multi_gain_bivar Multivariate time series, gain, phase, bounds, univariate and bivariate (cross) spectra Related keywords: big data; bivariate time series; cross-spectrum; data analytics; finance; gain, time series; multivariate time series; time series; time series analysis; |
pi, mathematical constant | X01AAF | 5 | nagf_math_pi Provides the mathematical constant Related keywords: mathematical constants; |
Plackett copula | G05RGF | 23 | nagf_rand_copula_plackett_bivar Generates a matrix of pseudorandom numbers from a bivariate Plackett copula Related keywords: big data; copula; data analytics; random number generators; random numbers; |
point probability | G01SJF | 24 | nagf_stat_prob_binomial_vector Computes a vector of probabilities for the binomial distribution Related keywords: big data; binomial distribution; CDF, cumulative distribution function; data analytics; lower tail probability; Simple Calculations on Statistical Data; upper tail probability; |
G01SKF | 24 | nagf_stat_prob_poisson_vector Computes a vector of probabilities for the Poisson distribution Related keywords: big data; CDF, cumulative distribution function; data analytics; lower tail probability; Poisson distribution; Simple Calculations on Statistical Data; upper tail probability; |
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G01SLF | 24 | nagf_stat_prob_hypergeom_vector Computes a vector of probabilities for the hypergeometric distribution Related keywords: big data; CDF, cumulative distribution function; data analytics; hypergeometric distribution; lower tail probability; Simple Calculations on Statistical Data; upper tail probability; |
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Poisson distribution | G01BKF | 13 | nagf_stat_prob_poisson Poisson distribution function Related keywords: CDF, cumulative distribution function; finance; Simple Calculations on Statistical Data; |
G01SKF | 24 | nagf_stat_prob_poisson_vector Computes a vector of probabilities for the Poisson distribution Related keywords: big data; CDF, cumulative distribution function; data analytics; lower tail probability; point probability; Simple Calculations on Statistical Data; upper tail probability; |
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G05TJF | 22 | nagf_rand_int_poisson Generates a vector of pseudorandom integers from a Poisson distribution Related keywords: big data; data analytics; finance; random integers; random number generators; |
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G05TKF | 22 | nagf_rand_int_poisson_varmean Generates a vector of pseudorandom integers from a Poisson distribution with varying mean Related keywords: big data; data analytics; finance; random integers; random number generators; |
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G07ABF | 15 | nagf_univar_ci_poisson Computes confidence interval for the parameter of a Poisson distribution Related keywords: confidence interval; univariate estimation; |
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Polya distribution | G05THF | 22 | nagf_rand_int_negbin Generates a vector of pseudorandom integers from a negative binomial distribution Related keywords: big data; data analytics; finance; negative binomial distribution; Pascal distribution; random integers; random number generators; |
polygamma function | S14AFF | 20 | nagf_specfun_psi_deriv_complex Polygamma function for complex Related keywords: approximations of special functions; derivatives, psi function; digamma function; psi function; trigamma function; |
polynomial approximation | E02ADF | 5 | nagf_fit_1dcheb_arb Least squares curve fit, by polynomials, arbitrary data points Related keywords: curve and surface fitting; least squares; |
E02AEF | 5 | nagf_fit_1dcheb_eval Evaluation of fitted polynomial in one variable from Chebyshev series form (simplified parameter list) Related keywords: curve and surface fitting; |
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E02AFF | 5 | nagf_fit_1dcheb_glp Least squares polynomial fit, special data points (including interpolation) Related keywords: curve and surface fitting; least squares; |
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E02AGF | 8 | nagf_fit_1dcheb_con Least squares polynomial fit, values and derivatives may be constrained, arbitrary data points Related keywords: curve and surface fitting; least squares; |
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E02CAF | 7 | nagf_fit_2dcheb_lines Least squares surface fit by polynomials, data on lines parallel to one independent coordinate axis Related keywords: bivariate polynomial approximation; Chebyshev polynomial approximation; curve and surface fitting; data-on-lines polynomial approximation; least squares; two-dimensional polynomial approximation; |
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E02CBF | 7 | nagf_fit_2dcheb_eval Evaluation of fitted polynomial in two variables Related keywords: bivariate polynomial approximation; Chebyshev polynomial approximation; curve and surface fitting; two-dimensional polynomial approximation; |
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polynomial regression | G02 Chapter Introduction | Correlation and Regression Analysis Related keywords: big data; correlation analysis; data analytics; nonlinear regression; regression analysis; |
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pooled sample | G08AJF | 14 | nagf_nonpar_prob_mwu_noties Computes the exact probabilities for the Mann–Whitney statistic, no ties in pooled sample Related keywords: Mann–Whitney U statistic; nonparametric statistics; tail probabilities; |
G08AKF | 14 | nagf_nonpar_prob_mwu_ties Computes the exact probabilities for the Mann–Whitney statistic, ties in pooled sample Related keywords: Mann–Whitney U statistic; Neumann algorithm; nonparametric statistics; tail probabilities; |
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precision | X02BJF | 12 | nagf_machine_model_digits The floating-point model parameter, Related keywords: floating-point model; machine constants; |
predicted value | G02GPF | 22 | nagf_correg_glm_predict Computes a predicted value and its associated standard error based on a previously fitted generalized linear model Related keywords: big data; correlation analysis; data analytics; finance; generalized linear model; nonlinear regression; polynomial regression; regression analysis; standard errors; |
pre-whitening, filtering | G13BAF | 10 | nagf_tsa_multi_filter_arima Multivariate time series, filtering (pre-whitening) by an ARIMA model Related keywords: ARIMA; big data; data analytics; filtering; finance; multivariate time series; time series; time series analysis; |
principal component analysis | G03AAF | 14 | nagf_mv_prin_comp Performs principal component analysis Related keywords: big data; data analytics; finance; multivariate methods; |
principal coordinate analysis | G03FAF | 17 | nagf_mv_multidimscal_metric Performs principal coordinate analysis, classical metric scaling Related keywords: classical metric scaling; multivariate methods; |
print information | E04RYF | 26 | nagf_opt_handle_print Print information about a problem handle initialized by E04RAF Related keywords: maximizing a function; minimizing a function; optimization; |
print matrix | X04CAF | 14 | nagf_file_print_matrix_real_gen Print real general matrix (easy-to-use) Related keywords: input utilities; output utilities; |
X04CBF | 14 | nagf_file_print_matrix_real_gen_comp Print real general matrix (comprehensive) Related keywords: input utilities; output utilities; |
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X04CCF | 14 | nagf_file_print_matrix_real_packed Print real packed triangular matrix (easy-to-use) Related keywords: input utilities; output utilities; |
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X04CDF | 14 | nagf_file_print_matrix_real_packed_comp Print real packed triangular matrix (comprehensive) Related keywords: input utilities; output utilities; |
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X04CEF | 14 | nagf_file_print_matrix_real_band Print real packed banded matrix (easy-to-use) Related keywords: input utilities; output utilities; |
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X04CFF | 14 | nagf_file_print_matrix_real_band_comp Print real packed banded matrix (comprehensive) Related keywords: input utilities; output utilities; |
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X04DAF | 14 | nagf_file_print_matrix_complex_gen Print complex general matrix (easy-to-use) Related keywords: input utilities; output utilities; |
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X04DBF | 14 | nagf_file_print_matrix_complex_gen_comp Print complex general matrix (comprehensive) Related keywords: input utilities; output utilities; |
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X04DCF | 14 | nagf_file_print_matrix_complex_packed Print complex packed triangular matrix (easy-to-use) Related keywords: input utilities; output utilities; |
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X04DDF | 14 | nagf_file_print_matrix_complex_packed_comp Print complex packed triangular matrix (comprehensive) Related keywords: input utilities; output utilities; |
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X04DEF | 14 | nagf_file_print_matrix_complex_band Print complex packed banded matrix (easy-to-use) Related keywords: input utilities; output utilities; |
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X04DFF | 14 | nagf_file_print_matrix_complex_band_comp Print complex packed banded matrix (comprehensive) Related keywords: input utilities; output utilities; |
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X04EAF | 14 | nagf_file_print_matrix_integer Print integer matrix (easy-to-use) Related keywords: input utilities; output utilities; |
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X04EBF | 14 | nagf_file_print_matrix_integer_comp Print integer matrix (comprehensive) Related keywords: input utilities; output utilities; |
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probabilities | G01EWF | 25 | nagf_stat_prob_dickey_fuller_unit Computes probabilities for the Dickey–Fuller unit root test Related keywords: Dickey–Fuller ; Simple Calculations on Statistical Data; statistical distribution functions; unit root; |
probability | G01EAF | 15 | nagf_stat_prob_normal Computes probabilities for the standard Normal distribution Related keywords: CDF, cumulative distribution function; finance; lower tail probability; Normal distribution; Simple Calculations on Statistical Data; two-tail probability; upper tail probability; |
G01EBF | 14 | nagf_stat_prob_students_t Computes probabilities for Student's -distribution Related keywords: CDF, cumulative distribution function; finance; lower tail probability; Simple Calculations on Statistical Data; Student's -distribution; two-tail probability; upper tail probability; |
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G01ECF | 14 | nagf_stat_prob_chisq Computes probabilities for distribution Related keywords: CDF, cumulative distribution function; chi-squared distribution; finance; lower tail probability; Simple Calculations on Statistical Data; two-tail probability; upper tail probability; |
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G01EDF | 14 | nagf_stat_prob_f Computes probabilities for -distribution Related keywords: CDF, cumulative distribution function; -distribution; finance; lower tail probability; Simple Calculations on Statistical Data; upper tail probability; variance-ratio distribution; |
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G01EEF | 14 | nagf_stat_prob_beta Computes upper and lower tail probabilities and probability density function for the beta distribution Related keywords: beta distribution; CDF, cumulative distribution function; finance; lower tail probability; Simple Calculations on Statistical Data; upper tail probability; |
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G01EFF | 14 | nagf_stat_prob_gamma Computes probabilities for the gamma distribution Related keywords: CDF, cumulative distribution function; finance; gamma distribution; lower tail probability; Simple Calculations on Statistical Data; upper tail probability; |
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G01EMF | 15 | nagf_stat_prob_studentized_range Computes probability for the Studentized range statistic Related keywords: CDF, cumulative distribution function; finance; Simple Calculations on Statistical Data; Studentized range statistic; |
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G01HCF | 23 | nagf_stat_prob_bivariate_students_t Computes probabilities for the bivariate Student's -distribution Related keywords: bivariate Student's -distribution; Simple Calculations on Statistical Data; Student's -distribution; |
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G01HDF | 24 | nagf_stat_prob_multi_students_t Computes the probability for the multivariate Student's -distribution Related keywords: multivariate Student's -distribution; Simple Calculations on Statistical Data; Student's -distribution; |
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G05TBF | 22 | nagf_rand_logical Generates a vector of pseudorandom logical values Related keywords: big data; data analytics; finance; random logicals; random number generators; |
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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 Related keywords: Anderson–Darling test statistic; Gaussian distribution; nonparametric statistics; Normal distribution; |
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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 Related keywords: Anderson–Darling test statistic; exponential distribution; nonparametric statistics; |
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probability density function | G01KAF | 23 | nagf_stat_pdf_normal Calculates the value for the probability density function of the Normal distribution at a chosen point Related keywords: Gaussian distribution; Normal distribution; pdf; Simple Calculations on Statistical Data; |
G01KFF | 23 | nagf_stat_pdf_gamma Calculates the value for the probability density function of the gamma distribution at a chosen point Related keywords: gamma distribution; pdf; Simple Calculations on Statistical Data; |
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G01KKF | 24 | nagf_stat_pdf_gamma_vector Computes a vector of values for the probability density function of the gamma distribution Related keywords: gamma distribution; pdf; Simple Calculations on Statistical Data; |
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G01KQF | 24 | nagf_stat_pdf_normal_vector Computes a vector of values for the probability density function of the Normal distribution Related keywords: Gaussian distribution; logarithm, pdf; Normal distribution; pdf; Simple Calculations on Statistical Data; |
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G01LBF | 24 | nagf_stat_pdf_multi_normal_vector Computes a vector of values for the probability density function of the multivariate Normal distribution Related keywords: Gaussian distribution; logarithm, pdf; multivariate Normal distribution; Normal distribution; pdf; Simple Calculations on Statistical Data; |
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probit | G02GBF | 14 | nagf_correg_glm_binomial Fits a generalized linear model with binomial errors Related keywords: big data; correlation analysis; data analytics; finance; generalized linear model; logistic regression; logit; nonlinear regression; polynomial regression; regression analysis; |
Procrustes rotations | G03BCF | 15 | nagf_mv_rot_procrustes Computes Procrustes rotations Related keywords: multivariate methods; |
product, matrices | F01GAF | 24 | nagf_matop_real_gen_matrix_actexp Action of a real matrix exponential on a real matrix Related keywords: exponential, matrix; inversion; matrix exponential; matrix operations; real, nonsymmetric matrix; |
F01GBF | 24 | nagf_matop_real_gen_matrix_actexp_rcomm Action of a real matrix exponential on a real matrix (reverse communication) Related keywords: exponential, matrix; inversion; matrix exponential; matrix operations; real, nonsymmetric matrix; |
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F01HAF | 24 | nagf_matop_complex_gen_matrix_actexp Action of a complex matrix exponential on a complex matrix Related keywords: complex, nonsymmetric matrix; exponential, matrix; inversion; matrix exponential; matrix operations; |
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F01HBF | 24 | nagf_matop_complex_gen_matrix_actexp_rcomm Action of a complex matrix exponential on a complex matrix (reverse communication) Related keywords: complex, nonsymmetric matrix; exponential, matrix; inversion; matrix exponential; matrix operations; |
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product-limit, Kaplan–Meier estimates | G12AAF | 15 | nagf_surviv_kaplanmeier Computes Kaplan–Meier (product-limit) estimates of survival probabilities Related keywords: Kaplan–Meier estimate; survival analysis; |
product-moment correlation coefficients | G01ABF | 4 | nagf_stat_summary_2var Means, corrected sums of squares and cross-products, etc., two variables, from raw data Related keywords: cross-products; maximum value; mean; minimum value; Simple Calculations on Statistical Data; sum of squares; |
ProMax rotations | G03BDF | 22 | nagf_mv_rot_promax ProMax rotations Related keywords: multivariate methods; |
pseudo-inverse | F01BLF | 5 | nagf_matop_real_gen_pseudinv Pseudo-inverse and rank of real by matrix Related keywords: inversion; matrix, rank; matrix operations; real, by matrix; |
pseudo-spectral method | D02UEF | 23 | nagf_ode_bvp_ps_lin_solve Solve linear constant coefficient boundary value problem on Chebyshev grid, Integral formulation Related keywords: boundary value problem; BVP; Gauss–Lobatto grid; ODE, ordinary differential equations; |
psi function | S14ACF | 14 | nagf_specfun_polygamma Related keywords: approximations of special functions; finance; |
S14ADF | 14 | nagf_specfun_polygamma_deriv Scaled derivatives of Related keywords: approximations of special functions; derivatives, psi function; finance; |
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S14AEF | 20 | nagf_specfun_psi_deriv_real Polygamma function for real Related keywords: approximations of special functions; derivatives, psi function; finance; |
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S14AFF | 20 | nagf_specfun_psi_deriv_complex Polygamma function for complex Related keywords: approximations of special functions; derivatives, psi function; digamma function; polygamma function; trigamma function; |
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PSO, particle swarm algorithm | E05SAF | 23 | nagf_glopt_bnd_pso Global optimization using particle swarm algorithm (PSO), bound constraints only Related keywords: global optimization; minimization, simple bound constraints; particle swarm algorithm; |
E05SBF | 23 | nagf_glopt_nlp_pso Global optimization using particle swarm algorithm (PSO), comprehensive Related keywords: global optimization; minimization, nonlinear constraints; particle swarm algorithm; |
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QAG | D01AKF | 8 | nagf_quad_1d_fin_osc One-dimensional quadrature, adaptive, finite interval, method suitable for oscillating functions Related keywords: finance; Gauss–Kronrod quadrature; integration, adaptive; QUADPACK; quadrature; quadrature, adaptive; |
D01ATF | 13 | nagf_quad_1d_fin_bad_vec One-dimensional quadrature, adaptive, finite interval, variant of D01AJF efficient on vector machines Related keywords: Gauss–Kronrod quadrature; integration, adaptive; QAGS; QUADPACK; quadrature; quadrature, adaptive; vectorized quadrature; |
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QAGI | D01AMF | 8 | nagf_quad_1d_inf One-dimensional quadrature, adaptive, infinite or semi-infinite interval Related keywords: finance; Gauss–Kronrod quadrature; integration, adaptive; integration, infinite interval; QUADPACK; quadrature; quadrature, adaptive; |
QAGP | D01ALF | 8 | nagf_quad_1d_fin_sing One-dimensional quadrature, adaptive, finite interval, allowing for singularities at user-specified break-points Related keywords: finance; Gauss–Kronrod quadrature; integration, adaptive; QUADPACK; quadrature; quadrature, adaptive; |
QAGS | 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 Related keywords: finance; Gauss–Kronrod quadrature; integration, adaptive; QUADPACK; quadrature; quadrature, adaptive; |
D01ATF | 13 | nagf_quad_1d_fin_bad_vec One-dimensional quadrature, adaptive, finite interval, variant of D01AJF efficient on vector machines Related keywords: Gauss–Kronrod quadrature; integration, adaptive; QAG; QUADPACK; quadrature; quadrature, adaptive; vectorized quadrature; |
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QAWC | D01AQF | 8 | nagf_quad_1d_fin_wcauchy One-dimensional quadrature, adaptive, finite interval, weight function , Cauchy principal value (Hilbert transform) Related keywords: Cauchy principal value; finance; Gauss–Kronrod quadrature; Hilbert transform; integration, adaptive; QUADPACK; quadrature; quadrature, adaptive; |
QAWFE | D01ASF | 13 | nagf_quad_1d_inf_wtrig One-dimensional quadrature, adaptive, semi-infinite interval, weight function or Related keywords: finance; Gauss–Kronrod quadrature; integration, adaptive; integration, infinite interval; QUADPACK; quadrature; quadrature, adaptive; vectorized quadrature; |
QAWSE | D01APF | 8 | nagf_quad_1d_fin_wsing One-dimensional quadrature, adaptive, finite interval, weight function with end-point singularities of algebraico-logarithmic type Related keywords: finance; Gauss–Kronrod quadrature; integration, adaptive; QUADPACK; quadrature; quadrature, adaptive; |
QFOUR | D01ANF | 8 | nagf_quad_1d_fin_wtrig One-dimensional quadrature, adaptive, finite interval, weight function or Related keywords: finance; Gauss–Kronrod quadrature; integration, adaptive; QUADPACK; quadrature; quadrature, adaptive; |
Qi and Sun algorithm | G02AAF | 22 | nagf_correg_corrmat_nearest Computes the nearest correlation matrix to a real square matrix, using the method of Qi and Sun Related keywords: big data; correlation analysis; correlation matrix; data analytics; finance; nearest correlation matrix; nonlinear regression; polynomial regression; regression analysis; |
G02ABF | 23 | nagf_correg_corrmat_nearest_bounded Computes the nearest correlation matrix to a real square matrix, augmenting G02AAF to incorporate weights and bounds Related keywords: big data; correlation analysis; correlation matrix; data analytics; finance; nearest correlation matrix; nonlinear regression; polynomial regression; regression analysis; |
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G02AEF | 23 | nagf_correg_corrmat_nearest_kfactor Computes the nearest correlation matrix with -factor structure to a real square matrix Related keywords: big data; correlation analysis; correlation matrix; data analytics; finance; -factor structure; nearest correlation matrix; nonlinear regression; polynomial regression; regression analysis; |
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G02AJF | 24 | nagf_correg_corrmat_h_weight Computes the nearest correlation matrix to a real square matrix, using element-wise weighting Related keywords: big data; correlation analysis; correlation matrix; data analytics; nearest correlation matrix; nonlinear regression; polynomial regression; regression analysis; |
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algorithm | F08JAF | 21 | nagf_lapackeig_dstev Computes all eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix Related keywords: DSTEV; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; algorithm; real, symmetric, tridiagonal matrix; |
F08JEF | 16 | nagf_lapackeig_dsteqr Computes all eigenvalues and eigenvectors of real symmetric tridiagonal matrix, reduced from real symmetric matrix using the implicit or algorithm Related keywords: DSTEQR; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; algorithm; real, symmetric, tridiagonal matrix; |
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F08JFF | 16 | nagf_lapackeig_dsterf Computes all eigenvalues of real symmetric tridiagonal matrix, root-free variant of the or algorithm Related keywords: DSTERF; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; algorithm; real, symmetric, tridiagonal matrix; |
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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) Related keywords: divide-and-conquer method; DSTEDC; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; algorithm; real, symmetric, tridiagonal matrix; |
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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) Related keywords: divide-and-conquer method; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; algorithm; real, symmetric, tridiagonal matrix; ZSTEDC; |
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F08MEF | 16 | nagf_lapackeig_dbdsqr Performs an SVD of real bidiagonal matrix reduced from real general matrix Related keywords: DBDSQR; differential qd algorithm; eigenproblem; LAPACK; LAPACK; least squares; matrix, band; algorithm; real, bidiagonal matrix; SVD, singular value decomposition; |
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F08MSF | 16 | nagf_lapackeig_zbdsqr Performs an SVD of real bidiagonal matrix reduced from complex general matrix Related keywords: differential qd algorithm; eigenproblem; LAPACK; LAPACK; least squares; matrix, band; algorithm; real, bidiagonal matrix; SVD, singular value decomposition; ZBDSQR; |
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factorization | F08CEF | 22 | nagf_lapackeig_dgeqlf factorization of real general rectangular matrix Related keywords: DGEQLF; eigenproblem; LAPACK; LAPACK; least squares; real, by matrix; |
F08CFF | 22 | nagf_lapackeig_dorgql Form all or part of orthogonal from factorization determined by F08CEF Related keywords: DORGQL; eigenproblem; LAPACK; LAPACK; least squares; orthogonal matrix, generation; orthogonal transformations; |
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F08CGF | 22 | nagf_lapackeig_dormql Applies the orthogonal transformation determined by F08CEF Related keywords: DORMQL; eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; |
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F08CSF | 22 | nagf_lapackeig_zgeqlf factorization of complex general rectangular matrix Related keywords: complex, by matrix; eigenproblem; LAPACK; LAPACK; least squares; ZGEQLF; |
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F08CTF | 22 | nagf_lapackeig_zungql Form all or part of unitary from factorization determined by F08CSF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; unitary matrix, generation; unitary transformations; ZUNGQL; |
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F08CUF | 22 | nagf_lapackeig_zunmql Applies the unitary transformation determined by F08CSF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; unitary transformations; ZUNMQL; |
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QP | E04RFF | 26 | nagf_opt_handle_set_quadobj Define a linear or a quadratic objective function to a problem initialized by E04RAF Related keywords: least squares fitting; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; |
QP, quadratic programming | E04MWF | 26 | nagf_opt_miqp_mps_write Write MPS data file defining LP, QP, MILP or MIQP problem Related keywords: linear programming,integer; LP, linear programming; maximizing a function; minimizing a function; MPS format; MPSX format; optimization; service routine; |
E04MXF | 24 | nagf_opt_miqp_mps_read Read MPS data file defining LP, QP, MILP or MIQP problem Related keywords: linear programming,integer; LP, linear programming; maximizing a function; minimizing a function; MPSX format; optimization; service routine; |
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E04MZF | 18 | nagf_opt_qpconvex1_sparse_mps Read MPS data file defining LP or QP problem, deprecated Related keywords: LP, linear programming; maximizing a function; minimizing a function; MPSX format; optimization; service routine; |
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E04NCF | 12 | nagf_opt_lsq_lincon_solve_old Linear programming (LP) convex quadratic programming (QP) or linearly-constrained linear least squares problem, dense Related keywords: active-set; convex optimization; data fitting; finance; least squares; maximizing a function; minimizing a function; nonlinear least squares; optimization; |
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E04NDF | 12 | nagf_opt_lsq_lincon_option_file_old Supply values for E04NCF from external file Related keywords: convex optimization; least squares; maximizing a function; minimizing a function; optimization; options, computational; |
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E04NEF | 12 | nagf_opt_lsq_lincon_option_string_old Supply values to E04NCF from a character string Related keywords: least squares; maximizing a function; minimizing a function; optimization; options, computational; |
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E04NFF | 16 | nagf_opt_qp_dense_solve_old General (possibly non-convex) quadratic programming (QP), dense, active-set method Related keywords: active-set method; finance; maximizing a function; minimizing a function; optimization; |
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E04NGF | 16 | nagf_opt_qp_dense_option_file_old Supply values for E04NFF from external file Related keywords: maximizing a function; minimizing a function; optimization; options, computational; |
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E04NHF | 16 | nagf_opt_qp_dense_option_string_old Supply values to E04NFF from a character string Related keywords: maximizing a function; minimizing a function; optimization; options, computational; |
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E04NKF | 18 | nagf_opt_qpconvex1_sparse_solve_old Linear programming (LP) or convex quadratic programming (QP), sparse, active-set method Related keywords: finance; LP, linear programming; maximizing a function; minimizing a function; optimization; service routine; |
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E04NLF | 18 | nagf_opt_qpconvex1_sparse_option_file_old Supply values for E04NKF from external file Related keywords: LP, linear programming; maximizing a function; minimizing a function; optimization; options, computational; |
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E04NMF | 18 | nagf_opt_qpconvex1_sparse_option_string_old Supply values to E04NKF from a character string Related keywords: LP, linear programming; maximizing a function; minimizing a function; optimization; options, computational; |
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E04NPF | 21 | nagf_opt_qpconvex2_sparse_init Initialization routine for E04NQF Related keywords: LP, linear programming; maximizing a function; minimizing a function; optimization; options, computational; |
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E04NQF | 21 | nagf_opt_qpconvex2_sparse_solve Linear programming (LP) or convex quadratic programming (QP), sparse, active-set method, recommended Related keywords: active-set method; finance; LP, linear programming; maximizing a function; minimizing a function; optimization; service routine; sparse convex QP prolem; |
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E04NRF | 21 | nagf_opt_qpconvex2_sparse_option_file Supply values for E04NQF from external file Related keywords: LP, linear programming; maximizing a function; minimizing a function; optimization; options, computational; |
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E04NSF | 21 | nagf_opt_qpconvex2_sparse_option_string Set a single option for E04NQF from a character string Related keywords: LP, linear programming; maximizing a function; minimizing a function; optimization; options, computational; |
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E04NTF | 21 | nagf_opt_qpconvex2_sparse_option_integer_set Set a single option for E04NQF from an integer argument Related keywords: LP, linear programming; maximizing a function; minimizing a function; optimization; options, computational; |
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E04NUF | 21 | nagf_opt_qpconvex2_sparse_option_double_set Set a single option for E04NQF from a real argument Related keywords: LP, linear programming; maximizing a function; minimizing a function; optimization; options, computational; |
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E04NXF | 21 | nagf_opt_qpconvex2_sparse_option_integer_get Get the setting of an integer valued option of E04NQF Related keywords: LP, linear programming; maximizing a function; minimizing a function; optimization; options, computational; |
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E04NYF | 21 | nagf_opt_qpconvex2_sparse_option_double_get Get the setting of a real valued option of E04NQF Related keywords: LP, linear programming; maximizing a function; minimizing a function; optimization; options, computational; |
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H02CBF | 19 | nagf_mip_iqp_dense Integer QP problem (dense) Related keywords: branch and bound; finance; integer programming; integer quadratic program; mixed integer programming; operations research; |
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H02CEF | 19 | nagf_mip_iqp_sparse Integer LP or QP problem (sparse), using E04NKF Related keywords: branch and bound; finance; integer programming; integer quadratic program; mixed integer programming; operations research; |
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algorithm | F08GAF | 21 | nagf_lapackeig_dspev Computes all eigenvalues and, optionally, eigenvectors of a real symmetric matrix, packed storage Related keywords: DSPEV; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; orthogonal transformations; real, indefinite, symmetric matrix; |
F08HAF | 21 | nagf_lapackeig_dsbev Computes all eigenvalues and, optionally, eigenvectors of a real symmetric band matrix Related keywords: DSBEV; eigenproblem; LAPACK; LAPACK; least squares; matrix, band; real, band, symmetric matrix; |
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F08HNF | 21 | nagf_lapackeig_zhbev Computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian band matrix Related keywords: complex, band, Hermitian matrix; eigenproblem; LAPACK; LAPACK; least squares; matrix, band; unitary transformations; ZHBEV; |
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F08JAF | 21 | nagf_lapackeig_dstev Computes all eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix Related keywords: DSTEV; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; algorithm; real, symmetric, tridiagonal matrix; |
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F08JBF | 21 | nagf_lapackeig_dstevx Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix Related keywords: bisection method; DSTEVX; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; real, symmetric, tridiagonal matrix; |
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F08JEF | 16 | nagf_lapackeig_dsteqr Computes all eigenvalues and eigenvectors of real symmetric tridiagonal matrix, reduced from real symmetric matrix using the implicit or algorithm Related keywords: DSTEQR; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; algorithm; real, symmetric, tridiagonal matrix; |
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F08JFF | 16 | nagf_lapackeig_dsterf Computes all eigenvalues of real symmetric tridiagonal matrix, root-free variant of the or algorithm Related keywords: DSTERF; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; algorithm; real, symmetric, tridiagonal matrix; |
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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) Related keywords: divide-and-conquer method; DSTEDC; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; algorithm; real, symmetric, tridiagonal matrix; |
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F08JSF | 16 | nagf_lapackeig_zsteqr Computes all eigenvalues and eigenvectors of real symmetric tridiagonal matrix, reduced from complex Hermitian matrix, using the implicit or algorithm Related keywords: eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; real, symmetric, tridiagonal matrix; ZSTEQR; |
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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) Related keywords: divide-and-conquer method; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; algorithm; real, symmetric, tridiagonal matrix; ZSTEDC; |
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F08MDF | 22 | nagf_lapackeig_dbdsdc Computes the singular value decomposition of a real bidiagonal matrix, optionally computing the singular vectors (divide-and-conquer) Related keywords: DBDSDC; divide-and-conquer method; eigenproblem; LAPACK; LAPACK; least squares; matrix, band; real, bidiagonal matrix; SVD, singular value decomposition; |
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F08MEF | 16 | nagf_lapackeig_dbdsqr Performs an SVD of real bidiagonal matrix reduced from real general matrix Related keywords: DBDSQR; differential qd algorithm; eigenproblem; LAPACK; LAPACK; least squares; matrix, band; algorithm; real, bidiagonal matrix; SVD, singular value decomposition; |
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F08MSF | 16 | nagf_lapackeig_zbdsqr Performs an SVD of real bidiagonal matrix reduced from complex general matrix Related keywords: differential qd algorithm; eigenproblem; LAPACK; LAPACK; least squares; matrix, band; algorithm; real, bidiagonal matrix; SVD, singular value decomposition; ZBDSQR; |
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F08NAF | 21 | nagf_lapackeig_dgeev Computes all eigenvalues and, optionally, left and/or right eigenvectors of a real nonsymmetric matrix Related keywords: DGEEV; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; orthogonal transformations; real, nonsymmetric matrix; |
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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 Related keywords: balancing; condition number, matrix; DGEEVX; eigenproblem; eigenvalues; eigenvectors; finance; forward error; LAPACK; LAPACK; least squares; orthogonal transformations; real, nonsymmetric matrix; |
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factorization | F06QPF | 13 | nagf_blas_dutr1 factorization by sequence of plane rotations, rank-1 update of real upper triangular matrix Related keywords: BLAS; linear algebra support routines; rank matrix updates; real, triangular matrix; rotation, elementary; |
F06QQF | 13 | nagf_blas_dutupd factorization by sequence of plane rotations, real upper triangular matrix augmented by a full row Related keywords: BLAS; linear algebra support routines; rank matrix updates; real, triangular matrix; rotation, elementary; |
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F06QRF | 13 | nagf_blas_duhqr or factorization by sequence of plane rotations, real upper Hessenberg matrix Related keywords: BLAS; linear algebra support routines; rank matrix updates; real, Hessenberg matrix; rotation, elementary; RQ factorizations; |
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F06QSF | 13 | nagf_blas_dusqr or factorization by sequence of plane rotations, real upper spiked matrix Related keywords: BLAS; linear algebra support routines; rank matrix updates; real, nonsymmetric matrix; rotation, elementary; RQ factorizations; |
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F06QTF | 13 | nagf_blas_dutsqr factorization of or factorization of , real upper triangular, a sequence of plane rotations Related keywords: BLAS; linear algebra support routines; rank matrix updates; rotation, elementary; RQ factorizations; |
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F06TPF | 13 | nagf_blas_zutr1 factorization by sequence of plane rotations, rank-1 update of complex upper triangular matrix Related keywords: BLAS; complex, triangular matrix; linear algebra support routines; rank matrix updates; |
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F06TQF | 13 | nagf_blas_zutupd factorization by sequence of plane rotations, complex upper triangular matrix augmented by a full row Related keywords: BLAS; complex, triangular matrix; linear algebra support routines; rotation, elementary; |
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F06TRF | 13 | nagf_blas_zuhqr or factorization by sequence of plane rotations, complex upper Hessenberg matrix Related keywords: BLAS; complex, Hessenberg matrix; linear algebra support routines; rotation, elementary; RQ factorizations; |
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F06TSF | 13 | nagf_blas_zusqr or factorization by sequence of plane rotations, complex upper spiked matrix Related keywords: BLAS; complex, triangular matrix; linear algebra support routines; rotation, elementary; RQ factorizations; |
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F06TTF | 13 | nagf_blas_zutsqr factorization of or factorization of , complex upper triangular, a sequence of plane rotations Related keywords: BLAS; complex, triangular matrix; linear algebra support routines; rotation, elementary; RQ factorizations; |
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F08AAF | 21 | nagf_lapackeig_dgels Solves a real linear least squares problem of full rank Related keywords: DGELS; eigenproblem; finance; LAPACK; LAPACK; least squares; linear least squares; decomposition; overdetermined linear equations; real, by matrix; underdetermined linear system; |
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F08ABF | 25 | nagf_lapackeig_dgeqrt Performs a factorization of real general rectangular matrix, with explicit blocking Related keywords: DGEQRT; eigenproblem; explicit blocking; LAPACK; least squares; real, m by n matrix; recursive QR; |
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F08ACF | 25 | nagf_lapackeig_dgemqrt Applies the orthogonal transformation determined by F08ABF Related keywords: DGEMQRT; eigenproblem; explicit blocking; LAPACK; least squares; orthogonal transformations; recursive QR; |
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F08AEF | 16 | nagf_lapackeig_dgeqrf Performs a factorization of real general rectangular matrix Related keywords: DGEQRF; eigenproblem; finance; LAPACK; LAPACK; least squares; real, by matrix; |
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F08AFF | 16 | nagf_lapackeig_dorgqr Forms all or part of orthogonal from factorization determined by F08AEF F08BEF F08BFF Related keywords: DORGQR; eigenproblem; LAPACK; LAPACK; least squares; orthogonal matrix, generation; orthogonal transformations; |
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F08AGF | 16 | nagf_lapackeig_dormqr Applies an orthogonal transformation determined by F08AEF F08BEF F08BFF Related keywords: DORMQR; eigenproblem; finance; LAPACK; LAPACK; least squares; orthogonal transformations; |
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F08ANF | 21 | nagf_lapackeig_zgels Solves a complex linear least problem of full rank Related keywords: complex, by matrix; eigenproblem; finance; LAPACK; LAPACK; least squares; linear least squares; decomposition; overdetermined linear equations; underdetermined linear system; ZGELS; |
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F08APF | 25 | nagf_lapackeig_zgeqrt Performs a factorization of complex general rectangular matrix using recursive algorithm Related keywords: complex, m by n matrix; eigenproblem; explicit blocking; LAPACK; least squares; recursive QR; ZGEQRT; |
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F08AQF | 25 | nagf_lapackeig_zgemqrt Applies the unitary transformation determined by F08APF Related keywords: eigenproblem; explicit blocking; LAPACK; least squares; recursive QR; unitary transformations; ZGEMQRT; |
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F08ASF | 16 | nagf_lapackeig_zgeqrf Performs a factorization of complex general rectangular matrix Related keywords: complex, by matrix; eigenproblem; LAPACK; LAPACK; least squares; ZGEQRF; |
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F08ATF | 16 | nagf_lapackeig_zungqr Forms all or part of unitary from factorization determined by F08ASF F08BSF F08BTF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; unitary matrix, generation; unitary transformations; ZUNGQR; |
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F08AUF | 16 | nagf_lapackeig_zunmqr Applies a unitary transformation determined by F08ASF F08BSF F08BTF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; unitary transformations; ZUNMQR; |
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F08BBF | 25 | nagf_lapackeig_dtpqrt factorization of real general triangular-pentagonal matrix Related keywords: DTPQRT; eigenproblem; explicit blocking; LAPACK; least squares; real, triangular-pentagonal matrix; recursive QR; |
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F08BCF | 25 | nagf_lapackeig_dtpmqrt Applies the orthogonal transformation determined by F08BBF Related keywords: DTPMQRT; eigenproblem; explicit blocking; LAPACK; least squares; orthogonal transformations; recursive QR; |
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F08BEF | 16 | nagf_lapackeig_dgeqpf factorization, with column pivoting, of real general rectangular matrix Related keywords: DGEQPF; eigenproblem; finance; LAPACK; LAPACK; least squares; orthogonal transformations; real, by matrix; |
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F08BFF | 22 | nagf_lapackeig_dgeqp3 factorization, with column pivoting, using BLAS-3, of real general rectangular matrix Related keywords: DGEQP3; eigenproblem; finance; LAPACK; LAPACK; least squares; orthogonal transformations; real, by matrix; |
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F08BPF | 25 | nagf_lapackeig_ztpqrt factorization of complex triangular-pentagonal matrix Related keywords: complex, triangular-pentagonal matrix; eigenproblem; explicit blocking; LAPACK; least squares; recursive QR; ZTPQRT; |
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F08BQF | 25 | nagf_lapackeig_ztpmqrt Applies the unitary transformation determined by F08BPF Related keywords: eigenproblem; explicit blocking; LAPACK; least squares; recursive QR; unitary transformations; ZTPMQRT; |
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F08BSF | 16 | nagf_lapackeig_zgeqpf factorization, with column pivoting, of complex general rectangular matrix Related keywords: complex, by matrix; eigenproblem; LAPACK; LAPACK; least squares; ZGEQPF; |
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F08BTF | 22 | nagf_lapackeig_zgeqp3 factorization, with column pivoting, using BLAS-3, of complex general rectangular matrix Related keywords: complex, by matrix; eigenproblem; LAPACK; LAPACK; least squares; ZGEQP3; |
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F08ZBF | 21 | nagf_lapackeig_dggglm Solves a real general Gauss–Markov linear model (GLM) problem Related keywords: DGGGLM; eigenproblem; Gauss–Markov linear model; LAPACK; LAPACK; least squares; real, by matrix; |
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F08ZEF | 22 | nagf_lapackeig_dggqrf Computes a generalized factorization of a real matrix pair Related keywords: DGGQRF; eigenproblem; LAPACK; LAPACK; least squares; real, by matrix; |
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F08ZSF | 22 | nagf_lapackeig_zggqrf Computes a generalized factorization of a complex matrix pair Related keywords: complex, by matrix; eigenproblem; LAPACK; LAPACK; least squares; ZGGQRF; |
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QUADPACK | 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 Related keywords: finance; Gauss–Kronrod quadrature; integration, adaptive; QAGS; quadrature; quadrature, adaptive; |
D01AKF | 8 | nagf_quad_1d_fin_osc One-dimensional quadrature, adaptive, finite interval, method suitable for oscillating functions Related keywords: finance; Gauss–Kronrod quadrature; integration, adaptive; QAG; quadrature; quadrature, adaptive; |
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D01ALF | 8 | nagf_quad_1d_fin_sing One-dimensional quadrature, adaptive, finite interval, allowing for singularities at user-specified break-points Related keywords: finance; Gauss–Kronrod quadrature; integration, adaptive; QAGP; quadrature; quadrature, adaptive; |
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D01AMF | 8 | nagf_quad_1d_inf One-dimensional quadrature, adaptive, infinite or semi-infinite interval Related keywords: finance; Gauss–Kronrod quadrature; integration, adaptive; integration, infinite interval; QAGI; quadrature; quadrature, adaptive; |
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D01ANF | 8 | nagf_quad_1d_fin_wtrig One-dimensional quadrature, adaptive, finite interval, weight function or Related keywords: finance; Gauss–Kronrod quadrature; integration, adaptive; QFOUR; quadrature; quadrature, adaptive; |
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D01APF | 8 | nagf_quad_1d_fin_wsing One-dimensional quadrature, adaptive, finite interval, weight function with end-point singularities of algebraico-logarithmic type Related keywords: finance; Gauss–Kronrod quadrature; integration, adaptive; QAWSE; quadrature; quadrature, adaptive; |
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D01AQF | 8 | nagf_quad_1d_fin_wcauchy One-dimensional quadrature, adaptive, finite interval, weight function , Cauchy principal value (Hilbert transform) Related keywords: Cauchy principal value; finance; Gauss–Kronrod quadrature; Hilbert transform; integration, adaptive; QAWC; quadrature; quadrature, adaptive; |
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D01ASF | 13 | nagf_quad_1d_inf_wtrig One-dimensional quadrature, adaptive, semi-infinite interval, weight function or Related keywords: finance; Gauss–Kronrod quadrature; integration, adaptive; integration, infinite interval; QAWFE; quadrature; quadrature, adaptive; vectorized quadrature; |
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D01ATF | 13 | nagf_quad_1d_fin_bad_vec One-dimensional quadrature, adaptive, finite interval, variant of D01AJF efficient on vector machines Related keywords: Gauss–Kronrod quadrature; integration, adaptive; QAG; QAGS; quadrature; quadrature, adaptive; vectorized quadrature; |
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quadratic polynomial | C02AHF | 14 | nagf_zeros_quadratic_complex All zeros of complex quadratic equation Related keywords: root-finding; zeros of polynomials; |
C02AJF | 14 | nagf_zeros_quadratic_real All zeros of real quadratic equation Related keywords: root-finding; zeros of polynomials; |
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quadrature | D01 Chapter Introduction | Quadrature | |
quadrature, adaptive | D01AHF | 8 | nagf_quad_1d_fin_well One-dimensional quadrature, adaptive, finite interval, strategy due to Patterson, suitable for well-behaved integrands Related keywords: finance; integration, adaptive; quadrature; |
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 Related keywords: finance; Gauss–Kronrod quadrature; integration, adaptive; QAGS; QUADPACK; quadrature; |
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D01AKF | 8 | nagf_quad_1d_fin_osc One-dimensional quadrature, adaptive, finite interval, method suitable for oscillating functions Related keywords: finance; Gauss–Kronrod quadrature; integration, adaptive; QAG; QUADPACK; quadrature; |
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D01ALF | 8 | nagf_quad_1d_fin_sing One-dimensional quadrature, adaptive, finite interval, allowing for singularities at user-specified break-points Related keywords: finance; Gauss–Kronrod quadrature; integration, adaptive; QAGP; QUADPACK; quadrature; |
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D01AMF | 8 | nagf_quad_1d_inf One-dimensional quadrature, adaptive, infinite or semi-infinite interval Related keywords: finance; Gauss–Kronrod quadrature; integration, adaptive; integration, infinite interval; QAGI; QUADPACK; quadrature; |
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D01ANF | 8 | nagf_quad_1d_fin_wtrig One-dimensional quadrature, adaptive, finite interval, weight function or Related keywords: finance; Gauss–Kronrod quadrature; integration, adaptive; QFOUR; QUADPACK; quadrature; |
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D01APF | 8 | nagf_quad_1d_fin_wsing One-dimensional quadrature, adaptive, finite interval, weight function with end-point singularities of algebraico-logarithmic type Related keywords: finance; Gauss–Kronrod quadrature; integration, adaptive; QAWSE; QUADPACK; quadrature; |
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D01AQF | 8 | nagf_quad_1d_fin_wcauchy One-dimensional quadrature, adaptive, finite interval, weight function , Cauchy principal value (Hilbert transform) Related keywords: Cauchy principal value; finance; Gauss–Kronrod quadrature; Hilbert transform; integration, adaptive; QAWC; QUADPACK; quadrature; |
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D01ASF | 13 | nagf_quad_1d_inf_wtrig One-dimensional quadrature, adaptive, semi-infinite interval, weight function or Related keywords: finance; Gauss–Kronrod quadrature; integration, adaptive; integration, infinite interval; QAWFE; QUADPACK; quadrature; vectorized quadrature; |
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D01ATF | 13 | nagf_quad_1d_fin_bad_vec One-dimensional quadrature, adaptive, finite interval, variant of D01AJF efficient on vector machines Related keywords: Gauss–Kronrod quadrature; integration, adaptive; QAG; QAGS; QUADPACK; quadrature; vectorized quadrature; |
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D01AUF | 13 | nagf_quad_1d_fin_osc_vec One-dimensional quadrature, adaptive, finite interval, variant of D01AKF efficient on vector machines Related keywords: finance; integration, adaptive; quadrature; |
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D01DAF | 5 | nagf_quad_2d_fin Two-dimensional quadrature, finite region Related keywords: finance; integration, multidimensional; quadrature; |
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D01EAF | 12 | nagf_quad_md_adapt_multi Multidimensional adaptive quadrature over hyper-rectangle, multiple integrands Related keywords: integration, adaptive; integration, multidimensional; quadrature; vectorized quadrature; |
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D01FCF | 8 | nagf_quad_md_adapt Multidimensional adaptive quadrature over hyper-rectangle Related keywords: finance; integration, adaptive; integration, multidimensional; quadrature; |
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D01RAF | 24 | nagf_quad_1d_gen_vec_multi_rcomm One-dimensional quadrature, adaptive, finite interval, multiple integrands, vectorized abscissae, reverse communication Related keywords: integration, adaptive; quadrature; |
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D01RCF | 24 | nagf_quad_1d_gen_vec_multi_dimreq Determine required array dimensions for D01RAF Related keywords: integration, adaptive; quadrature; |
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D01RGF | 24 | nagf_quad_1d_fin_gonnet_vec One-dimensional quadrature, adaptive, finite interval, strategy due to Gonnet, allowing for badly behaved integrands Related keywords: finance; Gonnet method, quadrature; integration, adaptive; quadrature; |
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quadrature, options | D01ZKF | 24 | nagf_quad_opt_set Option setting routine Related keywords: integration, options; options, computational; quadrature; |
D01ZLF | 24 | nagf_quad_opt_get Option getting routine Related keywords: integration, options; options, computational; quadrature; |
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quadrature non-adaptive | D01ARF | 10 | nagf_quad_1d_indef One-dimensional quadrature, non-adaptive, finite interval with provision for indefinite integrals Related keywords: finance; quadrature; |
D01BDF | 8 | nagf_quad_1d_fin_smooth One-dimensional quadrature, non-adaptive, finite interval Related keywords: finance; integration, non-adaptive; quadrature; |
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D01FBF | 8 | nagf_quad_md_gauss Multidimensional Gaussian quadrature over hyper-rectangle Related keywords: finance; integration, multidimensional; integration, non-adaptive; quadrature; |
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D01GAF | 5 | nagf_quad_1d_data One-dimensional quadrature, integration of function defined by data values, Gill–Miller method Related keywords: finance; Gill–Miller quadrature; integration, non-adaptive; quadrature; |
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D01GBF | 10 | nagf_quad_md_mcarlo Multidimensional quadrature over hyper-rectangle, Monte–Carlo method Related keywords: integration, multidimensional; Monte–Carlo method; quadrature; |
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D01GCF | 10 | nagf_quad_md_numth Multidimensional quadrature, general product region, number-theoretic method Related keywords: integration, multidimensional; Korobov–Conroy method, numerical integration; numerical integration; quadrature; |
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D01GDF | 14 | nagf_quad_md_numth_vec Multidimensional quadrature, general product region, number-theoretic method, variant of D01GCF efficient on vector machines Related keywords: finance; integration, multidimensional; quadrature; |
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D01JAF | 10 | nagf_quad_md_sphere_bad Multidimensional quadrature over an -sphere, allowing for badly behaved integrands Related keywords: finance; integration, multidimensional; quadrature; |
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D01PAF | 10 | nagf_quad_md_simplex Multidimensional quadrature over an -simplex Related keywords: finance; integration, multidimensional; quadrature; |
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D01UAF | 24 | nagf_quad_1d_gauss_vec One-dimensional Gaussian quadrature, choice of weight functions (vectorized) Related keywords: integration, non-adaptive; quadrature; |
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D01UBF | 26 | nagf_quad_1d_inf_exp_wt Non-automatic routine to evaluate Related keywords: integration, non-adaptive; integration, semi-infinite interval; quadrature; |
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quantile regression | G02QFF | 23 | nagf_correg_quantile_linreg_easy Linear quantile regression, simple interface, independent, identically distributed (IID) errors Related keywords: big data; correlation analysis; data analytics; finance; linear quantile regression; nonlinear regression; polynomial regression; regression analysis; |
G02QGF | 23 | nagf_correg_quantile_linreg Linear quantile regression, comprehensive interface Related keywords: big data; correlation analysis; data analytics; finance; linear quantile regression; nonlinear regression; polynomial regression; regression analysis; |
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G02ZKF | 23 | nagf_correg_optset Option setting routine for G02QGF Related keywords: big data; correlation analysis; data analytics; nonlinear regression; options, computational; polynomial regression; regression analysis; |
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G02ZLF | 23 | nagf_correg_optget Option getting routine for G02QGF Related keywords: big data; correlation analysis; data analytics; nonlinear regression; options, computational; polynomial regression; regression analysis; |
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quantiles | G01AMF | 22 | nagf_stat_quantiles Find quantiles of an unordered vector, real numbers Related keywords: finance; Simple Calculations on Statistical Data; |
G01ANF | 23 | nagf_stat_quantiles_stream_fixed Calculates approximate quantiles from a data stream of known size Related keywords: big data; data analytics; data stream; Simple Calculations on Statistical Data; streaming; |
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G01APF | 23 | nagf_stat_quantiles_stream_arbitrary Calculates approximate quantiles from a data stream of unknown size Related keywords: big data; data analytics; data stream; Simple Calculations on Statistical Data; streaming; |
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quarter-wave | C06RGF | 25 | nagf_sum_fft_qtrsine Multiple discrete quarter-wave sine transforms, simple Related keywords: Discrete Fourier Transforms; Fast Fourier Transform; FFT; Fourier Transforms, real; sine transform; summation of series; |
C06RHF | 25 | nagf_sum_fft_qtrcosine Multiple discrete quarter-wave cosine transforms, simple Related keywords: cosine transform; Discrete Fourier Transforms; Fast Fourier Transform; FFT; Fourier Transforms, real; summation of series; |
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quartic polynomials | C02ALF | 20 | nagf_zeros_quartic_real All zeros of real quartic equation Related keywords: root-finding; zeros of polynomials; |
C02ANF | 20 | nagf_zeros_quartic_complex All zeros of complex quartic equation Related keywords: root-finding; zeros of polynomials; |
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quasi-Newton | E04DGF | 12 | nagf_opt_uncon_conjgrd_comp_old Unconstrained minimum, preconditioned conjugate gradient algorithm, using first derivatives (comprehensive) Related keywords: conjugate gradient method; finance; maximizing a function; minimization, unconstrained; minimizing a function; NLP; nonlinear programming; optimization; |
quasi-Newton algorithm | 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) Related keywords: BFGS, Broyden, Fletcher, Goldfarb and Shanno algorithm; data fitting; finance; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; nonlinear least squares; optimization; sum-of-squares minimization; |
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) Related keywords: BFGS, Broyden, Fletcher, Goldfarb and Shanno algorithm; data fitting; finance; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; nonlinear least squares; optimization; sum-of-squares minimization; |
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E04JYF | 18 | nagf_opt_bounds_quasi_func_easy Bound constrained minimum, quasi-Newton algorithm, using function values only (easy-to-use) Related keywords: BFGS, Broyden, Fletcher, Goldfarb and Shanno algorithm; finance; maximizing a function; minimization, simple bound constraints; minimizing a function; NLP; nonlinear programming; optimization; |
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E04KYF | 18 | nagf_opt_bounds_quasi_deriv_easy Bound constrained minimum, quasi-Newton algorithm, using first derivatives (easy-to-use) Related keywords: BFGS, Broyden, Fletcher, Goldfarb and Shanno algorithm; finance; maximizing a function; minimization, simple bound constraints; minimizing a function; NLP; nonlinear programming; optimization; |
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E04VHF | 21 | nagf_opt_nlp2_sparse_solve Nonlinear programming (NLP), sparse, active-set SQP method, using function values and optionally first derivatives, recommended Related keywords: finance; LP, linear programming; maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; nonlinear programming; optimization; sequential QP method; simplex algorithm; SQP; |
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quasi-Newton approximation | 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 Related keywords: data fitting; finance; maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; nonlinear least squares; nonlinear programming; optimization; sequential QP method; sum of squares; |
quasi-random numbers | G05YJF | 21 | nagf_rand_quasi_normal Generates a Normal quasi-random number sequence Related keywords: big data; data analytics; Faure, quasi-random numbers; Gaussian distribution; low-discrepancy sequences; Niederreiter method, quasi-random numbers; Normal distribution; random number generators; random numbers; Sobol, quasi-random numbers; |
G05YKF | 21 | nagf_rand_quasi_lognormal Generates a log-normal quasi-random number sequence Related keywords: big data; data analytics; Faure, quasi-random numbers; log-normal distribution; low-discrepancy sequences; Niederreiter method, quasi-random numbers; random number generators; random numbers; Sobol, quasi-random numbers; |
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G05YLF | 22 | nagf_rand_quasi_init Initializes a quasi-random number generator Related keywords: big data; data analytics; Faure, quasi-random numbers; finance; low-discrepancy sequences; Niederreiter method, quasi-random numbers; random number generators; random numbers; rectangular distribution; Sobol, quasi-random numbers; uniform distribution; |
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G05YMF | 22 | nagf_rand_quasi_uniform Generates a uniform quasi-random number sequence Related keywords: big data; data analytics; finance; low-discrepancy sequences; options, computational; random number generators; random numbers; |
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quicksort, double | M01CAF | 12 | nagf_sort_realvec_sort Sort a vector, real numbers Related keywords: big data; data analytics; searching; sort; sorting; |
quotient | F06BLF | 12 | nagf_blas_ddiv Compute quotient of two real scalars, with overflow flag Related keywords: BLAS; linear algebra support routines; |
QZ algorithm | F08XSF | 20 | nagf_lapackeig_zhgeqz Eigenvalues and generalized Schur factorization of complex generalized upper Hessenberg form reduced from a pair of complex, square, matrices Related keywords: complex, Hermitian, indefinite matrix; eigenproblem; eigenproblem, generalized; eigenvalues; generalized eigenproblem; generalized Schur form; LAPACK; LAPACK; least squares; ZHGEQZ; |
values | G02ECF | 14 | nagf_correg_linregm_rssq_stat Calculates and values from residual sums of squares Related keywords: big data; correlation analysis; values; data analytics; nonlinear regression; polynomial regression; regression analysis; sum of squares; |
random correlation matrix | G05PYF | 22 | nagf_rand_matrix_corr Generates a random correlation matrix Related keywords: big data; data analytics; finance; random number generators; |
random fields | G05ZMF | 24 | nagf_rand_field_1d_user_setup Setup for simulating one-dimensional random fields, user-defined variogram Related keywords: big data; data analytics; options, computational; random number generators; variogram; |
G05ZNF | 24 | nagf_rand_field_1d_predef_setup Setup for simulating one-dimensional random fields Related keywords: big data; data analytics; options, computational; random number generators; variogram; |
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G05ZPF | 24 | nagf_rand_field_1d_generate Generates realizations of a one-dimensional random field Related keywords: big data; data analytics; random number generators; |
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G05ZQF | 24 | nagf_rand_field_2d_user_setup Setup for simulating two-dimensional random fields, user-defined variogram Related keywords: big data; data analytics; options, computational; random number generators; variogram; |
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G05ZRF | 24 | nagf_rand_field_2d_predef_setup Setup for simulating two-dimensional random fields, preset variogram Related keywords: big data; data analytics; options, computational; random number generators; variogram; |
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G05ZSF | 24 | nagf_rand_field_2d_generate Generates realizations of a two-dimensional random field Related keywords: big data; data analytics; random number generators; |
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random integers | G05TAF | 22 | nagf_rand_int_binomial Generates a vector of pseudorandom integers from a binomial distribution Related keywords: big data; binomial distribution; data analytics; finance; random number generators; |
G05TCF | 22 | nagf_rand_int_geom Generates a vector of pseudorandom integers from a geometric distribution Related keywords: big data; data analytics; finance; geometric distribution; random number generators; |
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G05TDF | 22 | nagf_rand_int_general Generates a vector of pseudorandom integers from a general discrete distribution Related keywords: big data; CDF, cumulative distribution function; data analytics; distribution function; finance; random number generators; |
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G05TEF | 22 | nagf_rand_int_hypergeom Generates a vector of pseudorandom integers from a hypergeometric distribution Related keywords: big data; data analytics; finance; hypergeometric distribution; random number generators; |
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G05TFF | 22 | nagf_rand_int_log Generates a vector of pseudorandom integers from a logarithmic distribution Related keywords: big data; data analytics; finance; logarithmic distribution; random number generators; |
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G05TGF | 22 | nagf_rand_int_multinomial Generates a vector of pseudorandom integers from a multinomial distribution Related keywords: big data; data analytics; finance; multinomial distribution; random number generators; |
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G05THF | 22 | nagf_rand_int_negbin Generates a vector of pseudorandom integers from a negative binomial distribution Related keywords: big data; data analytics; finance; negative binomial distribution; Pascal distribution; Polya distribution; random number generators; |
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G05TJF | 22 | nagf_rand_int_poisson Generates a vector of pseudorandom integers from a Poisson distribution Related keywords: big data; data analytics; finance; Poisson distribution; random number generators; |
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G05TKF | 22 | nagf_rand_int_poisson_varmean Generates a vector of pseudorandom integers from a Poisson distribution with varying mean Related keywords: big data; data analytics; finance; Poisson distribution; random number generators; |
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G05TLF | 22 | nagf_rand_int_uniform Generates a vector of pseudorandom integers from a uniform distribution Related keywords: big data; data analytics; finance; random number generators; rectangular distribution; uniform distribution; |
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randomized block design | G04BBF | 16 | nagf_anova_random Analysis of variance, randomized block or completely randomized design, treatment means and standard errors Related keywords: analysis of variance; ANOVA; completely randomized design; standard errors; treatment means; |
random logicals | G05TBF | 22 | nagf_rand_logical Generates a vector of pseudorandom logical values Related keywords: big data; data analytics; finance; probability; random number generators; |
randomness, tests for | G08EAF | 14 | nagf_nonpar_randtest_runs Performs the runs up or runs down test for randomness Related keywords: nonparametric statistics; runs up and runs down test for randomness; |
G08EBF | 14 | nagf_nonpar_randtest_pairs Performs the pairs (serial) test for randomness Related keywords: nonparametric statistics; pairs test for randomness; |
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G08ECF | 14 | nagf_nonpar_randtest_triplets Performs the triplets test for randomness Related keywords: nonparametric statistics; triplets test for randomness; |
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G08EDF | 14 | nagf_nonpar_randtest_gaps Performs the gaps test for randomness Related keywords: gaps test for randomness; nonparametric statistics; |
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random number generators | G05 Chapter Introduction | Random Number Generators Related keywords: big data; data analytics; |
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random numbers | G05KFF | 22 | nagf_rand_init_repeat Initializes a pseudorandom number generator to give a repeatable sequence Related keywords: ACORN; big data; data analytics; mersenne twister; MRG32k3a; options, computational; random number generators; Wichmann Hill; |
G05KGF | 22 | nagf_rand_init_nonrepeat Initializes a pseudorandom number generator to give a non-repeatable sequence Related keywords: ACORN; big data; data analytics; mersenne twister; MRG32k3a; options, computational; random number generators; Wichmann Hill; |
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G05KHF | 22 | nagf_rand_init_leapfrog Primes a pseudorandom number generator for generating multiple streams using leap-frog Related keywords: big data; data analytics; finance; options, computational; random number generators; |
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G05KJF | 22 | nagf_rand_init_skipahead Primes a pseudorandom number generator for generating multiple streams using skip-ahead Related keywords: big data; data analytics; finance; options, computational; random number generators; |
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G05KKF | 23 | nagf_rand_init_skipahead_power2 Primes a pseudorandom number generator for generating multiple streams using skip-ahead, skipping ahead a power of Related keywords: big data; data analytics; finance; options, computational; random number generators; |
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G05RCF | 22 | nagf_rand_copula_students_t Generates a matrix of pseudorandom numbers from a Student's -copula Related keywords: big data; copula; data analytics; finance; random number generators; student's t-copula; |
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G05RDF | 22 | nagf_rand_copula_normal Generates a matrix of pseudorandom numbers from a Gaussian copula Related keywords: big data; copula; data analytics; finance; Gaussian copula; random number generators; |
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G05REF | 23 | nagf_rand_copula_clayton_bivar Generates a matrix of pseudorandom numbers from a bivariate Clayton/Cook–Johnson copula Related keywords: big data; Clayton/Cook–Johnson copula; copula; data analytics; random number generators; |
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G05RFF | 23 | nagf_rand_copula_frank_bivar Generates a matrix of pseudorandom numbers from a bivariate Frank copula Related keywords: big data; copula; data analytics; Frank copula; random number generators; |
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G05RGF | 23 | nagf_rand_copula_plackett_bivar Generates a matrix of pseudorandom numbers from a bivariate Plackett copula Related keywords: big data; copula; data analytics; Plackett copula; random number generators; |
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G05RHF | 23 | nagf_rand_copula_clayton Generates a matrix of pseudorandom numbers from a multivariate Clayton/Cook–Johnson copula Related keywords: big data; Clayton/Cook–Johnson copula; copula; data analytics; random number generators; |
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G05RJF | 23 | nagf_rand_copula_frank Generates a matrix of pseudorandom numbers from a multivariate Frank copula Related keywords: big data; copula; data analytics; Frank copula; random number generators; |
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G05RKF | 23 | nagf_rand_copula_gumbel Generates a matrix of pseudorandom numbers from a Gumbel–Hougaard copula Related keywords: big data; copula; data analytics; Gumbel–Hougard copula; random number generators; |
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G05RYF | 22 | nagf_rand_multivar_students_t Generates a matrix of pseudorandom numbers from a multivariate Student's -distribution Related keywords: big data; data analytics; finance; multivariate Student's -distribution; random number generators; Student's -distribution; |
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G05RZF | 22 | nagf_rand_multivar_normal Generates a matrix of pseudorandom numbers from a multivariate Normal distribution Related keywords: big data; data analytics; finance; Gaussian distribution; multivariate Normal distribution; Normal distribution; random number generators; |
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G05SAF | 22 | nagf_rand_dist_uniform01 Generates a vector of pseudorandom numbers from a uniform distribution over Related keywords: big data; data analytics; finance; random number generators; rectangular distribution; uniform distribution; |
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G05SBF | 22 | nagf_rand_dist_beta Generates a vector of pseudorandom numbers from a beta distribution Related keywords: beta distribution; big data; data analytics; finance; random number generators; |
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G05SCF | 22 | nagf_rand_dist_cauchy Generates a vector of pseudorandom numbers from a Cauchy distribution Related keywords: big data; Cauchy distribution; data analytics; finance; random number generators; |
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G05SDF | 22 | nagf_rand_dist_chisq Generates a vector of pseudorandom numbers from a distribution Related keywords: big data; chi-squared distribution; data analytics; finance; random number generators; |
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G05SEF | 22 | nagf_rand_dist_dirichlet Generates a vector of pseudorandom numbers from a Dirichlet distribution Related keywords: big data; data analytics; Dirichlet distribution; finance; random number generators; |
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G05SFF | 22 | nagf_rand_dist_exp Generates a vector of pseudorandom numbers from an exponential distribution Related keywords: big data; data analytics; exponential distribution; finance; random number generators; |
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G05SGF | 22 | nagf_rand_dist_expmix Generates a vector of pseudorandom numbers from an exponential mix distribution Related keywords: big data; data analytics; exponential distribution; exponential mix distribution; finance; random number generators; |
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G05SHF | 22 | nagf_rand_dist_f Generates a vector of pseudorandom numbers from an -distribution Related keywords: big data; data analytics; -distribution; finance; random number generators; |
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G05SJF | 22 | nagf_rand_dist_gamma Generates a vector of pseudorandom numbers from a gamma distribution Related keywords: big data; data analytics; finance; gamma distribution; random number generators; |
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G05SKF | 22 | nagf_rand_dist_normal Generates a vector of pseudorandom numbers from a Normal distribution Related keywords: big data; data analytics; finance; Gaussian distribution; Normal distribution; random number generators; |
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G05SLF | 22 | nagf_rand_dist_logistic Generates a vector of pseudorandom numbers from a logistic distribution Related keywords: big data; data analytics; finance; logistic distribution; random number generators; |
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G05SMF | 22 | nagf_rand_dist_lognormal Generates a vector of pseudorandom numbers from a log-normal distribution Related keywords: big data; data analytics; finance; log-normal distribution; random number generators; |
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G05SNF | 22 | nagf_rand_dist_students_t Generates a vector of pseudorandom numbers from a Student's -distribution Related keywords: big data; data analytics; finance; random number generators; Student's -distribution; |
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G05SPF | 22 | nagf_rand_dist_triangular Generates a vector of pseudorandom numbers from a triangular distribution Related keywords: big data; data analytics; finance; random number generators; triangular distribution; |
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G05SQF | 22 | nagf_rand_dist_uniform Generates a vector of pseudorandom numbers from a uniform distribution over Related keywords: big data; data analytics; finance; random number generators; rectangular distribution; uniform distribution; |
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G05SRF | 22 | nagf_rand_dist_vonmises Generates a vector of pseudorandom numbers from a von Mises distribution Related keywords: big data; data analytics; finance; random number generators; von Mises distribution; |
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G05SSF | 22 | nagf_rand_dist_weibull Generates a vector of pseudorandom numbers from a Weibull distribution Related keywords: big data; data analytics; finance; random number generators; Weibull distribution; |
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G05YJF | 21 | nagf_rand_quasi_normal Generates a Normal quasi-random number sequence Related keywords: big data; data analytics; Faure, quasi-random numbers; Gaussian distribution; low-discrepancy sequences; Niederreiter method, quasi-random numbers; Normal distribution; quasi-random numbers; random number generators; Sobol, quasi-random numbers; |
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G05YKF | 21 | nagf_rand_quasi_lognormal Generates a log-normal quasi-random number sequence Related keywords: big data; data analytics; Faure, quasi-random numbers; log-normal distribution; low-discrepancy sequences; Niederreiter method, quasi-random numbers; quasi-random numbers; random number generators; Sobol, quasi-random numbers; |
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G05YLF | 22 | nagf_rand_quasi_init Initializes a quasi-random number generator Related keywords: big data; data analytics; Faure, quasi-random numbers; finance; low-discrepancy sequences; Niederreiter method, quasi-random numbers; quasi-random numbers; random number generators; rectangular distribution; Sobol, quasi-random numbers; uniform distribution; |
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G05YMF | 22 | nagf_rand_quasi_uniform Generates a uniform quasi-random number sequence Related keywords: big data; data analytics; finance; low-discrepancy sequences; options, computational; quasi-random numbers; random number generators; |
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G05YNF | 22 | nagf_rand_quasi_init_scrambled Initializes a scrambled quasi-random number generator Related keywords: big data; data analytics; Faure–Tezuka; finance; Niederreiter; Owen; random number generators; scramble; Sobol; |
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random orthogonal matrix | G05PXF | 22 | nagf_rand_matrix_orthog Generates a random orthogonal matrix Related keywords: big data; data analytics; finance; random number generators; |
random permutation | G05NCF | 22 | nagf_rand_permute Pseudorandom permutation of an integer vector Related keywords: big data; data analytics; finance; permutation; random number generators; |
random sample | G05NDF | 22 | nagf_rand_sample Pseudorandom sample from an integer vector Related keywords: big data; data analytics; finance; random number generators; sample, random; |
G05NEF | 23 | nagf_rand_sample_wgt Pseudorandom sample, without replacement, unequal weights Related keywords: big data; data analytics; random number generators; sample, random; |
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random two-way table | G05PZF | 22 | nagf_rand_matrix_2waytable Generates a random two-way table Related keywords: big data; data analytics; finance; random number generators; two-way contingency table; |
range | G13AUF | 14 | nagf_tsa_uni_means Computes quantities needed for range-mean or standard deviation-mean plot Related keywords: big data; data analytics; finance; mean; range-mean plot; standard deviation; time series; time series analysis; |
range-mean plot | G13AUF | 14 | nagf_tsa_uni_means Computes quantities needed for range-mean or standard deviation-mean plot Related keywords: big data; data analytics; finance; mean; range; standard deviation; time series; time series analysis; |
rank data | M01DZF | 12 | nagf_sort_arbitrary_rank Rank arbitrary data Related keywords: big data; data analytics; searching; sorting; |
rank matrix updates | F06PMF | 12 | nagf_blas_dger Rank-1 update, real rectangular matrix Related keywords: BLAS; blas, real matrices; dger; linear algebra support routines; real, by matrix; |
F06PPF | 12 | nagf_blas_dsyr Rank-1 update, real symmetric matrix Related keywords: BLAS; blas, real matrices; dsyr; linear algebra support routines; real, indefinite, symmetric matrix; |
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F06PQF | 12 | nagf_blas_dspr Rank-1 update, real symmetric packed matrix Related keywords: BLAS; blas, real matrices; dspr; linear algebra support routines; real, indefinite, symmetric matrix; |
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F06PRF | 12 | nagf_blas_dsyr2 Rank-2 update, real symmetric matrix Related keywords: BLAS; blas, real matrices; dsyr2; linear algebra support routines; real, indefinite, symmetric matrix; |
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F06PSF | 12 | nagf_blas_dspr2 Rank-2 update, real symmetric packed matrix Related keywords: BLAS; blas, real matrices; dspr2; linear algebra support routines; real, indefinite, symmetric matrix; |
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F06QPF | 13 | nagf_blas_dutr1 factorization by sequence of plane rotations, rank-1 update of real upper triangular matrix Related keywords: BLAS; linear algebra support routines; factorization; real, triangular matrix; rotation, elementary; |
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F06QQF | 13 | nagf_blas_dutupd factorization by sequence of plane rotations, real upper triangular matrix augmented by a full row Related keywords: BLAS; linear algebra support routines; factorization; real, triangular matrix; rotation, elementary; |
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F06QRF | 13 | nagf_blas_duhqr or factorization by sequence of plane rotations, real upper Hessenberg matrix Related keywords: BLAS; linear algebra support routines; factorization; real, Hessenberg matrix; rotation, elementary; RQ factorizations; |
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F06QSF | 13 | nagf_blas_dusqr or factorization by sequence of plane rotations, real upper spiked matrix Related keywords: BLAS; linear algebra support routines; factorization; real, nonsymmetric matrix; rotation, elementary; RQ factorizations; |
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F06QTF | 13 | nagf_blas_dutsqr factorization of or factorization of , real upper triangular, a sequence of plane rotations Related keywords: BLAS; linear algebra support routines; factorization; rotation, elementary; RQ factorizations; |
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F06SMF | 12 | nagf_blas_zgeru Rank-1 update, complex rectangular matrix, unconjugated vector Related keywords: BLAS; blas, complex matrices; complex, by matrix; linear algebra support routines; zgeru; |
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F06SNF | 12 | nagf_blas_zgerc Rank-1 update, complex rectangular matrix, conjugated vector Related keywords: BLAS; blas, complex matrices; complex, by matrix; linear algebra support routines; zgerc; |
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F06SPF | 12 | nagf_blas_zher Rank-1 update, complex Hermitian matrix Related keywords: BLAS; blas, complex matrices; complex, Hermitian matrix; linear algebra support routines; zher; |
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F06SQF | 12 | nagf_blas_zhpr Rank-1 update, complex Hermitian packed matrix Related keywords: BLAS; blas, complex matrices; complex, Hermitian matrix; linear algebra support routines; zhpr; |
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F06SRF | 12 | nagf_blas_zher2 Rank-2 update, complex Hermitian matrix Related keywords: BLAS; blas, complex matrices; complex, Hermitian matrix; linear algebra support routines; zher2; |
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F06SSF | 12 | nagf_blas_zhpr2 Rank-2 update, complex Hermitian packed matrix Related keywords: BLAS; blas, complex matrices; complex, Hermitian matrix; linear algebra support routines; zhpr2; |
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F06TBF | 21 | nagf_blas_zsyr Rank-1 update, complex symmetric matrix Related keywords: BLAS; complex, symmetric matrix; linear algebra support routines; |
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F06TDF | 21 | nagf_blas_zspr Rank-1 update, complex symmetric packed matrix Related keywords: BLAS; complex, symmetric matrix; linear algebra support routines; |
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F06TPF | 13 | nagf_blas_zutr1 factorization by sequence of plane rotations, rank-1 update of complex upper triangular matrix Related keywords: BLAS; complex, triangular matrix; linear algebra support routines; factorization; |
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F06WCF | 23 | nagf_blas_dsfrk Rank- update of a real symmetric matrix, Rectangular Full Packed format Related keywords: BLAS; blas, real matrices; dsfrk; linear algebra support routines; real, indefinite, symmetric matrix; |
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F06WQF | 23 | nagf_blas_zhfrk Rank- update of a complex Hermitian matrix, Rectangular Full Packed format Related keywords: BLAS; blas, complex matrices; complex, Hermitian, indefinite matrix; linear algebra support routines; zherk; |
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F06YRF | 14 | nagf_blas_dsyr2k Rank- update of a real symmetric matrix Related keywords: BLAS; blas, real matrices; dsyr2k; linear algebra support routines; real, indefinite, symmetric matrix; |
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F06ZPF | 14 | nagf_blas_zherk Rank- update of a complex Hermitian matrix Related keywords: BLAS; blas, complex matrices; complex, Hermitian, indefinite matrix; linear algebra support routines; zherk; |
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F06ZRF | 14 | nagf_blas_zher2k Rank- update of a complex Hermitian matrix Related keywords: BLAS; blas, complex matrices; complex, Hermitian, indefinite matrix; linear algebra support routines; zher2k; |
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F06ZUF | 14 | nagf_blas_zsyrk Rank- update of a complex symmetric matrix Related keywords: BLAS; blas, complex matrices; complex, symmetric matrix; linear algebra support routines; zher2k; |
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F06ZWF | 14 | nagf_blas_zsyr2k Rank- update of a complex symmetric matrix Related keywords: BLAS; blas, complex matrices; complex, symmetric matrix; linear algebra support routines; zsyr2k; |
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rank matrix | M01DEF | 12 | nagf_sort_realmat_rank_rows Rank rows of a matrix, real numbers Related keywords: big data; data analytics; searching; sorting; |
M01DFF | 12 | nagf_sort_intmat_rank_rows Rank rows of a matrix, integer numbers Related keywords: big data; data analytics; searching; sorting; |
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M01DJF | 12 | nagf_sort_realmat_rank_columns Rank columns of a matrix, real numbers Related keywords: big data; data analytics; searching; sorting; |
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M01DKF | 12 | nagf_sort_intmat_rank_columns Rank columns of a matrix, integer numbers Related keywords: big data; data analytics; searching; sorting; |
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rank scores | G01DHF | 15 | nagf_stat_ranks_and_scores Ranks, Normal scores, approximate Normal scores or exponential (Savage) scores Related keywords: Blom scores; exponential scores; finance; Savage scores; Simple Calculations on Statistical Data; Tukey scores; van der Waerden scores; |
rank statistics | G12ABF | 23 | nagf_surviv_logrank Computes rank statistics for comparing survival curves Related keywords: log rank test; survival analysis; |
rank vector | M01DAF | 12 | nagf_sort_realvec_rank Rank a vector, real numbers Related keywords: big data; data analytics; searching; sorting; |
M01DBF | 12 | nagf_sort_intvec_rank Rank a vector, integer numbers Related keywords: big data; data analytics; searching; sorting; |
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M01DCF | 12 | nagf_sort_charvec_rank Rank a vector, character data Related keywords: big data; data analytics; searching; sorting; |
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M01EAF | 12 | nagf_sort_realvec_rank_rearrange Rearrange a vector according to given ranks, real numbers Related keywords: big data; data analytics; rearrange vector; searching; sorting; |
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M01EBF | 12 | nagf_sort_intvec_rank_rearrange Rearrange a vector according to given ranks, integer numbers Related keywords: big data; data analytics; rearrange vector; searching; sorting; |
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M01ECF | 12 | nagf_sort_charvec_rank_rearrange Rearrange a vector according to given ranks, character data Related keywords: big data; data analytics; rearrange vector; searching; sorting; |
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M01EDF | 19 | nagf_sort_cmplxvec_rank_rearrange Rearrange a vector according to given ranks, complex numbers Related keywords: big data; data analytics; rearrange vector; searching; sorting; |
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rational interpolant | E01RAF | 9 | nagf_interp_1d_ratnl Interpolating functions, rational interpolant, one variable Related keywords: interpolation; one-dimensional; |
E01RBF | 9 | nagf_interp_1d_ratnl_eval Interpolated values, evaluate rational interpolant computed by E01RAF, one variable Related keywords: interpolation; one-dimensional; |
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read | X10CEF | 26 | Read an integer scalar from the callback data object Related keywords: adjoint derivatives; AD scalar; AD utility operations; automatic differentiation; callback data object; integer scalar; |
X10CFF | 26 | Read a real (working precision) scalar from the callback data object Related keywords: adjoint derivatives; AD scalar; AD utility operations; automatic differentiation; callback data object; real scalar; working precision; |
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X10CJF | 26 | Read a scalar of type nagad_a1w_w_rtype from the callback data object Related keywords: adjoint derivatives; AD scalar; AD utility operations; automatic differentiation; callback dataobject; nagad_a1w_w_rtype; |
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read record | X04BBF | 12 | nagf_file_line_read Read formatted record from external file Related keywords: input utilities; output utilities; |
real, almost block-diagonal matrix | F01LHF | 13 | nagf_matop_real_gen_blkdiag_lu factorization of real almost block diagonal matrix Related keywords: inversion; LU decomposition; matrix operations; |
F04LHF | 13 | nagf_linsys_real_blkdiag_fac_solve Solution of real almost block diagonal simultaneous linear equations (coefficient matrix already factorized by F01LHF) Related keywords: big data; data analytics; linear equations; simultaneous linear equations; |
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real, band, by matrix | F06PBF | 12 | nagf_blas_dgbmv Matrix-vector product, real rectangular band matrix Related keywords: BLAS; blas, real matrices; dgbmv; linear algebra support routines; matrix, band; multiply, matrix; |
F06RBF | 15 | nagf_blas_dlangb -norm, -norm, Frobenius norm, largest absolute element, real band matrix Related keywords: 1-norm; BLAS; Frobenius norm; infinity-norm; linear algebra support routines; matrix, band; norm, matrix; |
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F08LEF | 19 | nagf_lapackeig_dgbbrd Performs a reduction of real rectangular band matrix to upper bidiagonal form Related keywords: DGBBRD; eigenproblem; Givens rotations; LAPACK; LAPACK; least squares; matrix, band; |
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F08LSF | 19 | nagf_lapackeig_zgbbrd Reduction of complex rectangular band matrix to upper bidiagonal form Related keywords: eigenproblem; Givens rotations; LAPACK; LAPACK; least squares; matrix, band; ZGBBRD; |
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F16RBF | 23 | nagf_blast_dgb_norm -norm, -norm, Frobenius norm, largest absolute element, real band matrix Related keywords: 1-norm; absolute value; absolute value; banded matrix; Frobenius norm; further linear algebra support routines; infinity-norm; matrix, band; norm, matrix; |
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real, band, positive-definite, symmetric matrix | F01BUF | 7 | nagf_matop_real_symm_posdef_fac factorization of real symmetric positive definite band matrix Related keywords: decomposition, matrix; inversion; matrix, band; matrix operations; decomposition; |
F01BVF | 7 | nagf_matop_real_symm_posdef_geneig Reduction to standard form, generalized real symmetric-definite banded eigenproblem Related keywords: eigenproblem, generalized; generalized eigenproblem; inversion; matrix, band; matrix operations; |
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F01MCF | 8 | nagf_matop_real_vband_posdef_fac factorization of real symmetric positive definite variable-bandwidth matrix Related keywords: inversion; decomposition; matrix, band; matrix operations; |
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F03BHF | 23 | nagf_det_real_band_sym Determinant of real symmetric positive definite banded matrix previously factorized by F07HDF Related keywords: determinant; |
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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 Related keywords: big data; data analytics; forward error; linear equations; simultaneous linear equations; |
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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) Related keywords: big data; data analytics; linear equations; matrix, band; simultaneous linear equations; |
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F07HAF | 21 | nagf_lapacklin_dpbsv Computes the solution to a real symmetric positive definite banded system of linear equations Related keywords: Cholesky decomposition; DPBSV; LAPACK; linear equations; matrix, band; |
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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 Related keywords: backward error; Cholesky decomposition; condition number, matrix; DPBSVX; error bound, matrix; forward error; LAPACK; linear equations; matrix, band; |
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F07HDF | 15 | nagf_lapacklin_dpbtrf Cholesky factorization of real symmetric positive definite band matrix Related keywords: Cholesky decomposition; DPBTRF; finance; LAPACK; linear equations; matrix, band; |
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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 Related keywords: Cholesky decomposition; DPBTRS; finance; LAPACK; linear equations; matrix, band; |
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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 Related keywords: DPBEQU; equilibration; LAPACK; linear equations; matrix, band; scaling; |
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F07HGF | 15 | nagf_lapacklin_dpbcon Estimate condition number of real symmetric positive definite band matrix, matrix already factorized by F07HDF Related keywords: condition number, matrix; DPBCON; LAPACK; linear equations; matrix, band; |
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F07HHF | 15 | nagf_lapacklin_dpbrfs Refined solution with error bounds of real symmetric positive definite band system of linear equations, multiple right-hand sides Related keywords: backward error; Cholesky decomposition; DPBRFS; forward error; LAPACK; linear equations; matrix, band; |
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F08UAF | 21 | nagf_lapackeig_dsbgv Computes all the eigenvalues, and optionally, the eigenvectors of a real banded generalized symmetric-definite eigenproblem Related keywords: DSBGV; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; |
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F08UBF | 21 | nagf_lapackeig_dsbgvx Computes selected eigenvalues, and optionally, the eigenvectors of a real banded generalized symmetric-definite eigenproblem Related keywords: DSBGVX; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; |
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F08UCF | 21 | nagf_lapackeig_dsbgvd Computes all the eigenvalues, and optionally, the eigenvectors of a real banded generalized symmetric-definite eigenproblem (divide-and-conquer) Related keywords: divide-and-conquer method; DSBGVX; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; |
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F08UEF | 19 | nagf_lapackeig_dsbgst Performs a reduction of real symmetric-definite banded generalized eigenproblem to standard form , such that has the same bandwidth as Related keywords: DSBGST; eigenproblem; eigenproblem, generalized; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; |
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F08UFF | 19 | nagf_lapackeig_dpbstf Computes a split Cholesky factorization of real symmetric positive definite band matrix Related keywords: Cholesky decomposition; DPBSTF; DSBGST; eigenproblem; eigenproblem, generalized; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; |
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real, band, symmetric matrix | F06PDF | 12 | nagf_blas_dsbmv Matrix-vector product, real symmetric band matrix Related keywords: BLAS; blas, real matrices; dsbmv; linear algebra support routines; matrix, band; multiply, matrix; |
F06REF | 15 | nagf_blas_dlansb -norm, -norm, Frobenius norm, largest absolute element, real symmetric band matrix Related keywords: 1-norm; BLAS; Frobenius norm; infinity-norm; linear algebra support routines; matrix, band; norm, matrix; |
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F08HAF | 21 | nagf_lapackeig_dsbev Computes all eigenvalues and, optionally, eigenvectors of a real symmetric band matrix Related keywords: DSBEV; eigenproblem; LAPACK; LAPACK; least squares; matrix, band; algorithm; |
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F08HBF | 21 | nagf_lapackeig_dsbevx Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric band matrix Related keywords: DSBEVX; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; |
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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 or algorithm) Related keywords: divide-and-conquer method; DSBEVX; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; Pal–Walker–Kahan ( or ) algorithm; |
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F08HEF | 16 | nagf_lapackeig_dsbtrd Performs an orthogonal reduction of real symmetric band matrix to symmetric tridiagonal form Related keywords: DSBTRD; eigenproblem; LAPACK; LAPACK; least squares; matrix, band; orthogonal transformations; |
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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 Related keywords: big data; data analytics; eigenproblem, initialization; large scale eigenproblems; |
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F12FGF | 21 | nagf_sparseig_real_symm_band_solve Selected eigenvalues and, optionally, eigenvectors of a real symmetric banded eigenproblem, driver Related keywords: big data; data analytics; eigenproblem, banded; eigenvalues; eigenvectors; large scale eigenproblems; |
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real, band, triangular matrix | F06PGF | 12 | nagf_blas_dtbmv Matrix-vector product, real triangular band matrix Related keywords: BLAS; blas, real matrices; dtbmv; linear algebra support routines; matrix, band; multiply, matrix; |
F06PKF | 12 | nagf_blas_dtbsv System of equations, real triangular band matrix Related keywords: BLAS; blas, real matrices; dtbsv; linear algebra support routines; linear equations; matrix, band; |
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F06RLF | 15 | nagf_blas_dlantb -norm, -norm, Frobenius norm, largest absolute element, real triangular band matrix Related keywords: 1-norm; BLAS; Frobenius norm; infinity-norm; linear algebra support routines; norm, matrix; |
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F07VEF | 15 | nagf_lapacklin_dtbtrs Solution of real band triangular system of linear equations, multiple right-hand sides Related keywords: DTBTRS; LAPACK; linear equations; matrix, band; |
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F07VGF | 15 | nagf_lapacklin_dtbcon Estimate condition number of real band triangular matrix Related keywords: condition number, matrix; DTBCON; LAPACK; linear equations; matrix, band; |
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F07VHF | 15 | nagf_lapacklin_dtbrfs Error bounds for solution of real band triangular system of linear equations, multiple right-hand sides Related keywords: backward error; DTBRFS; error bound, matrix; forward error; LAPACK; linear equations; matrix, band; |
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real, band matrix | F04BBF | 21 | nagf_linsys_real_band_solve Computes the solution, estimated condition number and error-bound to a real banded system of linear equations Related keywords: big data; data analytics; forward error; linear equations; matrix, band; simultaneous linear equations; |
F07BAF | 21 | nagf_lapacklin_dgbsv Computes the solution to a real banded system of linear equations Related keywords: DGBSV; LAPACK; linear equations; decomposition; matrix, band; |
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F07BBF | 21 | nagf_lapacklin_dgbsvx Uses the factorization to compute the solution, error-bound and condition estimate for a real banded system of linear equations Related keywords: backward error; condition number, matrix; DGBSVX; error bound, matrix; forward error; LAPACK; linear equations; decomposition; matrix, band; |
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F07BDF | 15 | nagf_lapacklin_dgbtrf factorization of real by band matrix Related keywords: DGBTRF; LAPACK; linear equations; decomposition; matrix, band; |
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F07BEF | 15 | nagf_lapacklin_dgbtrs Solution of real band system of linear equations, multiple right-hand sides, matrix already factorized by F07BDF Related keywords: DGBTRS; LAPACK; linear equations; decomposition; matrix, band; |
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F07BFF | 22 | nagf_lapacklin_dgbequ Computes row and column scalings intended to equilibrate a real banded matrix and reduce its condition number Related keywords: DGBEQU; equilibration; LAPACK; linear equations; matrix, band; scaling; |
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F07BGF | 15 | nagf_lapacklin_dgbcon Estimate condition number of real band matrix, matrix already factorized by F07BDF Related keywords: condition number, matrix; DGBCON; LAPACK; linear equations; matrix, band; |
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F07BHF | 15 | nagf_lapacklin_dgbrfs Refined solution with error bounds of real band system of linear equations, multiple right-hand sides Related keywords: backward error; DGBRFS; forward error; LAPACK; linear equations; decomposition; matrix, band; |
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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 Related keywords: big data; data analytics; eigenproblem, initialization; large scale eigenproblems; |
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F12AGF | 21 | nagf_sparseig_real_band_solve Selected eigenvalues and, optionally, eigenvectors of a real nonsymmetric banded eigenproblem, driver Related keywords: big data; data analytics; eigenproblem, banded; eigenvalues; eigenvectors; large scale eigenproblems; |
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real, bidiagonal matrix | F08MDF | 22 | nagf_lapackeig_dbdsdc Computes the singular value decomposition of a real bidiagonal matrix, optionally computing the singular vectors (divide-and-conquer) Related keywords: DBDSDC; divide-and-conquer method; eigenproblem; LAPACK; LAPACK; least squares; matrix, band; algorithm; SVD, singular value decomposition; |
F08MEF | 16 | nagf_lapackeig_dbdsqr Performs an SVD of real bidiagonal matrix reduced from real general matrix Related keywords: DBDSQR; differential qd algorithm; eigenproblem; LAPACK; LAPACK; least squares; matrix, band; algorithm; algorithm; SVD, singular value decomposition; |
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F08MSF | 16 | nagf_lapackeig_zbdsqr Performs an SVD of real bidiagonal matrix reduced from complex general matrix Related keywords: differential qd algorithm; eigenproblem; LAPACK; LAPACK; least squares; matrix, band; algorithm; algorithm; SVD, singular value decomposition; ZBDSQR; |
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real, Hessenberg matrix | F06QRF | 13 | nagf_blas_duhqr or factorization by sequence of plane rotations, real upper Hessenberg matrix Related keywords: BLAS; linear algebra support routines; factorization; rank matrix updates; rotation, elementary; RQ factorizations; |
F06RMF | 15 | nagf_blas_dlanhs -norm, -norm, Frobenius norm, largest absolute element, real upper Hessenberg matrix Related keywords: 1-norm; BLAS; Frobenius norm; infinity-norm; linear algebra support routines; norm, matrix; |
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F08PKF | 16 | nagf_lapackeig_dhsein Computes selected right and/or left eigenvectors of real upper Hessenberg matrix by inverse iteration Related keywords: DHSEIN; eigenproblem; eigenvectors; inverse iteration; LAPACK; LAPACK; least squares; |
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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 Related keywords: DHGEQZ; eigenproblem; eigenvalues; generalized Schur form; LAPACK; LAPACK; least squares; |
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real, indefinite, symmetric matrix | F01EDF | 23 | nagf_matop_real_symm_matrix_exp Real symmetric matrix exponential Related keywords: exponential, matrix; finance; inversion; matrix exponential; matrix operations; |
F01EFF | 23 | nagf_matop_real_symm_matrix_fun Function of a real symmetric matrix Related keywords: finance; functions, matrix; inversion; matrix functions; matrix operations; |
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F04BHF | 21 | nagf_linsys_real_symm_solve Computes the solution, estimated condition number and error-bound to a real symmetric system of linear equations Related keywords: big data; data analytics; forward error; linear equations; simultaneous linear equations; |
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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 Related keywords: big data; data analytics; forward error; linear equations; simultaneous linear equations; |
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F06PCF | 12 | nagf_blas_dsymv Matrix-vector product, real symmetric matrix Related keywords: BLAS; blas, real matrices; dsymv; linear algebra support routines; multiply, matrix; |
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F06PEF | 12 | nagf_blas_dspmv Matrix-vector product, real symmetric packed matrix Related keywords: BLAS; blas, real matrices; dspmv; linear algebra support routines; multiply, matrix; |
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F06PPF | 12 | nagf_blas_dsyr Rank-1 update, real symmetric matrix Related keywords: BLAS; blas, real matrices; dsyr; linear algebra support routines; rank matrix updates; |
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F06PQF | 12 | nagf_blas_dspr Rank-1 update, real symmetric packed matrix Related keywords: BLAS; blas, real matrices; dspr; linear algebra support routines; rank matrix updates; |
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F06PRF | 12 | nagf_blas_dsyr2 Rank-2 update, real symmetric matrix Related keywords: BLAS; blas, real matrices; dsyr2; linear algebra support routines; rank matrix updates; |
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F06PSF | 12 | nagf_blas_dspr2 Rank-2 update, real symmetric packed matrix Related keywords: BLAS; blas, real matrices; dspr2; linear algebra support routines; rank matrix updates; |
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F06QMF | 13 | nagf_blas_dsysrc Orthogonal similarity transformation of real symmetric matrix as a sequence of plane rotations Related keywords: BLAS; linear algebra support routines; rotation, elementary; |
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F06RCF | 15 | nagf_blas_dlansy -norm, -norm, Frobenius norm, largest absolute element, real symmetric matrix Related keywords: 1-norm; BLAS; Frobenius norm; infinity-norm; linear algebra support routines; norm, matrix; |
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F06RDF | 15 | nagf_blas_dlansp -norm, -norm, Frobenius norm, largest absolute element, real symmetric matrix, packed storage Related keywords: 1-norm; BLAS; Frobenius norm; infinity-norm; linear algebra support routines; norm, matrix; |
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F06WCF | 23 | nagf_blas_dsfrk Rank- update of a real symmetric matrix, Rectangular Full Packed format Related keywords: BLAS; blas, real matrices; dsfrk; linear algebra support routines; rank matrix updates; |
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F06YCF | 14 | nagf_blas_dsymm Matrix-matrix product, one real symmetric matrix, one real rectangular matrix Related keywords: BLAS; blas, real matrices; dsymm; linear algebra support routines; multiply, matrix; real, by matrix; |
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F06YPF | 14 | nagf_blas_dsyrk Rank- update of a real symmetric matrix Related keywords: BLAS; blas, real matrices; dsyrk; linear algebra support routines; |
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F06YRF | 14 | nagf_blas_dsyr2k Rank- update of a real symmetric matrix Related keywords: BLAS; blas, real matrices; dsyr2k; linear algebra support routines; rank matrix updates; |
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F07MAF | 21 | nagf_lapacklin_dsysv Computes the solution to a real symmetric system of linear equations Related keywords: diagonal pivoting method; DSYSV; LAPACK; LDLT decomposition; linear equations; decompositiuon; |
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F07MBF | 21 | nagf_lapacklin_dsysvx Uses the diagonal pivoting factorization to compute the solution to a real symmetric system of linear equations Related keywords: backward error; diagonal pivoting method; DSYSVX; forward error; LAPACK; LDLT decomposition; linear equations; decompositiuon; |
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F07MDF | 15 | nagf_lapacklin_dsytrf Bunch–Kaufman factorization of real symmetric indefinite matrix Related keywords: Bunch–Kaufman factorization; diagonal pivoting method; DSYTRF; LAPACK; linear equations; |
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F07MEF | 15 | nagf_lapacklin_dsytrs Solution of real symmetric indefinite system of linear equations, multiple right-hand sides, matrix already factorized by F07MDF Related keywords: Bunch–Kaufman factorization; diagonal pivoting method; DSYTRS; LAPACK; linear equations; |
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F07MGF | 15 | nagf_lapacklin_dsycon Estimate condition number of real symmetric indefinite matrix, matrix already factorized by F07MDF Related keywords: Bunch–Kaufman factorization; condition number, matrix; diagonal pivoting method; DSYCON; LAPACK; linear equations; |
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F07MHF | 15 | nagf_lapacklin_dsyrfs Refined solution with error bounds of real symmetric indefinite system of linear equations, multiple right-hand sides Related keywords: backward error; Bunch–Kaufman factorization; diagonal pivoting method; DSYRFS; forward error; LAPACK; linear equations; |
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F07MJF | 15 | nagf_lapacklin_dsytri Inverse of real symmetric indefinite matrix, matrix already factorized by F07MDF Related keywords: Bunch–Kaufman factorization; diagonal pivoting method; DSYTRI; inverse, matrix; LAPACK; linear equations; |
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F07PAF | 21 | nagf_lapacklin_dspsv Computes the solution to a real symmetric system of linear equations, packed storage Related keywords: diagonal pivoting method; DSPSV; LAPACK; decomposition; linear equations; decomposition; |
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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 Related keywords: backward error; condition number, matrix; diagonal pivoting method; DSPSVX; error bound, matrix; forward error; LAPACK; decomposition; linear equations; decomposition; |
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F07PDF | 15 | nagf_lapacklin_dsptrf Bunch–Kaufman factorization of real symmetric indefinite matrix, packed storage Related keywords: Bunch–Kaufman factorization; diagonal pivoting method; DSPTRF; LAPACK; linear equations; |
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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 Related keywords: Bunch–Kaufman factorization; diagonal pivoting method; DSPTRS; LAPACK; linear equations; |
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F07PGF | 15 | nagf_lapacklin_dspcon Estimate condition number of real symmetric indefinite matrix, matrix already factorized by F07PDF, packed storage Related keywords: Bunch–Kaufman factorization; condition number, matrix; diagonal pivoting method; DSPCON; LAPACK; linear equations; |
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F07PHF | 15 | nagf_lapacklin_dsprfs Refined solution with error bounds of real symmetric indefinite system of linear equations, multiple right-hand sides, packed storage Related keywords: backward error; Bunch–Kaufman factorization; diagonal pivoting method; DSPRFS; forward error; LAPACK; linear equations; |
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F07PJF | 15 | nagf_lapacklin_dsptri Inverse of real symmetric indefinite matrix, matrix already factorized by F07PDF, packed storage Related keywords: Bunch–Kaufman factorization; diagonal pivoting method; DSPTRI; inverse, matrix; LAPACK; linear equations; |
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F08FAF | 21 | nagf_lapackeig_dsyev Computes all eigenvalues and, optionally, eigenvectors of a real symmetric matrix Related keywords: DSYEV; eigenproblem; eigenvalues; eigenvectors; finance; LAPACK; LAPACK; least squares; |
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F08FBF | 21 | nagf_lapackeig_dsyevx Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix Related keywords: DSYEVX; eigenproblem; eigenvalues; eigenvectors; finance; LAPACK; LAPACK; least squares; |
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F08FCF | 19 | nagf_lapackeig_dsyevd Computes all eigenvalues and, optionally, all eigenvectors of real symmetric matrix (divide-and-conquer) Related keywords: divide-and-conquer method; DSYEVD; eigenproblem; eigenvalues; eigenvectors; finance; LAPACK; LAPACK; least squares; |
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F08FDF | 21 | nagf_lapackeig_dsyevr Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix (Relatively Robust Representations) Related keywords: dqds algorithm; DSYEVR; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; relatively robust representations; |
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F08FEF | 16 | nagf_lapackeig_dsytrd Orthogonal reduction of real symmetric matrix to symmetric tridiagonal form Related keywords: DSYTRD; eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; |
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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 Related keywords: complex, Hermitian, indefinite matrix; condition number, matrix; DDISNA; eigenproblem; eigenvectors; finance; LAPACK; LAPACK; least squares; |
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F08GAF | 21 | nagf_lapackeig_dspev Computes all eigenvalues and, optionally, eigenvectors of a real symmetric matrix, packed storage Related keywords: DSPEV; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; orthogonal transformations; algorithm; |
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F08GBF | 21 | nagf_lapackeig_dspevx Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix, packed storage Related keywords: DSPEVX; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; orthogonal transformations; |
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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 or algorithm) Related keywords: divide-and-conquer method; DSPEVD; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; Pal–Walker–Kahan ( or ) algorithm; |
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F08GEF | 16 | nagf_lapackeig_dsptrd Orthogonal reduction of real symmetric matrix to symmetric tridiagonal form, packed storage Related keywords: DSPTRD; eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; |
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real, by matrix | F01BLF | 5 | nagf_matop_real_gen_pseudinv Pseudo-inverse and rank of real by matrix Related keywords: inversion; matrix, rank; matrix operations; pseudo-inverse; |
F01QJF | 14 | nagf_matop_real_gen_rq factorization of real by matrix Related keywords: inversion; matrix operations; RQ factorizations; |
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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 Related keywords: big data; data analytics; eigenvalues; eigenvectors; SVD, singular value decomposition; |
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F04AMF | 2 | nagf_linsys_real_gen_lsqsol Least squares solution of real equations in unknowns, rank , using iterative refinement (Black Box) Related keywords: big data; data analytics; linear equations, overdetermined; linear least squares; simultaneous linear equations; |
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F04JGF | 8 | nagf_linsys_real_gen_solve Least squares (if rank ) or minimal least squares (if rank ) solution of real equations in unknowns, Related keywords: big data; data analytics; linear equations, overdetermined; linear least squares; simultaneous linear equations; |
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F04QAF | 11 | nagf_linsys_real_gen_sparse_lsqsol Sparse linear least squares problem, real equations in unknowns Related keywords: big data; data analytics; least squares; matrix, sparse; regression; ridge; simultaneous linear equations; |
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F04YAF | 11 | nagf_linsys_real_gen_lsq_covmat Covariance matrix for linear least squares problems, real equations in unknowns Related keywords: big data; covariance matrix; data analytics; least squares; simultaneous linear equations; |
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F04YDF | 24 | nagf_linsys_real_gen_norm_rcomm Norm estimation (for use in condition estimation), real rectangular matrix Related keywords: -norm; big data; data analytics; norm, matrix; simultaneous linear equations; |
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F06PAF | 12 | nagf_blas_dgemv Matrix-vector product, real rectangular matrix Related keywords: BLAS; blas, real matrices; dgemv; finance; linear algebra support routines; multiply, matrix; |
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F06PMF | 12 | nagf_blas_dger Rank-1 update, real rectangular matrix Related keywords: BLAS; blas, real matrices; dger; linear algebra support routines; rank matrix updates; |
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F06QFF | 13 | nagf_blas_dmcopy Matrix copy, real rectangular or trapezoidal matrix Related keywords: BLAS; copy, vectors and matrices; elementary arithmetic; finance; linear algebra support routines; real, trapezoidal matrix; |
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F06QHF | 13 | nagf_blas_dmload Matrix initialization, real rectangular matrix Related keywords: BLAS; elementary arithmetic; finance; linear algebra support routines; |
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F06QJF | 13 | nagf_blas_dgeap Permute rows or columns, real rectangular matrix, permutations represented by an integer array Related keywords: BLAS; linear algebra support routines; permutation; |
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F06QKF | 13 | nagf_blas_dgeapr Permute rows or columns, real rectangular matrix, permutations represented by a real array Related keywords: BLAS; linear algebra support routines; permutation; |
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F06QXF | 13 | nagf_blas_dgesrc Apply sequence of plane rotations, real rectangular matrix Related keywords: BLAS; linear algebra support routines; rotation, elementary; |
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F06RAF | 15 | nagf_blas_dlange -norm, -norm, Frobenius norm, largest absolute element, real general matrix Related keywords: 1-norm; BLAS; Frobenius norm; infinity-norm; linear algebra support routines; norm, matrix; |
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F06YAF | 14 | nagf_blas_dgemm Matrix-matrix product, two real rectangular matrices Related keywords: BLAS; blas, real matrices; dgemm; finance; linear algebra support routines; multiply, matrix; |
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F06YCF | 14 | nagf_blas_dsymm Matrix-matrix product, one real symmetric matrix, one real rectangular matrix Related keywords: BLAS; blas, real matrices; dsymm; linear algebra support routines; multiply, matrix; real, indefinite, symmetric matrix; |
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F06YFF | 14 | nagf_blas_dtrmm Matrix-matrix product, one real triangular matrix, one real rectangular matrix Related keywords: BLAS; blas, real matrices; dsymm; linear algebra support routines; multiply, matrix; real, triangular matrix; |
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F07ADF | 15 | nagf_lapacklin_dgetrf factorization of real by matrix Related keywords: DGETRF; finance; LAPACK; linear equations; decomposition; |
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F08AAF | 21 | nagf_lapackeig_dgels Solves a real linear least squares problem of full rank Related keywords: DGELS; eigenproblem; finance; LAPACK; LAPACK; least squares; linear least squares; decomposition; overdetermined linear equations; factorization; underdetermined linear system; |
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F08ABF | 25 | nagf_lapackeig_dgeqrt Performs a factorization of real general rectangular matrix, with explicit blocking Related keywords: DGEQRT; eigenproblem; explicit blocking; LAPACK; least squares; QR factorization; recursive QR; |
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F08AEF | 16 | nagf_lapackeig_dgeqrf Performs a factorization of real general rectangular matrix Related keywords: DGEQRF; eigenproblem; finance; LAPACK; LAPACK; least squares; factorization; |
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F08AHF | 16 | nagf_lapackeig_dgelqf Performs a factorization of real general rectangular matrix Related keywords: DGELQF; eigenproblem; LAPACK; LAPACK; least squares; factorization; |
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F08BAF | 21 | nagf_lapackeig_dgelsy Computes the minimum-norm solution to a real linear least squares problem Related keywords: DGELSY; eigenproblem; finance; LAPACK; LAPACK; least squares; linear least squares; minimal least squares; |
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F08BEF | 16 | nagf_lapackeig_dgeqpf factorization, with column pivoting, of real general rectangular matrix Related keywords: DGEQPF; eigenproblem; finance; LAPACK; LAPACK; least squares; orthogonal transformations; factorization; |
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F08BFF | 22 | nagf_lapackeig_dgeqp3 factorization, with column pivoting, using BLAS-3, of real general rectangular matrix Related keywords: DGEQP3; eigenproblem; finance; LAPACK; LAPACK; least squares; orthogonal transformations; factorization; |
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F08CEF | 22 | nagf_lapackeig_dgeqlf factorization of real general rectangular matrix Related keywords: DGEQLF; eigenproblem; LAPACK; LAPACK; least squares; factorization; |
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F08CHF | 22 | nagf_lapackeig_dgerqf factorization of real general rectangular matrix Related keywords: DGERQF; eigenproblem; LAPACK; LAPACK; least squares; RQ factorizations; |
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F08KAF | 21 | nagf_lapackeig_dgelss Computes the minimum-norm solution to a real linear least squares problem using singular value decomposition Related keywords: DGELSS; eigenproblem; LAPACK; LAPACK; least squares; linear least squares; minimal least squares; SVD, singular value decomposition; |
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F08KCF | 21 | nagf_lapackeig_dgelsd Computes the minimum-norm solution to a real linear least squares problem using singular value decomposition (divide-and-conquer) Related keywords: DGELSD; divide-and-conquer method; eigenproblem; finance; LAPACK; LAPACK; least squares; linear least squares; minimal least squares; SVD, singular value decomposition; |
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F08KEF | 16 | nagf_lapackeig_dgebrd Performs an orthogonal reduction of real general rectangular matrix to bidiagonal form Related keywords: DGEBRD; eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; |
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F08VEF | 22 | nagf_lapackeig_dggsvp Produces orthogonal matrices that simultaneously reduce the by matrix and the by matrix to upper triangular form Related keywords: DGGSVP; eigenproblem; GSVD, generalized singular value decomposition; LAPACK; LAPACK; least squares; orthogonal transformations; SVD, generalized; |
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F08VGF | 26 | nagf_lapackeig_dggsvp3 Produces orthogonal matrices, using BLAS-3, that simultaneously reduce the by matrix and the by matrix to upper triangular form Related keywords: DGGSVP3; eigenproblem; GSVD, generalized singular value decomposition; LAPACK; LAPACK; least squares; orthogonal transformations; SVD, generalized; |
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F08ZAF | 21 | nagf_lapackeig_dgglse Solves the real linear equality-constrained least squares (LSE) problem Related keywords: DGGLSE; eigenproblem; LAPACK; LAPACK; least squares; linear least squares; RQ factorizations; |
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F08ZBF | 21 | nagf_lapackeig_dggglm Solves a real general Gauss–Markov linear model (GLM) problem Related keywords: DGGGLM; eigenproblem; Gauss–Markov linear model; LAPACK; LAPACK; least squares; factorization; |
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F08ZEF | 22 | nagf_lapackeig_dggqrf Computes a generalized factorization of a real matrix pair Related keywords: DGGQRF; eigenproblem; LAPACK; LAPACK; least squares; factorization; |
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F08ZFF | 22 | nagf_lapackeig_dggrqf Computes a generalized factorization of a real matrix pair Related keywords: DGGRQF; eigenproblem; LAPACK; LAPACK; least squares; RQ factorizations; |
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real, nonsymmetric matrix | F01CKF | 2 | nagf_matop_real_gen_matmul Multiplication of real matrices Related keywords: inversion; matrix operations; multiply, matrix; |
F01CRF | 7 | nagf_matop_real_gen_trans_inplace Transposition of a real matrix Related keywords: inversion; matrix operations; transpose, matrix; |
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F01CTF | 14 | nagf_matop_real_addsub Sum or difference of two real matrices, optional scaling and transposition Related keywords: inversion; matrix operations; sum, matrix; transpose, matrix; |
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F01ECF | 22 | nagf_matop_real_gen_matrix_exp Real matrix exponential Related keywords: exponential, matrix; inversion; matrix exponential; matrix operations; |
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F01EJF | 24 | nagf_matop_real_gen_matrix_log Real matrix logarithm Related keywords: inversion; logarithm, matrix; matrix logarithm; matrix operations; |
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F01EKF | 24 | nagf_matop_real_gen_matrix_fun_std Exponential, sine, cosine, sinh or cosh of a real matrix (Schur–Parlett algorithm) Related keywords: cosh, matrix; cosine, matrix; exponential, matrix; functions, matrix; inversion; matrix operations; sine, matrix; sinh, matrix; |
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F01ELF | 24 | nagf_matop_real_gen_matrix_fun_num Function of a real matrix (using numerical differentiation) Related keywords: functions, matrix; inversion; matrix functions; matrix operations; |
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F01EMF | 24 | nagf_matop_real_gen_matrix_fun_usd Function of a real matrix (using user-supplied derivatives) Related keywords: functions, matrix; inversion; matrix functions; matrix operations; |
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F01ENF | 25 | nagf_matop_real_gen_matrix_sqrt Real matrix square root Related keywords: inversion; matrix operations; |
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F01GAF | 24 | nagf_matop_real_gen_matrix_actexp Action of a real matrix exponential on a real matrix Related keywords: exponential, matrix; inversion; matrix exponential; matrix operations; product, matrices; |
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F01GBF | 24 | nagf_matop_real_gen_matrix_actexp_rcomm Action of a real matrix exponential on a real matrix (reverse communication) Related keywords: exponential, matrix; inversion; matrix exponential; matrix operations; product, matrices; |
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F01JAF | 24 | nagf_matop_real_gen_matrix_cond_std Condition number for the exponential, logarithm, sine, cosine, sinh or cosh of a real matrix Related keywords: condition number, matrix; cosh, matrix; cosine, matrix; exponential, matrix; inversion; logarithm, matrix; matrix operations; sine, matrix; sinh, matrix; |
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F01JBF | 24 | nagf_matop_real_gen_matrix_cond_num Condition number for a function of a real matrix (using numerical differentiation) Related keywords: condition number, matrix; inversion; matrix functions; matrix operations; |
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F01JCF | 24 | nagf_matop_real_gen_matrix_cond_usd Condition number for a function of a real matrix (using user-supplied derivatives) Related keywords: condition number, matrix; inversion; matrix functions; matrix operations; |
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F01JDF | 25 | nagf_matop_real_gen_matrix_cond_sqrt Condition number for square root of real matrix Related keywords: condition number; inversion; matrix operations; |
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F01JGF | 25 | nagf_matop_real_gen_matrix_cond_exp Condition number for real matrix exponential Related keywords: condition number; inversion; matrix operations; |
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F01JHF | 25 | nagf_matop_real_gen_matrix_frcht_exp Fréchet derivative of real matrix exponential Related keywords: Fréchet derivative; inversion; matrix operations; |
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F01JJF | 25 | nagf_matop_real_gen_matrix_cond_log Condition number for real matrix logarithm Related keywords: condition number; inversion; matrix operations; |
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F01JKF | 25 | nagf_matop_real_gen_matrix_frcht_log Fréchet derivative of real matrix logarithm Related keywords: Fréchet derivative; inversion; matrix operations; |
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F01ZAF | 14 | nagf_matop_real_tri_pack Convert real matrix between packed triangular and square storage formats Related keywords: convert matrix storage formats; inversion; matrix operations; |
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F01ZCF | 14 | nagf_matop_real_band_pack Convert real matrix between packed banded and rectangular storage formats Related keywords: convert matrix storage formats; inversion; matrix operations; |
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F02ECF | 17 | nagf_eigen_real_gen_eigsys Selected eigenvalues and eigenvectors of real nonsymmetric matrix (Black Box) Related keywords: big data; data analytics; eigenvalues; eigenvectors; |
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F03BAF | 23 | nagf_det_real_gen Determinant of real matrix, matrix already factorized by F07ADF Related keywords: determinant; |
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F04BAF | 21 | nagf_linsys_real_square_solve Computes the solution, estimated condition number and error-bound to a real system of linear equations Related keywords: big data; data analytics; forward error; linear equations; simultaneous linear equations; |
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F06QSF | 13 | nagf_blas_dusqr or factorization by sequence of plane rotations, real upper spiked matrix Related keywords: BLAS; linear algebra support routines; factorization; rank matrix updates; rotation, elementary; RQ factorizations; |
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F07AAF | 21 | nagf_lapacklin_dgesv Computes the solution to a real system of linear equations Related keywords: DGESV; finance; LAPACK; linear equations; decomposition; |
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F07ABF | 21 | nagf_lapacklin_dgesvx Uses the factorization to compute the solution, error-bound and condition estimate for a real system of linear equations Related keywords: backward error; condition number, matrix; DGESVX; error bound, matrix; finance; forward error; LAPACK; linear equations; decomposition; |
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F07ACF | 22 | nagf_lapacklin_dsgesv Computes the solution to a real system of linear equations using mixed precision arithmetic Related keywords: DSGESV; LAPACK; linear equations; mixed-precision; |
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F07AEF | 15 | nagf_lapacklin_dgetrs Solution of real system of linear equations, multiple right-hand sides, matrix already factorized by F07ADF Related keywords: DGETRS; LAPACK; linear equations; decomposition; |
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F07AFF | 22 | nagf_lapacklin_dgeequ Computes row and column scalings intended to equilibrate a general real matrix and reduce its condition number Related keywords: DGEEQU; equilibration; LAPACK; linear equations; scaling; |
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F07AGF | 15 | nagf_lapacklin_dgecon Estimate condition number of real matrix, matrix already factorized by F07ADF Related keywords: condition number, matrix; DGECON; LAPACK; linear equations; decomposition; |
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F07AHF | 15 | nagf_lapacklin_dgerfs Refined solution with error bounds of real system of linear equations, multiple right-hand sides Related keywords: backward error; DGERFS; error bound, matrix; forward error; LAPACK; linear equations; decomposition; |
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F07AJF | 15 | nagf_lapacklin_dgetri Inverse of real matrix, matrix already factorized by F07ADF Related keywords: DGETRI; finance; inverse, matrix; LAPACK; linear equations; decomposition; |
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F08KBF | 21 | nagf_lapackeig_dgesvd Computes the singular value decomposition of a real matrix, optionally computing the left and/or right singular vectors Related keywords: DGESVD; eigenproblem; finance; LAPACK; LAPACK; least squares; SVD, singular value decomposition; |
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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) Related keywords: DGESDD; divide-and-conquer method; eigenproblem; finance; LAPACK; LAPACK; least squares; SVD, singular value decomposition; |
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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) Related keywords: DGEJSV; eigenproblem; Jacobi method; LAPACK; LAPACK; least squares; singular value decomposition; |
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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) Related keywords: DGESVJ; eigenproblem; Jacobi method; LAPACK; LAPACK; least squares; singular value decomposition; |
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F08NAF | 21 | nagf_lapackeig_dgeev Computes all eigenvalues and, optionally, left and/or right eigenvectors of a real nonsymmetric matrix Related keywords: DGEEV; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; orthogonal transformations; algorithm; |
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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 Related keywords: balancing; condition number, matrix; DGEEVX; eigenproblem; eigenvalues; eigenvectors; finance; forward error; LAPACK; LAPACK; least squares; orthogonal transformations; algorithm; |
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F08NEF | 16 | nagf_lapackeig_dgehrd Performs an orthogonal reduction of real general matrix to upper Hessenberg form Related keywords: DGEHRD; eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; |
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F08NHF | 16 | nagf_lapackeig_dgebal Balances a real general matrix Related keywords: balancing; DGEBAL; eigenproblem; LAPACK; LAPACK; least squares; |
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F08NJF | 16 | nagf_lapackeig_dgebak Transforms eigenvectors of real balanced matrix to those of original matrix supplied to F08NHF Related keywords: balancing; DGEBAK; eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; |
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F08PAF | 21 | nagf_lapackeig_dgees Computes for real square nonsymmetric matrix, the eigenvalues, the real Schur form, and, optionally, the matrix of Schur vectors Related keywords: DGEES; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; Schur form; Schur vectors; |
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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 Related keywords: condition number, matrix; DGEES; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; Schur form; Schur vectors; |
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F08PEF | 16 | nagf_lapackeig_dhseqr Computes the eigenvalues and Schur factorization of real upper Hessenberg matrix reduced from real general matrix Related keywords: DHSEQR; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; Schur form; |
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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 Related keywords: condition number, matrix; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; Schur form; Schur vectors; ZGEESX; |
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F08QFF | 16 | nagf_lapackeig_dtrexc Reorders a Schur factorization of real matrix using orthogonal similarity transformation Related keywords: DTREXC; eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; Schur form; |
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F08VAF | 21 | nagf_lapackeig_dggsvd Computes the generalized singular value decomposition of a real matrix pair Related keywords: DGGSVD; eigenproblem; GSVD, generalized singular value decomposition; LAPACK; LAPACK; least squares; SVD, generalized; |
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F08VCF | 26 | nagf_lapackeig_dggsvd3 Computes, using BLAS-3, the generalized singular value decomposition of a real matrix pair Related keywords: DGGSVD3; eigenproblem; GSVD, generalized singular value decomposition; LAPACK; LAPACK; least squares; SVD, generalized; |
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F08WAF | 21 | nagf_lapackeig_dggev Computes, for a real nonsymmetric matrix pair, the generalized eigenvalues, and optionally, the left and/or right generalized eigenvectors Related keywords: DGGEV; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; |
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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 Related keywords: balancing; condition number, matrix; DGGEVX; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; finance; forward error; generalized eigenproblem; LAPACK; LAPACK; least squares; |
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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 Related keywords: DGGEV; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; |
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F08WEF | 20 | nagf_lapackeig_dgghrd Performs an orthogonal reduction of a pair of real general matrices to generalized upper Hessenberg form Related keywords: DGGHRD; eigenproblem; eigenproblem, generalized; generalized eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; |
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F08WFF | 26 | nagf_lapackeig_dgghd3 Performs, using BLAS-3, an orthogonal reduction of a pair of real general matrices to generalized upper Hessenberg form Related keywords: DGGHD3; eigenproblem; eigenproblem, generalized; generalized eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; |
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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 Related keywords: DGGES; eigenproblem; eigenvalues; generalized Schur form; LAPACK; LAPACK; least squares; Schur form, generalized; Schur vectors; |
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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 Related keywords: condition number, matrix; DGGESX; eigenproblem; eigenvalues; generalized Schur form; LAPACK; LAPACK; least squares; Schur form, generalized; Schur vectors; |
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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 Related keywords: DGGES3; eigenproblem; eigenvalues; generalized Schur form; LAPACK; LAPACK; least squares; Schur form, generalized; Schur vectors; |
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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 Related keywords: condition number, matrix; DTGSEN; eigenproblem; eigenvalues; generalized Schur form; LAPACK; LAPACK; least squares; orthogonal transformations; |
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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 Related keywords: condition number, matrix; DTGSNA; eigenproblem; generalized Schur form; LAPACK; LAPACK; least squares; |
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real, orthogonal matrix | F08RAF | 25 | nagf_lapackeig_dorcsd Computes the CS decomposition of an orthogonal matrix partitioned into four real submatrices Related keywords: complete CS decomposition; DORCSD; eigenproblem; GSVD, generalized singular value decomposition; LAPACK; LAPACK; least squares; |
real, positive-definite, symmetric, Toeplitz matrix | F04FEF | 15 | nagf_linsys_real_toeplitz_yule Solution of the Yule–Walker equations for real symmetric positive definite Toeplitz matrix, one right-hand side Related keywords: big data; data analytics; simultaneous linear equations; Toeplitz matrix; Yule–Walker equations; |
F04FFF | 15 | nagf_linsys_real_toeplitz_solve Solution of real symmetric positive definite Toeplitz system, one right-hand side Related keywords: big data; data analytics; simultaneous linear equations; Toeplitz matrix; |
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F04MEF | 15 | nagf_linsys_real_toeplitz_yule_update Update solution of the Yule–Walker equations for real symmetric positive definite Toeplitz matrix Related keywords: big data; data analytics; simultaneous linear equations; Toeplitz matrix; Yule–Walker equations; |
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F04MFF | 15 | nagf_linsys_real_toeplitz_update Update solution of real symmetric positive definite Toeplitz system Related keywords: big data; data analytics; simultaneous linear equations; Toeplitz matrix; |
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real, positive-definite, symmetric, tridiagonal matrix | 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 Related keywords: big data; data analytics; forward error; linear equations; simultaneous linear equations; |
F07JAF | 21 | nagf_lapacklin_dptsv Computes the solution to a real symmetric positive definite tridiagonal system of linear equations Related keywords: Cholesky decomposition; DPTSV; LAPACK; linear equations; matrix, band; |
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F07JBF | 21 | nagf_lapacklin_dptsvx Uses the factorization to compute the solution, error-bound and condition estimate for a real symmetric positive definite tridiagonal system of linear equations Related keywords: backward error; Cholesky decomposition; condition number, matrix; DPTSVX; error bound, matrix; forward error; LAPACK; linear equations; matrix, band; |
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F07JDF | 22 | nagf_lapacklin_dpttrf Computes the factorization of a real symmetric positive definite tridiagonal matrix Related keywords: Cholesky decomposition; DPTTRF; LAPACK; linear equations; matrix, band; |
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F07JEF | 22 | nagf_lapacklin_dpttrs Solves a real symmetric positive definite tridiagonal system using the factorization computed by F07JDF Related keywords: Cholesky decomposition; DPTTRS; LAPACK; linear equations; matrix, band; |
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F07JGF | 22 | nagf_lapacklin_dptcon Computes the reciprocal of the condition number of a real symmetric positive definite tridiagonal system using the factorization computed by F07JDF Related keywords: condition number, matrix; DPTCON; LAPACK; linear equations; matrix, band; |
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F07JHF | 22 | nagf_lapacklin_dptrfs Refined solution with error bounds of real symmetric positive definite tridiagonal system of linear equations, multiple right-hand sides Related keywords: backward error; Cholesky decomposition; DPTRFS; forward error; LAPACK; linear equations; matrix, band; |
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real, positive-definite, symmetric matrix | F01ABF | 1 | nagf_matop_real_symm_posdef_inv Inverse of real symmetric positive definite matrix using iterative refinement Related keywords: inverse, matrix; inversion; matrix inverse; matrix operations; |
F01ADF | 2 | nagf_matop_real_symm_posdef_inv_noref Inverse of real symmetric positive definite matrix Related keywords: inverse, matrix; inversion; matrix inverse; matrix operations; |
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F03BFF | 23 | nagf_det_real_sym Determinant of real symmetric positive definite matrix Related keywords: determinant; |
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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 Related keywords: big data; data analytics; forward error; linear equations; simultaneous linear equations; |
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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 Related keywords: big data; data analytics; forward error; linear equations; simultaneous linear equations; |
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F07FAF | 21 | nagf_lapacklin_dposv Computes the solution to a real symmetric positive definite system of linear equations Related keywords: Cholesky decomposition; DPOSV; finance; LAPACK; linear equations; |
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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 Related keywords: backward error; Cholesky decomposition; condition number, matrix; DPOSVX; error bound, matrix; finance; forward error; LAPACK; linear equations; |
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F07FCF | 23 | nagf_lapacklin_dsposv Computes the solution to a real symmetric positive definite system of linear equations using mixed precision arithmetic Related keywords: Cholesky decomposition; DSPOSV; LAPACK; linear equations; mixed-precision; |
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F07FDF | 15 | nagf_lapacklin_dpotrf Cholesky factorization of real symmetric positive definite matrix Related keywords: Cholesky decomposition; DPOTRF; finance; LAPACK; linear equations; |
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F07FEF | 15 | nagf_lapacklin_dpotrs Solution of real symmetric positive definite system of linear equations, multiple right-hand sides, matrix already factorized by F07FDF Related keywords: Cholesky decomposition; DPOTRS; finance; LAPACK; linear equations; |
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F07FFF | 22 | nagf_lapacklin_dpoequ Computes row and column scalings intended to equilibrate a real symmetric positive definite matrix and reduce its condition number Related keywords: DPOEQU; equilibration; LAPACK; linear equations; scaling; |
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F07FGF | 15 | nagf_lapacklin_dpocon Estimate condition number of real symmetric positive definite matrix, matrix already factorized by F07FDF Related keywords: condition number, matrix; DPOCON; LAPACK; linear equations; |
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F07FHF | 15 | nagf_lapacklin_dporfs Refined solution with error bounds of real symmetric positive definite system of linear equations, multiple right-hand sides Related keywords: backward error; Cholesky decomposition; DPORFS; forward error; LAPACK; linear equations; |
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F07FJF | 15 | nagf_lapacklin_dpotri Inverse of real symmetric positive definite matrix, matrix already factorized by F07FDF Related keywords: Cholesky decomposition; DPOTRI; finance; inverse, matrix; LAPACK; linear equations; |
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F07GAF | 21 | nagf_lapacklin_dppsv Computes the solution to a real symmetric positive definite system of linear equations, packed storage Related keywords: Cholesky decomposition; DPPSV; LAPACK; linear equations; |
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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 Related keywords: backward error; Cholesky decomposition; condition number, matrix; DPPSVX; error bound, matrix; forward error; LAPACK; linear equations; |
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F07GDF | 15 | nagf_lapacklin_dpptrf Cholesky factorization of real symmetric positive definite matrix, packed storage Related keywords: Cholesky decomposition; DPPTRF; LAPACK; linear equations; |
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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 Related keywords: Cholesky decomposition; DPPTRS; LAPACK; linear equations; |
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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 Related keywords: DPPEQU; equilibration; LAPACK; linear equations; scaling; |
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F07GGF | 15 | nagf_lapacklin_dppcon Estimate condition number of real symmetric positive definite matrix, matrix already factorized by F07GDF, packed storage Related keywords: Cholesky decomposition; condition number, matrix; DPPCON; LAPACK; linear equations; |
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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 Related keywords: backward error; Cholesky decomposition; DPPRFS; forward error; LAPACK; linear equations; |
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F07GJF | 15 | nagf_lapacklin_dpptri Inverse of real symmetric positive definite matrix, matrix already factorized by F07GDF, packed storage Related keywords: Cholesky decomposition; DPPTRI; inverse, matrix; LAPACK; linear equations; |
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F07WDF | 23 | nagf_lapacklin_dpftrf Cholesky factorization of real symmetric positive definite matrix, Rectangular Full Packed format Related keywords: Cholesky decomposition; DPFTRF; LAPACK; linear equations; |
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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 Related keywords: Cholesky decomposition; DPFTRS; LAPACK; linear equations; |
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F07WJF | 23 | nagf_lapacklin_dpftri Inverse of real symmetric positive definite matrix, matrix already factorized by F07WDF, Rectangular Full Packed format Related keywords: Cholesky decomposition; DPETRI; inverse, matrix; LAPACK; linear equations; |
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F08SAF | 21 | nagf_lapackeig_dsygv Computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem Related keywords: DSYGV; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; |
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F08SBF | 21 | nagf_lapackeig_dsygvx Computes selected eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem Related keywords: DSYGVX; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; |
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F08SCF | 21 | nagf_lapackeig_dsygvd Computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem (divide-and-conquer) Related keywords: divide-and-conquer method; DSYGVD; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; |
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F08SEF | 16 | nagf_lapackeig_dsygst Performs a reduction to standard form of real symmetric-definite generalized eigenproblem , or , factorized by F07FDF Related keywords: DSYGST; eigenproblem; eigenproblem, generalized; generalized eigenproblem; LAPACK; LAPACK; least squares; |
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F08TAF | 21 | nagf_lapackeig_dspgv Computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem, packed storage Related keywords: DSPGV; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; |
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F08TBF | 21 | nagf_lapackeig_dspgvx Computes selected eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem, packed storage Related keywords: DSPGVX; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; |
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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) Related keywords: divide-and-conquer method; DSPGVX; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; |
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F08TEF | 16 | nagf_lapackeig_dspgst Performs a reduction to standard form of real symmetric-definite generalized eigenproblem , or , packed storage, factorized by F07GDF Related keywords: DSPGVX; eigenproblem; eigenproblem, generalized; generalized eigenproblem; LAPACK; LAPACK; least squares; |
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real, positive-semidefinite, symmetric matrix | F07KDF | 23 | nagf_lapacklin_dpstrf Cholesky factorization, with complete pivoting, of a real, symmetric, positive semidefinite matrix Related keywords: Cholesky decomposition; DPSTRF; LAPACK; linear equations; |
real, quasi-triangular matrix | F01EPF | 25 | nagf_matop_real_tri_matrix_sqrt Real upper quasi-triangular matrix square root Related keywords: inversion; matrix operations; |
F08QHF | 16 | nagf_lapackeig_dtrsyl Solves the real Sylvester matrix equation , and are upper quasi-triangular or transposes Related keywords: DTRSYL; eigenproblem; LAPACK; LAPACK; least squares; Sylvester equation; |
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F08QKF | 16 | nagf_lapackeig_dtrevc Computes left and right eigenvectors of real upper quasi-triangular matrix Related keywords: DTREVC; eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; |
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F08QLF | 16 | nagf_lapackeig_dtrsna Computes estimates of sensitivities of selected eigenvalues and eigenvectors of real upper quasi-triangular matrix Related keywords: condition number, matrix; DTRSNA; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; |
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F08YHF | 22 | nagf_lapackeig_dtgsyl Solves the real-valued, generalized, quasi-trangular, Sylvester equation Related keywords: DTGSYL; eigenproblem; LAPACK; LAPACK; least squares; Sylvester equation; |
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real, sparse, symmetric matrix | F02FJF | 11 | nagf_eigen_real_symm_sparse_eigsys Selected eigenvalues and eigenvectors of sparse symmetric eigenproblem (Black Box) Related keywords: big data; data analytics; eigenvalues; eigenvectors; matrix, sparse; |
F02FKF | 25 | nagf_eigen_real_symm_sparse_arnoldi Selected eigenvalues and eigenvectors of a real symmetric sparse matrix Related keywords: big data; data analytics; eigenproblem; eigenvalues; eigenvalues; eigenvectors; eigenvectors; large scale eigenproblems; matrix, sparse; sparse eigenproblem; |
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F11DKF | 20 | nagf_sparse_real_gen_precon_jacobi Real, sparse, symmetric or nonsymmetric, linear systems, line Jacobi preconditioner Related keywords: big data; data analytics; Jacobi preconditioning; large scale linear systems; linear equations, pre-conditioners; real, sparse matrix; |
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F11GDF | 20 | nagf_sparse_real_symm_basic_setup Real sparse symmetric linear systems, setup for F11GEF Related keywords: big data; data analytics; large scale linear systems; linear equations, iterative method, setup; |
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F11GEF | 20 | nagf_sparse_real_symm_basic_solver Real sparse symmetric linear systems, preconditioned conjugate gradient or Lanczos method or the MINRES algorithm Related keywords: big data; CGS, conjugate gradient method; data analytics; iterative methods, linear equations; Lanczos method, linear equations; large scale linear systems; linear equations, iterative method; MINRES, iterative linear equation solver; |
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F11GFF | 20 | nagf_sparse_real_symm_basic_diag Real sparse symmetric linear systems, diagnostic for F11GEF Related keywords: big data; data analytics; large scale linear systems; linear equations, iterative method, diagnostic; |
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F11JAF | 17 | nagf_sparse_real_symm_precon_ichol Real sparse symmetric matrix, incomplete Cholesky factorization Related keywords: big data; data analytics; incomplete Cholesky factorization; large scale linear systems; linear equations, pre-conditioners; |
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F11JBF | 17 | nagf_sparse_real_symm_precon_ichol_solve Solution of linear system involving incomplete Cholesky preconditioning matrix generated by F11JAF Related keywords: big data; data analytics; incomplete Cholesky factorization; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; |
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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) Related keywords: big data; CGS, conjugate gradient method; data analytics; incomplete Cholesky factorization; iterative methods, linear equations; Lanczos method, linear equations; large scale linear systems; linear equations, iterative method; |
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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 Related keywords: big data; data analytics; large scale linear systems; linear equations, pre-conditioners; SSOR method, symmetric successive over-relaxation; |
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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) Related keywords: big data; CGS, conjugate gradient method; data analytics; iterative methods, linear equations; Jacobi preconditioning; Lanczos method, linear equations; large scale linear systems; linear equations, iterative method; SSOR method, symmetric successive over-relaxation; |
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F11XEF | 17 | nagf_sparse_real_symm_matvec Real sparse symmetric matrix-vector multiply Related keywords: big data; data analytics; large scale linear systems; multiply, matrix; |
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F11ZBF | 17 | nagf_sparse_real_symm_sort Real sparse symmetric matrix reorder routine Related keywords: big data; data analytics; large scale linear systems; matrix, reorder; |
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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 Related keywords: big data; data analytics; eigenproblem, initialization; large scale eigenproblems; |
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F12FBF | 21 | nagf_sparseig_real_symm_iter Selected eigenvalues and, optionally, eigenvectors of a real symmetric sparse eigenproblem, reverse communication Related keywords: big data; data analytics; eigenvalues; eigenvectors; large scale eigenproblems; sparse eigenproblem; |
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F12FCF | 21 | nagf_sparseig_real_symm_proc Selected eigenvalues and, optionally, eigenvectors of a real symmetric sparse eigenproblem, postprocessing for F12FBF Related keywords: big data; data analytics; large scale eigenproblems; sparse eigenproblem, postprocessing; |
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F12FDF | 21 | nagf_sparseig_real_symm_option Set a single option from a string (F12FBF/F12FCF/F12FGF) Related keywords: big data; data analytics; large scale eigenproblems; sparse eigenproblem, options; |
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F12FEF | 21 | nagf_sparseig_real_symm_monit Provides monitoring information for F12FBF Related keywords: big data; data analytics; large scale eigenproblems; sparse eigenproblem, monitoring; |
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real, sparse matrix | F01BRF | 7 | nagf_matop_real_gen_sparse_lu factorization of real sparse matrix Related keywords: inversion; LU decomposition; matrix operations; sparse linear equations; |
F01BSF | 7 | nagf_matop_real_gen_sparse_lu_reuse factorization of real sparse matrix with known sparsity pattern Related keywords: inversion; LU decomposition; matrix operations; sparse linear equations; |
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F02EKF | 24 | nagf_eigen_real_gen_sparse_arnoldi Selected eigenvalues and eigenvectors of a real sparse general matrix Related keywords: big data; data analytics; eigenvalues; eigenvectors; large scale eigenproblems; matrix, sparse; |
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F04AXF | 7 | nagf_linsys_real_sparse_fac_solve Solution of real sparse simultaneous linear equations (coefficient matrix already factorized) Related keywords: big data; data analytics; linear equations; matrix, sparse; simultaneous linear equations; |
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F11BDF | 19 | nagf_sparse_real_gen_basic_setup Real sparse nonsymmetric linear systems, setup for F11BEF Related keywords: big data; data analytics; large scale linear systems; linear equations, iterative method, setup; |
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F11BEF | 19 | nagf_sparse_real_gen_basic_solver Real sparse nonsymmetric linear systems, preconditioned RGMRES, CGS, Bi-CGSTAB or TFQMR method Related keywords: Bi-CGSTAB; big data; CGS, conjugate gradient method; data analytics; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; |
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F11BFF | 19 | nagf_sparse_real_gen_basic_diag Real sparse nonsymmetric linear systems, diagnostic for F11BEF Related keywords: big data; data analytics; large scale linear systems; linear equations, iterative method, diagnostic; |
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F11DAF | 18 | nagf_sparse_real_gen_precon_ilu Real sparse nonsymmetric linear systems, incomplete factorization Related keywords: big data; data analytics; incomplete factorization; iterative methods, linear equations; large scale linear systems; linear equations, pre-conditioners; |
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F11DBF | 18 | nagf_sparse_real_gen_precon_ilu_solve Solution of linear system involving incomplete preconditioning matrix generated by F11DAF Related keywords: big data; data analytics; incomplete factorization; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; |
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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 Related keywords: Bi-CGSTAB; big data; CGS, conjugate gradient method; data analytics; incomplete factorization; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; |
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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 Related keywords: big data; data analytics; large scale linear systems; linear equations, pre-conditioners; SSOR method, successive over-relaxation; |
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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) Related keywords: Bi-CGSTAB; big data; CGS, conjugate gradient method; data analytics; iterative methods, linear equations; Jacobi preconditioning; large scale linear systems; linear equations, iterative method; RGMRES, restarted generalized minimum residual method; SSOR method, symmetric successive over-relaxation; TFQMR, transpose-free quasi-minimal residual method; |
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F11DFF | 24 | nagf_sparse_real_gen_precon_bdilu Real sparse nonsymmetric linear system, incomplete factorization of local or overlapping diagonal blocks Related keywords: additive Schwarz preconditioner; big data; data analytics; incomplete factorization; large scale linear systems; linear equations, pre-conditioners; |
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F11DGF | 24 | nagf_sparse_real_gen_solve_bdilu Solution of real sparse nonsymmetric linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, incomplete block diagonal preconditioner computed by F11DFF Related keywords: additive Schwarz preconditioner; Bi-CGSTAB; big data; CGS, conjugate gradient method; data analytics; incomplete factorization; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; |
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F11DKF | 20 | nagf_sparse_real_gen_precon_jacobi Real, sparse, symmetric or nonsymmetric, linear systems, line Jacobi preconditioner Related keywords: big data; data analytics; Jacobi preconditioning; large scale linear systems; linear equations, pre-conditioners; real, sparse, symmetric matrix; |
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F11MDF | 21 | nagf_sparse_direct_real_gen_setup Real sparse nonsymmetric linear systems, setup for F11MEF Related keywords: big data; data analytics; large scale linear systems; linear equations, direct method, setup; |
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F11MEF | 21 | nagf_sparse_direct_real_gen_lu factorization of real sparse matrix Related keywords: big data; data analytics; discretised system; large scale linear systems; LU decomposition; sparse linear system; |
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F11MFF | 21 | nagf_sparse_direct_real_gen_solve Solution of real sparse simultaneous linear equations (coefficient matrix already factorized) Related keywords: big data; data analytics; discretised system; large scale linear systems; linear equations; sparse linear system; |
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F11MGF | 21 | nagf_sparse_direct_real_gen_cond Estimate condition number of real matrix, matrix already factorized by F11MEF Related keywords: big data; condition number, matrix; data analytics; large scale linear systems; |
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F11MHF | 21 | nagf_sparse_direct_real_gen_refine Refined solution with error bounds of real system of linear equations, multiple right-hand sides Related keywords: backward error; big data; data analytics; forward error; large scale linear systems; linear equations; |
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F11MKF | 21 | nagf_sparse_direct_real_gen_matmul Real sparse nonsymmetric matrix-matrix multiply, compressed column storage Related keywords: big data; data analytics; large scale linear systems; multiply, matrix; |
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F11MLF | 21 | nagf_sparse_direct_real_gen_norm -norm, -norm, largest absolute element, real, square, sparse matrix Related keywords: 1-norm; absolute value; big data; data analytics; infinity-norm; large scale linear systems; norm, matrix; |
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F11MMF | 21 | nagf_sparse_direct_real_gen_diag Real sparse nonsymmetric linear systems, diagnostic for F11MEF Related keywords: big data; data analytics; large scale linear systems; linear equations; |
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F11XAF | 18 | nagf_sparse_real_gen_matvec Real, sparse, nonsymmetric matrix-vector multiply Related keywords: big data; data analytics; large scale linear systems; multiply, matrix; |
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F11ZAF | 18 | nagf_sparse_real_gen_sort Real sparse nonsymmetric matrix reorder routine Related keywords: big data; data analytics; large scale linear systems; matrix, reorder; |
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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 Related keywords: big data; data analytics; eigenproblem; eigenproblem, initialization; large scale eigenproblems; |
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F12ABF | 21 | nagf_sparseig_real_iter Selected eigenvalues and, optionally, eigenvectors of a real nonsymmetric sparse eigenproblem, reverse communication Related keywords: big data; data analytics; eigenproblem; eigenvalues; eigenvectors; large scale eigenproblems; sparse eigenproblem; |
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F12ACF | 21 | nagf_sparseig_real_proc Selected eigenvalues and, optionally, eigenvectors of a real nonsymmetric sparse eigenproblem, postprocessing for F12ABF Related keywords: big data; data analytics; eigenproblem; eigenvalues; eigenvectors; large scale eigenproblems; sparse eigenproblem; |
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F12ADF | 21 | nagf_sparseig_real_option Set a single option from a string (F12ABF/F12ACF/F12AGF) Related keywords: big data; data analytics; large scale eigenproblems; sparse eigenproblem, options; |
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F12AEF | 21 | nagf_sparseig_real_monit Provides monitoring information for F12ABF Related keywords: big data; data analytics; eigenproblem; large scale eigenproblems; monitoring information; sparse eigenproblems, monitoring; |
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real, symmetric, tridiagonal matrix | F06RPF | 21 | nagf_blas_dlanst -norm, -norm, Frobenius norm, largest absolute element, real symmetric tridiagonal matrix Related keywords: 1-norm; BLAS; Frobenius norm; infinity-norm; linear algebra support routines; matrix, band; norm, matrix; |
F08JAF | 21 | nagf_lapackeig_dstev Computes all eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix Related keywords: DSTEV; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; algorithm; algorithm; |
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F08JBF | 21 | nagf_lapackeig_dstevx Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix Related keywords: bisection method; DSTEVX; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; algorithm; |
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F08JCF | 19 | nagf_lapackeig_dstevd Computes all eigenvalues and, optionally, all eigenvectors of real symmetric tridiagonal matrix (divide-and-conquer) Related keywords: divide-and-conquer method; DSTEVX; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; Pal–Walker–Kahan ( or ) algorithm; |
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F08JDF | 21 | nagf_lapackeig_dstevr Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix (Relatively Robust Representations) Related keywords: dqds algorithm; DSTEVR; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; relatively robust representations; |
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F08JEF | 16 | nagf_lapackeig_dsteqr Computes all eigenvalues and eigenvectors of real symmetric tridiagonal matrix, reduced from real symmetric matrix using the implicit or algorithm Related keywords: DSTEQR; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; algorithm; algorithm; |
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F08JFF | 16 | nagf_lapackeig_dsterf Computes all eigenvalues of real symmetric tridiagonal matrix, root-free variant of the or algorithm Related keywords: DSTERF; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; algorithm; algorithm; |
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F08JGF | 16 | nagf_lapackeig_dpteqr Computes all eigenvalues and eigenvectors of real symmetric positive definite tridiagonal matrix, reduced from real symmetric positive definite matrix Related keywords: DPTEQR; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; |
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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) Related keywords: divide-and-conquer method; DSTEDC; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; algorithm; algorithm; |
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F08JJF | 16 | nagf_lapackeig_dstebz Computes selected eigenvalues of real symmetric tridiagonal matrix by bisection Related keywords: bisection method; DSTEBZ; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; matrix, band; |
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F08JKF | 16 | nagf_lapackeig_dstein Computes selected eigenvectors of real symmetric tridiagonal matrix by inverse iteration, storing eigenvectors in real array Related keywords: DSTEIN; eigenproblem; eigenvectors; inverse iteration; LAPACK; LAPACK; least squares; matrix, band; |
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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) Related keywords: dqds algorithm; DSTEGR; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; relatively robust representations; |
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F08JSF | 16 | nagf_lapackeig_zsteqr Computes all eigenvalues and eigenvectors of real symmetric tridiagonal matrix, reduced from complex Hermitian matrix, using the implicit or algorithm Related keywords: eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; algorithm; ZSTEQR; |
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F08JUF | 16 | nagf_lapackeig_zpteqr Computes all eigenvalues and eigenvectors of real symmetric positive definite tridiagonal matrix, reduced from complex Hermitian positive definite matrix Related keywords: eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; decomposition; least squares; ZPTEQR; |
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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) Related keywords: divide-and-conquer method; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; algorithm; algorithm; ZSTEDC; |
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F08JXF | 16 | nagf_lapackeig_zstein Computes selected eigenvectors of real symmetric tridiagonal matrix by inverse iteration, storing eigenvectors in complex array Related keywords: eigenproblem; eigenvectors; inverse iteration; LAPACK; LAPACK; least squares; matrix, band; ZSTEIN; |
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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) Related keywords: dqds algorithm; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; relatively robust representations; ZSTEGR; |
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real, symmetric matrix | F06WAF | 23 | nagf_blas_dlansf 1-norm, -norm, Frobenius norm, largest absolute element, real symmetric matrix, Rectangular Full Packed format Related keywords: 1-norm; BLAS; BLAS; blas, real matrices; dlansf; Frobenius norm; infinity-norm; linear algebra support routines; linear algebra support routines;; |
F11YEF | 25 | nagf_sparse_sym_rcm Reverse Cuthill–McKee reordering of a sparse symmetric matrix in CCS format Related keywords: big data; complex, symmetric matrix; data analytics; large scale linear systems; permutation; sparse; sparse matrix; |
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real, trapezoidal matrix | F01QGF | 14 | nagf_matop_real_trapez_rq factorization of real by upper trapezoidal matrix Related keywords: inversion; matrix operations; RQ factorizations; |
F06QFF | 13 | nagf_blas_dmcopy Matrix copy, real rectangular or trapezoidal matrix Related keywords: BLAS; copy, vectors and matrices; elementary arithmetic; finance; linear algebra support routines; real, by matrix; |
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F06RJF | 15 | nagf_blas_dlantr -norm, -norm, Frobenius norm, largest absolute element, real trapezoidal/triangular matrix Related keywords: 1-norm; BLAS; Frobenius norm; infinity-norm; linear algebra support routines; norm, matrix; real, triangular matrix; |
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F08BHF | 22 | nagf_lapackeig_dtzrzf Reduces a real upper trapezoidal matrix to upper triangular form Related keywords: DTZRZF; eigenproblem; LAPACK; LAPACK; least squares; matrix, upper trapezoidal; matrix, upper triangular; orthogonal transformations; |
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F08YEF | 22 | nagf_lapackeig_dtgsja Computes the generalized singular value decomposition of a real upper triangular (or trapezoidal) matrix pair Related keywords: DTGSJA; eigenproblem; GSVD, generalized singular value decomposition; LAPACK; LAPACK; least squares; real, triangular matrix; SVD, generalized; |
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real, triangular matrix | F01VAF | 23 | nagf_matop_dtrttp Copies a real triangular matrix from full format to packed format Related keywords: DTRTTP; finance; inversion; LAPACK; matrix operations; |
F01VCF | 23 | nagf_matop_dtpttr Copies a real triangular matrix from packed format to full format Related keywords: DTPTTR; finance; inversion; LAPACK; matrix operations; |
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F01VEF | 23 | nagf_matop_dtrttf Copies a real triangular matrix from full format to Rectangular Full Packed format Related keywords: DTRTTP; finance; inversion; LAPACK; matrix operations; |
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F01VGF | 23 | nagf_matop_dtfttr Copies a real triangular matrix from Rectangular Full Packed format to full format Related keywords: DTFTTR; finance; inversion; LAPACK; matrix operations; |
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F01VJF | 23 | nagf_matop_dtpttf Copies a real triangular matrix from packed format to Rectangular Full Packed format Related keywords: DTPTTF; finance; inversion; LAPACK; matrix operations; |
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F01VLF | 23 | nagf_matop_dtfttp Copies a real triangular matrix from Rectangular Full Packed format to packed format Related keywords: DTFTTP; finance; inversion; LAPACK; matrix operations; |
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F02WUF | 14 | nagf_eigen_real_triang_svd SVD of real upper triangular matrix (Black Box) Related keywords: big data; data analytics; eigenvalues; eigenvectors; SVD, singular value decomposition; |
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F06PFF | 12 | nagf_blas_dtrmv Matrix-vector product, real triangular matrix Related keywords: BLAS; blas, real matrices; dtrmv; linear algebra support routines; multiply, matrix; |
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F06PHF | 12 | nagf_blas_dtpmv Matrix-vector product, real triangular packed matrix Related keywords: BLAS; blas, real matrices; dtpmv; linear algebra support routines; multiply, matrix; |
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F06PJF | 12 | nagf_blas_dtrsv System of equations, real triangular matrix Related keywords: BLAS; blas, real matrices; dtrsv; finance; linear algebra support routines; linear equations; |
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F06PLF | 12 | nagf_blas_dtpsv System of equations, real triangular packed matrix Related keywords: BLAS; blas, real matrices; dtpsv; linear algebra support routines; linear equations; |
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F06QPF | 13 | nagf_blas_dutr1 factorization by sequence of plane rotations, rank-1 update of real upper triangular matrix Related keywords: BLAS; linear algebra support routines; factorization; rank matrix updates; rotation, elementary; |
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F06QQF | 13 | nagf_blas_dutupd factorization by sequence of plane rotations, real upper triangular matrix augmented by a full row Related keywords: BLAS; linear algebra support routines; factorization; rank matrix updates; rotation, elementary; |
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F06QVF | 13 | nagf_blas_dutsrh Compute upper Hessenberg matrix by sequence of plane rotations, real upper triangular matrix Related keywords: BLAS; linear algebra support routines; rotation, elementary; |
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F06QWF | 13 | nagf_blas_dutsrs Compute upper spiked matrix by sequence of plane rotations, real upper triangular matrix Related keywords: BLAS; linear algebra support routines; rotation, elementary; |
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F06RJF | 15 | nagf_blas_dlantr -norm, -norm, Frobenius norm, largest absolute element, real trapezoidal/triangular matrix Related keywords: 1-norm; BLAS; Frobenius norm; infinity-norm; linear algebra support routines; norm, matrix; real, trapezoidal matrix; |
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F06RKF | 15 | nagf_blas_dlantp -norm, -norm, Frobenius norm, largest absolute element, real triangular matrix, packed storage Related keywords: 1-norm; BLAS; Frobenius norm; infinity-norm; linear algebra support routines; norm, matrix; |
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F06WBF | 23 | nagf_blas_dtfsm Solves a system of equations with multiple right-hand sides, real triangular coefficient matrix, Rectangular Full Packed format Related keywords: BLAS; BLAS; blas, real matrices; dtfsm; linear algebra support routines; linear algebra support routines;; linear equations; |
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F06YFF | 14 | nagf_blas_dtrmm Matrix-matrix product, one real triangular matrix, one real rectangular matrix Related keywords: BLAS; blas, real matrices; dsymm; linear algebra support routines; multiply, matrix; real, by matrix; |
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F06YJF | 14 | nagf_blas_dtrsm Solves a system of equations with multiple right-hand sides, real triangular coefficient matrix Related keywords: BLAS; blas, real matrices; finance; linear algebra support routines; linear equations; |
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F07TEF | 15 | nagf_lapacklin_dtrtrs Solution of real triangular system of linear equations, multiple right-hand sides Related keywords: DTRTRS; finance; LAPACK; linear equations; |
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F07TGF | 15 | nagf_lapacklin_dtrcon Estimate condition number of real triangular matrix Related keywords: condition number, matrix; DTRCON; LAPACK; linear equations; |
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F07THF | 15 | nagf_lapacklin_dtrrfs Error bounds for solution of real triangular system of linear equations, multiple right-hand sides Related keywords: backward error; DTRRFS; error bound, matrix; finance; forward error; LAPACK; linear equations; |
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F07TJF | 15 | nagf_lapacklin_dtrtri Inverse of real triangular matrix Related keywords: DTRTRI; finance; inverse, matrix; LAPACK; linear equations; |
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F07UEF | 15 | nagf_lapacklin_dtptrs Solution of real triangular system of linear equations, multiple right-hand sides, packed storage Related keywords: DTPTRS; LAPACK; linear equations; |
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F07UGF | 15 | nagf_lapacklin_dtpcon Estimate condition number of real triangular matrix, packed storage Related keywords: condition number, matrix; DTPCON; LAPACK; linear equations; |
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F07UHF | 15 | nagf_lapacklin_dtprfs Error bounds for solution of real triangular system of linear equations, multiple right-hand sides, packed storage Related keywords: backward error; DTPRFS; error bound, matrix; forward error; LAPACK; linear equations; |
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F07UJF | 15 | nagf_lapacklin_dtptri Inverse of real triangular matrix, packed storage Related keywords: DTPTRI; inverse, matrix; LAPACK; linear equations; |
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F07WKF | 23 | nagf_lapacklin_dtftri Inverse of real triangular matrix, Rectangular Full Packed format Related keywords: DTFTRI; inverse, matrix; LAPACK; linear equations; |
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F08YEF | 22 | nagf_lapackeig_dtgsja Computes the generalized singular value decomposition of a real upper triangular (or trapezoidal) matrix pair Related keywords: DTGSJA; eigenproblem; GSVD, generalized singular value decomposition; LAPACK; LAPACK; least squares; real, trapezoidal matrix; SVD, generalized; |
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real, triangular-pentagonal matrix | F08BBF | 25 | nagf_lapackeig_dtpqrt factorization of real general triangular-pentagonal matrix Related keywords: DTPQRT; eigenproblem; explicit blocking; LAPACK; least squares; QR factorization; recursive QR; |
real, tridiagonal matrix | F04BCF | 21 | nagf_linsys_real_tridiag_solve Computes the solution, estimated condition number and error-bound to a real tridiagonal system of linear equations Related keywords: big data; data analytics; forward error; linear equations; matrix, band; simultaneous linear equations; |
F04LEF | 11 | nagf_linsys_real_tridiag_fac_solve Solution of real tridiagonal simultaneous linear equations (coefficient matrix already factorized by F01LEF) Related keywords: big data; data analytics; linear equations; matrix, band; simultaneous linear equations; |
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F06RNF | 21 | nagf_blas_dlangt -norm, -norm, Frobenius norm, largest absolute element, real tridiagonal matrix Related keywords: 1-norm; BLAS; Frobenius norm; infinity-norm; linear algebra support routines; matrix, band; norm, matrix; |
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F07CAF | 21 | nagf_lapacklin_dgtsv Computes the solution to a real tridiagonal system of linear equations Related keywords: DGTSV; finance; LAPACK; linear equations; decomposition; matrix, band; |
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F07CBF | 21 | nagf_lapacklin_dgtsvx Uses the factorization to compute the solution, error-bound and condition estimate for a real tridiagonal system of linear equations Related keywords: backward error; condition number, matrix; DGTSVX; error bound, matrix; forward error; LAPACK; linear equations; decomposition; matrix, band; |
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F07CDF | 22 | nagf_lapacklin_dgttrf factorization of real tridiagonal matrix Related keywords: DGTTRF; finance; LAPACK; linear equations; decomposition; matrix, band; |
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F07CEF | 22 | nagf_lapacklin_dgttrs Solves a real tridiagonal system of linear equations using the factorization computed by F07CDF Related keywords: DGTTRS; finance; LAPACK; linear equations; decomposition; matrix, band; |
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F07CGF | 22 | nagf_lapacklin_dgtcon Estimates the reciprocal of the condition number of a real tridiagonal matrix using the factorization computed by F07CDF Related keywords: condition number, matrix; DGTCON; LAPACK; linear equations; decomposition; matrix, band; |
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F07CHF | 22 | nagf_lapacklin_dgtrfs Refined solution with error bounds of real tridiagonal system of linear equations, multiple right-hand sides Related keywords: backward error; DGTCON; forward error; LAPACK; linear equations; decomposition; matrix, band; |
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real scalar | X10BFF | 26 | Write a real (working precision) scalar to the callback data object Related keywords: adjoint derivatives; AD scalar; AD utility operations; automatic differentiation; callback data object; working precision; write; |
X10CFF | 26 | Read a real (working precision) scalar from the callback data object Related keywords: adjoint derivatives; AD scalar; AD utility operations; automatic differentiation; callback data object; read; working precision; |
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rearrange vector | M01EAF | 12 | nagf_sort_realvec_rank_rearrange Rearrange a vector according to given ranks, real numbers Related keywords: big data; data analytics; rank vector; searching; sorting; |
M01EBF | 12 | nagf_sort_intvec_rank_rearrange Rearrange a vector according to given ranks, integer numbers Related keywords: big data; data analytics; rank vector; searching; sorting; |
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M01ECF | 12 | nagf_sort_charvec_rank_rearrange Rearrange a vector according to given ranks, character data Related keywords: big data; data analytics; rank vector; searching; sorting; |
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M01EDF | 19 | nagf_sort_cmplxvec_rank_rearrange Rearrange a vector according to given ranks, complex numbers Related keywords: big data; data analytics; rank vector; searching; sorting; |
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rectangular | D03EDF | 12 | nagf_pde_2d_ellip_mgrid Elliptic PDE, solution of finite difference equations by a multigrid technique Related keywords: elliptic partial differential equations; multigrid method; PDE, partial differential equations; two-dimensional; |
rectangular distribution | G05SAF | 22 | nagf_rand_dist_uniform01 Generates a vector of pseudorandom numbers from a uniform distribution over Related keywords: big data; data analytics; finance; random number generators; random numbers; uniform distribution; |
G05SQF | 22 | nagf_rand_dist_uniform Generates a vector of pseudorandom numbers from a uniform distribution over Related keywords: big data; data analytics; finance; random number generators; random numbers; uniform distribution; |
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G05TLF | 22 | nagf_rand_int_uniform Generates a vector of pseudorandom integers from a uniform distribution Related keywords: big data; data analytics; finance; random integers; random number generators; uniform distribution; |
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G05YLF | 22 | nagf_rand_quasi_init Initializes a quasi-random number generator Related keywords: big data; data analytics; Faure, quasi-random numbers; finance; low-discrepancy sequences; Niederreiter method, quasi-random numbers; quasi-random numbers; random number generators; random numbers; Sobol, quasi-random numbers; uniform distribution; |
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rectangular lag window | G13CAF | 10 | nagf_tsa_uni_spectrum_lag Univariate time series, smoothed sample spectrum using rectangular, Bartlett, Tukey or Parzen lag window Related keywords: Bartlett lag window; big data; data analytics; finance; Parzen lag window; smoothing; time series; time series analysis; Tukey lag window; univariate time series; |
G13CCF | 10 | nagf_tsa_multi_spectrum_lag Multivariate time series, smoothed sample cross spectrum using rectangular, Bartlett, Tukey or Parzen lag window Related keywords: Bartlett lag window; big data; cross-spectrum; data analytics; finance; multivariate time series; Parzen lag window; smoothing; time series; time series analysis; Tukey lag window; |
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recursion coefficients | D01TEF | 26 | nagf_quad_1d_gauss_recm Generates recursion coefficients needed by D01TDF to calculate a Gaussian quadrature rule Related keywords: abscissae; cubature; Gaussian; Golub; Golub and Welsch; integration; non-adaptive; quadrature; Welsch; |
recursive QR | F08ABF | 25 | nagf_lapackeig_dgeqrt Performs a factorization of real general rectangular matrix, with explicit blocking Related keywords: DGEQRT; eigenproblem; explicit blocking; LAPACK; least squares; QR factorization; real, m by n matrix; |
F08ACF | 25 | nagf_lapackeig_dgemqrt Applies the orthogonal transformation determined by F08ABF Related keywords: DGEMQRT; eigenproblem; explicit blocking; LAPACK; least squares; orthogonal transformations; QR factorization; |
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F08APF | 25 | nagf_lapackeig_zgeqrt Performs a factorization of complex general rectangular matrix using recursive algorithm Related keywords: complex, m by n matrix; eigenproblem; explicit blocking; LAPACK; least squares; QR factorization; ZGEQRT; |
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F08AQF | 25 | nagf_lapackeig_zgemqrt Applies the unitary transformation determined by F08APF Related keywords: eigenproblem; explicit blocking; LAPACK; least squares; QR factorization; unitary transformations; ZGEMQRT; |
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F08BBF | 25 | nagf_lapackeig_dtpqrt factorization of real general triangular-pentagonal matrix Related keywords: DTPQRT; eigenproblem; explicit blocking; LAPACK; least squares; QR factorization; real, triangular-pentagonal matrix; |
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F08BCF | 25 | nagf_lapackeig_dtpmqrt Applies the orthogonal transformation determined by F08BBF Related keywords: DTPMQRT; eigenproblem; explicit blocking; LAPACK; least squares; orthogonal transformations; QR factorization; |
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F08BPF | 25 | nagf_lapackeig_ztpqrt factorization of complex triangular-pentagonal matrix Related keywords: complex, triangular-pentagonal matrix; eigenproblem; explicit blocking; LAPACK; least squares; QR factorization; ZTPQRT; |
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F08BQF | 25 | nagf_lapackeig_ztpmqrt Applies the unitary transformation determined by F08BPF Related keywords: eigenproblem; explicit blocking; LAPACK; least squares; QR factorization; unitary transformations; ZTPMQRT; |
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regression | F04QAF | 11 | nagf_linsys_real_gen_sparse_lsqsol Sparse linear least squares problem, real equations in unknowns Related keywords: big data; data analytics; least squares; matrix, sparse; real, by matrix; ridge; simultaneous linear equations; |
G02CAF | 4 | nagf_correg_linregs_const Simple linear regression with constant term, no missing values Related keywords: big data; correlation analysis; data analytics; finance; linear regression; nonlinear regression; polynomial regression; regression analysis; |
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G02CBF | 4 | nagf_correg_linregs_noconst Simple linear regression without constant term, no missing values Related keywords: big data; correlation analysis; data analytics; finance; linear regression; nonlinear regression; polynomial regression; regression analysis; |
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G02CCF | 4 | nagf_correg_linregs_const_miss Simple linear regression with constant term, missing values Related keywords: big data; correlation analysis; data analytics; finance; linear regression; missing values; nonlinear regression; polynomial regression; regression analysis; |
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G02CDF | 4 | nagf_correg_linregs_noconst_miss Simple linear regression without constant term, missing values Related keywords: big data; correlation analysis; data analytics; finance; linear regression; missing values; nonlinear regression; polynomial regression; regression analysis; |
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G02DCF | 14 | nagf_correg_linregm_obs_edit Add/delete an observation to/from a general linear regression model Related keywords: big data; correlation analysis; data analytics; finance; linear regression; nonlinear regression; polynomial regression; regression analysis; standard errors; variance-covariance matrix; |
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G02DDF | 14 | nagf_correg_linregm_update Estimates of linear parameters and general linear regression model from updated model Related keywords: big data; correlation analysis; data analytics; finance; linear regression; nonlinear regression; polynomial regression; regression analysis; |
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G02HAF | 13 | nagf_correg_robustm Robust regression, standard -estimates Related keywords: Andrew's sine wave; big data; correlation analysis; data analytics; finance; Hampel's piecewise linear function; Huber type regression; Krasker–Welsch weights; Mallows type regression; Maronna's weights; -estimates; nonlinear regression; polynomial regression; regression analysis; robust regression; Scheppe type regression; Tukey's bi-weight; |
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G08RAF | 12 | nagf_nonpar_rank_regsn Regression using ranks, uncensored data Related keywords: nonparametric statistics; parameter estimates; scores; variance-covariance matrix; |
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G08RBF | 12 | nagf_nonpar_rank_regsn_censored Regression using ranks, right-censored data Related keywords: nonparametric statistics; parameter estimates; scores; variance-covariance matrix; |
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G22YAF | 26 | nagf_blgm_lm_formula Specify a linear model via a formula string Related keywords: specification; |
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G22YCF | 26 | nagf_blgm_lm_design_matrix Construct a design matrix from a linear model specified using G22YAF Related keywords: design matrix; |
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G22YDF | 26 | nagf_blgm_lm_submodel Construct a vector indicating which columns of a design matrix to include in a submodel specified using G22YAF Related keywords: design matrix; |
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regression analysis | G02 Chapter Introduction | Correlation and Regression Analysis Related keywords: big data; correlation analysis; data analytics; nonlinear regression; polynomial regression; |
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relatively robust representations | F08FDF | 21 | nagf_lapackeig_dsyevr Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix (Relatively Robust Representations) Related keywords: dqds algorithm; DSYEVR; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; real, indefinite, symmetric matrix; |
F08FRF | 21 | nagf_lapackeig_zheevr Computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix (Relatively Robust Representations) Related keywords: complex, Hermitian, indefinite matrix; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; unitary transformations; ZHEEVR; |
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F08JDF | 21 | nagf_lapackeig_dstevr Computes selected eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix (Relatively Robust Representations) Related keywords: dqds algorithm; DSTEVR; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; real, symmetric, tridiagonal matrix; |
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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) Related keywords: dqds algorithm; DSTEGR; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; real, symmetric, tridiagonal matrix; |
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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) Related keywords: dqds algorithm; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; real, symmetric, tridiagonal matrix; ZSTEGR; |
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reliability | G04GAF | 26 | nagf_anova_icc Intraclass correlation (ICC) for assessing rater reliability Related keywords: analysis of variance; ICC; interrater; intraclass; intrarater; |
REML, Restricted Maximum Likelihood | G02JAF | 21 | nagf_correg_mixeff_reml Linear mixed effects regression using Restricted Maximum Likelihood (REML) Related keywords: big data; correlation analysis; data analytics; finance; maximum likelihood; mixed effects regression; nonlinear regression; polynomial regression; regression analysis; |
G02JDF | 23 | nagf_correg_mixeff_hier_reml Hierarchical mixed effects regression using Restricted Maximum Likelihood (REML) Related keywords: big data; correlation analysis; data analytics; hierarchical mixed effects regression; mixed effects regression; nonlinear regression; polynomial regression; regression analysis; |
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remove | X10ABF | 26 | Remove a configuration data object Related keywords: adjoint derivatives; AD utility operations; automatic differentiation; configuration data object; |
Renka and Cline method | E01EAF | 25 | nagf_interp_2d_triangulate Triangulation of two-dimensional scattered grid, method of Renka and Cline Related keywords: interpolation; Scattered data; Triangulation; |
E01EBF | 25 | nagf_interp_2d_triang_bary_eval Barycentric interpolation on function values provided on a two-dimensional scattered grid Related keywords: Barycentric interpolation; Bilinear interpolation; finance; interpolation; Interpolation; Scattered data; Scattered data interpolation; Triangulation; |
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E01SAF | 13 | nagf_interp_2d_scat Interpolating functions, method of Renka and Cline, two variables Related keywords: interpolation; |
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E01SBF | 13 | nagf_interp_2d_scat_eval Interpolated values, evaluate interpolant computed by E01SAF, two variables Related keywords: interpolation; |
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resample | G05PWF | 25 | nagf_rand_subsamp_xyw Permutes a matrix, vector, vector triplet into a form suitable for random sub-sampling validation Related keywords: big data; cross-validation; data analytics; permute; random number generators; sub-sample; |
residual correlations | G03CAF | 15 | nagf_mv_factor Computes maximum likelihood estimates of the parameters of a factor analysis model, factor loadings, communalities and residual correlations Related keywords: communalities, maximum likelihood; factor analysis; factor loadings; maximum likelihood; multivariate methods; |
RGMRES, restarted generalized minimum residual method | F11BEF | 19 | nagf_sparse_real_gen_basic_solver Real sparse nonsymmetric linear systems, preconditioned RGMRES, CGS, Bi-CGSTAB or TFQMR method Related keywords: Bi-CGSTAB; big data; CGS, conjugate gradient method; data analytics; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; real, sparse matrix; TFQMR, transpose-free quasi-minimal residual method; |
F11BSF | 19 | nagf_sparse_complex_gen_basic_solver Complex sparse non-Hermitian linear systems, preconditioned RGMRES, CGS, Bi-CGSTAB or TFQMR method Related keywords: Bi-CGSTAB; big data; CGS, conjugate gradient method; complex, sparse matrix; data analytics; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; TFQMR, transpose-free quasi-minimal residual method; |
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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 Related keywords: Bi-CGSTAB; big data; CGS, conjugate gradient method; data analytics; incomplete factorization; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; real, sparse matrix; TFQMR, transpose-free quasi-minimal residual method; |
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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) Related keywords: Bi-CGSTAB; big data; CGS, conjugate gradient method; data analytics; iterative methods, linear equations; Jacobi preconditioning; large scale linear systems; linear equations, iterative method; real, sparse matrix; SSOR method, symmetric successive over-relaxation; TFQMR, transpose-free quasi-minimal residual method; |
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F11DGF | 24 | nagf_sparse_real_gen_solve_bdilu Solution of real sparse nonsymmetric linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, incomplete block diagonal preconditioner computed by F11DFF Related keywords: additive Schwarz preconditioner; Bi-CGSTAB; big data; CGS, conjugate gradient method; data analytics; incomplete factorization; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; real, sparse matrix; TFQMR, transpose-free quasi-minimal residual method; |
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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) Related keywords: Bi-CGSTAB; big data; CGS, conjugate gradient method; complex, sparse matrix; data analytics; incomplete factorization; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; TFQMR, transpose-free quasi-minimal residual method; |
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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 Related keywords: Bi-CGSTAB; big data; CGS, conjugate gradient method; complex, sparse matrix; data analytics; iterative methods, linear equations; Jacobi preconditioning; large scale linear systems; linear equations, iterative method; SSOR method, symmetric successive over-relaxation; TFQMR, transpose-free quasi-minimal residual method; |
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F11DUF | 24 | nagf_sparse_complex_gen_solve_bdilu Solution of complex, sparse, non-Hermitian linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, incomplete block diagonal preconditioner computed by F11DTF Related keywords: additive Schwarz preconditioner; Bi-CGSTAB; big data; CGS, conjugate gradient method; complex, sparse matrix; data analytics; incomplete factorization; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; TFQMR, transpose-free quasi-minimal residual method; |
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ridge | F04QAF | 11 | nagf_linsys_real_gen_sparse_lsqsol Sparse linear least squares problem, real equations in unknowns Related keywords: big data; data analytics; least squares; matrix, sparse; real, by matrix; regression; simultaneous linear equations; |
ridge regression | G02KAF | 22 | nagf_correg_ridge_opt Ridge regression, optimizing a ridge regression parameter Related keywords: big data; correlation analysis; data analytics; finance; nonlinear regression; polynomial regression; regression analysis; |
G02KBF | 22 | nagf_correg_ridge Ridge regression using a number of supplied ridge regression parameters Related keywords: big data; correlation analysis; data analytics; finance; nonlinear regression; polynomial regression; regression analysis; |
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Riemann solver, PDE | 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 Related keywords: Euler equations; PDE, partial differential equations; Roe's method; |
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 Related keywords: Euler equations; Osher's method, Euler equations; PDE, partial differential equations; |
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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 Related keywords: Euler equations; Harten–Lax-van Leer solver; modified HLL solver; PDE, partial differential equations; |
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D03PXF | 18 | nagf_pde_1d_parab_euler_exact Exact Riemann solver for Euler equations in conservative form, for use with D03PFF, D03PLF and D03PSF Related keywords: Euler equations; PDE, partial differential equations; |
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risk sets | G12ZAF | 19 | nagf_surviv_coxmodel_risksets Creates the risk sets associated with the Cox proportional hazards model for fixed covariates Related keywords: Cox proportional hazard model; survival analysis; |
RK23 | D02PEF | 24 | nagf_ode_ivp_rkts_range Ordinary differential equations, initial value problem, Runge–Kutta method, integration over range with output Related keywords: first-order system; IVP, initial value problem; Nonstiff; ODE, ordinary differential equations; RK45; RK78; Runge–Kutta–Merson; |
D02PFF | 24 | nagf_ode_ivp_rkts_onestep Ordinary differential equations, initial value problem, Runge–Kutta method, integration over one step Related keywords: first-order system; IVP, initial value problem; Nonstiff; ODE, ordinary differential equations; RK45; RK78; Runge–Kutta–Merson; |
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D02PGF | 26 | nagf_ode_ivp_rk_step_revcomm Ordinary differential equations, initial value problem, Runge–Kutta method, integration by reverse communication Related keywords: IVP, initial value problem; ODE, ordinary differential equations; RK45; RK78; Runge–Kutta–Merson; |
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RK45 | 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) Related keywords: initial value problem; IVP, initial value problem; ODE, ordinary differential equations; Runge–Kutta–Merson, ODE; |
D02PEF | 24 | nagf_ode_ivp_rkts_range Ordinary differential equations, initial value problem, Runge–Kutta method, integration over range with output Related keywords: first-order system; IVP, initial value problem; Nonstiff; ODE, ordinary differential equations; RK23; RK78; Runge–Kutta–Merson; |
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D02PFF | 24 | nagf_ode_ivp_rkts_onestep Ordinary differential equations, initial value problem, Runge–Kutta method, integration over one step Related keywords: first-order system; IVP, initial value problem; Nonstiff; ODE, ordinary differential equations; RK23; RK78; Runge–Kutta–Merson; |
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D02PGF | 26 | nagf_ode_ivp_rk_step_revcomm Ordinary differential equations, initial value problem, Runge–Kutta method, integration by reverse communication Related keywords: IVP, initial value problem; ODE, ordinary differential equations; RK23; RK78; Runge–Kutta–Merson; |
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RK78 | D02PEF | 24 | nagf_ode_ivp_rkts_range Ordinary differential equations, initial value problem, Runge–Kutta method, integration over range with output Related keywords: first-order system; IVP, initial value problem; Nonstiff; ODE, ordinary differential equations; RK23; RK45; Runge–Kutta–Merson; |
D02PFF | 24 | nagf_ode_ivp_rkts_onestep Ordinary differential equations, initial value problem, Runge–Kutta method, integration over one step Related keywords: first-order system; IVP, initial value problem; Nonstiff; ODE, ordinary differential equations; RK23; RK45; Runge–Kutta–Merson; |
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D02PGF | 26 | nagf_ode_ivp_rk_step_revcomm Ordinary differential equations, initial value problem, Runge–Kutta method, integration by reverse communication Related keywords: IVP, initial value problem; ODE, ordinary differential equations; RK23; RK45; Runge–Kutta–Merson; |
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robust estimation | G02HLF | 14 | nagf_correg_robustm_corr_user_deriv Calculates a robust estimation of a covariance matrix, user-supplied weight function plus derivatives Related keywords: big data; correlation analysis; correlation matrix; data analytics; finance; nonlinear regression; polynomial regression; regression analysis; |
G02HMF | 14 | nagf_correg_robustm_corr_user Calculates a robust estimation of a covariance matrix, user-supplied weight function Related keywords: big data; correlation analysis; correlation matrix; data analytics; finance; nonlinear regression; polynomial regression; regression analysis; |
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G07DAF | 13 | nagf_univar_robust_1var_median Robust estimation, median, median absolute deviation, robust standard deviation Related keywords: mean; median; standard deviation; univariate estimation; |
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G07DBF | 13 | nagf_univar_robust_1var_mestim Robust estimation, -estimates for location and scale parameters, standard weight functions Related keywords: location, robust estimation; -estimates; scale parameters; univariate estimation; |
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G07DCF | 13 | nagf_univar_robust_1var_mestim_wgt Robust estimation, -estimates for location and scale parameters, user-defined weight functions Related keywords: location, robust estimation; -estimates; scale parameters; univariate estimation; |
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G07EAF | 16 | nagf_univar_robust_1var_ci Robust confidence intervals, one-sample Related keywords: confidence interval; univariate estimation; |
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G07EBF | 16 | nagf_univar_robust_2var_ci Robust confidence intervals, two-sample Related keywords: confidence interval; univariate estimation; |
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robust regression | G02HAF | 13 | nagf_correg_robustm Robust regression, standard -estimates Related keywords: Andrew's sine wave; big data; correlation analysis; data analytics; finance; Hampel's piecewise linear function; Huber type regression; Krasker–Welsch weights; Mallows type regression; Maronna's weights; -estimates; nonlinear regression; polynomial regression; regression; regression analysis; Scheppe type regression; Tukey's bi-weight; |
G02HBF | 13 | nagf_correg_robustm_wts Robust regression, compute weights for use with G02HDF Related keywords: big data; bounded influence; correlation analysis; data analytics; finance; nonlinear regression; polynomial regression; regression analysis; |
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G02HDF | 13 | nagf_correg_robustm_user Robust regression, compute regression with user-supplied functions and weights Related keywords: big data; bounded influence; correlation analysis; data analytics; finance; iterative weighted least squares; -estimates; nonlinear regression; polynomial regression; regression analysis; |
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G02HFF | 13 | nagf_correg_robustm_user_varmat Robust regression, variance-covariance matrix following G02HDF Related keywords: big data; correlation analysis; data analytics; finance; nonlinear regression; polynomial regression; regression analysis; variance-covariance matrix; |
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Roe's method | 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 Related keywords: Euler equations; PDE, partial differential equations; Riemann solver, PDE; |
root-finding | C02AFF | 14 | nagf_zeros_poly_complex All zeros of complex polynomial, modified Laguerre's method Related keywords: Laguerre's method; zeros of polynomials; |
C02AGF | 13 | nagf_zeros_poly_real All zeros of real polynomial, modified Laguerre's method Related keywords: Laguerre's method; zeros of polynomials; |
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C02AHF | 14 | nagf_zeros_quadratic_complex All zeros of complex quadratic equation Related keywords: quadratic polynomial; zeros of polynomials; |
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C02AJF | 14 | nagf_zeros_quadratic_real All zeros of real quadratic equation Related keywords: quadratic polynomial; zeros of polynomials; |
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C02AKF | 20 | nagf_zeros_cubic_real All zeros of real cubic equation Related keywords: cubic polynomial; zeros of polynomials; |
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C02ALF | 20 | nagf_zeros_quartic_real All zeros of real quartic equation Related keywords: quartic polynomials; zeros of polynomials; |
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C02AMF | 20 | nagf_zeros_cubic_complex All zeros of complex cubic equation Related keywords: cubic polynomial; zeros of polynomials; |
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C02ANF | 20 | nagf_zeros_quartic_complex All zeros of complex quartic equation Related keywords: quartic polynomials; zeros of polynomials; |
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C05AUF | 23 | nagf_roots_contfn_brent_interval Zero of continuous function, Brent algorithm, from a given starting value, binary search for interval Related keywords: Brent algorithm; finance; roots of transcendental equations; zeros of transcendental functions; |
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C05AVF | 8 | nagf_roots_contfn_interval_rcomm Binary search for interval containing zero of continuous function (reverse communication) Related keywords: finance; roots of transcendental equations; zeros of transcendental functions; |
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C05AWF | 23 | nagf_roots_contfn_cntin Zero of continuous function, continuation method, from a given starting value Related keywords: finance; roots of transcendental equations; zeros of transcendental functions; |
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C05AXF | 8 | nagf_roots_contfn_cntin_rcomm Zero of continuous function, continuation method, from a given starting value (reverse communication) Related keywords: finance; roots of transcendental equations; zeros of transcendental functions; |
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C05AYF | 23 | nagf_roots_contfn_brent Zero of continuous function in a given interval, Brent algorithm Related keywords: Brent algorithm; finance; roots of transcendental equations; zeros of transcendental functions; |
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C05AZF | 7 | nagf_roots_contfn_brent_rcomm Zero of continuous function in a given interval, Brent algorithm (reverse communication) Related keywords: Brent algorithm; finance; roots of transcendental equations; zeros of transcendental functions; |
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C05MDF | 26 | nagf_roots_sys_func_aa_rcomm Solution of a system of nonlinear equations using Anderson acceleration (reverse communication) Related keywords: Anderson acceleration; roots of transcendental equations; zeros of transcendental functions; |
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C05QBF | 23 | nagf_roots_sys_func_easy Solution of a system of nonlinear equations using function values only (easy-to-use) Related keywords: finance; roots of transcendental equations; zeros of transcendental functions; |
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C05QCF | 23 | nagf_roots_sys_func_expert Solution of a system of nonlinear equations using function values only (comprehensive) Related keywords: finance; roots of transcendental equations; zeros of transcendental functions; |
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C05QDF | 23 | nagf_roots_sys_func_rcomm Solution of a system of nonlinear equations using function values only (reverse communication) Related keywords: finance; roots of transcendental equations; zeros of transcendental functions; |
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C05QSF | 23 | nagf_roots_sparsys_func_easy Solution of a sparse system of nonlinear equations using function values only (easy-to-use) Related keywords: discretised system; roots of transcendental equations; sparse nonlinear system; zeros of transcendental functions; |
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C05RBF | 23 | nagf_roots_sys_deriv_easy Solution of a system of nonlinear equations using first derivatives (easy-to-use) Related keywords: finance; roots of transcendental equations; zeros of transcendental functions; |
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C05RCF | 23 | nagf_roots_sys_deriv_expert Solution of a system of nonlinear equations using first derivatives (comprehensive) Related keywords: finance; roots of transcendental equations; zeros of transcendental functions; |
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C05RDF | 23 | nagf_roots_sys_deriv_rcomm Solution of a system of nonlinear equations using first derivatives (reverse communication) Related keywords: finance; roots of transcendental equations; zeros of transcendental functions; |
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roots of transcendental equations | C05 Chapter Introduction | Roots of One or More Transcendental Equations | |
rotation, elementary | F06AAF | 12 | nagf_blas_drotg Generate real plane rotation Related keywords: BLAS; blas, real matrices; drotg; linear algebra support routines; |
F06BAF | 12 | nagf_blas_drotgc Generate real plane rotation, storing tangent Related keywords: BLAS; linear algebra support routines; |
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F06BEF | 12 | nagf_blas_drotj Generate real Jacobi plane rotation Related keywords: BLAS; Jacobi method; linear algebra support routines; |
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F06BHF | 12 | nagf_blas_drot2 Apply real similarity rotation to by symmetric matrix Related keywords: BLAS; linear algebra support routines; |
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F06CAF | 12 | nagf_blas_zrotgc Generate complex plane rotation, storing tangent, real cosine Related keywords: BLAS; linear algebra support routines; |
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F06CBF | 12 | nagf_blas_zrotgs Generate complex plane rotation, storing tangent, real sine Related keywords: BLAS; linear algebra support routines; |
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F06CHF | 12 | nagf_blas_zrot2 Apply complex similarity rotation to by Hermitian matrix Related keywords: BLAS; linear algebra support routines; |
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F06EPF | 12 | nagf_blas_drot Apply real plane rotation Related keywords: BLAS; blas, real matrices; drot; linear algebra support routines; |
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F06EXF | 14 | nagf_blas_droti Apply plane rotation to a real sparse and a full vector Related keywords: BLAS; blas, real matrices; droti; linear algebra support routines; |
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F06FPF | 12 | nagf_blas_drots Apply real symmetric plane rotation to two vectors Related keywords: BLAS; linear algebra support routines; |
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F06FQF | 12 | nagf_blas_dsrotg Generate sequence of real plane rotations Related keywords: BLAS; linear algebra support routines; |
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F06HMF | 21 | nagf_blas_zrot Apply plane rotation with real cosine and complex sine Related keywords: BLAS; blas, complex matrices; linear algebra support routines; zrot; |
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F06HPF | 12 | nagf_blas_zcrot Apply complex plane rotation Related keywords: BLAS; linear algebra support routines; |
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F06HQF | 12 | nagf_blas_zsrotg Generate sequence of complex plane rotations Related keywords: BLAS; linear algebra support routines; |
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F06KPF | 12 | nagf_blas_zdrot Apply real plane rotation to two complex vectors Related keywords: BLAS; linear algebra support routines; zdrot; |
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F06QMF | 13 | nagf_blas_dsysrc Orthogonal similarity transformation of real symmetric matrix as a sequence of plane rotations Related keywords: BLAS; linear algebra support routines; real, indefinite, symmetric matrix; |
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F06QPF | 13 | nagf_blas_dutr1 factorization by sequence of plane rotations, rank-1 update of real upper triangular matrix Related keywords: BLAS; linear algebra support routines; factorization; rank matrix updates; real, triangular matrix; |
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F06QQF | 13 | nagf_blas_dutupd factorization by sequence of plane rotations, real upper triangular matrix augmented by a full row Related keywords: BLAS; linear algebra support routines; factorization; rank matrix updates; real, triangular matrix; |
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F06QRF | 13 | nagf_blas_duhqr or factorization by sequence of plane rotations, real upper Hessenberg matrix Related keywords: BLAS; linear algebra support routines; factorization; rank matrix updates; real, Hessenberg matrix; RQ factorizations; |
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F06QSF | 13 | nagf_blas_dusqr or factorization by sequence of plane rotations, real upper spiked matrix Related keywords: BLAS; linear algebra support routines; factorization; rank matrix updates; real, nonsymmetric matrix; RQ factorizations; |
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F06QTF | 13 | nagf_blas_dutsqr factorization of or factorization of , real upper triangular, a sequence of plane rotations Related keywords: BLAS; linear algebra support routines; factorization; rank matrix updates; RQ factorizations; |
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F06QVF | 13 | nagf_blas_dutsrh Compute upper Hessenberg matrix by sequence of plane rotations, real upper triangular matrix Related keywords: BLAS; linear algebra support routines; real, triangular matrix; |
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F06QWF | 13 | nagf_blas_dutsrs Compute upper spiked matrix by sequence of plane rotations, real upper triangular matrix Related keywords: BLAS; linear algebra support routines; real, triangular matrix; |
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F06QXF | 13 | nagf_blas_dgesrc Apply sequence of plane rotations, real rectangular matrix Related keywords: BLAS; linear algebra support routines; real, by matrix; |
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F06TMF | 13 | nagf_blas_zhesrc Unitary similarity transformation of Hermitian matrix as a sequence of plane rotations Related keywords: BLAS; complex, Hermitian matrix; linear algebra support routines; |
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F06TQF | 13 | nagf_blas_zutupd factorization by sequence of plane rotations, complex upper triangular matrix augmented by a full row Related keywords: BLAS; complex, triangular matrix; linear algebra support routines; factorization; |
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F06TRF | 13 | nagf_blas_zuhqr or factorization by sequence of plane rotations, complex upper Hessenberg matrix Related keywords: BLAS; complex, Hessenberg matrix; linear algebra support routines; factorization; RQ factorizations; |
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F06TSF | 13 | nagf_blas_zusqr or factorization by sequence of plane rotations, complex upper spiked matrix Related keywords: BLAS; complex, triangular matrix; linear algebra support routines; factorization; RQ factorizations; |
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F06TTF | 13 | nagf_blas_zutsqr factorization of or factorization of , complex upper triangular, a sequence of plane rotations Related keywords: BLAS; complex, triangular matrix; linear algebra support routines; factorization; RQ factorizations; |
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F06TVF | 13 | nagf_blas_zutsrh Compute upper Hessenberg matrix by sequence of plane rotations, complex upper triangular matrix Related keywords: BLAS; complex, triangular matrix; linear algebra support routines; |
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F06TWF | 13 | nagf_blas_zutsrs Compute upper spiked matrix by sequence of plane rotations, complex upper triangular matrix Related keywords: BLAS; complex, triangular matrix; linear algebra support routines; |
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F06TXF | 13 | nagf_blas_zgesrc Apply sequence of plane rotations, complex rectangular matrix, real cosine and complex sine Related keywords: BLAS; complex, by matrix; linear algebra support routines; |
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F06TYF | 13 | nagf_blas_zgesrs Apply sequence of plane rotations, complex rectangular matrix, complex cosine and real sine Related keywords: BLAS; complex, by matrix; linear algebra support routines; |
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F06VXF | 13 | nagf_blas_zsgesr Apply sequence of plane rotations, complex rectangular matrix, real cosine and sine Related keywords: BLAS; complex, by matrix; linear algebra support routines; |
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RQ factorizations | F01QGF | 14 | nagf_matop_real_trapez_rq factorization of real by upper trapezoidal matrix Related keywords: inversion; matrix operations; real, trapezoidal matrix; |
F01QJF | 14 | nagf_matop_real_gen_rq factorization of real by matrix Related keywords: inversion; matrix operations; real, by matrix; |
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F01QKF | 14 | nagf_matop_real_gen_rq_formq Operations with orthogonal matrices, form rows of , after factorization by F01QJF Related keywords: inversion; matrix operations; |
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F01RGF | 14 | nagf_matop_complex_trapez_rq factorization of complex by upper trapezoidal matrix Related keywords: complex, trapezoidal matrix; inversion; matrix operations; |
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F01RJF | 14 | nagf_matop_complex_gen_rq factorization of complex by matrix Related keywords: complex, by matrix; inversion; matrix operations; |
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F01RKF | 14 | nagf_matop_complex_gen_rq_formq Operations with unitary matrices, form rows of , after factorization by F01RJF Related keywords: inversion; matrix operations; |
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F06QRF | 13 | nagf_blas_duhqr or factorization by sequence of plane rotations, real upper Hessenberg matrix Related keywords: BLAS; linear algebra support routines; factorization; rank matrix updates; real, Hessenberg matrix; rotation, elementary; |
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F06QSF | 13 | nagf_blas_dusqr or factorization by sequence of plane rotations, real upper spiked matrix Related keywords: BLAS; linear algebra support routines; factorization; rank matrix updates; real, nonsymmetric matrix; rotation, elementary; |
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F06QTF | 13 | nagf_blas_dutsqr factorization of or factorization of , real upper triangular, a sequence of plane rotations Related keywords: BLAS; linear algebra support routines; factorization; rank matrix updates; rotation, elementary; |
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F06TRF | 13 | nagf_blas_zuhqr or factorization by sequence of plane rotations, complex upper Hessenberg matrix Related keywords: BLAS; complex, Hessenberg matrix; linear algebra support routines; factorization; rotation, elementary; |
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F06TSF | 13 | nagf_blas_zusqr or factorization by sequence of plane rotations, complex upper spiked matrix Related keywords: BLAS; complex, triangular matrix; linear algebra support routines; factorization; rotation, elementary; |
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F06TTF | 13 | nagf_blas_zutsqr factorization of or factorization of , complex upper triangular, a sequence of plane rotations Related keywords: BLAS; complex, triangular matrix; linear algebra support routines; factorization; rotation, elementary; |
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F08CHF | 22 | nagf_lapackeig_dgerqf factorization of real general rectangular matrix Related keywords: DGERQF; eigenproblem; LAPACK; LAPACK; least squares; real, by matrix; |
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F08CJF | 22 | nagf_lapackeig_dorgrq Form all or part of orthogonal from factorization determined by F08CHF Related keywords: DORGRQ; eigenproblem; LAPACK; LAPACK; least squares; orthogonal matrix, generation; orthogonal transformations; |
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F08CKF | 22 | nagf_lapackeig_dormrq Applies the orthogonal transformation determined by F08CHF Related keywords: DORGRQ; eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; |
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F08CVF | 22 | nagf_lapackeig_zgerqf factorization of complex general rectangular matrix Related keywords: complex, by matrix; eigenproblem; LAPACK; LAPACK; least squares; ZGERQF; |
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F08CWF | 22 | nagf_lapackeig_zungrq Form all or part of unitary from factorization determined by F08CVF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; unitary matrix, generation; unitary transformations; ZUNGRQ; |
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F08CXF | 22 | nagf_lapackeig_zunmrq Applies the unitary transformation determined by F08CVF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; unitary transformations; ZUNMRQ; |
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F08ZAF | 21 | nagf_lapackeig_dgglse Solves the real linear equality-constrained least squares (LSE) problem Related keywords: DGGLSE; eigenproblem; LAPACK; LAPACK; least squares; linear least squares; real, by matrix; |
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F08ZFF | 22 | nagf_lapackeig_dggrqf Computes a generalized factorization of a real matrix pair Related keywords: DGGRQF; eigenproblem; LAPACK; LAPACK; least squares; real, by matrix; |
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F08ZNF | 21 | nagf_lapackeig_zgglse Solves the complex linear equality-constrained least squares (LSE) problem Related keywords: complex, by matrix; eigenproblem; LAPACK; LAPACK; least squares; linear least squares; ZGGLSE; |
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F08ZTF | 22 | nagf_lapackeig_zggrqf Computes a generalized factorization of a complex matrix pair Related keywords: complex, by matrix; eigenproblem; LAPACK; LAPACK; least squares; ZGGRQF; |
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Runge–Kutta–Merson | D02PEF | 24 | nagf_ode_ivp_rkts_range Ordinary differential equations, initial value problem, Runge–Kutta method, integration over range with output Related keywords: first-order system; IVP, initial value problem; Nonstiff; ODE, ordinary differential equations; RK23; RK45; RK78; |
D02PFF | 24 | nagf_ode_ivp_rkts_onestep Ordinary differential equations, initial value problem, Runge–Kutta method, integration over one step Related keywords: first-order system; IVP, initial value problem; Nonstiff; ODE, ordinary differential equations; RK23; RK45; RK78; |
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D02PGF | 26 | nagf_ode_ivp_rk_step_revcomm Ordinary differential equations, initial value problem, Runge–Kutta method, integration by reverse communication Related keywords: IVP, initial value problem; ODE, ordinary differential equations; RK23; RK45; RK78; |
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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 Related keywords: first-order system; interpolation; IVP, initial value problem; Nonstiff; ODE, ordinary differential equations; |
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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 Related keywords: interpolation; IVP, initial value problem; ODE, ordinary differential equations; |
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D02PQF | 24 | nagf_ode_ivp_rkts_setup Ordinary differential equations, initial value problem, setup for D02PEF D02PFF Related keywords: IVP, initial value problem; ODE, ordinary differential equations; |
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D02PRF | 24 | nagf_ode_ivp_rkts_reset_tend Ordinary differential equations, initial value problem, resets end of range for D02PFF Related keywords: IVP, initial value problem; ODE, ordinary differential equations; |
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D02PSF | 24 | nagf_ode_ivp_rkts_interp Ordinary differential equations, initial value problem, interpolation for D02PFF Related keywords: interpolation; IVP, initial value problem; ODE, ordinary differential equations; |
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D02PTF | 24 | nagf_ode_ivp_rkts_diag Ordinary differential equations, initial value problem, integration diagnostics for D02PEF D02PFF Related keywords: IVP, initial value problem; ODE, ordinary differential equations; |
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D02PUF | 24 | nagf_ode_ivp_rkts_errass Ordinary differential equations, initial value problem, error assessment diagnostics for D02PEF D02PFF Related keywords: IVP, initial value problem; ODE, ordinary differential equations; |
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Runge–Kutta–Merson, ODE | 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) Related keywords: initial value problem; IVP, initial value problem; ODE, ordinary differential equations; |
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) Related keywords: initial value problem; IVP, initial value problem; ODE, ordinary differential equations; |
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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) Related keywords: initial value problem; IVP, initial value problem; ODE, ordinary differential equations; RK45; |
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Runge–Kutta–Nystrom, ODE | D02LAF | 13 | nagf_ode_ivp_2nd_rkn Second-order ordinary differential equations, initial value problem, Runge–Kutta–Nystrom method Related keywords: initial value problem; IVP, initial value problem; ODE, ordinary differential equations; |
D02LXF | 13 | nagf_ode_ivp_2nd_rkn_setup Second-order ordinary differential equations, initial value problem, setup for D02LAF Related keywords: initial value problem; IVP, initial value problem; ODE, ordinary differential equations; |
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D02LYF | 13 | nagf_ode_ivp_2nd_rkn_diag Second-order ordinary differential equations, initial value problem, diagnostics for D02LAF Related keywords: initial value problem; IVP, initial value problem; ODE, ordinary differential equations; |
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D02LZF | 13 | nagf_ode_ivp_2nd_rkn_interp Second-order ordinary differential equations, initial value problem, interpolation for D02LAF Related keywords: initial value problem; IVP, initial value problem; ODE, ordinary differential equations; |
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running median | G10CAF | 16 | nagf_smooth_data_runningmedian Compute smoothed data sequence using running median smoothers Related keywords: smoothing; Smoothing in Statistics; Tukey's smoothing; |
runs up and runs down test for randomness | G08EAF | 14 | nagf_nonpar_randtest_runs Performs the runs up or runs down test for randomness Related keywords: nonparametric statistics; randomness, tests for; |
Sag–Szekeres method | D01FDF | 10 | nagf_quad_md_sphere Multidimensional quadrature, Sag–Szekeres method, general product region or -sphere Related keywords: integration, multidimensional; quadrature; |
sample, random | G05NDF | 22 | nagf_rand_sample Pseudorandom sample from an integer vector Related keywords: big data; data analytics; finance; random number generators; random sample; |
G05NEF | 23 | nagf_rand_sample_wgt Pseudorandom sample, without replacement, unequal weights Related keywords: big data; data analytics; random number generators; random sample; |
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Savage scores | G01DHF | 15 | nagf_stat_ranks_and_scores Ranks, Normal scores, approximate Normal scores or exponential (Savage) scores Related keywords: Blom scores; exponential scores; finance; rank scores; Simple Calculations on Statistical Data; Tukey scores; van der Waerden scores; |
scalar product | X03AAF | 5 | nagf_dot_real_prec Real inner product added to initial value, basic/additional precision Related keywords: additional precision accumulation; dot product; extended precision accumulation; inner product; inner products; |
X03ABF | 5 | nagf_dot_complex_prec Complex inner product added to initial value, basic/additional precision Related keywords: additional precision accumulation; dot product; extended precision accumulation; inner product; inner products; |
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scale parameters | G07DBF | 13 | nagf_univar_robust_1var_mestim Robust estimation, -estimates for location and scale parameters, standard weight functions Related keywords: location, robust estimation; -estimates; robust estimation; univariate estimation; |
G07DCF | 13 | nagf_univar_robust_1var_mestim_wgt Robust estimation, -estimates for location and scale parameters, user-defined weight functions Related keywords: location, robust estimation; -estimates; robust estimation; univariate estimation; |
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scaling | F07AFF | 22 | nagf_lapacklin_dgeequ Computes row and column scalings intended to equilibrate a general real matrix and reduce its condition number Related keywords: DGEEQU; equilibration; LAPACK; linear equations; real, nonsymmetric matrix; |
F07ATF | 22 | nagf_lapacklin_zgeequ Computes row and column scalings intended to equilibrate a general complex matrix and reduce its condition number Related keywords: complex, nonsymmetric matrix; equilibration; LAPACK; linear equations; ZGEEQU; |
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F07BFF | 22 | nagf_lapacklin_dgbequ Computes row and column scalings intended to equilibrate a real banded matrix and reduce its condition number Related keywords: DGBEQU; equilibration; LAPACK; linear equations; matrix, band; real, band matrix; |
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F07BTF | 22 | nagf_lapacklin_zgbequ Computes row and column scalings intended to equilibrate a complex banded matrix and reduce its condition number Related keywords: complex, band matrix; equilibration; LAPACK; linear equations; matrix, band; ZGBEQU; |
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F07FFF | 22 | nagf_lapacklin_dpoequ Computes row and column scalings intended to equilibrate a real symmetric positive definite matrix and reduce its condition number Related keywords: DPOEQU; equilibration; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
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F07FTF | 22 | nagf_lapacklin_zpoequ Computes row and column scalings intended to equilibrate a complex Hermitian positive definite matrix and reduce its condition number Related keywords: complex, Hermitian, positive-definite matrix; equilibration; LAPACK; linear equations; ZPOEQU; |
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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 Related keywords: DPPEQU; equilibration; LAPACK; linear equations; real, positive-definite, symmetric matrix; |
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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 Related keywords: complex, Hermitian, positive-definite matrix; equilibration; LAPACK; linear equations; ZPPEQU; |
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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 Related keywords: DPBEQU; equilibration; LAPACK; linear equations; matrix, band; real, band, positive-definite, symmetric matrix; |
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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 Related keywords: complex, band, Hermitian, positive-definite matrix; equilibration; LAPACK; linear equations; matrix, band; ZPBEQU; |
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scattered data | E02DDF | 13 | nagf_fit_2dspline_sctr Least squares surface fit by bicubic splines with automatic knot placement, scattered data Related keywords: bicubic splines; B-splines; curve and surface fitting; least squares; smoothing; |
E02JDF | 24 | nagf_fit_2dspline_ts_sctr Spline approximation to a set of scattered data using a two-stage approximation method Related keywords: curve and surface fitting; spline; two-dimensional spline approximation; |
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E02JEF | 24 | nagf_fit_2dspline_ts_evalv Evaluation at a vector of points of a spline computed by E02JDF Related keywords: curve and surface fitting; spline; two-dimensional spline approximation; |
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E02JFF | 24 | nagf_fit_2dspline_ts_evalm Evaluation at a mesh of points of a spline computed by E02JDF Related keywords: curve and surface fitting; gridded data; spline; two-dimensional spline approximation; |
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Scattered data | E01EAF | 25 | nagf_interp_2d_triangulate Triangulation of two-dimensional scattered grid, method of Renka and Cline Related keywords: interpolation; Renka and Cline method; Triangulation; |
E01EBF | 25 | nagf_interp_2d_triang_bary_eval Barycentric interpolation on function values provided on a two-dimensional scattered grid Related keywords: Barycentric interpolation; Bilinear interpolation; finance; interpolation; Interpolation; Renka and Cline method; Scattered data interpolation; Triangulation; |
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Scattered data interpolation | E01EBF | 25 | nagf_interp_2d_triang_bary_eval Barycentric interpolation on function values provided on a two-dimensional scattered grid Related keywords: Barycentric interpolation; Bilinear interpolation; finance; interpolation; Interpolation; Renka and Cline method; Scattered data; Triangulation; |
Scheppe type regression | G02HAF | 13 | nagf_correg_robustm Robust regression, standard -estimates Related keywords: Andrew's sine wave; big data; correlation analysis; data analytics; finance; Hampel's piecewise linear function; Huber type regression; Krasker–Welsch weights; Mallows type regression; Maronna's weights; -estimates; nonlinear regression; polynomial regression; regression; regression analysis; robust regression; Tukey's bi-weight; |
Schur form | F08PAF | 21 | nagf_lapackeig_dgees Computes for real square nonsymmetric matrix, the eigenvalues, the real Schur form, and, optionally, the matrix of Schur vectors Related keywords: DGEES; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; Schur vectors; |
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 Related keywords: condition number, matrix; DGEES; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; Schur vectors; |
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F08PEF | 16 | nagf_lapackeig_dhseqr Computes the eigenvalues and Schur factorization of real upper Hessenberg matrix reduced from real general matrix Related keywords: DHSEQR; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; |
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F08PNF | 21 | nagf_lapackeig_zgees Computes for complex square nonsymmetric matrix, the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors Related keywords: complex, nonsymmetric matrix; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; Schur vectors; ZGEES; |
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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 Related keywords: condition number, matrix; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; Schur vectors; ZGEESX; |
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F08PSF | 16 | nagf_lapackeig_zhseqr Computes the eigenvalues and Schur factorization of complex upper Hessenberg matrix reduced from complex general matrix Related keywords: complex, Hessenberg matrix; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; ZHSEQR; |
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F08QFF | 16 | nagf_lapackeig_dtrexc Reorders a Schur factorization of real matrix using orthogonal similarity transformation Related keywords: DTREXC; eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; real, nonsymmetric matrix; |
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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 Related keywords: condition number, matrix; DTREXC; eigenproblem; LAPACK; LAPACK; least squares; orthogonal transformations; |
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F08QTF | 16 | nagf_lapackeig_ztrexc Reorders a Schur factorization of complex matrix using unitary similarity transformation Related keywords: eigenproblem; LAPACK; LAPACK; least squares; unitary transformations; ZTREXC; |
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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 Related keywords: condition number, matrix; eigenproblem; LAPACK; LAPACK; least squares; ZTRSEN; |
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Schur form, generalized | 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 Related keywords: DGGES; eigenproblem; eigenvalues; generalized Schur form; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; Schur vectors; |
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 Related keywords: condition number, matrix; DGGESX; eigenproblem; eigenvalues; generalized Schur form; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; Schur vectors; |
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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 Related keywords: DGGES3; eigenproblem; eigenvalues; generalized Schur form; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; Schur vectors; |
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Schur vectors | F08PAF | 21 | nagf_lapackeig_dgees Computes for real square nonsymmetric matrix, the eigenvalues, the real Schur form, and, optionally, the matrix of Schur vectors Related keywords: DGEES; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; Schur form; |
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 Related keywords: condition number, matrix; DGEES; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; Schur form; |
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F08PNF | 21 | nagf_lapackeig_zgees Computes for complex square nonsymmetric matrix, the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors Related keywords: complex, nonsymmetric matrix; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; Schur form; ZGEES; |
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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 Related keywords: condition number, matrix; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; Schur form; ZGEESX; |
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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 Related keywords: DGGES; eigenproblem; eigenvalues; generalized Schur form; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; Schur form, generalized; |
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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 Related keywords: condition number, matrix; DGGESX; eigenproblem; eigenvalues; generalized Schur form; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; Schur form, generalized; |
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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 Related keywords: DGGES3; eigenproblem; eigenvalues; generalized Schur form; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; Schur form, generalized; |
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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 Related keywords: complex, nonsymmetric matrix; eigenproblem; eigenproblem, generalized; eigenvalues; generalized eigenproblem; generalized Schur form; LAPACK; LAPACK; least squares; ZGGES; |
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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 Related keywords: complex, nonsymmetric matrix; condition number, matrix; eigenproblem; eigenproblem, generalized; eigenvalues; generalized eigenproblem; generalized Schur form; LAPACK; LAPACK; least squares; ZGGES; |
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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 Related keywords: complex, nonsymmetric matrix; eigenproblem; eigenproblem, generalized; eigenvalues; generalized eigenproblem; generalized Schur form; LAPACK; LAPACK; least squares; ZGGES3; |
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score patterns | G11SAF | 12 | nagf_contab_binary Contingency table, latent variable model for binary data Related keywords: contingency table analysis; factor scores; latent variable model; theta scores; |
scores | G08RAF | 12 | nagf_nonpar_rank_regsn Regression using ranks, uncensored data Related keywords: nonparametric statistics; parameter estimates; regression; variance-covariance matrix; |
G08RBF | 12 | nagf_nonpar_rank_regsn_censored Regression using ranks, right-censored data Related keywords: nonparametric statistics; parameter estimates; regression; variance-covariance matrix; |
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scramble | G05YNF | 22 | nagf_rand_quasi_init_scrambled Initializes a scrambled quasi-random number generator Related keywords: big data; data analytics; Faure–Tezuka; finance; Niederreiter; Owen; random number generators; random numbers; Sobol; |
SDP | 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) Related keywords: initialization; least squares fitting; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; semidefinite programming; |
E04RDF | 26 | nagf_opt_sdp_read_sdpa A reader of sparse SDPA data files for linear SDP problems Related keywords: least squares fitting; linear matrix inequality; LMI; matrix constraints; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; semidefinite programming; service routine; |
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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) Related keywords: bilinear matrix inequality; BMI; generalized augmented Lagrangian method; Lagrangian; least squares fitting; linear matrix inequality; LMI; matrix constraints; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; monitoring information; optimization; optimization; semidefinite programming; |
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searching | M01 Chapter Introduction | Sorting and Searching Related keywords: big data; data analytics; sorting; |
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seasonal differencing | G13AAF | 9 | nagf_tsa_uni_diff Univariate time series, seasonal and non-seasonal differencing Related keywords: big data; data analytics; differencing, time series; finance; non-seasonal differencing; time series; time series analysis; univariate time series; |
semidefinite programming | 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) Related keywords: initialization; least squares fitting; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; SDP; |
E04RDF | 26 | nagf_opt_sdp_read_sdpa A reader of sparse SDPA data files for linear SDP problems Related keywords: least squares fitting; linear matrix inequality; LMI; matrix constraints; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; SDP; service routine; |
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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) Related keywords: bilinear matrix inequality; BMI; generalized augmented Lagrangian method; Lagrangian; least squares fitting; linear matrix inequality; LMI; matrix constraints; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; monitoring information; optimization; optimization; SDP; |
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sequence, accelerate | C06BAF | 10 | nagf_sum_accelerate Acceleration of convergence of sequence, Shanks' transformation and epsilon algorithm Related keywords: epsilon algorithm; Shanks' transformation, epsilon algorithm; summation of series; |
sequential QP method | E04UCF | 12 | nagf_opt_nlp1_solve_old Nonlinear programming (NLP), dense, active-set SQP method, using function values and optionally first derivatives, recommended Related keywords: dense; finance; maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; nonlinear programming; optimization; SQP; |
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) Related keywords: dense; finance; maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; nonlinear programming; optimization; SQP; |
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E04UGF | 19 | nagf_opt_nlp1_sparse_solve_old Nonlinear programming (NLP), sparse, active-set SQP method, using function values and optionally first derivatives Related keywords: finance; maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; nonlinear programming; optimization; SQP; |
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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 Related keywords: data fitting; finance; maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; nonlinear least squares; nonlinear programming; optimization; quasi-Newton approximation; sum of squares; |
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E04VHF | 21 | nagf_opt_nlp2_sparse_solve Nonlinear programming (NLP), sparse, active-set SQP method, using function values and optionally first derivatives, recommended Related keywords: finance; LP, linear programming; maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; nonlinear programming; optimization; quasi-Newton algorithm; simplex algorithm; SQP; |
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E04WDF | 21 | nagf_opt_nlp2_solve Nonlinear programming (NLP), dense, active-set SQP method, using function values and optionally first derivatives Related keywords: dense; finance; maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; nonlinear programming; optimization; SQP; |
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E05UCF | 24 | nagf_glopt_nlp_multistart_sqp Global optimization using multi-start, nonlinear constraints Related keywords: finance; global optimization; minimization, nonlinear constraints; multi-start algorithm; |
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E05USF | 24 | nagf_glopt_nlp_multistart_sqp_lsq Global optimization of a sum of squares problem using multi-start, nonlinear constraints Related keywords: finance; global optimization; multi-start algorithm; sum of squares; |
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service routine | E04HCF | 6 | nagf_opt_check_deriv Check user's routine for calculating first derivatives of function Related keywords: check derivative; finance; maximizing a function; minimization, unconstrained; minimizing a function; optimization; |
E04HDF | 6 | nagf_opt_check_deriv2 Check user's routine for calculating second derivatives of function Related keywords: check derivative; finance; maximizing a function; minimization, unconstrained; minimizing a function; optimization; |
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E04MWF | 26 | nagf_opt_miqp_mps_write Write MPS data file defining LP, QP, MILP or MIQP problem Related keywords: linear programming,integer; LP, linear programming; maximizing a function; minimizing a function; MPS format; MPSX format; optimization; QP, quadratic programming; |
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E04MXF | 24 | nagf_opt_miqp_mps_read Read MPS data file defining LP, QP, MILP or MIQP problem Related keywords: linear programming,integer; LP, linear programming; maximizing a function; minimizing a function; MPSX format; optimization; QP, quadratic programming; |
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E04MZF | 18 | nagf_opt_qpconvex1_sparse_mps Read MPS data file defining LP or QP problem, deprecated Related keywords: LP, linear programming; maximizing a function; minimizing a function; MPSX format; optimization; QP, quadratic programming; |
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E04NKF | 18 | nagf_opt_qpconvex1_sparse_solve_old Linear programming (LP) or convex quadratic programming (QP), sparse, active-set method Related keywords: finance; LP, linear programming; maximizing a function; minimizing a function; optimization; QP, quadratic programming; |
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E04NQF | 21 | nagf_opt_qpconvex2_sparse_solve Linear programming (LP) or convex quadratic programming (QP), sparse, active-set method, recommended Related keywords: active-set method; finance; LP, linear programming; maximizing a function; minimizing a function; optimization; QP, quadratic programming; sparse convex QP prolem; |
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E04RDF | 26 | nagf_opt_sdp_read_sdpa A reader of sparse SDPA data files for linear SDP problems Related keywords: least squares fitting; linear matrix inequality; LMI; matrix constraints; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; optimization; optimization; SDP; semidefinite programming; |
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E04YAF | 7 | nagf_opt_lsq_check_deriv Check user's routine for calculating Jacobian of first derivatives Related keywords: finance; Jacobian estimation; maximizing a function; minimizing a function; optimization; |
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E04YBF | 7 | nagf_opt_lsq_check_hessian Check user's routine for calculating Hessian of a sum of squares Related keywords: finance; Hessian estimation; maximizing a function; minimizing a function; optimization; |
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E04YCF | 11 | nagf_opt_lsq_uncon_covariance Covariance matrix for nonlinear least squares problem (unconstrained) Related keywords: covariance matrix; maximizing a function; minimizing a function; nonlinear least squares; optimization; |
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set | X10ACF | 26 | Set the algorithmic mode Related keywords: adjoint derivatives; AD utility operations; algorithmic mode; automatic differentiation; |
X10BCF | 26 | Set the callback algorithmic mode Related keywords: adjoint derivatives; AD utility operations; automatic differentiation; callback algorithmic mode; |
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set information | E04RXF | 26 | nagf_opt_handle_set_get_real Retrieve or write a piece of information in a problem handle initialized by E04RAF Related keywords: get information; maximizing a function; minimizing a function; optimization; |
seven-point stencil | D03UBF | 8 | nagf_pde_3d_ellip_fd_iter Elliptic PDE, solution of finite difference equations by SIP, seven-point three-dimensional molecule, one iteration Related keywords: elliptic partial differential equations; PDE, partial differential equations; Stone's strongly implicit procedure; |
Shanks' transformation, epsilon algorithm | C06BAF | 10 | nagf_sum_accelerate Acceleration of convergence of sequence, Shanks' transformation and epsilon algorithm Related keywords: epsilon algorithm; sequence, accelerate; summation of series; |
Shapiro and Wilk's W test for Normality | G01DDF | 12 | nagf_stat_test_shapiro_wilk Shapiro and Wilk's test for Normality Related keywords: finance; Simple Calculations on Statistical Data; W test for Normality; |
Shepard method | E01SGF | 18 | nagf_interp_2d_scat_shep Interpolating functions, modified Shepard's method, two variables Related keywords: interpolation; |
E01SHF | 18 | nagf_interp_2d_scat_shep_eval Interpolated values, evaluate interpolant computed by E01SGF, function and first derivatives, two variables Related keywords: interpolation; |
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E01TGF | 18 | nagf_interp_3d_scat_shep Interpolating functions, modified Shepard's method, three variables Related keywords: interpolation; |
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E01THF | 18 | nagf_interp_3d_scat_shep_eval Interpolated values, evaluate interpolant computed by E01TGF, function and first derivatives, three variables Related keywords: interpolation; |
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E01TKF | 23 | nagf_interp_4d_scat_shep Interpolating functions, modified Shepard's method, four variables Related keywords: interpolation; |
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E01TLF | 23 | nagf_interp_4d_scat_shep_eval Interpolated values, evaluate interpolant computed by E01TKF, function and first derivatives, four variables Related keywords: interpolation; |
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E01TMF | 23 | nagf_interp_5d_scat_shep Interpolating functions, modified Shepard's method, five variables Related keywords: interpolation; |
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E01TNF | 23 | nagf_interp_5d_scat_shep_eval Interpolated values, evaluate interpolant computed by E01TMF, function and first derivatives, five variables Related keywords: interpolation; |
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E01ZMF | 24 | nagf_interp_nd_scat_shep Interpolating function, modified Shepard's method, dimensions Related keywords: interpolation; |
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E01ZNF | 24 | nagf_interp_nd_scat_shep_eval Interpolated values, evaluate interpolant computed by E01ZMF, function and first derivatives, dimensions Related keywords: interpolation; |
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shifted logarithmic function | S01BAF | 14 | nagf_specfun_log_shifted Related keywords: approximations of special functions; finance; logarithmic function; |
shooting method, ODE | 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 Related keywords: boundary value problem; BVP; ODE, ordinary differential equations; |
D02HAF | 8 | nagf_ode_bvp_shoot_bval Ordinary differential equations, boundary value problem, shooting and matching, boundary values to be determined Related keywords: boundary value problem; BVP; ODE, ordinary differential equations; |
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D02HBF | 8 | nagf_ode_bvp_shoot_genpar Ordinary differential equations, boundary value problem, shooting and matching, general parameters to be determined Related keywords: boundary value problem; BVP; ODE, ordinary differential equations; |
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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 Related keywords: boundary value problem; BVP; ODE, ordinary differential equations; parameterized first order; two-point boundary value problem; |
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shortest path | H03ADF | 18 | nagf_mip_shortestpath Shortest path problem, Dijkstra's algorithm Related keywords: Dijkstra's algorithm, shortest path; operations research; |
H03BBF | 25 | nagf_mip_tsp_simann Travelling Salesman Problem, simulated annealing Related keywords: operations research; simulated annealing; Travelling Salesman Problem; TSP; |
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shrinkage | G02APF | 26 | nagf_correg_corrmat_target Computes a correlation matrix from an approximate one using a specified target matrix Related keywords: big data; correlation analysis; correlation matrix; data analytics; elementwise weights; nearest correlation matrix; nonlinear regression; polynomial regression; regression analysis; shrinking method; |
shrinking method | G02ANF | 25 | nagf_correg_corrmat_shrinking Computes a correlation matrix from an approximate matrix with fixed submatrix Related keywords: big data; correlation analysis; correlation matrix; data analytics; nearest correlation matrix; nonlinear regression; polynomial regression; regression analysis; |
G02APF | 26 | nagf_correg_corrmat_target Computes a correlation matrix from an approximate one using a specified target matrix Related keywords: big data; correlation analysis; correlation matrix; data analytics; elementwise weights; nearest correlation matrix; nonlinear regression; polynomial regression; regression analysis; shrinkage; |
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signed rank test | G08AGF | 14 | nagf_nonpar_test_wilcoxon Performs the Wilcoxon one-sample (matched pairs) signed rank test Related keywords: nonparametric statistics; Wilcoxon signed rank test; |
significance | G01EPF | 15 | nagf_stat_prob_durbin_watson Computes bounds for the significance of a Durbin–Watson statistic Related keywords: CDF, cumulative distribution function; Durbin–Watson statistic; finance; Simple Calculations on Statistical Data; |
G01SAF | 24 | nagf_stat_prob_normal_vector Computes a vector of probabilities for the standard Normal distribution Related keywords: big data; CDF, cumulative distribution function; confidence interval; data analytics; Gaussian distribution; lower tail probability; Normal distribution; Simple Calculations on Statistical Data; two-tail probability; upper tail probability; |
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G01SBF | 24 | nagf_stat_prob_students_t_vector Computes a vector of probabilities for the Student's -distribution Related keywords: big data; CDF, cumulative distribution function; confidence interval; data analytics; lower tail probability; Simple Calculations on Statistical Data; Student's -distribution; two-tail probability; upper tail probability; |
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G02FCF | 15 | nagf_correg_linregm_stat_durbwat Computes Durbin–Watson test statistic Related keywords: big data; correlation analysis; data analytics; Durbin–Watson statistic; finance; nonlinear regression; polynomial regression; regression analysis; |
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G13ASF | 13 | nagf_tsa_uni_arima_resid Univariate time series, diagnostic checking of residuals, following G13AEF or G13AFF Related keywords: ARMA; autocorrelation function; big data; Box–Jenkins models; Box–Ljung portmanteau statistic; data analytics; finance; standard errors; time series; time series analysis; univariate time series; |
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G13DNF | 15 | nagf_tsa_multi_corrmat_partlag Multivariate time series, sample partial lag correlation matrices, statistics and significance levels Related keywords: big data; chi squared statistics; data analytics; multivariate time series; partial lag; time series; time series analysis; |
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sign test | G08AAF | 8 | nagf_nonpar_test_sign Sign test on two paired samples Related keywords: nonparametric statistics; |
Simple Calculations on Statistical Data | G01 Chapter Introduction | Simple Calculations on Statistical Data | |
simple incremental method | D06AAF | 20 | nagf_mesh_2d_gen_inc Generates a two-dimensional mesh using a simple incremental method Related keywords: mesh generation; triangular mesh; |
simplex algorithm | E04CBF | 22 | nagf_opt_uncon_simplex Unconstrained minimum, Nelder–Mead simplex algorithm, using function values only Related keywords: derivative-free minimization; finance; maximizing a function; minimization, unconstrained; minimizing a function; Nelder–Mead algorithm; NLP; nonlinear programming; optimization; |
E04VHF | 21 | nagf_opt_nlp2_sparse_solve Nonlinear programming (NLP), sparse, active-set SQP method, using function values and optionally first derivatives, recommended Related keywords: finance; LP, linear programming; maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; nonlinear programming; optimization; quasi-Newton algorithm; sequential QP method; SQP; |
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simulated annealing | H03BBF | 25 | nagf_mip_tsp_simann Travelling Salesman Problem, simulated annealing Related keywords: operations research; shortest path; Travelling Salesman Problem; TSP; |
simultaneous linear equations | F04 Chapter Introduction | Simultaneous Linear Equations Related keywords: big data; data analytics; |
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sine, matrix | F01EKF | 24 | nagf_matop_real_gen_matrix_fun_std Exponential, sine, cosine, sinh or cosh of a real matrix (Schur–Parlett algorithm) Related keywords: cosh, matrix; cosine, matrix; exponential, matrix; functions, matrix; inversion; matrix operations; real, nonsymmetric matrix; sinh, matrix; |
F01FKF | 24 | nagf_matop_complex_gen_matrix_fun_std Exponential, sine, cosine, sinh or cosh of a complex matrix (Schur–Parlett algorithm) Related keywords: complex, nonsymmetric matrix; cosh, matrix; cosine, matrix; exponential, matrix; functions, matrix; inversion; matrix operations; sinh, matrix; |
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F01JAF | 24 | nagf_matop_real_gen_matrix_cond_std Condition number for the exponential, logarithm, sine, cosine, sinh or cosh of a real matrix Related keywords: condition number, matrix; cosh, matrix; cosine, matrix; exponential, matrix; inversion; logarithm, matrix; matrix operations; real, nonsymmetric matrix; sinh, matrix; |
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F01KAF | 24 | nagf_matop_complex_gen_matrix_cond_std Condition number for the exponential, logarithm, sine, cosine, sinh or cosh of a complex matrix Related keywords: complex, nonsymmetric matrix; condition number, matrix; cosh, matrix; cosine, matrix; exponential, matrix; inversion; logarithm, matrix; matrix operations; sinh, matrix; |
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sine integral | S13ADF | 5 | nagf_specfun_integral_sin Sine integral Related keywords: approximations of special functions; finance; sine integral, ; |
sine integral, | S13ADF | 5 | nagf_specfun_integral_sin Sine integral Related keywords: approximations of special functions; finance; sine integral; |
sine transform | C06RAF | 19 | nagf_sum_fft_real_sine_simple Discrete sine transform (easy-to-use) Related keywords: summation of series; |
C06RCF | 19 | nagf_sum_fft_real_qtrsine_simple Discrete quarter-wave sine transform (easy-to-use) Related keywords: summation of series; |
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C06REF | 25 | nagf_sum_fft_sine Multiple discrete sine transforms, simple Related keywords: Discrete Fourier Transforms; Fast Fourier Transform; FFT; Fourier Transforms, real; summation of series; |
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C06RGF | 25 | nagf_sum_fft_qtrsine Multiple discrete quarter-wave sine transforms, simple Related keywords: Discrete Fourier Transforms; Fast Fourier Transform; FFT; Fourier Transforms, real; quarter-wave; summation of series; |
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singular value decomposition | 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) Related keywords: DGEJSV; eigenproblem; Jacobi method; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; |
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) Related keywords: DGESVJ; eigenproblem; Jacobi method; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; |
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sinh, matrix | F01EKF | 24 | nagf_matop_real_gen_matrix_fun_std Exponential, sine, cosine, sinh or cosh of a real matrix (Schur–Parlett algorithm) Related keywords: cosh, matrix; cosine, matrix; exponential, matrix; functions, matrix; inversion; matrix operations; real, nonsymmetric matrix; sine, matrix; |
F01FKF | 24 | nagf_matop_complex_gen_matrix_fun_std Exponential, sine, cosine, sinh or cosh of a complex matrix (Schur–Parlett algorithm) Related keywords: complex, nonsymmetric matrix; cosh, matrix; cosine, matrix; exponential, matrix; functions, matrix; inversion; matrix operations; sine, matrix; |
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F01JAF | 24 | nagf_matop_real_gen_matrix_cond_std Condition number for the exponential, logarithm, sine, cosine, sinh or cosh of a real matrix Related keywords: condition number, matrix; cosh, matrix; cosine, matrix; exponential, matrix; inversion; logarithm, matrix; matrix operations; real, nonsymmetric matrix; sine, matrix; |
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F01KAF | 24 | nagf_matop_complex_gen_matrix_cond_std Condition number for the exponential, logarithm, sine, cosine, sinh or cosh of a complex matrix Related keywords: complex, nonsymmetric matrix; condition number, matrix; cosh, matrix; cosine, matrix; exponential, matrix; inversion; logarithm, matrix; matrix operations; sine, matrix; |
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skewness | G01ADF | 4 | nagf_stat_summary_freq Mean, variance, skewness, kurtosis, etc., one variable, from frequency table Related keywords: finance; kurtosis; mean; Simple Calculations on Statistical Data; standard deviation; |
G01ATF | 24 | nagf_stat_summary_onevar Computes univariate summary information: mean, variance, skewness, kurtosis Related keywords: big data; data analytics; data stream; kurtosis; maximum value; mean; minimum value; Simple Calculations on Statistical Data; standard deviation; streaming; |
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smallest floating-point number | X02AKF | 12 | nagf_machine_real_smallest The smallest positive model number Related keywords: machine constants; |
smoothing | D06CAF | 20 | nagf_mesh_2d_smooth_bary Uses a barycentering technique to smooth a given mesh Related keywords: barycentering; barycentric; mesh generation; |
E02BEF | 13 | nagf_fit_1dspline_auto Least squares cubic spline curve fit, automatic knot placement Related keywords: B-splines; cubic splines; curve and surface fitting; least squares; |
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E02DCF | 13 | nagf_fit_2dspline_grid Least squares surface fit by bicubic splines with automatic knot placement, data on rectangular grid Related keywords: bicubic splines; B-splines; curve and surface fitting; least squares; two-dimensional spline approximation; |
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E02DDF | 13 | nagf_fit_2dspline_sctr Least squares surface fit by bicubic splines with automatic knot placement, scattered data Related keywords: bicubic splines; B-splines; curve and surface fitting; least squares; scattered data; |
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G10ABF | 16 | nagf_smooth_fit_spline Fit cubic smoothing spline, smoothing parameter given Related keywords: Smoothing in Statistics; spline; |
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G10ACF | 16 | nagf_smooth_fit_spline_parest Fit cubic smoothing spline, smoothing parameter estimated Related keywords: Smoothing in Statistics; spline; |
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G10CAF | 16 | nagf_smooth_data_runningmedian Compute smoothed data sequence using running median smoothers Related keywords: running median; Smoothing in Statistics; Tukey's smoothing; |
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G13CAF | 10 | nagf_tsa_uni_spectrum_lag Univariate time series, smoothed sample spectrum using rectangular, Bartlett, Tukey or Parzen lag window Related keywords: Bartlett lag window; big data; data analytics; finance; Parzen lag window; rectangular lag window; time series; time series analysis; Tukey lag window; univariate time series; |
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G13CBF | 10 | nagf_tsa_uni_spectrum_daniell Univariate time series, smoothed sample spectrum using spectral smoothing by the trapezium frequency (Daniell) window Related keywords: big data; Daniell window; data analytics; finance; spectral smoothing; time series; time series analysis; trapezium frequency window; univariate time series; |
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G13CCF | 10 | nagf_tsa_multi_spectrum_lag Multivariate time series, smoothed sample cross spectrum using rectangular, Bartlett, Tukey or Parzen lag window Related keywords: Bartlett lag window; big data; cross-spectrum; data analytics; finance; multivariate time series; Parzen lag window; rectangular lag window; time series; time series analysis; Tukey lag window; |
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G13CDF | 10 | nagf_tsa_multi_spectrum_daniell Multivariate time series, smoothed sample cross spectrum using spectral smoothing by the trapezium frequency (Daniell) window Related keywords: big data; cross-spectrum; Daniell window; data analytics; finance; multivariate time series; spectral smoothing; time series; time series analysis; trapezium frequency window; |
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Smoothing in Statistics | G10 Chapter Introduction | Smoothing in Statistics | |
sn, Jacobian elliptic functions | S21CAF | 15 | nagf_specfun_jacellip_real Jacobian elliptic functions sn, cn and dn of real argument Related keywords: approximations of special functions; cn, Jacobian elliptic function; dn, Jacobian elliptic function; elliptic functions; finance; Jacobian elliptic functions; |
S21CBF | 20 | nagf_specfun_jacellip_complex Jacobian elliptic functions sn, cn and dn of complex argument Related keywords: approximations of special functions; cn, Jacobian elliptic function; dn, Jacobian elliptic function; elliptic functions; finance; Jacobian elliptic functions; |
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Sobol | G05YNF | 22 | nagf_rand_quasi_init_scrambled Initializes a scrambled quasi-random number generator Related keywords: big data; data analytics; Faure–Tezuka; finance; Niederreiter; Owen; random number generators; random numbers; scramble; |
Sobol, quasi-random numbers | G05YJF | 21 | nagf_rand_quasi_normal Generates a Normal quasi-random number sequence Related keywords: big data; data analytics; Faure, quasi-random numbers; Gaussian distribution; low-discrepancy sequences; Niederreiter method, quasi-random numbers; Normal distribution; quasi-random numbers; random number generators; random numbers; |
G05YKF | 21 | nagf_rand_quasi_lognormal Generates a log-normal quasi-random number sequence Related keywords: big data; data analytics; Faure, quasi-random numbers; log-normal distribution; low-discrepancy sequences; Niederreiter method, quasi-random numbers; quasi-random numbers; random number generators; random numbers; |
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G05YLF | 22 | nagf_rand_quasi_init Initializes a quasi-random number generator Related keywords: big data; data analytics; Faure, quasi-random numbers; finance; low-discrepancy sequences; Niederreiter method, quasi-random numbers; quasi-random numbers; random number generators; random numbers; rectangular distribution; uniform distribution; |
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sort | E02ZAF | 6 | nagf_fit_2dspline_sort Sort two-dimensional data into panels for fitting bicubic splines Related keywords: curve and surface fitting; gridded data; two-dimensional spline approximation; |
M01CAF | 12 | nagf_sort_realvec_sort Sort a vector, real numbers Related keywords: big data; data analytics; quicksort, double; searching; sorting; |
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M01CBF | 12 | nagf_sort_intvec_sort Sort a vector, integer numbers Related keywords: big data; data analytics; searching; sorting; |
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M01CCF | 12 | nagf_sort_charvec_sort Sort a vector, character data Related keywords: big data; data analytics; searching; sorting; |
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sorting | M01 Chapter Introduction | Sorting and Searching Related keywords: big data; data analytics; searching; |
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sparse | D01ESF | 25 | nagf_quad_md_sgq_multi_vec Multi-dimensional quadrature using sparse grids Related keywords: automatic; multidimensional; multiple integrands; quadrature; vectorized; |
F11YEF | 25 | nagf_sparse_sym_rcm Reverse Cuthill–McKee reordering of a sparse symmetric matrix in CCS format Related keywords: big data; complex, symmetric matrix; data analytics; large scale linear systems; permutation; real, symmetric matrix; sparse matrix; |
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sparse convex QP prolem | E04NQF | 21 | nagf_opt_qpconvex2_sparse_solve Linear programming (LP) or convex quadratic programming (QP), sparse, active-set method, recommended Related keywords: active-set method; finance; LP, linear programming; maximizing a function; minimizing a function; optimization; QP, quadratic programming; service routine; |
sparse eigenproblem | F02FKF | 25 | nagf_eigen_real_symm_sparse_arnoldi Selected eigenvalues and eigenvectors of a real symmetric sparse matrix Related keywords: big data; data analytics; eigenproblem; eigenvalues; eigenvalues; eigenvectors; eigenvectors; large scale eigenproblems; matrix, sparse; real, sparse, symmetric matrix; |
F12ABF | 21 | nagf_sparseig_real_iter Selected eigenvalues and, optionally, eigenvectors of a real nonsymmetric sparse eigenproblem, reverse communication Related keywords: big data; data analytics; eigenproblem; eigenvalues; eigenvectors; large scale eigenproblems; real, sparse matrix; |
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F12ACF | 21 | nagf_sparseig_real_proc Selected eigenvalues and, optionally, eigenvectors of a real nonsymmetric sparse eigenproblem, postprocessing for F12ABF Related keywords: big data; data analytics; eigenproblem; eigenvalues; eigenvectors; large scale eigenproblems; real, sparse matrix; |
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F12APF | 21 | nagf_sparseig_complex_iter Selected eigenvalues and, optionally, eigenvectors of a complex sparse eigenproblem, reverse communication Related keywords: big data; complex, sparse matrix; data analytics; eigenvalues; eigenvectors; large scale eigenproblems; sparse generalized eigenproblem; |
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F12FBF | 21 | nagf_sparseig_real_symm_iter Selected eigenvalues and, optionally, eigenvectors of a real symmetric sparse eigenproblem, reverse communication Related keywords: big data; data analytics; eigenvalues; eigenvectors; large scale eigenproblems; real, sparse, symmetric matrix; |
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sparse eigenproblem, monitoring | F12FEF | 21 | nagf_sparseig_real_symm_monit Provides monitoring information for F12FBF Related keywords: big data; data analytics; large scale eigenproblems; real, sparse, symmetric matrix; |
sparse eigenproblem, options | F12ADF | 21 | nagf_sparseig_real_option Set a single option from a string (F12ABF/F12ACF/F12AGF) Related keywords: big data; data analytics; large scale eigenproblems; real, sparse matrix; |
F12ARF | 21 | nagf_sparseig_complex_option Set a single option from a string (F12APF/F12AQF) Related keywords: big data; complex, sparse matrix; data analytics; large scale eigenproblems; |
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F12FDF | 21 | nagf_sparseig_real_symm_option Set a single option from a string (F12FBF/F12FCF/F12FGF) Related keywords: big data; data analytics; large scale eigenproblems; real, sparse, symmetric matrix; |
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sparse eigenproblem, postprocessing | F12AQF | 21 | nagf_sparseig_complex_proc Selected eigenvalues and, optionally, eigenvectors of a complex sparse eigenproblem, postprocessing for F12APF Related keywords: big data; complex, sparse matrix; data analytics; large scale eigenproblems; |
F12FCF | 21 | nagf_sparseig_real_symm_proc Selected eigenvalues and, optionally, eigenvectors of a real symmetric sparse eigenproblem, postprocessing for F12FBF Related keywords: big data; data analytics; large scale eigenproblems; real, sparse, symmetric matrix; |
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sparse eigenproblems, monitoring | F12AEF | 21 | nagf_sparseig_real_monit Provides monitoring information for F12ABF Related keywords: big data; data analytics; eigenproblem; large scale eigenproblems; monitoring information; real, sparse matrix; |
F12ASF | 21 | nagf_sparseig_complex_monit Provides monitoring information for F12APF Related keywords: big data; complex, sparse matrix; data analytics; eigenproblem; large scale eigenproblems; monitoring information; |
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sparse generalized eigenproblem | F12APF | 21 | nagf_sparseig_complex_iter Selected eigenvalues and, optionally, eigenvectors of a complex sparse eigenproblem, reverse communication Related keywords: big data; complex, sparse matrix; data analytics; eigenvalues; eigenvectors; large scale eigenproblems; sparse eigenproblem; |
sparse linear equations | F01BRF | 7 | nagf_matop_real_gen_sparse_lu factorization of real sparse matrix Related keywords: inversion; LU decomposition; matrix operations; real, sparse matrix; |
F01BSF | 7 | nagf_matop_real_gen_sparse_lu_reuse factorization of real sparse matrix with known sparsity pattern Related keywords: inversion; LU decomposition; matrix operations; real, sparse matrix; |
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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) Related keywords: big data; complex, Hermitian, sparse matrix; conjugate gradient method; data analytics; iterative methods, linear equations; Lanczos method, linear equations; large scale linear systems; linear equations, iterative method; |
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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 Related keywords: big data; complex, Hermitian, sparse matrix; data analytics; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; SSOR method, symmetric successive over-relaxation; |
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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) Related keywords: big data; complex, Hermitian, sparse matrix; conjugate gradient method; data analytics; iterative methods, linear equations; Jacobi method; Lanczos method, linear equations; large scale linear systems; linear equations, iterative method; SSOR method, symmetric successive over-relaxation; |
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sparse linear system | F11MEF | 21 | nagf_sparse_direct_real_gen_lu factorization of real sparse matrix Related keywords: big data; data analytics; discretised system; large scale linear systems; LU decomposition; real, sparse matrix; |
F11MFF | 21 | nagf_sparse_direct_real_gen_solve Solution of real sparse simultaneous linear equations (coefficient matrix already factorized) Related keywords: big data; data analytics; discretised system; large scale linear systems; linear equations; real, sparse matrix; |
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sparse matrix | F11YEF | 25 | nagf_sparse_sym_rcm Reverse Cuthill–McKee reordering of a sparse symmetric matrix in CCS format Related keywords: big data; complex, symmetric matrix; data analytics; large scale linear systems; permutation; real, symmetric matrix; sparse; |
sparse nonlinear system | C05QSF | 23 | nagf_roots_sparsys_func_easy Solution of a sparse system of nonlinear equations using function values only (easy-to-use) Related keywords: discretised system; root-finding; roots of transcendental equations; zeros of transcendental functions; |
sparsity pattern | D06CBF | 20 | nagf_mesh_2d_sparsity Generates a sparsity pattern of a Finite Element matrix associated with a given mesh Related keywords: finite element; mesh generation; |
sparsity structure | E04VJF | 21 | nagf_opt_nlp2_sparse_jacobian Determine the pattern of nonzeros in the Jacobian matrix for E04VHF Related keywords: finance; maximizing a function; minimization, nonlinear constraints; minimizing a function; optimization; SQP; |
Spearman's rank correlation coefficients | G02BNF | 4 | nagf_correg_coeffs_kspearman_overwrite Kendall/Spearman non-parametric rank correlation coefficients, no missing values, overwriting input data Related keywords: big data; correlation analysis; correlation coefficients; data analytics; finance; Kendall's tau correlation coefficient; nonlinear regression; polynomial regression; regression analysis; |
G02BPF | 4 | nagf_correg_coeffs_kspearman_miss_case_overwrite Kendall/Spearman non-parametric rank correlation coefficients, casewise treatment of missing values, overwriting input data Related keywords: big data; correlation analysis; correlation coefficients; data analytics; finance; Kendall's tau correlation coefficient; missing values; nonlinear regression; polynomial regression; regression analysis; |
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G02BQF | 4 | nagf_correg_coeffs_kspearman Kendall/Spearman non-parametric rank correlation coefficients, no missing values, preserving input data Related keywords: big data; correlation analysis; correlation coefficients; data analytics; finance; Kendall's tau correlation coefficient; nonlinear regression; polynomial regression; regression analysis; |
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G02BRF | 4 | nagf_correg_coeffs_kspearman_miss_case Kendall/Spearman non-parametric rank correlation coefficients, casewise treatment of missing values, preserving input data Related keywords: big data; correlation analysis; correlation coefficients; data analytics; finance; Kendall's tau correlation coefficient; missing values; nonlinear regression; polynomial regression; regression analysis; |
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G02BSF | 4 | nagf_correg_coeffs_kspearman_miss_pair Kendall/Spearman non-parametric rank correlation coefficients, pairwise treatment of missing values Related keywords: big data; correlation analysis; correlation coefficients; data analytics; finance; Kendall's tau correlation coefficient; missing values; nonlinear regression; polynomial regression; regression analysis; |
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specification | G22YAF | 26 | nagf_blgm_lm_formula Specify a linear model via a formula string Related keywords: regression; |
spectral smoothing | G13CBF | 10 | nagf_tsa_uni_spectrum_daniell Univariate time series, smoothed sample spectrum using spectral smoothing by the trapezium frequency (Daniell) window Related keywords: big data; Daniell window; data analytics; finance; smoothing; time series; time series analysis; trapezium frequency window; univariate time series; |
G13CDF | 10 | nagf_tsa_multi_spectrum_daniell Multivariate time series, smoothed sample cross spectrum using spectral smoothing by the trapezium frequency (Daniell) window Related keywords: big data; cross-spectrum; Daniell window; data analytics; finance; multivariate time series; smoothing; time series; time series analysis; trapezium frequency window; |
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spline | E02JDF | 24 | nagf_fit_2dspline_ts_sctr Spline approximation to a set of scattered data using a two-stage approximation method Related keywords: curve and surface fitting; scattered data; two-dimensional spline approximation; |
E02JEF | 24 | nagf_fit_2dspline_ts_evalv Evaluation at a vector of points of a spline computed by E02JDF Related keywords: curve and surface fitting; scattered data; two-dimensional spline approximation; |
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E02JFF | 24 | nagf_fit_2dspline_ts_evalm Evaluation at a mesh of points of a spline computed by E02JDF Related keywords: curve and surface fitting; gridded data; scattered data; two-dimensional spline approximation; |
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G10ABF | 16 | nagf_smooth_fit_spline Fit cubic smoothing spline, smoothing parameter given Related keywords: smoothing; Smoothing in Statistics; |
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G10ACF | 16 | nagf_smooth_fit_spline_parest Fit cubic smoothing spline, smoothing parameter estimated Related keywords: smoothing; Smoothing in Statistics; |
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Split Cholesky factorization | F08UTF | 19 | nagf_lapackeig_zpbstf Computes a split Cholesky factorization of complex Hermitian positive definite band matrix Related keywords: complex, band, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; ZPBSTF; |
SQP | E04UCF | 12 | nagf_opt_nlp1_solve_old Nonlinear programming (NLP), dense, active-set SQP method, using function values and optionally first derivatives, recommended Related keywords: dense; finance; maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; nonlinear programming; optimization; sequential QP method; |
E04UDF | 12 | nagf_opt_nlp1_option_file_old Supply values for E04UCF or E04UFF from external file Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; optimization; options, computational; |
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E04UEF | 12 | nagf_opt_nlp1_option_string_old Supply values to E04UCF or E04UFF from a character string Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; optimization; options, computational; |
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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) Related keywords: dense; finance; maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; nonlinear programming; optimization; sequential QP method; |
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E04UGF | 19 | nagf_opt_nlp1_sparse_solve_old Nonlinear programming (NLP), sparse, active-set SQP method, using function values and optionally first derivatives Related keywords: finance; maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; nonlinear programming; optimization; sequential QP method; |
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E04UHF | 19 | nagf_opt_nlp1_sparse_option_file_old Supply values for E04UGF from external file Related keywords: maximizing a function; minimizing a function; NLP; nonlinear programming; optimization; options, computational; |
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E04UJF | 19 | nagf_opt_nlp1_sparse_option_string_old Supply values to E04UGF from a character string Related keywords: maximizing a function; minimizing a function; NLP; nonlinear programming; optimization; options, computational; |
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E04UQF | 14 | nagf_opt_lsq_gencon_deriv_option_file_old Supply values for E04USF from external file Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; nonlinear programming; optimization; options, computational; sum of squares; |
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E04URF | 14 | nagf_opt_lsq_gencon_deriv_option_string_old Supply values to E04USF from a character string Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; nonlinear programming; optimization; options, computational; sum of squares; |
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E04VGF | 21 | nagf_opt_nlp2_sparse_init Initialization routine for E04VHF Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; nonlinear programming; optimization; options, computational; |
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E04VHF | 21 | nagf_opt_nlp2_sparse_solve Nonlinear programming (NLP), sparse, active-set SQP method, using function values and optionally first derivatives, recommended Related keywords: finance; LP, linear programming; maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; nonlinear programming; optimization; quasi-Newton algorithm; sequential QP method; simplex algorithm; |
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E04VJF | 21 | nagf_opt_nlp2_sparse_jacobian Determine the pattern of nonzeros in the Jacobian matrix for E04VHF Related keywords: finance; maximizing a function; minimization, nonlinear constraints; minimizing a function; optimization; sparsity structure; |
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E04VKF | 21 | nagf_opt_nlp2_sparse_option_file Supply values for E04VHF from external file Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; optimization; options, computational; |
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E04VLF | 21 | nagf_opt_nlp2_sparse_option_string Set a single option for E04VHF from a character string Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; optimization; options, computational; |
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E04VMF | 21 | nagf_opt_nlp2_sparse_option_integer_set Set a single option for E04VHF from an integer argument Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; optimization; options, computational; |
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E04VNF | 21 | nagf_opt_nlp2_sparse_option_double_set Set a single option for E04VHF from a real argument Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; optimization; options, computational; |
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E04VRF | 21 | nagf_opt_nlp2_sparse_option_integer_get Get the setting of an integer valued option of E04VHF Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; optimization; options, computational; |
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E04VSF | 21 | nagf_opt_nlp2_sparse_option_double_get Get the setting of a real valued option of E04VHF Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; optimization; options, computational; |
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E04WDF | 21 | nagf_opt_nlp2_solve Nonlinear programming (NLP), dense, active-set SQP method, using function values and optionally first derivatives Related keywords: dense; finance; maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; nonlinear programming; optimization; sequential QP method; |
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E04WEF | 21 | nagf_opt_nlp2_option_file Supply values for E04WDF from external file Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; nonlinear programming; optimization; options, computational; |
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E04WFF | 21 | nagf_opt_nlp2_option_string Set a single option for E04WDF from a character string Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; nonlinear programming; optimization; options, computational; |
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E04WGF | 21 | nagf_opt_nlp2_option_integer_set Set a single option for E04WDF from an integer argument Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; nonlinear programming; optimization; options, computational; |
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E04WHF | 21 | nagf_opt_nlp2_option_double_set Set a single option for E04WDF from a real argument Related keywords: maximizing a function; minimizing a function; NLP; nonlinear programming; optimization; options, computational; |
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E04WKF | 21 | nagf_opt_nlp2_option_integer_get Get the setting of an integer valued option of E04WDF Related keywords: maximizing a function; minimizing a function; NLP; nonlinear programming; optimization; options, computational; |
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E04WLF | 21 | nagf_opt_nlp2_option_double_get Get the setting of a real valued option of E04WDF Related keywords: maximizing a function; minimizing a function; NLP; nonlinear programming; optimization; options, computational; |
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SQP, sequential quadratic programming | H02DAF | 25 | nagf_mip_sqp Mixed integer nonlinear programming Related keywords: integer programming; integer quadratic program; mixed integer programming; nonlinear programming; operations research; |
squared coherency | G13CEF | 10 | nagf_tsa_multi_spectrum_bivar Multivariate time series, cross amplitude spectrum, squared coherency, bounds, univariate and bivariate (cross) spectra Related keywords: big data; bivariate spectra; coherency, squared, time series; cross amplitude spectrum; data analytics; finance; multivariate time series; time series; time series analysis; |
square root, complex | A02AAF | 2 | nagf_complex_sqrt Square root of complex number Related keywords: complex arithmetic; |
SSOR method, successive over-relaxation | 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 Related keywords: big data; data analytics; large scale linear systems; linear equations, pre-conditioners; real, sparse matrix; |
SSOR method, symmetric successive over-relaxation | 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) Related keywords: Bi-CGSTAB; big data; CGS, conjugate gradient method; data analytics; iterative methods, linear equations; Jacobi preconditioning; large scale linear systems; linear equations, iterative method; real, sparse matrix; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; |
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 Related keywords: big data; complex, sparse matrix; data analytics; large scale linear systems; linear equations, pre-conditioners; |
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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 Related keywords: Bi-CGSTAB; big data; CGS, conjugate gradient method; complex, sparse matrix; data analytics; iterative methods, linear equations; Jacobi preconditioning; large scale linear systems; linear equations, iterative method; RGMRES, restarted generalized minimum residual method; TFQMR, transpose-free quasi-minimal residual method; |
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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 Related keywords: big data; data analytics; large scale linear systems; linear equations, pre-conditioners; real, sparse, symmetric matrix; |
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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) Related keywords: big data; CGS, conjugate gradient method; data analytics; iterative methods, linear equations; Jacobi preconditioning; Lanczos method, linear equations; large scale linear systems; linear equations, iterative method; real, sparse, symmetric matrix; |
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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 Related keywords: big data; complex, Hermitian, sparse matrix; data analytics; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; sparse linear equations; |
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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) Related keywords: big data; complex, Hermitian, sparse matrix; conjugate gradient method; data analytics; iterative methods, linear equations; Jacobi method; Lanczos method, linear equations; large scale linear systems; linear equations, iterative method; sparse linear equations; |
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standard deviation | G01ADF | 4 | nagf_stat_summary_freq Mean, variance, skewness, kurtosis, etc., one variable, from frequency table Related keywords: finance; kurtosis; mean; Simple Calculations on Statistical Data; skewness; |
G01ATF | 24 | nagf_stat_summary_onevar Computes univariate summary information: mean, variance, skewness, kurtosis Related keywords: big data; data analytics; data stream; kurtosis; maximum value; mean; minimum value; Simple Calculations on Statistical Data; skewness; streaming; |
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G01WAF | 24 | nagf_stat_moving_average Computes the mean and standard deviation using a rolling window Related keywords: big data; data analytics; data stream; mean; moving average; Simple Calculations on Statistical Data; streaming; |
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G02BDF | 4 | nagf_correg_coeffs_zero Correlation-like coefficients (about zero), all variables, no missing values Related keywords: big data; correlation analysis; correlation-like coefficients; cross-products; data analytics; finance; mean; nonlinear regression; polynomial regression; regression analysis; sum of squares; |
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G02BEF | 4 | nagf_correg_coeffs_zero_miss_case Correlation-like coefficients (about zero), all variables, casewise treatment of missing values Related keywords: big data; correlation analysis; correlation-like coefficients; cross-products; data analytics; finance; mean; missing values; nonlinear regression; polynomial regression; regression analysis; sum of squares; |
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G02BFF | 4 | nagf_correg_coeffs_zero_miss_pair Correlation-like coefficients (about zero), all variables, pairwise treatment of missing values Related keywords: big data; correlation analysis; correlation-like coefficients; cross-products; data analytics; finance; mean; missing values; nonlinear regression; polynomial regression; regression analysis; sum of squares; |
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G02BGF | 4 | nagf_correg_coeffs_pearson_subset Pearson product-moment correlation coefficients, subset of variables, no missing values Related keywords: big data; correlation analysis; cross-products; data analytics; finance; mean; nonlinear regression; Pearson product moment correlation; polynomial regression; regression analysis; sum of squares; |
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G02BHF | 4 | nagf_correg_coeffs_pearson_subset_miss_case Pearson product-moment correlation coefficients, subset of variables, casewise treatment of missing values Related keywords: big data; correlation analysis; cross-products; data analytics; finance; mean; missing values; nonlinear regression; Pearson product moment correlation; polynomial regression; regression analysis; sum of squares; |
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G02BJF | 4 | nagf_correg_coeffs_pearson_subset_miss_pair Pearson product-moment correlation coefficients, subset of variables, pairwise treatment of missing values Related keywords: big data; correlation analysis; cross-products; data analytics; finance; mean; missing values; nonlinear regression; Pearson product moment correlation; polynomial regression; regression analysis; sum of squares; |
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G02BKF | 4 | nagf_correg_coeffs_zero_subset Correlation-like coefficients (about zero), subset of variables, no missing values Related keywords: big data; correlation analysis; correlation-like coefficients; cross-products; data analytics; finance; mean; nonlinear regression; polynomial regression; regression analysis; sum of squares; |
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G02BLF | 4 | nagf_correg_coeffs_zero_subset_miss_case Correlation-like coefficients (about zero), subset of variables, casewise treatment of missing values Related keywords: big data; correlation analysis; correlation-like coefficients; cross-products; data analytics; finance; mean; missing values; nonlinear regression; polynomial regression; regression analysis; sum of squares; |
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G02BMF | 4 | nagf_correg_coeffs_zero_subset_miss_pair Correlation-like coefficients (about zero), subset of variables, pairwise treatment of missing values Related keywords: big data; correlation analysis; correlation-like coefficients; cross-products; data analytics; finance; mean; missing values; nonlinear regression; polynomial regression; regression analysis; sum of squares; |
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G02BXF | 14 | nagf_correg_corrmat Computes (optionally weighted) correlation and covariance matrices Related keywords: big data; correlation analysis; data analytics; finance; mean; nonlinear regression; Pearson product moment correlation; polynomial regression; regression analysis; variance-covariance matrix; |
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G07DAF | 13 | nagf_univar_robust_1var_median Robust estimation, median, median absolute deviation, robust standard deviation Related keywords: mean; median; robust estimation; univariate estimation; |
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G13AJF | 10 | nagf_tsa_uni_arima_forcecast Univariate time series, state set and forecasts, from fully specified seasonal ARIMA model Related keywords: big data; data analytics; finance; forecasting; time series; time series analysis; univariate time series; |
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G13AUF | 14 | nagf_tsa_uni_means Computes quantities needed for range-mean or standard deviation-mean plot Related keywords: big data; data analytics; finance; mean; range; range-mean plot; time series; time series analysis; |
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standard errors | G02DCF | 14 | nagf_correg_linregm_obs_edit Add/delete an observation to/from a general linear regression model Related keywords: big data; correlation analysis; data analytics; finance; linear regression; nonlinear regression; polynomial regression; regression; regression analysis; variance-covariance matrix; |
G02DKF | 14 | nagf_correg_linregm_constrain Estimates and standard errors of parameters of a general linear regression model for given constraints Related keywords: big data; correlation analysis; data analytics; finance; linear regression; nonlinear regression; polynomial regression; regression analysis; |
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G02GKF | 14 | nagf_correg_glm_constrain Estimates and standard errors of parameters of a general linear model for given constraints Related keywords: big data; correlation analysis; data analytics; finance; generalized linear model; nonlinear regression; polynomial regression; regression analysis; |
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G02GPF | 22 | nagf_correg_glm_predict Computes a predicted value and its associated standard error based on a previously fitted generalized linear model Related keywords: big data; correlation analysis; data analytics; finance; generalized linear model; nonlinear regression; polynomial regression; predicted value; regression analysis; |
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G04BBF | 16 | nagf_anova_random Analysis of variance, randomized block or completely randomized design, treatment means and standard errors Related keywords: analysis of variance; ANOVA; completely randomized design; randomized block design; treatment means; |
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G04BCF | 17 | nagf_anova_rowcol Analysis of variance, general row and column design, treatment means and standard errors Related keywords: analysis of variance; ANOVA; treatment means; |
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G04CAF | 16 | nagf_anova_factorial Analysis of variance, complete factorial design, treatment means and standard errors Related keywords: analysis of variance; ANOVA; factorial design; treatment means; |
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G13ASF | 13 | nagf_tsa_uni_arima_resid Univariate time series, diagnostic checking of residuals, following G13AEF or G13AFF Related keywords: ARMA; autocorrelation function; big data; Box–Jenkins models; Box–Ljung portmanteau statistic; data analytics; finance; significance; time series; time series analysis; univariate time series; |
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G13CGF | 10 | nagf_tsa_multi_noise_bivar Multivariate time series, noise spectrum, bounds, impulse response function and its standard error Related keywords: big data; data analytics; finance; impulse response function; multivariate time series; noise spectrum; time series; time series analysis; |
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G13DDF | 22 | nagf_tsa_multi_varma_estimate Multivariate time series, estimation of VARMA model Related keywords: big data; correlation matrix; data analytics; finance; maximum likelihood; multivariate time series; time series; time series analysis; VARMA, vector autoregressive moving average model; |
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G13DJF | 15 | nagf_tsa_multi_varma_forecast Multivariate time series, forecasts and their standard errors Related keywords: big data; data analytics; finance; forecasting; multivariate time series; time series; time series analysis; |
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G13DKF | 15 | nagf_tsa_multi_varma_update Multivariate time series, updates forecasts and their standard errors Related keywords: big data; data analytics; finance; forecasting; multivariate time series; time series; time series analysis; |
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standardized residuals | G02FAF | 14 | nagf_correg_linregm_stat_resinf Calculates standardized residuals and influence statistics Related keywords: big data; correlation analysis; data analytics; finance; influence statistics; nonlinear regression; polynomial regression; regression analysis; |
standardized values | G03ZAF | 15 | nagf_mv_z_scores Produces standardized values ( -scores) for a data matrix Related keywords: multivariate methods; z-scores; |
stationary | C09DAF | 25 | nagf_wav_1d_mxolap_fwd One-dimensional maximal overlap discrete wavelet transform (MODWT) Related keywords: discrete; maximal-overlap; wavelet transforms; |
C09DBF | 25 | nagf_wav_1d_mxolap_inv One-dimensional inverse maximal overlap discrete wavelet transform (IMODWT) Related keywords: discrete; inverse; maximal-overlap; wavelet transforms; |
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C09DCF | 25 | nagf_wav_1d_mxolap_multi_fwd One-dimensional multi-level maximal overlap discrete wavelet transform (MODWT) Related keywords: discrete; maximal-overlap; multi-level; wavelet transforms; |
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C09DDF | 25 | nagf_wav_1d_mxolap_multi_inv One-dimensional inverse multi-level maximal overlap discrete wavelet transform (IMODWT) Related keywords: discrete; inverse; maximal-overlap; multi-level; wavelet transforms; |
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statistical distribution functions | G01EWF | 25 | nagf_stat_prob_dickey_fuller_unit Computes probabilities for the Dickey–Fuller unit root test Related keywords: Dickey–Fuller ; probabilities; Simple Calculations on Statistical Data; unit root; |
stem stem and leaf plot | G01ARF | 14 | nagf_stat_plot_stem_leaf Constructs a stem and leaf plot Related keywords: Simple Calculations on Statistical Data; |
stepping stone algorithm | H03ABF | 4 | nagf_mip_transportation Transportation problem, modified stepping stone method Related keywords: operations research; transportation problem; |
stepwise linear regression | G02EFF | 21 | nagf_correg_linregm_fit_stepwise Stepwise linear regression Related keywords: big data; correlation analysis; data analytics; finance; nonlinear regression; polynomial regression; regression analysis; |
stiff differential equations | 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) Related keywords: backward difference formula; BDF, backward differentiation formula; initial value problem; IVP, initial value problem; ODE, ordinary differential equations; |
D02MCF | 22 | nagf_ode_dae_dassl_cont Implicit ordinary differential equations/DAEs, initial value problem, DASSL method continuation for D02NEF Related keywords: DAE, differential algebraic equations; DASSL, ordinary differential equations; implicit algebraic ordinary differential equations; initial value problem; IVP, initial value problem; ODE, ordinary differential equations; |
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D02MVF | 14 | nagf_ode_ivp_stiff_dassl Ordinary differential equations, initial value problem, DASSL method, setup for d02m–n routines Related keywords: DASSL, ordinary differential equations; implicit algebraic ordinary differential equations; initial value problem; IVP, initial value problem; ODE, ordinary differential equations; |
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D02MWF | 22 | nagf_ode_dae_dassl_setup Implicit ordinary differential equations/DAEs, initial value problem, setup for D02NEF Related keywords: DASSL, ordinary differential equations; initial value problem; IVP, initial value problem; ODE, ordinary differential equations; |
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D02NBF | 12 | nagf_ode_ivp_stiff_exp_fulljac Explicit ordinary differential equations, stiff initial value problem, full Jacobian (comprehensive) Related keywords: backward difference formula; initial value problem; IVP, initial value problem; Jacobian; ODE, ordinary differential equations; |
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D02NCF | 12 | nagf_ode_ivp_stiff_exp_bandjac Explicit ordinary differential equations, stiff initial value problem, banded Jacobian (comprehensive) Related keywords: backward difference formula; BDF, backward differentiation formula; initial value problem; Jacobian; ODE, ordinary differential equations; |
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D02NDF | 12 | nagf_ode_ivp_stiff_exp_sparjac Explicit ordinary differential equations, stiff initial value problem, sparse Jacobian (comprehensive) Related keywords: backward difference formula; BDF, backward differentiation formula; initial value problem; IVP, initial value problem; ODE, ordinary differential equations; |
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D02NGF | 12 | nagf_ode_ivp_stiff_imp_fulljac Implicit/algebraic ordinary differential equations, stiff initial value problem, full Jacobian (comprehensive) Related keywords: backward difference formula; BDF, backward differentiation formula; implicit algebraic ordinary differential equations; initial value problem; IVP, initial value problem; Jacobian; ODE, ordinary differential equations; |
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D02NHF | 12 | nagf_ode_ivp_stiff_imp_bandjac Implicit/algebraic ordinary differential equations, stiff initial value problem, banded Jacobian (comprehensive) Related keywords: backward difference formula; BDF, backward differentiation formula; implicit algebraic ordinary differential equations; initial value problem; IVP, initial value problem; Jacobian; ODE, ordinary differential equations; |
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D02NJF | 12 | nagf_ode_ivp_stiff_imp_sparjac Implicit/algebraic ordinary differential equations, stiff initial value problem, sparse Jacobian (comprehensive) Related keywords: backward difference formula; BDF, backward differentiation formula; discretised system; implicit algebraic ordinary differential equations; initial value problem; IVP, initial value problem; Jacobian; ODE; ODE, ordinary differential equations; |
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D02NMF | 12 | nagf_ode_ivp_stiff_exp_revcom Explicit ordinary differential equations, stiff initial value problem (reverse communication, comprehensive) Related keywords: backward difference formula; BDF, backward differentiation formula; initial value problem; IVP, initial value problem; ODE, ordinary differential equations; |
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D02NNF | 12 | nagf_ode_ivp_stiff_imp_revcom Implicit/algebraic ordinary differential equations, stiff initial value problem (reverse communication, comprehensive) Related keywords: backward difference formula; implicit algebraic ordinary differential equations; initial value problem; IVP, initial value problem; ODE, ordinary differential equations; |
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D02NPF | 22 | nagf_ode_dae_dassl_linalg Implicit ordinary differential equations/DAEs, initial value problem linear algebra setup routine for D02NEF Related keywords: implicit algebraic ordinary differential equations; initial value problem; IVP, initial value problem; ODE, ordinary differential equations; |
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D02NRF | 12 | nagf_ode_ivp_stiff_sparjac_enq Ordinary differential equations, initial value problem, for use with d02m–n routines, sparse Jacobian, enquiry routine Related keywords: initial value problem; ODE, ordinary differential equations; |
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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 Related keywords: initial value problem; ODE, ordinary differential equations; |
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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 Related keywords: initial value problem; ODE, ordinary differential equations; |
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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 Related keywords: initial value problem; ODE, ordinary differential equations; |
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D02NVF | 12 | nagf_ode_ivp_stiff_bdf Ordinary differential equations, initial value problem, backward differentiation formulae method, setup for d02m–n routines Related keywords: backward difference formula; initial value problem; ODE, ordinary differential equations; |
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D02NWF | 12 | nagf_ode_ivp_stiff_blend Ordinary differential equations, initial value problem, Blend method, setup for d02m–n routines Related keywords: Blend method; initial value problem; ODE, ordinary differential equations; |
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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 Related keywords: initial value problem; ODE, ordinary differential equations; |
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D02NYF | 12 | nagf_ode_ivp_stiff_integ_diag Ordinary differential equations, initial value problem, integrator diagnostics, for use with d02m–n routines Related keywords: initial value problem; ODE, ordinary differential equations; |
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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 Related keywords: initial value problem; ODE, ordinary differential equations; |
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stochastic volatility | S30NCF | 25 | nagf_specfun_opt_heston_term Heston's model option pricing with term structure Related keywords: approximations of special functions; European; finance; Heston; term structure; |
Stone's strongly implicit procedure | D03EBF | 7 | nagf_pde_2d_ellip_fd Elliptic PDE, solution of finite difference equations by SIP, five-point two-dimensional molecule, iterate to convergence Related keywords: elliptic partial differential equations; Laplace's equation; PDE, partial differential equations; |
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 Related keywords: cuboid; elliptic partial differential equations; Laplace's equation; PDE, partial differential equations; |
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D03UAF | 7 | nagf_pde_2d_ellip_fd_iter Elliptic PDE, solution of finite difference equations by SIP, five-point two-dimensional molecule, one iteration Related keywords: elliptic partial differential equations; five-point stencil; PDE, partial differential equations; |
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D03UBF | 8 | nagf_pde_3d_ellip_fd_iter Elliptic PDE, solution of finite difference equations by SIP, seven-point three-dimensional molecule, one iteration Related keywords: elliptic partial differential equations; PDE, partial differential equations; seven-point stencil; |
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stop at roots | 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) Related keywords: Adams' method; first-order system; initial value problem; IVP, initial value problem; Nonstiff; ODE, ordinary differential equations; |
stratified data | G11CAF | 19 | nagf_contab_condl_logistic Returns parameter estimates for the conditional analysis of stratified data Related keywords: conditional logistic analysis; contingency table analysis; logistic analysis; parameter estimates; |
streaming | G01ANF | 23 | nagf_stat_quantiles_stream_fixed Calculates approximate quantiles from a data stream of known size Related keywords: big data; data analytics; data stream; quantiles; Simple Calculations on Statistical Data; |
G01APF | 23 | nagf_stat_quantiles_stream_arbitrary Calculates approximate quantiles from a data stream of unknown size Related keywords: big data; data analytics; data stream; quantiles; Simple Calculations on Statistical Data; |
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G01ATF | 24 | nagf_stat_summary_onevar Computes univariate summary information: mean, variance, skewness, kurtosis Related keywords: big data; data analytics; data stream; kurtosis; maximum value; mean; minimum value; Simple Calculations on Statistical Data; skewness; standard deviation; |
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G01AUF | 24 | nagf_stat_summary_onevar_combine Combines multiple sets of summary information, for use after G01ATF Related keywords: big data; data analytics; data stream; Simple Calculations on Statistical Data; summary information; |
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G01WAF | 24 | nagf_stat_moving_average Computes the mean and standard deviation using a rolling window Related keywords: big data; data analytics; data stream; mean; moving average; Simple Calculations on Statistical Data; standard deviation; |
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G02BZF | 24 | nagf_correg_ssqmat_combine Combines two sums of squares matrices, for use after G02BUF Related keywords: big data; correlation analysis; cross-products; data analytics; data stream; mean; nonlinear regression; polynomial regression; regression analysis; sum of squares; |
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G13MEF | 24 | nagf_tsa_inhom_iema Computes the iterated exponential moving average for a univariate inhomogeneous time series Related keywords: big data; data analytics; data stream; exponential moving average; moving average; time series; time series analysis; univariate time series; |
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G13MFF | 24 | nagf_tsa_inhom_iema_all Computes the iterated exponential moving average for a univariate inhomogeneous time series, intermediate results are also returned Related keywords: big data; data analytics; data stream; exponential moving average; moving average; time series; time series analysis; univariate time series; |
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G13MGF | 24 | nagf_tsa_inhom_ma Computes the exponential moving average for a univariate inhomogeneous time series Related keywords: big data; data analytics; data stream; exponential moving average; moving average; time series; time series analysis; univariate time series; |
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Struve function | S17GAF | 26 | nagf_specfun_struve_h0 Struve function of order , Related keywords: approximations of special functions; , Struve function; |
S17GBF | 26 | nagf_specfun_struve_h1 Struve function of order , Related keywords: approximations of special functions; , Struve function; |
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student's t-copula | G05RCF | 22 | nagf_rand_copula_students_t Generates a matrix of pseudorandom numbers from a Student's -copula Related keywords: big data; copula; data analytics; finance; random number generators; random numbers; |
Student's -distribution | G01EBF | 14 | nagf_stat_prob_students_t Computes probabilities for Student's -distribution Related keywords: CDF, cumulative distribution function; finance; lower tail probability; probability; Simple Calculations on Statistical Data; two-tail probability; upper tail probability; |
G01FBF | 14 | nagf_stat_inv_cdf_students_t Computes deviates for Student's -distribution Related keywords: deviates; finance; inverse CDF; inverse cumulative distribution function; Simple Calculations on Statistical Data; |
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G01GBF | 14 | nagf_stat_prob_students_t_noncentral Computes probabilities for the non-central Student's -distribution Related keywords: finance; lower tail probability; Simple Calculations on Statistical Data; |
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G01HCF | 23 | nagf_stat_prob_bivariate_students_t Computes probabilities for the bivariate Student's -distribution Related keywords: bivariate Student's -distribution; probability; Simple Calculations on Statistical Data; |
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G01HDF | 24 | nagf_stat_prob_multi_students_t Computes the probability for the multivariate Student's -distribution Related keywords: multivariate Student's -distribution; probability; Simple Calculations on Statistical Data; |
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G01SBF | 24 | nagf_stat_prob_students_t_vector Computes a vector of probabilities for the Student's -distribution Related keywords: big data; CDF, cumulative distribution function; confidence interval; data analytics; lower tail probability; significance; Simple Calculations on Statistical Data; two-tail probability; upper tail probability; |
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G01TBF | 24 | nagf_stat_inv_cdf_students_t_vector Computes a vector of deviates for Student's -distribution Related keywords: big data; data analytics; deviates; inverse CDF; inverse cumulative distribution function; Simple Calculations on Statistical Data; |
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G05RYF | 22 | nagf_rand_multivar_students_t Generates a matrix of pseudorandom numbers from a multivariate Student's -distribution Related keywords: big data; data analytics; finance; multivariate Student's -distribution; random number generators; random numbers; |
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G05SNF | 22 | nagf_rand_dist_students_t Generates a vector of pseudorandom numbers from a Student's -distribution Related keywords: big data; data analytics; finance; random number generators; random numbers; |
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Studentized range statistic | G01EMF | 15 | nagf_stat_prob_studentized_range Computes probability for the Studentized range statistic Related keywords: CDF, cumulative distribution function; finance; probability; Simple Calculations on Statistical Data; |
G01FMF | 15 | nagf_stat_inv_cdf_studentized_range Computes deviates for the Studentized range statistic Related keywords: deviates; finance; inverse CDF; inverse cumulative distribution function; Simple Calculations on Statistical Data; |
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Sturm–Liouville equations | D02KAF | 7 | nagf_ode_sl2_reg_finite Second-order Sturm–Liouville problem, regular system, finite range, eigenvalue only Related keywords: boundary value problem; BVP; eigenproblem; ODE, ordinary differential equations; |
D02KDF | 7 | nagf_ode_sl2_breaks_vals Second-order Sturm–Liouville problem, regular/singular system, finite/infinite range, eigenvalue only, user-specified break-points Related keywords: boundary value problem; BVP; eigenproblem; general; ODE, ordinary differential equations; |
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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 Related keywords: boundary value problem; BVP; eigenproblem; ODE, ordinary differential equations; |
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sub-sample | G05PWF | 25 | nagf_rand_subsamp_xyw Permutes a matrix, vector, vector triplet into a form suitable for random sub-sampling validation Related keywords: big data; cross-validation; data analytics; permute; random number generators; resample; |
subsetting, best | H05AAF | 24 | nagf_mip_best_subset_given_size_revcomm Best subsets of size (reverse communication) Related keywords: best subset; operations research; |
H05ABF | 24 | nagf_mip_best_subset_given_size Best subsets of size (direct communication) Related keywords: best subset; operations research; |
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sum, matrix | F01CTF | 14 | nagf_matop_real_addsub Sum or difference of two real matrices, optional scaling and transposition Related keywords: inversion; matrix operations; real, nonsymmetric matrix; transpose, matrix; |
F01CWF | 14 | nagf_matop_complex_addsub Sum or difference of two complex matrices, optional scaling and transposition Related keywords: complex, nonsymmetric matrix; inversion; matrix operations; transpose, matrix; |
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sum, vector | F16DLF | 22 | nagf_blast_isum Sum elements of integer vector Related keywords: further linear algebra support routines; |
F16ECF | 24 | nagf_blast_daxpby Real weighted vector addition Related keywords: blas; blas_daxpby; further linear algebra support routines; |
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F16EHF | 22 | nagf_blast_dwaxpby Real weighted vector addition preserving input Related keywords: blas; blas_dwaxpby; further linear algebra support routines; |
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F16ELF | 22 | nagf_blast_dsum Sum elements of real vector Related keywords: blas; blas_dsum; further linear algebra support routines; |
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F16GCF | 24 | nagf_blast_zaxpby Complex weighted vector addition Related keywords: blas; blas_zaxpby; further linear algebra support routines; |
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F16GHF | 22 | nagf_blast_zwaxpby Complex weighted vector addition preserving input Related keywords: blas; blas_zwaxpby; further linear algebra support routines; |
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F16GLF | 22 | nagf_blast_zsum Sum elements of complex vector Related keywords: blas; blas_zsum; further linear algebra support routines; |
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summary information | G01AUF | 24 | nagf_stat_summary_onevar_combine Combines multiple sets of summary information, for use after G01ATF Related keywords: big data; data analytics; data stream; Simple Calculations on Statistical Data; streaming; |
summation of series | C06 Chapter Introduction | Summation of Series | |
C06SAF | 26 | nagf_sum_fast_gauss Multidimensional fast Gauss transform Related keywords: Fast Gauss Transform; |
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sum of squares | E04FFF | 26 | nagf_opt_handle_solve_dfls Derivative-free (DFO) solver for a nonlinear least squares objective function with bounded variables Related keywords: calibration; data fitting; derivative-free optimization; DFO; DFO; maximizing a function; minimizing a function; nonlinear least squares; nonlinear least squares; optimization; optimization; |
E04RMF | 26 | nagf_opt_handle_set_nlnls Define a nonlinear least squares objective function to a problem initialized by E04RAF Related keywords: calibration; data fitting; derivative-free optimization; DFO; least squares fitting; maximization; maximizing a function; minimizing a function; minimizing or maximizing a function; NLP; nonlinear least squares; optimization; optimization; optimization; |
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E04UQF | 14 | nagf_opt_lsq_gencon_deriv_option_file_old Supply values for E04USF from external file Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; nonlinear programming; optimization; options, computational; SQP; |
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E04URF | 14 | nagf_opt_lsq_gencon_deriv_option_string_old Supply values to E04USF from a character string Related keywords: maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; nonlinear programming; optimization; options, computational; SQP; |
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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 Related keywords: data fitting; finance; maximizing a function; minimization, nonlinear constraints; minimizing a function; NLP; nonlinear least squares; nonlinear programming; optimization; quasi-Newton approximation; sequential QP method; |
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E05USF | 24 | nagf_glopt_nlp_multistart_sqp_lsq Global optimization of a sum of squares problem using multi-start, nonlinear constraints Related keywords: finance; global optimization; multi-start algorithm; sequential QP method; |
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G01ABF | 4 | nagf_stat_summary_2var Means, corrected sums of squares and cross-products, etc., two variables, from raw data Related keywords: cross-products; maximum value; mean; minimum value; product-moment correlation coefficients; Simple Calculations on Statistical Data; |
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G02BDF | 4 | nagf_correg_coeffs_zero Correlation-like coefficients (about zero), all variables, no missing values Related keywords: big data; correlation analysis; correlation-like coefficients; cross-products; data analytics; finance; mean; nonlinear regression; polynomial regression; regression analysis; standard deviation; |
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G02BEF | 4 | nagf_correg_coeffs_zero_miss_case Correlation-like coefficients (about zero), all variables, casewise treatment of missing values Related keywords: big data; correlation analysis; correlation-like coefficients; cross-products; data analytics; finance; mean; missing values; nonlinear regression; polynomial regression; regression analysis; standard deviation; |
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G02BFF | 4 | nagf_correg_coeffs_zero_miss_pair Correlation-like coefficients (about zero), all variables, pairwise treatment of missing values Related keywords: big data; correlation analysis; correlation-like coefficients; cross-products; data analytics; finance; mean; missing values; nonlinear regression; polynomial regression; regression analysis; standard deviation; |
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G02BGF | 4 | nagf_correg_coeffs_pearson_subset Pearson product-moment correlation coefficients, subset of variables, no missing values Related keywords: big data; correlation analysis; cross-products; data analytics; finance; mean; nonlinear regression; Pearson product moment correlation; polynomial regression; regression analysis; standard deviation; |
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G02BHF | 4 | nagf_correg_coeffs_pearson_subset_miss_case Pearson product-moment correlation coefficients, subset of variables, casewise treatment of missing values Related keywords: big data; correlation analysis; cross-products; data analytics; finance; mean; missing values; nonlinear regression; Pearson product moment correlation; polynomial regression; regression analysis; standard deviation; |
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G02BJF | 4 | nagf_correg_coeffs_pearson_subset_miss_pair Pearson product-moment correlation coefficients, subset of variables, pairwise treatment of missing values Related keywords: big data; correlation analysis; cross-products; data analytics; finance; mean; missing values; nonlinear regression; Pearson product moment correlation; polynomial regression; regression analysis; standard deviation; |
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G02BKF | 4 | nagf_correg_coeffs_zero_subset Correlation-like coefficients (about zero), subset of variables, no missing values Related keywords: big data; correlation analysis; correlation-like coefficients; cross-products; data analytics; finance; mean; nonlinear regression; polynomial regression; regression analysis; standard deviation; |
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G02BLF | 4 | nagf_correg_coeffs_zero_subset_miss_case Correlation-like coefficients (about zero), subset of variables, casewise treatment of missing values Related keywords: big data; correlation analysis; correlation-like coefficients; cross-products; data analytics; finance; mean; missing values; nonlinear regression; polynomial regression; regression analysis; standard deviation; |
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G02BMF | 4 | nagf_correg_coeffs_zero_subset_miss_pair Correlation-like coefficients (about zero), subset of variables, pairwise treatment of missing values Related keywords: big data; correlation analysis; correlation-like coefficients; cross-products; data analytics; finance; mean; missing values; nonlinear regression; polynomial regression; regression analysis; standard deviation; |
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G02BTF | 14 | nagf_correg_ssqmat_update Update a weighted sum of squares matrix with a new observation Related keywords: big data; correlation analysis; cross-products; data analytics; finance; mean; nonlinear regression; polynomial regression; regression analysis; |
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G02BUF | 14 | nagf_correg_ssqmat Computes a weighted sum of squares matrix Related keywords: big data; correlation analysis; cross-products; data analytics; finance; mean; nonlinear regression; polynomial regression; regression analysis; West's WV2 algorithm; |
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G02BZF | 24 | nagf_correg_ssqmat_combine Combines two sums of squares matrices, for use after G02BUF Related keywords: big data; correlation analysis; cross-products; data analytics; data stream; mean; nonlinear regression; polynomial regression; regression analysis; streaming; |
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G02EAF | 14 | nagf_correg_linregm_rssq Computes residual sums of squares for all possible linear regressions for a set of independent variables Related keywords: big data; correlation analysis; data analytics; nonlinear regression; polynomial regression; regression analysis; |
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G02ECF | 14 | nagf_correg_linregm_rssq_stat Calculates and values from residual sums of squares Related keywords: big data; correlation analysis; values; data analytics; nonlinear regression; polynomial regression; values; regression analysis; |
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G04DAF | 17 | nagf_anova_contrasts Computes sum of squares for contrast between means Related keywords: analysis of variance; design of experiments; experimental design; |
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sum-of-squares minimization | 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) Related keywords: data fitting; derivative-free minimization; finance; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; Newton algorithm; nonlinear least squares; optimization; |
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) Related keywords: data fitting; derivative-free minimization; finance; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; Newton algorithm; nonlinear least squares; optimization; |
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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) Related keywords: BFGS, Broyden, Fletcher, Goldfarb and Shanno algorithm; data fitting; finance; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; nonlinear least squares; optimization; quasi-Newton algorithm; |
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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) Related keywords: data fitting; finance; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; Newton algorithm; nonlinear least squares; optimization; |
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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) Related keywords: BFGS, Broyden, Fletcher, Goldfarb and Shanno algorithm; data fitting; finance; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; nonlinear least squares; optimization; quasi-Newton algorithm; |
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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) Related keywords: data fitting; finance; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; Newton algorithm; nonlinear least squares; optimization; |
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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) Related keywords: data fitting; finance; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; Newton algorithm; nonlinear least squares; optimization; |
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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) Related keywords: data fitting; finance; Gauss–Newton optimization; maximizing a function; minimization, unconstrained; minimizing a function; Newton algorithm; nonlinear least squares; optimization; |
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supremum norm | E02GCF | 8 | nagf_fit_glin_linf -approximation by general linear function Related keywords: curve and surface fitting; L(infinity) approximation; |
surface fitting | E02ALF | 25 | nagf_fit_1d_minimax_polynomial Minimax curve fit by polynomials Related keywords: curve and surface fitting; minimax; |
survival analysis | G12 Chapter Introduction | Survival Analysis | |
SVD, generalized | F08VAF | 21 | nagf_lapackeig_dggsvd Computes the generalized singular value decomposition of a real matrix pair Related keywords: DGGSVD; eigenproblem; GSVD, generalized singular value decomposition; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; |
F08VCF | 26 | nagf_lapackeig_dggsvd3 Computes, using BLAS-3, the generalized singular value decomposition of a real matrix pair Related keywords: DGGSVD3; eigenproblem; GSVD, generalized singular value decomposition; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; |
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F08VEF | 22 | nagf_lapackeig_dggsvp Produces orthogonal matrices that simultaneously reduce the by matrix and the by matrix to upper triangular form Related keywords: DGGSVP; eigenproblem; GSVD, generalized singular value decomposition; LAPACK; LAPACK; least squares; orthogonal transformations; real, by matrix; |
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F08VGF | 26 | nagf_lapackeig_dggsvp3 Produces orthogonal matrices, using BLAS-3, that simultaneously reduce the by matrix and the by matrix to upper triangular form Related keywords: DGGSVP3; eigenproblem; GSVD, generalized singular value decomposition; LAPACK; LAPACK; least squares; orthogonal transformations; real, by matrix; |
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F08VNF | 21 | nagf_lapackeig_zggsvd Computes the generalized singular value decomposition of a complex matrix pair Related keywords: complex, nonsymmetric matrix; eigenproblem; GSVD, generalized singular value decomposition; LAPACK; LAPACK; least squares; ZGGSVD; |
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F08VQF | 26 | nagf_lapackeig_zggsvd3 Computes, using BLAS-3, the generalized singular value decomposition of a complex matrix pair Related keywords: complex, nonsymmetric matrix; eigenproblem; GSVD, generalized singular value decomposition; LAPACK; LAPACK; least squares; ZGGSVD3; |
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F08VSF | 22 | nagf_lapackeig_zggsvp Produces unitary matrices that simultaneously reduce the complex, by , matrix and the complex, by , matrix to upper triangular form Related keywords: complex, by matrix; eigenproblem; GSVD, generalized singular value decomposition; LAPACK; LAPACK; least squares; orthogonal transformations; ZGGSVP; |
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F08VUF | 26 | nagf_lapackeig_zggsvp3 Produces unitary matrices, using BLAS-3, that simultaneously reduce the complex, by , matrix and the complex, by , matrix to upper triangular form Related keywords: complex, by matrix; eigenproblem; GSVD, generalized singular value decomposition; LAPACK; LAPACK; least squares; orthogonal transformations; ZGGSVP3; |
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F08YEF | 22 | nagf_lapackeig_dtgsja Computes the generalized singular value decomposition of a real upper triangular (or trapezoidal) matrix pair Related keywords: DTGSJA; eigenproblem; GSVD, generalized singular value decomposition; LAPACK; LAPACK; least squares; real, trapezoidal matrix; real, triangular matrix; |
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SVD, singular value decomposition | 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 Related keywords: big data; data analytics; eigenvalues; eigenvectors; real, by matrix; |
F02WUF | 14 | nagf_eigen_real_triang_svd SVD of real upper triangular matrix (Black Box) Related keywords: big data; data analytics; eigenvalues; eigenvectors; real, triangular matrix; |
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F02XUF | 13 | nagf_eigen_complex_triang_svd SVD of complex upper triangular matrix (Black Box) Related keywords: big data; complex, triangular matrix; data analytics; eigenvalues; eigenvectors; |
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F08KAF | 21 | nagf_lapackeig_dgelss Computes the minimum-norm solution to a real linear least squares problem using singular value decomposition Related keywords: DGELSS; eigenproblem; LAPACK; LAPACK; least squares; linear least squares; minimal least squares; real, by matrix; |
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F08KBF | 21 | nagf_lapackeig_dgesvd Computes the singular value decomposition of a real matrix, optionally computing the left and/or right singular vectors Related keywords: DGESVD; eigenproblem; finance; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; |
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F08KCF | 21 | nagf_lapackeig_dgelsd Computes the minimum-norm solution to a real linear least squares problem using singular value decomposition (divide-and-conquer) Related keywords: DGELSD; divide-and-conquer method; eigenproblem; finance; LAPACK; LAPACK; least squares; linear least squares; minimal least squares; real, by matrix; |
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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) Related keywords: DGESDD; divide-and-conquer method; eigenproblem; finance; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; |
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F08KNF | 21 | nagf_lapackeig_zgelss Computes the minimum-norm solution to a complex linear least squares problem using singular value decomposition Related keywords: complex, by matrix; eigenproblem; LAPACK; LAPACK; least squares; linear least squares; minimal least squares; ZGELSS; |
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F08KPF | 21 | nagf_lapackeig_zgesvd Computes the singular value decomposition of a complex matrix, optionally computing the left and/or right singular vectors Related keywords: complex, nonsymmetric matrix; eigenproblem; finance; LAPACK; LAPACK; least squares; ZGESVD; |
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F08KQF | 21 | nagf_lapackeig_zgelsd Computes the minimum-norm solution to a complex linear least squares problem using singular value decomposition (divide-and-conquer) Related keywords: complex, by matrix; divide-and-conquer method; eigenproblem; LAPACK; LAPACK; least squares; linear least squares; minimal least squares; ZGELSD; |
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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) Related keywords: complex, nonsymmetric matrix; divide-and-conquer method; eigenproblem; LAPACK; LAPACK; least squares; ZGESDD; |
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F08MDF | 22 | nagf_lapackeig_dbdsdc Computes the singular value decomposition of a real bidiagonal matrix, optionally computing the singular vectors (divide-and-conquer) Related keywords: DBDSDC; divide-and-conquer method; eigenproblem; LAPACK; LAPACK; least squares; matrix, band; algorithm; real, bidiagonal matrix; |
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F08MEF | 16 | nagf_lapackeig_dbdsqr Performs an SVD of real bidiagonal matrix reduced from real general matrix Related keywords: DBDSQR; differential qd algorithm; eigenproblem; LAPACK; LAPACK; least squares; matrix, band; algorithm; algorithm; real, bidiagonal matrix; |
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F08MSF | 16 | nagf_lapackeig_zbdsqr Performs an SVD of real bidiagonal matrix reduced from complex general matrix Related keywords: differential qd algorithm; eigenproblem; LAPACK; LAPACK; least squares; matrix, band; algorithm; algorithm; real, bidiagonal matrix; ZBDSQR; |
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, Fresnel Integral | S20ACF | 5 | nagf_specfun_fresnel_s Fresnel integral Related keywords: approximations of special functions; finance; Fresnel integral; |
S20AQF | 24 | nagf_specfun_fresnel_s_vector Fresnel integral vectorized Related keywords: approximations of special functions; Fresnel integral; |
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Sylvester equation | F08QHF | 16 | nagf_lapackeig_dtrsyl Solves the real Sylvester matrix equation , and are upper quasi-triangular or transposes Related keywords: DTRSYL; eigenproblem; LAPACK; LAPACK; least squares; real, quasi-triangular matrix; |
F08QVF | 16 | nagf_lapackeig_ztrsyl Solves the complex Sylvester matrix equation , and are upper triangular or conjugate-transposes Related keywords: complex, triangular matrix; eigenproblem; LAPACK; LAPACK; least squares; ZTRSYL; |
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F08YHF | 22 | nagf_lapackeig_dtgsyl Solves the real-valued, generalized, quasi-trangular, Sylvester equation Related keywords: DTGSYL; eigenproblem; LAPACK; LAPACK; least squares; real, quasi-triangular matrix; |
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F08YVF | 22 | nagf_lapackeig_ztgsyl Solves the complex generalized Sylvester equation Related keywords: complex, triangular matrix; eigenproblem; LAPACK; LAPACK; least squares; ZTGSYL; |
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table | G11BAF | 17 | nagf_contab_tabulate_stat Computes multiway table from set of classification factors using selected statistic Related keywords: classification variable; contingency table analysis; factor variable; |
G11BBF | 17 | nagf_contab_tabulate_percentile Computes multiway table from set of classification factors using given percentile/quantile Related keywords: classification variable; contingency table analysis; factor variable; |
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tail probabilities | G08AHF | 14 | nagf_nonpar_test_mwu Performs the Mann–Whitney test on two independent samples Related keywords: Mann–Whitney U statistic; nonparametric statistics; |
G08AJF | 14 | nagf_nonpar_prob_mwu_noties Computes the exact probabilities for the Mann–Whitney statistic, no ties in pooled sample Related keywords: Mann–Whitney U statistic; nonparametric statistics; pooled sample; |
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G08AKF | 14 | nagf_nonpar_prob_mwu_ties Computes the exact probabilities for the Mann–Whitney statistic, ties in pooled sample Related keywords: Mann–Whitney U statistic; Neumann algorithm; nonparametric statistics; pooled sample; |
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tangent, circular | F06BCF | 12 | nagf_blas_dcsg Recover cosine and sine from given real tangent Related keywords: BLAS; linear algebra support routines; |
S07AAF | 1 | nagf_specfun_tan Related keywords: approximations of special functions; circular tangent; finance; ; |
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term structure | S30NCF | 25 | nagf_specfun_opt_heston_term Heston's model option pricing with term structure Related keywords: approximations of special functions; European; finance; Heston; stochastic volatility; |
test statistic | G03DAF | 15 | nagf_mv_discrim Computes test statistic for equality of within-group covariance matrices and matrices for discriminant analysis Related keywords: discriminant analysis; multivariate methods; |
G13ABF | 9 | nagf_tsa_uni_autocorr Univariate time series, sample autocorrelation function Related keywords: autocorrelation coefficients; big data; data analytics; finance; mean; time series; time series analysis; univariate time series; variance; |
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TFQMR, transpose-free quasi-minimal residual method | F11BEF | 19 | nagf_sparse_real_gen_basic_solver Real sparse nonsymmetric linear systems, preconditioned RGMRES, CGS, Bi-CGSTAB or TFQMR method Related keywords: Bi-CGSTAB; big data; CGS, conjugate gradient method; data analytics; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; real, sparse matrix; RGMRES, restarted generalized minimum residual method; |
F11BSF | 19 | nagf_sparse_complex_gen_basic_solver Complex sparse non-Hermitian linear systems, preconditioned RGMRES, CGS, Bi-CGSTAB or TFQMR method Related keywords: Bi-CGSTAB; big data; CGS, conjugate gradient method; complex, sparse matrix; data analytics; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; RGMRES, restarted generalized minimum residual method; |
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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 Related keywords: Bi-CGSTAB; big data; CGS, conjugate gradient method; data analytics; incomplete factorization; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; real, sparse matrix; RGMRES, restarted generalized minimum residual method; |
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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) Related keywords: Bi-CGSTAB; big data; CGS, conjugate gradient method; data analytics; iterative methods, linear equations; Jacobi preconditioning; large scale linear systems; linear equations, iterative method; real, sparse matrix; RGMRES, restarted generalized minimum residual method; SSOR method, symmetric successive over-relaxation; |
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F11DGF | 24 | nagf_sparse_real_gen_solve_bdilu Solution of real sparse nonsymmetric linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, incomplete block diagonal preconditioner computed by F11DFF Related keywords: additive Schwarz preconditioner; Bi-CGSTAB; big data; CGS, conjugate gradient method; data analytics; incomplete factorization; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; real, sparse matrix; RGMRES, restarted generalized minimum residual method; |
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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) Related keywords: Bi-CGSTAB; big data; CGS, conjugate gradient method; complex, sparse matrix; data analytics; incomplete factorization; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; RGMRES, restarted generalized minimum residual method; |
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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 Related keywords: Bi-CGSTAB; big data; CGS, conjugate gradient method; complex, sparse matrix; data analytics; iterative methods, linear equations; Jacobi preconditioning; large scale linear systems; linear equations, iterative method; RGMRES, restarted generalized minimum residual method; SSOR method, symmetric successive over-relaxation; |
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F11DUF | 24 | nagf_sparse_complex_gen_solve_bdilu Solution of complex, sparse, non-Hermitian linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, incomplete block diagonal preconditioner computed by F11DTF Related keywords: additive Schwarz preconditioner; Bi-CGSTAB; big data; CGS, conjugate gradient method; complex, sparse matrix; data analytics; incomplete factorization; iterative methods, linear equations; large scale linear systems; linear equations, iterative method; RGMRES, restarted generalized minimum residual method; |
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theta, Jacobian theta functions | S21CCF | 20 | nagf_specfun_jactheta_real Jacobian theta functions of real argument Related keywords: approximations of special functions; finance; Jacobian theta functions; |
theta scores | G11SAF | 12 | nagf_contab_binary Contingency table, latent variable model for binary data Related keywords: contingency table analysis; factor scores; latent variable model; score patterns; |
thread | X06 Chapter Introduction | OpenMP Utilities Related keywords: constants and utilities; openMP; |
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X06AAF | 25 | nagf_omp_set_num_threads Sets the number of threads for OpenMP parallel regions Related keywords: constants and utilities; constants and utilities; openMP; openMP; |
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X06ABF | 25 | nagf_omp_get_num_threads The number of OpenMP threads in the current team Related keywords: constants and utilities; constants and utilities; openMP; openMP; |
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X06ACF | 25 | nagf_omp_get_max_threads An upper bound on the number of threads in the next parallel region Related keywords: constants and utilities; constants and utilities; openMP; openMP; |
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X06ADF | 25 | nagf_omp_get_thread_num The OpenMP thread number of the calling thread Related keywords: constants and utilities; constants and utilities; openMP; openMP; |
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X06AFF | 25 | nagf_omp_in_parallel Tests for an active OpenMP parallel region Related keywords: constants and utilities; constants and utilities; openMP; openMP; |
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X06AGF | 25 | nagf_omp_set_nested Enables or disables nested OpenMP parallelism Related keywords: constants and utilities; constants and utilities; openMP; openMP; |
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X06AHF | 25 | nagf_omp_get_nested Tests the status of nested OpenMP parallelism Related keywords: constants and utilities; constants and utilities; openMP; openMP; |
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X06XAF | 26 | nagf_omp_using_threaded_impl Tests whether a threaded NAG Library is being used Related keywords: constants and utilities; constants and utilities; openMP; openMP; |
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three-dimensional | C09FYF | 25 | nagf_wav_3d_coeff_ext Three-dimensional discrete wavelet transform coefficient extraction Related keywords: coefficients; extract; wavelet; wavelet transforms; |
C09FZF | 25 | nagf_wav_3d_coeff_ins Three-dimensional discrete wavelet transform coefficient insertion Related keywords: coefficients; insert; wavelet; wavelet transforms; |
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time | X05AAF | 14 | nagf_time_date_array Return date and time as an array of integers Related keywords: data and time utilities; date and time; |
X05ABF | 14 | nagf_time_date_array_string Convert array of integers representing date and time to character string Related keywords: data and time utilities; date and time; |
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X05ACF | 14 | nagf_time_date_string_compare Compare two character strings representing date and time Related keywords: data and time utilities; date and time; |
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time, cpu | X05BAF | 14 | nagf_time_cpu Return the CPU time Related keywords: CPU time; data and time utilities; |
time series | G05PDF | 22 | nagf_rand_times_garch_asym1 Generates a realization of a time series from a GARCH process with asymmetry of the form Related keywords: big data; data analytics; finance; GARCH; random number generators; |
G05PEF | 22 | nagf_rand_times_garch_asym2 Generates a realization of a time series from a GARCH process with asymmetry of the form Related keywords: big data; data analytics; finance; GARCH; random number generators; |
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G05PFF | 22 | nagf_rand_times_garch_gjr Generates a realization of a time series from an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process Related keywords: big data; data analytics; finance; GARCH; random number generators; |
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G05PGF | 22 | nagf_rand_times_garch_exp Generates a realization of a time series from an exponential GARCH (EGARCH) process Related keywords: big data; data analytics; EGARCH; finance; random number generators; |
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G05PHF | 22 | nagf_rand_times_arma Generates a realization of a time series from an ARMA model Related keywords: ARMA; big data; data analytics; finance; random number generators; |
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G05PJF | 22 | nagf_rand_times_mv_varma Generates a realization of a multivariate time series from a VARMA model Related keywords: big data; data analytics; finance; random number generators; VARMA, vector autoregressive moving average model; |
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G05PMF | 22 | nagf_rand_times_smooth_exp Generates a realization of a time series from an exponential smoothing model Related keywords: big data; data analytics; exponential smoothing; finance; random number generators; |
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G13AAF | 9 | nagf_tsa_uni_diff Univariate time series, seasonal and non-seasonal differencing Related keywords: big data; data analytics; differencing, time series; finance; non-seasonal differencing; seasonal differencing; time series analysis; univariate time series; |
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G13ABF | 9 | nagf_tsa_uni_autocorr Univariate time series, sample autocorrelation function Related keywords: autocorrelation coefficients; big data; data analytics; finance; mean; test statistic; time series analysis; univariate time series; variance; |
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G13ACF | 9 | nagf_tsa_uni_autocorr_part Univariate time series, partial autocorrelations from autocorrelations Related keywords: autocorrelation coefficients; autoregressive parameters; big data; data analytics; error variance ratios; finance; partial autocorrelation coefficients; time series analysis; univariate time series; |
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G13ADF | 9 | nagf_tsa_uni_arima_prelim Univariate time series, preliminary estimation, seasonal ARIMA model Related keywords: ARIMA; big data; data analytics; finance; time series analysis; univariate time series; |
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G13AEF | 9 | nagf_tsa_uni_arima_estim Univariate time series, estimation, seasonal ARIMA model (comprehensive) Related keywords: ARIMA; big data; data analytics; time series analysis; univariate time series; |
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G13AFF | 9 | nagf_tsa_uni_arima_estim_easy Univariate time series, estimation, seasonal ARIMA model (easy-to-use) Related keywords: ARIMA; big data; data analytics; finance; time series analysis; univariate time series; |
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G13AGF | 9 | nagf_tsa_uni_arima_update Univariate time series, update state set for forecasting Related keywords: big data; data analytics; finance; forecasting; time series analysis; univariate time series; |
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G13AHF | 9 | nagf_tsa_uni_arima_forecast_state Univariate time series, forecasting from state set Related keywords: big data; data analytics; finance; forecasting; time series analysis; univariate time series; |
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G13AJF | 10 | nagf_tsa_uni_arima_forcecast Univariate time series, state set and forecasts, from fully specified seasonal ARIMA model Related keywords: big data; data analytics; finance; forecasting; standard deviation; time series analysis; univariate time series; |
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G13AMF | 22 | nagf_tsa_uni_smooth_exp Univariate time series, exponential smoothing Related keywords: big data; Browns Exponential; data analytics; exponential smoothing; finance; Holt Winter; Linear Holt; time series analysis; univariate time series; |
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G13ASF | 13 | nagf_tsa_uni_arima_resid Univariate time series, diagnostic checking of residuals, following G13AEF or G13AFF Related keywords: ARMA; autocorrelation function; big data; Box–Jenkins models; Box–Ljung portmanteau statistic; data analytics; finance; significance; standard errors; time series analysis; univariate time series; |
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G13AUF | 14 | nagf_tsa_uni_means Computes quantities needed for range-mean or standard deviation-mean plot Related keywords: big data; data analytics; finance; mean; range; range-mean plot; standard deviation; time series analysis; |
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G13BAF | 10 | nagf_tsa_multi_filter_arima Multivariate time series, filtering (pre-whitening) by an ARIMA model Related keywords: ARIMA; big data; data analytics; filtering; finance; multivariate time series; pre-whitening, filtering; time series analysis; |
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G13BBF | 11 | nagf_tsa_multi_filter_transf Multivariate time series, filtering by a transfer function model Related keywords: big data; data analytics; filtering; finance; multivariate time series; time series analysis; |
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G13BCF | 10 | nagf_tsa_multi_xcorr Multivariate time series, cross-correlations Related keywords: big data; cross-correlation; data analytics; finance; multivariate time series; time series analysis; |
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G13BDF | 11 | nagf_tsa_multi_transf_prelim Multivariate time series, preliminary estimation of transfer function model Related keywords: big data; data analytics; finance; multivariate time series; time series analysis; |
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G13BEF | 11 | nagf_tsa_multi_inputmod_estim Multivariate time series, estimation of multi-input model Related keywords: ARIMA; big data; data analytics; exact likelihood; finance; marginal likelihood; multivariate time series; nonlinear least squares; time series analysis; univariate time series; |
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G13BGF | 11 | nagf_tsa_multi_inputmod_update Multivariate time series, update state set for forecasting from multi-input model Related keywords: big data; data analytics; finance; forecasting; multivariate time series; time series analysis; |
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G13BHF | 11 | nagf_tsa_multi_inputmod_forecast_state Multivariate time series, forecasting from state set of multi-input model Related keywords: big data; data analytics; forecasting; multivariate time series; time series analysis; |
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G13BJF | 11 | nagf_tsa_multi_inputmod_forecast Multivariate time series, state set and forecasts from fully specified multi-input model Related keywords: big data; data analytics; finance; forecasting; multivariate time series; time series analysis; |
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G13CAF | 10 | nagf_tsa_uni_spectrum_lag Univariate time series, smoothed sample spectrum using rectangular, Bartlett, Tukey or Parzen lag window Related keywords: Bartlett lag window; big data; data analytics; finance; Parzen lag window; rectangular lag window; smoothing; time series analysis; Tukey lag window; univariate time series; |
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G13CBF | 10 | nagf_tsa_uni_spectrum_daniell Univariate time series, smoothed sample spectrum using spectral smoothing by the trapezium frequency (Daniell) window Related keywords: big data; Daniell window; data analytics; finance; smoothing; spectral smoothing; time series analysis; trapezium frequency window; univariate time series; |
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G13CCF | 10 | nagf_tsa_multi_spectrum_lag Multivariate time series, smoothed sample cross spectrum using rectangular, Bartlett, Tukey or Parzen lag window Related keywords: Bartlett lag window; big data; cross-spectrum; data analytics; finance; multivariate time series; Parzen lag window; rectangular lag window; smoothing; time series analysis; Tukey lag window; |
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G13CDF | 10 | nagf_tsa_multi_spectrum_daniell Multivariate time series, smoothed sample cross spectrum using spectral smoothing by the trapezium frequency (Daniell) window Related keywords: big data; cross-spectrum; Daniell window; data analytics; finance; multivariate time series; smoothing; spectral smoothing; time series analysis; trapezium frequency window; |
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G13CEF | 10 | nagf_tsa_multi_spectrum_bivar Multivariate time series, cross amplitude spectrum, squared coherency, bounds, univariate and bivariate (cross) spectra Related keywords: big data; bivariate spectra; coherency, squared, time series; cross amplitude spectrum; data analytics; finance; multivariate time series; squared coherency; time series analysis; |
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G13CFF | 10 | nagf_tsa_multi_gain_bivar Multivariate time series, gain, phase, bounds, univariate and bivariate (cross) spectra Related keywords: big data; bivariate time series; cross-spectrum; data analytics; finance; gain, time series; multivariate time series; phase, time series; time series analysis; |
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G13CGF | 10 | nagf_tsa_multi_noise_bivar Multivariate time series, noise spectrum, bounds, impulse response function and its standard error Related keywords: big data; data analytics; finance; impulse response function; multivariate time series; noise spectrum; standard errors; time series analysis; |
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G13DBF | 11 | nagf_tsa_multi_autocorr_part Multivariate time series, multiple squared partial autocorrelations Related keywords: big data; data analytics; multivariate time series; partial autocorrelation coefficients; time series analysis; |
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G13DDF | 22 | nagf_tsa_multi_varma_estimate Multivariate time series, estimation of VARMA model Related keywords: big data; correlation matrix; data analytics; finance; maximum likelihood; multivariate time series; standard errors; time series analysis; VARMA, vector autoregressive moving average model; |
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G13DJF | 15 | nagf_tsa_multi_varma_forecast Multivariate time series, forecasts and their standard errors Related keywords: big data; data analytics; finance; forecasting; multivariate time series; standard errors; time series analysis; |
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G13DKF | 15 | nagf_tsa_multi_varma_update Multivariate time series, updates forecasts and their standard errors Related keywords: big data; data analytics; finance; forecasting; multivariate time series; standard errors; time series analysis; |
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G13DLF | 15 | nagf_tsa_multi_diff Multivariate time series, differences and/or transforms Related keywords: big data; data analytics; finance; multivariate time series; time series analysis; VARMA, vector autoregressive moving average model; |
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G13DMF | 15 | nagf_tsa_multi_corrmat_cross Multivariate time series, sample cross-correlation or cross-covariance matrices Related keywords: big data; cross-correlation; cross-covariance; data analytics; multivariate time series; time series analysis; |
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G13DNF | 15 | nagf_tsa_multi_corrmat_partlag Multivariate time series, sample partial lag correlation matrices, statistics and significance levels Related keywords: big data; chi squared statistics; data analytics; multivariate time series; partial lag; significance; time series analysis; |
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G13DPF | 16 | nagf_tsa_multi_regmat_partial Multivariate time series, partial autoregression matrices Related keywords: big data; data analytics; multivariate time series; partial autoregression matrices; time series analysis; |
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G13DSF | 13 | nagf_tsa_multi_varma_diag Multivariate time series, diagnostic checking of residuals, following G13DDF Related keywords: big data; data analytics; multivariate time series; time series analysis; |
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G13DXF | 15 | nagf_tsa_uni_arma_roots Calculates the zeros of a vector autoregressive (or moving average) operator Related keywords: big data; data analytics; finance; time series analysis; VARMA, vector autoregressive moving average model; |
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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) Related keywords: big data; data analytics; filter; time series analysis; transform; UKF; unscented; UT; |
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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 Related keywords: big data; data analytics; filter; time series analysis; UKF; unscented; |
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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 Related keywords: big data; data analytics; finance; GARCH; time series analysis; univariate time series; |
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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 Related keywords: big data; data analytics; finance; forecasting; GARCH; time series analysis; univariate time series; |
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G13FCF | 20 | nagf_tsa_uni_garch_asym2_estim Univariate time series, parameter estimation for a GARCH process with asymmetry of the form Related keywords: big data; data analytics; finance; GARCH; time series analysis; univariate time series; |
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G13FDF | 20 | nagf_tsa_uni_garch_asym2_forecast Univariate time series, forecast function for a GARCH process with asymmetry of the form Related keywords: big data; data analytics; finance; forecasting; GARCH; time series analysis; univariate time series; |
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G13FEF | 20 | nagf_tsa_uni_garch_gjr_estim Univariate time series, parameter estimation for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process Related keywords: big data; data analytics; finance; GARCH; GJR GARCH process; Glosten, Jagannathan and Runkle process; time series analysis; univariate time series; |
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G13FFF | 20 | nagf_tsa_uni_garch_gjr_forecast Univariate time series, forecast function for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process Related keywords: big data; data analytics; finance; forecasting; GARCH; GJR GARCH process; Glosten, Jagannathan and Runkle process; time series analysis; univariate time series; |
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G13FGF | 20 | nagf_tsa_uni_garch_exp_estim Univariate time series, parameter estimation for an exponential GARCH (EGARCH) process Related keywords: big data; data analytics; EGARCH; exponential GARCH; finance; GARCH; time series analysis; univariate time series; |
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G13FHF | 20 | nagf_tsa_uni_garch_exp_forecast Univariate time series, forecast function for an exponential GARCH (EGARCH) process Related keywords: big data; data analytics; EGARCH; exponential GARCH; finance; forecasting; GARCH; time series analysis; univariate time series; |
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G13MEF | 24 | nagf_tsa_inhom_iema Computes the iterated exponential moving average for a univariate inhomogeneous time series Related keywords: big data; data analytics; data stream; exponential moving average; moving average; streaming; time series analysis; univariate time series; |
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G13MFF | 24 | nagf_tsa_inhom_iema_all Computes the iterated exponential moving average for a univariate inhomogeneous time series, intermediate results are also returned Related keywords: big data; data analytics; data stream; exponential moving average; moving average; streaming; time series analysis; univariate time series; |
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G13MGF | 24 | nagf_tsa_inhom_ma Computes the exponential moving average for a univariate inhomogeneous time series Related keywords: big data; data analytics; data stream; exponential moving average; moving average; streaming; time series analysis; univariate time series; |
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G13NAF | 25 | nagf_tsa_cp_pelt Change point detection, using the PELT algorithm Related keywords: big data; change point; data analytics; pelt; time series analysis; |
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G13NBF | 25 | nagf_tsa_cp_pelt_user Change points detection using the PELT algorithm, user supplied cost function Related keywords: big data; change point; data analytics; pelt; time series analysis; |
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G13NDF | 25 | nagf_tsa_cp_binary Change point detection, using binary segmentation Related keywords: big data; binary segmentation; change point; data analytics; time series analysis; |
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G13NEF | 25 | nagf_tsa_cp_binary_user Change point detection, using binary segmentation, user supplied cost function Related keywords: big data; binary segmentation; change point; data analytics; time series analysis; |
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time series analysis | G13 Chapter Introduction | Time Series Analysis Related keywords: big data; data analytics; |
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Toeplitz matrix | F04FEF | 15 | nagf_linsys_real_toeplitz_yule Solution of the Yule–Walker equations for real symmetric positive definite Toeplitz matrix, one right-hand side Related keywords: big data; data analytics; real, positive-definite, symmetric, Toeplitz matrix; simultaneous linear equations; Yule–Walker equations; |
F04FFF | 15 | nagf_linsys_real_toeplitz_solve Solution of real symmetric positive definite Toeplitz system, one right-hand side Related keywords: big data; data analytics; real, positive-definite, symmetric, Toeplitz matrix; simultaneous linear equations; |
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F04MEF | 15 | nagf_linsys_real_toeplitz_yule_update Update solution of the Yule–Walker equations for real symmetric positive definite Toeplitz matrix Related keywords: big data; data analytics; real, positive-definite, symmetric, Toeplitz matrix; simultaneous linear equations; Yule–Walker equations; |
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F04MFF | 15 | nagf_linsys_real_toeplitz_update Update solution of real symmetric positive definite Toeplitz system Related keywords: big data; data analytics; real, positive-definite, symmetric, Toeplitz matrix; simultaneous linear equations; |
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transform | 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) Related keywords: big data; data analytics; filter; time series; time series analysis; UKF; unscented; UT; |
transportation problem | H03ABF | 4 | nagf_mip_transportation Transportation problem, modified stepping stone method Related keywords: operations research; stepping stone algorithm; |
transpose, matrix | F01CRF | 7 | nagf_matop_real_gen_trans_inplace Transposition of a real matrix Related keywords: inversion; matrix operations; real, nonsymmetric matrix; |
F01CTF | 14 | nagf_matop_real_addsub Sum or difference of two real matrices, optional scaling and transposition Related keywords: inversion; matrix operations; real, nonsymmetric matrix; sum, matrix; |
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F01CWF | 14 | nagf_matop_complex_addsub Sum or difference of two complex matrices, optional scaling and transposition Related keywords: complex, nonsymmetric matrix; inversion; matrix operations; sum, matrix; |
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trapezium frequency window | G13CBF | 10 | nagf_tsa_uni_spectrum_daniell Univariate time series, smoothed sample spectrum using spectral smoothing by the trapezium frequency (Daniell) window Related keywords: big data; Daniell window; data analytics; finance; smoothing; spectral smoothing; time series; time series analysis; univariate time series; |
G13CDF | 10 | nagf_tsa_multi_spectrum_daniell Multivariate time series, smoothed sample cross spectrum using spectral smoothing by the trapezium frequency (Daniell) window Related keywords: big data; cross-spectrum; Daniell window; data analytics; finance; multivariate time series; smoothing; spectral smoothing; time series; time series analysis; |
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Travelling Salesman Problem | H03BBF | 25 | nagf_mip_tsp_simann Travelling Salesman Problem, simulated annealing Related keywords: operations research; shortest path; simulated annealing; TSP; |
treatment means | G04BBF | 16 | nagf_anova_random Analysis of variance, randomized block or completely randomized design, treatment means and standard errors Related keywords: analysis of variance; ANOVA; completely randomized design; randomized block design; standard errors; |
G04BCF | 17 | nagf_anova_rowcol Analysis of variance, general row and column design, treatment means and standard errors Related keywords: analysis of variance; ANOVA; standard errors; |
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G04CAF | 16 | nagf_anova_factorial Analysis of variance, complete factorial design, treatment means and standard errors Related keywords: analysis of variance; ANOVA; factorial design; standard errors; |
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triangular distribution | G05SPF | 22 | nagf_rand_dist_triangular Generates a vector of pseudorandom numbers from a triangular distribution Related keywords: big data; data analytics; finance; random number generators; random numbers; |
triangularization, mesh generation | D03MAF | 7 | nagf_pde_2d_triangulate Triangulation of plane region Related keywords: mesh generation; PDE, partial differential equations; |
triangular mesh | D06AAF | 20 | nagf_mesh_2d_gen_inc Generates a two-dimensional mesh using a simple incremental method Related keywords: mesh generation; simple incremental method; |
D06ABF | 20 | nagf_mesh_2d_gen_delaunay Generates a two-dimensional mesh using a Delaunay–Voronoi process Related keywords: Delaunay–Voronoi process; mesh generation; |
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D06ACF | 20 | nagf_mesh_2d_gen_front Generates a two-dimensional mesh using an Advancing-front method Related keywords: Advancing-front method; mesh generation; |
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Triangulation | E01EAF | 25 | nagf_interp_2d_triangulate Triangulation of two-dimensional scattered grid, method of Renka and Cline Related keywords: interpolation; Renka and Cline method; Scattered data; |
E01EBF | 25 | nagf_interp_2d_triang_bary_eval Barycentric interpolation on function values provided on a two-dimensional scattered grid Related keywords: Barycentric interpolation; Bilinear interpolation; finance; interpolation; Interpolation; Renka and Cline method; Scattered data; Scattered data interpolation; |
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trigamma function | S14AFF | 20 | nagf_specfun_psi_deriv_complex Polygamma function for complex Related keywords: approximations of special functions; derivatives, psi function; digamma function; polygamma function; psi function; |
trimmed mean | G07DDF | 14 | nagf_univar_robust_1var_trimmed Computes a trimmed and winsorized mean of a single sample with estimates of their variance Related keywords: univariate estimation; variance; winsorized mean; |
triplets test for randomness | G08ECF | 14 | nagf_nonpar_randtest_triplets Performs the triplets test for randomness Related keywords: nonparametric statistics; randomness, tests for; |
TSP | H03BBF | 25 | nagf_mip_tsp_simann Travelling Salesman Problem, simulated annealing Related keywords: operations research; shortest path; simulated annealing; Travelling Salesman Problem; |
t-test statistic | G07CAF | 15 | nagf_univar_ttest_2normal Computes -test statistic for a difference in means between two Normal populations, confidence interval Related keywords: confidence interval; Gaussian distribution; Normal distribution; univariate estimation; |
Tukey's bi-weight | G02HAF | 13 | nagf_correg_robustm Robust regression, standard -estimates Related keywords: Andrew's sine wave; big data; correlation analysis; data analytics; finance; Hampel's piecewise linear function; Huber type regression; Krasker–Welsch weights; Mallows type regression; Maronna's weights; -estimates; nonlinear regression; polynomial regression; regression; regression analysis; robust regression; Scheppe type regression; |
Tukey's smoothing | G10CAF | 16 | nagf_smooth_data_runningmedian Compute smoothed data sequence using running median smoothers Related keywords: running median; smoothing; Smoothing in Statistics; |
Tukey lag window | G13CAF | 10 | nagf_tsa_uni_spectrum_lag Univariate time series, smoothed sample spectrum using rectangular, Bartlett, Tukey or Parzen lag window Related keywords: Bartlett lag window; big data; data analytics; finance; Parzen lag window; rectangular lag window; smoothing; time series; time series analysis; univariate time series; |
G13CCF | 10 | nagf_tsa_multi_spectrum_lag Multivariate time series, smoothed sample cross spectrum using rectangular, Bartlett, Tukey or Parzen lag window Related keywords: Bartlett lag window; big data; cross-spectrum; data analytics; finance; multivariate time series; Parzen lag window; rectangular lag window; smoothing; time series; time series analysis; |
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Tukey scores | G01DHF | 15 | nagf_stat_ranks_and_scores Ranks, Normal scores, approximate Normal scores or exponential (Savage) scores Related keywords: Blom scores; exponential scores; finance; rank scores; Savage scores; Simple Calculations on Statistical Data; van der Waerden scores; |
two-dimensional | C09EYF | 25 | nagf_wav_2d_coeff_ext Two-dimensional discrete wavelet transform coefficient extraction Related keywords: coefficients; extract; wavelet; wavelet transforms; |
C09EZF | 25 | nagf_wav_2d_coeff_ins Two-dimensional discrete wavelet transform coefficient insertion Related keywords: coefficients; insert; wavelet; wavelet transforms; |
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D03EDF | 12 | nagf_pde_2d_ellip_mgrid Elliptic PDE, solution of finite difference equations by a multigrid technique Related keywords: elliptic partial differential equations; multigrid method; PDE, partial differential equations; rectangular; |
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E01DAF | 14 | nagf_interp_2d_spline_grid Interpolating functions, fitting bicubic spline, data on rectangular grid Related keywords: bicubic spline; finance; interpolation; |
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two-dimensional PDE | 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 Related keywords: mesh refinement; method of lines; PDE, partial differential equations; |
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 Related keywords: mesh refinement; method of lines; PDE, partial differential equations; |
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D03RZF | 18 | nagf_pde_2d_gen_order2_rectilinear_extractgrid Extract grid data from D03RBF Related keywords: grid extraction; mesh refinement; method of lines; PDE, partial differential equations; |
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two-dimensional polynomial approximation | E02CAF | 7 | nagf_fit_2dcheb_lines Least squares surface fit by polynomials, data on lines parallel to one independent coordinate axis Related keywords: bivariate polynomial approximation; Chebyshev polynomial approximation; curve and surface fitting; data-on-lines polynomial approximation; least squares; polynomial approximation; |
E02CBF | 7 | nagf_fit_2dcheb_eval Evaluation of fitted polynomial in two variables Related keywords: bivariate polynomial approximation; Chebyshev polynomial approximation; curve and surface fitting; polynomial approximation; |
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two-dimensional spline approximation | E02DAF | 6 | nagf_fit_2dspline_panel Least squares surface fit, bicubic splines Related keywords: bicubic splines; B-splines; curve and surface fitting; knots; least squares; |
E02DCF | 13 | nagf_fit_2dspline_grid Least squares surface fit by bicubic splines with automatic knot placement, data on rectangular grid Related keywords: bicubic splines; B-splines; curve and surface fitting; least squares; smoothing; |
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E02JDF | 24 | nagf_fit_2dspline_ts_sctr Spline approximation to a set of scattered data using a two-stage approximation method Related keywords: curve and surface fitting; scattered data; spline; |
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E02JEF | 24 | nagf_fit_2dspline_ts_evalv Evaluation at a vector of points of a spline computed by E02JDF Related keywords: curve and surface fitting; scattered data; spline; |
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E02JFF | 24 | nagf_fit_2dspline_ts_evalm Evaluation at a mesh of points of a spline computed by E02JDF Related keywords: curve and surface fitting; gridded data; scattered data; spline; |
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E02ZAF | 6 | nagf_fit_2dspline_sort Sort two-dimensional data into panels for fitting bicubic splines Related keywords: curve and surface fitting; gridded data; sort; |
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two-point boundary value problem | 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 Related keywords: boundary value problem; BVP; ODE, ordinary differential equations; parameterized first order; shooting method, ODE; |
D02TLF | 25 | nagf_ode_bvp_coll_nlin_solve Ordinary differential equations, general nonlinear boundary value problem, collocation technique (thread safe) Related keywords: boundary value problem; BVP; differential equations; nonlinear mixed order; ODE, ordinary differential equations; ordinary differential equations; |
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two-tail probability | G01EAF | 15 | nagf_stat_prob_normal Computes probabilities for the standard Normal distribution Related keywords: CDF, cumulative distribution function; finance; lower tail probability; Normal distribution; probability; Simple Calculations on Statistical Data; upper tail probability; |
G01EBF | 14 | nagf_stat_prob_students_t Computes probabilities for Student's -distribution Related keywords: CDF, cumulative distribution function; finance; lower tail probability; probability; Simple Calculations on Statistical Data; Student's -distribution; upper tail probability; |
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G01ECF | 14 | nagf_stat_prob_chisq Computes probabilities for distribution Related keywords: CDF, cumulative distribution function; chi-squared distribution; finance; lower tail probability; probability; Simple Calculations on Statistical Data; upper tail probability; |
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G01SAF | 24 | nagf_stat_prob_normal_vector Computes a vector of probabilities for the standard Normal distribution Related keywords: big data; CDF, cumulative distribution function; confidence interval; data analytics; Gaussian distribution; lower tail probability; Normal distribution; significance; Simple Calculations on Statistical Data; upper tail probability; |
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G01SBF | 24 | nagf_stat_prob_students_t_vector Computes a vector of probabilities for the Student's -distribution Related keywords: big data; CDF, cumulative distribution function; confidence interval; data analytics; lower tail probability; significance; Simple Calculations on Statistical Data; Student's -distribution; upper tail probability; |
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two-way analysis of variance | G04AGF | 8 | nagf_anova_hier2 Two-way analysis of variance, hierarchical classification, subgroups of unequal size Related keywords: analysis of variance; ANOVA; hierarchical classification; |
two-way contingency table | G01AFF | 4 | nagf_stat_contingency_table Two-way contingency table analysis, with /Fisher's exact test Related keywords: chi-squared distribution; contingency table; finance; Fisher's exact test; Simple Calculations on Statistical Data; Yates' correction; |
G05PZF | 22 | nagf_rand_matrix_2waytable Generates a random two-way table Related keywords: big data; data analytics; finance; random number generators; random two-way table; |
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decomposition | F07MNF | 21 | nagf_lapacklin_zhesv Computes the solution to a complex Hermitian system of linear equations Related keywords: complex, Hermitian, indefinite matrix; diagonal pivoting method; LAPACK; decomposition; linear equations; ZHESV; |
F07MPF | 21 | nagf_lapacklin_zhesvx Uses the diagonal pivoting factorization to compute the solution to a complex Hermitian system of linear equations Related keywords: backward error; complex, Hermitian, indefinite matrix; diagonal pivoting method; forward error; LAPACK; decomposition; linear equations; ZHESVX; |
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F07NNF | 21 | nagf_lapacklin_zsysv Computes the solution to a complex symmetric system of linear equations Related keywords: complex, symmetric matrix; diagonal pivoting method; LAPACK; decomposition; linear equations; ZSYSV; |
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F07NPF | 21 | nagf_lapacklin_zsysvx Uses the diagonal pivoting factorization to compute the solution to a complex symmetric system of linear equations Related keywords: backward error; complex, symmetric matrix; diagonal pivoting method; forward error; LAPACK; decomposition; linear equations; ZSYSVX; |
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F07PAF | 21 | nagf_lapacklin_dspsv Computes the solution to a real symmetric system of linear equations, packed storage Related keywords: diagonal pivoting method; DSPSV; LAPACK; decomposition; linear equations; real, indefinite, symmetric matrix; |
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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 Related keywords: backward error; condition number, matrix; diagonal pivoting method; DSPSVX; error bound, matrix; forward error; LAPACK; decomposition; linear equations; real, indefinite, symmetric matrix; |
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F07PNF | 21 | nagf_lapacklin_zhpsv Computes the solution to a complex Hermitian system of linear equations, packed storage Related keywords: complex, Hermitian, indefinite matrix; diagonal pivoting method; inverse, matrix; LAPACK; decomposition; linear equations; ZHPSV; |
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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 Related keywords: backward error; complex, Hermitian, indefinite matrix; diagonal pivoting method; forward error; inverse, matrix; LAPACK; decomposition; linear equations; ZHPSVX; |
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F07QNF | 21 | nagf_lapacklin_zspsv Computes the solution to a complex symmetric system of linear equations, packed storage Related keywords: complex, symmetric matrix; diagonal pivoting method; LAPACK; decomposition; linear equations; ZSPSV; |
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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 Related keywords: backward error; complex, symmetric matrix; diagonal pivoting method; forward error; LAPACK; decomposition; linear equations; ZSPSVX; |
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decompositiuon | F07MAF | 21 | nagf_lapacklin_dsysv Computes the solution to a real symmetric system of linear equations Related keywords: diagonal pivoting method; DSYSV; LAPACK; LDLT decomposition; linear equations; real, indefinite, symmetric matrix; |
F07MBF | 21 | nagf_lapacklin_dsysvx Uses the diagonal pivoting factorization to compute the solution to a real symmetric system of linear equations Related keywords: backward error; diagonal pivoting method; DSYSVX; forward error; LAPACK; LDLT decomposition; linear equations; real, indefinite, symmetric matrix; |
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UKF | 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) Related keywords: big data; data analytics; filter; time series; time series analysis; transform; unscented; UT; |
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 Related keywords: big data; data analytics; filter; time series; time series analysis; unscented; |
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decomposition | F01BUF | 7 | nagf_matop_real_symm_posdef_fac factorization of real symmetric positive definite band matrix Related keywords: decomposition, matrix; inversion; matrix, band; matrix operations; real, band, positive-definite, symmetric matrix; |
underdetermined linear system | F08AAF | 21 | nagf_lapackeig_dgels Solves a real linear least squares problem of full rank Related keywords: DGELS; eigenproblem; finance; LAPACK; LAPACK; least squares; linear least squares; decomposition; overdetermined linear equations; factorization; real, by matrix; |
F08ANF | 21 | nagf_lapackeig_zgels Solves a complex linear least problem of full rank Related keywords: complex, by matrix; eigenproblem; finance; LAPACK; LAPACK; least squares; linear least squares; decomposition; overdetermined linear equations; factorization; ZGELS; |
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uniform distribution | G05SAF | 22 | nagf_rand_dist_uniform01 Generates a vector of pseudorandom numbers from a uniform distribution over Related keywords: big data; data analytics; finance; random number generators; random numbers; rectangular distribution; |
G05SQF | 22 | nagf_rand_dist_uniform Generates a vector of pseudorandom numbers from a uniform distribution over Related keywords: big data; data analytics; finance; random number generators; random numbers; rectangular distribution; |
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G05TLF | 22 | nagf_rand_int_uniform Generates a vector of pseudorandom integers from a uniform distribution Related keywords: big data; data analytics; finance; random integers; random number generators; rectangular distribution; |
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G05YLF | 22 | nagf_rand_quasi_init Initializes a quasi-random number generator Related keywords: big data; data analytics; Faure, quasi-random numbers; finance; low-discrepancy sequences; Niederreiter method, quasi-random numbers; quasi-random numbers; random number generators; random numbers; rectangular distribution; Sobol, quasi-random numbers; |
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unitary matrix, generation | F08ATF | 16 | nagf_lapackeig_zungqr Forms all or part of unitary from factorization determined by F08ASF F08BSF F08BTF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; factorization; unitary transformations; ZUNGQR; |
F08AWF | 16 | nagf_lapackeig_zunglq Forms all or part of unitary from factorization determined by F08AVF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; factorization; unitary transformations; ZUNGLQ; |
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F08CTF | 22 | nagf_lapackeig_zungql Form all or part of unitary from factorization determined by F08CSF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; factorization; unitary transformations; ZUNGQL; |
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F08CWF | 22 | nagf_lapackeig_zungrq Form all or part of unitary from factorization determined by F08CVF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; RQ factorizations; unitary transformations; ZUNGRQ; |
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F08FTF | 16 | nagf_lapackeig_zungtr Generate unitary transformation matrix from reduction to tridiagonal form determined by F08FSF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; unitary transformations; ZUNGTR; |
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F08GTF | 16 | nagf_lapackeig_zupgtr Generates a unitary transformation matrix from reduction to tridiagonal form determined by F08GSF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; unitary transformations; ZUPGTR; |
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F08KTF | 16 | nagf_lapackeig_zungbr Generates unitary transformation matrices from the reduction to bidiagonal form determined by F08KSF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; unitary transformations; ZUNGBR; |
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F08NTF | 16 | nagf_lapackeig_zunghr Generates a unitary transformation matrix from reduction to Hessenberg form determined by F08NSF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; ZUNGHR; |
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unitary transformations | F08AQF | 25 | nagf_lapackeig_zgemqrt Applies the unitary transformation determined by F08APF Related keywords: eigenproblem; explicit blocking; LAPACK; least squares; QR factorization; recursive QR; ZGEMQRT; |
F08ATF | 16 | nagf_lapackeig_zungqr Forms all or part of unitary from factorization determined by F08ASF F08BSF F08BTF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; factorization; unitary matrix, generation; ZUNGQR; |
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F08AUF | 16 | nagf_lapackeig_zunmqr Applies a unitary transformation determined by F08ASF F08BSF F08BTF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; factorization; ZUNMQR; |
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F08AWF | 16 | nagf_lapackeig_zunglq Forms all or part of unitary from factorization determined by F08AVF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; factorization; unitary matrix, generation; ZUNGLQ; |
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F08AXF | 16 | nagf_lapackeig_zunmlq Applies the unitary transformation determined by F08AVF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; factorization; ZUNMLQ; |
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F08BQF | 25 | nagf_lapackeig_ztpmqrt Applies the unitary transformation determined by F08BPF Related keywords: eigenproblem; explicit blocking; LAPACK; least squares; QR factorization; recursive QR; ZTPMQRT; |
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F08BXF | 22 | nagf_lapackeig_zunmrz Applies the unitary transformation determined by F08BVF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; ZUNMRZ; |
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F08CTF | 22 | nagf_lapackeig_zungql Form all or part of unitary from factorization determined by F08CSF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; factorization; unitary matrix, generation; ZUNGQL; |
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F08CUF | 22 | nagf_lapackeig_zunmql Applies the unitary transformation determined by F08CSF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; factorization; ZUNMQL; |
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F08CWF | 22 | nagf_lapackeig_zungrq Form all or part of unitary from factorization determined by F08CVF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; RQ factorizations; unitary matrix, generation; ZUNGRQ; |
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F08CXF | 22 | nagf_lapackeig_zunmrq Applies the unitary transformation determined by F08CVF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; RQ factorizations; ZUNMRQ; |
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F08FRF | 21 | nagf_lapackeig_zheevr Computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix (Relatively Robust Representations) Related keywords: complex, Hermitian, indefinite matrix; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; relatively robust representations; ZHEEVR; |
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F08FSF | 16 | nagf_lapackeig_zhetrd Unitary reduction of complex Hermitian matrix to real symmetric tridiagonal form Related keywords: complex, Hermitian, indefinite matrix; eigenproblem; LAPACK; LAPACK; least squares; ZHETRD; |
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F08FTF | 16 | nagf_lapackeig_zungtr Generate unitary transformation matrix from reduction to tridiagonal form determined by F08FSF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; unitary matrix, generation; ZUNGTR; |
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F08FUF | 16 | nagf_lapackeig_zunmtr Applies the unitary transformation matrix determined by F08FSF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; ZUNMTR; |
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F08GSF | 16 | nagf_lapackeig_zhptrd Performs a unitary reduction of complex Hermitian matrix to real symmetric tridiagonal form, packed storage Related keywords: complex, Hermitian, indefinite matrix; eigenproblem; LAPACK; LAPACK; least squares; ZHPTRD; |
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F08GTF | 16 | nagf_lapackeig_zupgtr Generates a unitary transformation matrix from reduction to tridiagonal form determined by F08GSF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; unitary matrix, generation; ZUPGTR; |
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F08GUF | 16 | nagf_lapackeig_zupmtr Applies the unitary transformation matrix determined by F08GSF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; ZUPGTR; |
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F08HNF | 21 | nagf_lapackeig_zhbev Computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian band matrix Related keywords: complex, band, Hermitian matrix; eigenproblem; LAPACK; LAPACK; least squares; matrix, band; algorithm; ZHBEV; |
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F08HPF | 21 | nagf_lapackeig_zhbevx Computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian band matrix Related keywords: complex, band, Hermitian matrix; eigenproblem; LAPACK; LAPACK; least squares; matrix, band; ZHBEVX; |
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F08HSF | 16 | nagf_lapackeig_zhbtrd Performs a unitary reduction of complex Hermitian band matrix to real symmetric tridiagonal form Related keywords: complex, band, Hermitian matrix; eigenproblem; LAPACK; LAPACK; least squares; matrix, band; ZHBTRD; |
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F08KSF | 16 | nagf_lapackeig_zgebrd Performs a unitary reduction of complex general rectangular matrix to bidiagonal form Related keywords: complex, by matrix; eigenproblem; LAPACK; LAPACK; least squares; ZGEBRD; |
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F08KTF | 16 | nagf_lapackeig_zungbr Generates unitary transformation matrices from the reduction to bidiagonal form determined by F08KSF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; unitary matrix, generation; ZUNGBR; |
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F08KUF | 16 | nagf_lapackeig_zunmbr Applies the unitary transformations from reduction to bidiagonal form determined by F08KSF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; ZUNMBR; |
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F08NSF | 16 | nagf_lapackeig_zgehrd Performs a unitary reduction of complex general matrix to upper Hessenberg form Related keywords: complex, nonsymmetric matrix; eigenproblem; LAPACK; LAPACK; least squares; ZGEHRD; |
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F08NUF | 16 | nagf_lapackeig_zunmhr Applies the unitary transformation matrix from reduction to Hessenberg form determined by F08NSF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; ZUNMHR; |
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F08QTF | 16 | nagf_lapackeig_ztrexc Reorders a Schur factorization of complex matrix using unitary similarity transformation Related keywords: eigenproblem; LAPACK; LAPACK; least squares; Schur form; ZTREXC; |
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F08WSF | 20 | nagf_lapackeig_zgghrd Performs a unitary reduction of a pair of complex general matrices to generalized upper Hessenberg form Related keywords: complex, nonsymmetric matrix; eigenproblem; LAPACK; LAPACK; least squares; ZGGHRD; |
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F08WTF | 26 | nagf_lapackeig_zgghd3 Performs, using BLAS-3, a unitary reduction of a pair of complex general matrices to generalized upper Hessenberg form Related keywords: complex, nonsymmetric matrix; eigenproblem; LAPACK; LAPACK; least squares; ZGGHD3; |
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F08YTF | 22 | nagf_lapackeig_ztgexc Reorders the generalized Schur decomposition of a complex matrix pair using an unitary equivalence transformation Related keywords: complex, nonsymmetric matrix; eigenproblem; generalized Schur form; LAPACK; LAPACK; least squares; ZTGEXC; |
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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 Related keywords: complex, nonsymmetric matrix; condition number, matrix; eigenproblem; eigenvalues; generalized Schur form; LAPACK; LAPACK; least squares; ZTGEXC; |
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unit root | G01EWF | 25 | nagf_stat_prob_dickey_fuller_unit Computes probabilities for the Dickey–Fuller unit root test Related keywords: Dickey–Fuller ; probabilities; Simple Calculations on Statistical Data; statistical distribution functions; |
G13AWF | 25 | nagf_tsa_uni_dickey_fuller_unit Computes (augmented) Dickey–Fuller unit root test statistic Related keywords: big data; data analytics; Dickey–Fuller; time series analysis; |
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univariate estimation | G07 Chapter Introduction | Univariate Estimation | |
univariate minimization | E04ABF | 6 | nagf_opt_one_var_func_old Minimum, function of one variable, using function values only Related keywords: derivative-free minimization; finance; maximizing a function; minimization, unconstrained; minimizing a function; NLP; nonlinear programming; one-dimensional quadratic interpolation; optimization; |
univariate time series | G13AAF | 9 | nagf_tsa_uni_diff Univariate time series, seasonal and non-seasonal differencing Related keywords: big data; data analytics; differencing, time series; finance; non-seasonal differencing; seasonal differencing; time series; time series analysis; |
G13ABF | 9 | nagf_tsa_uni_autocorr Univariate time series, sample autocorrelation function Related keywords: autocorrelation coefficients; big data; data analytics; finance; mean; test statistic; time series; time series analysis; variance; |
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G13ACF | 9 | nagf_tsa_uni_autocorr_part Univariate time series, partial autocorrelations from autocorrelations Related keywords: autocorrelation coefficients; autoregressive parameters; big data; data analytics; error variance ratios; finance; partial autocorrelation coefficients; time series; time series analysis; |
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G13ADF | 9 | nagf_tsa_uni_arima_prelim Univariate time series, preliminary estimation, seasonal ARIMA model Related keywords: ARIMA; big data; data analytics; finance; time series; time series analysis; |
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G13AEF | 9 | nagf_tsa_uni_arima_estim Univariate time series, estimation, seasonal ARIMA model (comprehensive) Related keywords: ARIMA; big data; data analytics; time series; time series analysis; |
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G13AFF | 9 | nagf_tsa_uni_arima_estim_easy Univariate time series, estimation, seasonal ARIMA model (easy-to-use) Related keywords: ARIMA; big data; data analytics; finance; time series; time series analysis; |
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G13AGF | 9 | nagf_tsa_uni_arima_update Univariate time series, update state set for forecasting Related keywords: big data; data analytics; finance; forecasting; time series; time series analysis; |
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G13AHF | 9 | nagf_tsa_uni_arima_forecast_state Univariate time series, forecasting from state set Related keywords: big data; data analytics; finance; forecasting; time series; time series analysis; |
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G13AJF | 10 | nagf_tsa_uni_arima_forcecast Univariate time series, state set and forecasts, from fully specified seasonal ARIMA model Related keywords: big data; data analytics; finance; forecasting; standard deviation; time series; time series analysis; |
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G13AMF | 22 | nagf_tsa_uni_smooth_exp Univariate time series, exponential smoothing Related keywords: big data; Browns Exponential; data analytics; exponential smoothing; finance; Holt Winter; Linear Holt; time series; time series analysis; |
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G13ASF | 13 | nagf_tsa_uni_arima_resid Univariate time series, diagnostic checking of residuals, following G13AEF or G13AFF Related keywords: ARMA; autocorrelation function; big data; Box–Jenkins models; Box–Ljung portmanteau statistic; data analytics; finance; significance; standard errors; time series; time series analysis; |
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G13BEF | 11 | nagf_tsa_multi_inputmod_estim Multivariate time series, estimation of multi-input model Related keywords: ARIMA; big data; data analytics; exact likelihood; finance; marginal likelihood; multivariate time series; nonlinear least squares; time series; time series analysis; |
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G13CAF | 10 | nagf_tsa_uni_spectrum_lag Univariate time series, smoothed sample spectrum using rectangular, Bartlett, Tukey or Parzen lag window Related keywords: Bartlett lag window; big data; data analytics; finance; Parzen lag window; rectangular lag window; smoothing; time series; time series analysis; Tukey lag window; |
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G13CBF | 10 | nagf_tsa_uni_spectrum_daniell Univariate time series, smoothed sample spectrum using spectral smoothing by the trapezium frequency (Daniell) window Related keywords: big data; Daniell window; data analytics; finance; smoothing; spectral smoothing; time series; time series analysis; trapezium frequency window; |
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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 Related keywords: big data; data analytics; finance; GARCH; time series; time series analysis; |
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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 Related keywords: big data; data analytics; finance; forecasting; GARCH; time series; time series analysis; |
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G13FCF | 20 | nagf_tsa_uni_garch_asym2_estim Univariate time series, parameter estimation for a GARCH process with asymmetry of the form Related keywords: big data; data analytics; finance; GARCH; time series; time series analysis; |
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G13FDF | 20 | nagf_tsa_uni_garch_asym2_forecast Univariate time series, forecast function for a GARCH process with asymmetry of the form Related keywords: big data; data analytics; finance; forecasting; GARCH; time series; time series analysis; |
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G13FEF | 20 | nagf_tsa_uni_garch_gjr_estim Univariate time series, parameter estimation for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process Related keywords: big data; data analytics; finance; GARCH; GJR GARCH process; Glosten, Jagannathan and Runkle process; time series; time series analysis; |
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G13FFF | 20 | nagf_tsa_uni_garch_gjr_forecast Univariate time series, forecast function for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process Related keywords: big data; data analytics; finance; forecasting; GARCH; GJR GARCH process; Glosten, Jagannathan and Runkle process; time series; time series analysis; |
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G13FGF | 20 | nagf_tsa_uni_garch_exp_estim Univariate time series, parameter estimation for an exponential GARCH (EGARCH) process Related keywords: big data; data analytics; EGARCH; exponential GARCH; finance; GARCH; time series; time series analysis; |
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G13FHF | 20 | nagf_tsa_uni_garch_exp_forecast Univariate time series, forecast function for an exponential GARCH (EGARCH) process Related keywords: big data; data analytics; EGARCH; exponential GARCH; finance; forecasting; GARCH; time series; time series analysis; |
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G13MEF | 24 | nagf_tsa_inhom_iema Computes the iterated exponential moving average for a univariate inhomogeneous time series Related keywords: big data; data analytics; data stream; exponential moving average; moving average; streaming; time series; time series analysis; |
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G13MFF | 24 | nagf_tsa_inhom_iema_all Computes the iterated exponential moving average for a univariate inhomogeneous time series, intermediate results are also returned Related keywords: big data; data analytics; data stream; exponential moving average; moving average; streaming; time series; time series analysis; |
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G13MGF | 24 | nagf_tsa_inhom_ma Computes the exponential moving average for a univariate inhomogeneous time series Related keywords: big data; data analytics; data stream; exponential moving average; moving average; streaming; time series; time series analysis; |
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unscented | 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) Related keywords: big data; data analytics; filter; time series; time series analysis; transform; UKF; UT; |
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 Related keywords: big data; data analytics; filter; time series; time series analysis; UKF; |
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upper tail probability | G01EAF | 15 | nagf_stat_prob_normal Computes probabilities for the standard Normal distribution Related keywords: CDF, cumulative distribution function; finance; lower tail probability; Normal distribution; probability; Simple Calculations on Statistical Data; two-tail probability; |
G01EBF | 14 | nagf_stat_prob_students_t Computes probabilities for Student's -distribution Related keywords: CDF, cumulative distribution function; finance; lower tail probability; probability; Simple Calculations on Statistical Data; Student's -distribution; two-tail probability; |
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G01ECF | 14 | nagf_stat_prob_chisq Computes probabilities for distribution Related keywords: CDF, cumulative distribution function; chi-squared distribution; finance; lower tail probability; probability; Simple Calculations on Statistical Data; two-tail probability; |
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G01EDF | 14 | nagf_stat_prob_f Computes probabilities for -distribution Related keywords: CDF, cumulative distribution function; -distribution; finance; lower tail probability; probability; Simple Calculations on Statistical Data; variance-ratio distribution; |
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G01EEF | 14 | nagf_stat_prob_beta Computes upper and lower tail probabilities and probability density function for the beta distribution Related keywords: beta distribution; CDF, cumulative distribution function; finance; lower tail probability; probability; Simple Calculations on Statistical Data; |
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G01EFF | 14 | nagf_stat_prob_gamma Computes probabilities for the gamma distribution Related keywords: CDF, cumulative distribution function; finance; gamma distribution; lower tail probability; probability; Simple Calculations on Statistical Data; |
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G01EYF | 14 | nagf_stat_prob_kolmogorov1 Computes probabilities for the one-sample Kolmogorov–Smirnov distribution Related keywords: finance; Kolmogorov–Smirnov distribution; Simple Calculations on Statistical Data; |
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G01EZF | 14 | nagf_stat_prob_kolmogorov2 Computes probabilities for the two-sample Kolmogorov–Smirnov distribution Related keywords: finance; Kolmogorov–Smirnov distribution; Simple Calculations on Statistical Data; |
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G01HBF | 15 | nagf_stat_prob_multi_normal Computes probabilities for the multivariate Normal distribution Related keywords: central probability; finance; lower tail probability; multivariate Normal distribution; Normal distribution; Simple Calculations on Statistical Data; |
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G01SAF | 24 | nagf_stat_prob_normal_vector Computes a vector of probabilities for the standard Normal distribution Related keywords: big data; CDF, cumulative distribution function; confidence interval; data analytics; Gaussian distribution; lower tail probability; Normal distribution; significance; Simple Calculations on Statistical Data; two-tail probability; |
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G01SBF | 24 | nagf_stat_prob_students_t_vector Computes a vector of probabilities for the Student's -distribution Related keywords: big data; CDF, cumulative distribution function; confidence interval; data analytics; lower tail probability; significance; Simple Calculations on Statistical Data; Student's -distribution; two-tail probability; |
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G01SCF | 24 | nagf_stat_prob_chisq_vector Computes a vector of probabilities for distribution Related keywords: big data; CDF, cumulative distribution function; chi-squared distribution; data analytics; lower tail probability; Simple Calculations on Statistical Data; |
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G01SDF | 24 | nagf_stat_prob_f_vector Computes a vector of probabilities for -distribution Related keywords: big data; CDF, cumulative distribution function; data analytics; -distribution; lower tail probability; Simple Calculations on Statistical Data; variance-ratio distribution; |
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G01SEF | 24 | nagf_stat_prob_beta_vector Computes a vector of probabilities for the beta distribution Related keywords: beta distribution; big data; CDF, cumulative distribution function; data analytics; lower tail probability; Simple Calculations on Statistical Data; |
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G01SFF | 24 | nagf_stat_prob_gamma_vector Computes a vector of probabilities for the gamma distribution Related keywords: big data; CDF, cumulative distribution function; data analytics; gamma distribution; lower tail probability; Simple Calculations on Statistical Data; |
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G01SJF | 24 | nagf_stat_prob_binomial_vector Computes a vector of probabilities for the binomial distribution Related keywords: big data; binomial distribution; CDF, cumulative distribution function; data analytics; lower tail probability; point probability; Simple Calculations on Statistical Data; |
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G01SKF | 24 | nagf_stat_prob_poisson_vector Computes a vector of probabilities for the Poisson distribution Related keywords: big data; CDF, cumulative distribution function; data analytics; lower tail probability; point probability; Poisson distribution; Simple Calculations on Statistical Data; |
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G01SLF | 24 | nagf_stat_prob_hypergeom_vector Computes a vector of probabilities for the hypergeometric distribution Related keywords: big data; CDF, cumulative distribution function; data analytics; hypergeometric distribution; lower tail probability; point probability; Simple Calculations on Statistical Data; |
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UT | 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) Related keywords: big data; data analytics; filter; time series; time series analysis; transform; UKF; unscented; |
van der Waerden scores | G01DHF | 15 | nagf_stat_ranks_and_scores Ranks, Normal scores, approximate Normal scores or exponential (Savage) scores Related keywords: Blom scores; exponential scores; finance; rank scores; Savage scores; Simple Calculations on Statistical Data; Tukey scores; |
variance | G07DDF | 14 | nagf_univar_robust_1var_trimmed Computes a trimmed and winsorized mean of a single sample with estimates of their variance Related keywords: trimmed mean; univariate estimation; winsorized mean; |
G13ABF | 9 | nagf_tsa_uni_autocorr Univariate time series, sample autocorrelation function Related keywords: autocorrelation coefficients; big data; data analytics; finance; mean; test statistic; time series; time series analysis; univariate time series; |
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variance-covariance matrix | G01DCF | 12 | nagf_stat_normal_scores_var Normal scores, approximate variance-covariance matrix Related keywords: covariance matrix; finance; Normal scores; Simple Calculations on Statistical Data; |
G02BXF | 14 | nagf_correg_corrmat Computes (optionally weighted) correlation and covariance matrices Related keywords: big data; correlation analysis; data analytics; finance; mean; nonlinear regression; Pearson product moment correlation; polynomial regression; regression analysis; standard deviation; |
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G02DCF | 14 | nagf_correg_linregm_obs_edit Add/delete an observation to/from a general linear regression model Related keywords: big data; correlation analysis; data analytics; finance; linear regression; nonlinear regression; polynomial regression; regression; regression analysis; standard errors; |
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G02HFF | 13 | nagf_correg_robustm_user_varmat Robust regression, variance-covariance matrix following G02HDF Related keywords: big data; correlation analysis; data analytics; finance; nonlinear regression; polynomial regression; regression analysis; robust regression; |
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G08RAF | 12 | nagf_nonpar_rank_regsn Regression using ranks, uncensored data Related keywords: nonparametric statistics; parameter estimates; regression; scores; |
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G08RBF | 12 | nagf_nonpar_rank_regsn_censored Regression using ranks, right-censored data Related keywords: nonparametric statistics; parameter estimates; regression; scores; |
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variance-ratio distribution | G01EDF | 14 | nagf_stat_prob_f Computes probabilities for -distribution Related keywords: CDF, cumulative distribution function; -distribution; finance; lower tail probability; probability; Simple Calculations on Statistical Data; upper tail probability; |
G01GDF | 14 | nagf_stat_prob_f_noncentral Computes probabilities for the non-central -distribution Related keywords: -distribution; finance; lower tail probability; Simple Calculations on Statistical Data; |
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G01SDF | 24 | nagf_stat_prob_f_vector Computes a vector of probabilities for -distribution Related keywords: big data; CDF, cumulative distribution function; data analytics; -distribution; lower tail probability; Simple Calculations on Statistical Data; upper tail probability; |
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G01TDF | 24 | nagf_stat_inv_cdf_f_vector Computes a vector of deviates for -distribution Related keywords: big data; data analytics; deviates; -distribution; inverse CDF; inverse cumulative distribution function; Simple Calculations on Statistical Data; |
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variogram | G05ZMF | 24 | nagf_rand_field_1d_user_setup Setup for simulating one-dimensional random fields, user-defined variogram Related keywords: big data; data analytics; options, computational; random fields; random number generators; |
G05ZNF | 24 | nagf_rand_field_1d_predef_setup Setup for simulating one-dimensional random fields Related keywords: big data; data analytics; options, computational; random fields; random number generators; |
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G05ZQF | 24 | nagf_rand_field_2d_user_setup Setup for simulating two-dimensional random fields, user-defined variogram Related keywords: big data; data analytics; options, computational; random fields; random number generators; |
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G05ZRF | 24 | nagf_rand_field_2d_predef_setup Setup for simulating two-dimensional random fields, preset variogram Related keywords: big data; data analytics; options, computational; random fields; random number generators; |
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VARMA, vector autoregressive moving average model | G05PJF | 22 | nagf_rand_times_mv_varma Generates a realization of a multivariate time series from a VARMA model Related keywords: big data; data analytics; finance; random number generators; time series; |
G13DDF | 22 | nagf_tsa_multi_varma_estimate Multivariate time series, estimation of VARMA model Related keywords: big data; correlation matrix; data analytics; finance; maximum likelihood; multivariate time series; standard errors; time series; time series analysis; |
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G13DLF | 15 | nagf_tsa_multi_diff Multivariate time series, differences and/or transforms Related keywords: big data; data analytics; finance; multivariate time series; time series; time series analysis; |
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G13DXF | 15 | nagf_tsa_uni_arma_roots Calculates the zeros of a vector autoregressive (or moving average) operator Related keywords: big data; data analytics; finance; time series; time series analysis; |
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Vavilov density function | G01MUF | 21 | nagf_stat_pdf_vavilov Vavilov density function Related keywords: finance; Simple Calculations on Statistical Data; |
G01ZUF | 21 | nagf_stat_init_vavilov Initialization routine for G01MUF and G01EUF Related keywords: finance; Simple Calculations on Statistical Data; |
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Vavilov distribution | G01EUF | 21 | nagf_stat_prob_vavilov Vavilov distribution function Related keywords: finance; Simple Calculations on Statistical Data; |
vectorized | D01ESF | 25 | nagf_quad_md_sgq_multi_vec Multi-dimensional quadrature using sparse grids Related keywords: automatic; multidimensional; multiple integrands; quadrature; sparse; |
vectorized quadrature | D01ASF | 13 | nagf_quad_1d_inf_wtrig One-dimensional quadrature, adaptive, semi-infinite interval, weight function or Related keywords: finance; Gauss–Kronrod quadrature; integration, adaptive; integration, infinite interval; QAWFE; QUADPACK; quadrature; quadrature, adaptive; |
D01ATF | 13 | nagf_quad_1d_fin_bad_vec One-dimensional quadrature, adaptive, finite interval, variant of D01AJF efficient on vector machines Related keywords: Gauss–Kronrod quadrature; integration, adaptive; QAG; QAGS; QUADPACK; quadrature; quadrature, adaptive; |
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D01EAF | 12 | nagf_quad_md_adapt_multi Multidimensional adaptive quadrature over hyper-rectangle, multiple integrands Related keywords: integration, adaptive; integration, multidimensional; quadrature; quadrature, adaptive; |
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Volterra integral equations | D05BAF | 14 | nagf_inteq_volterra2 Nonlinear Volterra convolution equation, second kind Related keywords: integral equations; |
D05BDF | 16 | nagf_inteq_abel2_weak Nonlinear convolution Volterra–Abel equation, second kind, weakly singular Related keywords: integral equations; |
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D05BEF | 16 | nagf_inteq_abel1_weak Nonlinear convolution Volterra–Abel equation, first kind, weakly singular Related keywords: integral equations; |
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D05BWF | 16 | nagf_inteq_volterra_weights Generate weights for use in solving Volterra equations Related keywords: integral equations; weights and abscissae; |
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von Mises distribution | G01ERF | 16 | nagf_stat_prob_vonmises Computes probability for von Mises distribution Related keywords: CDF, cumulative distribution function; finance; lower tail probability; Simple Calculations on Statistical Data; |
G05SRF | 22 | nagf_rand_dist_vonmises Generates a vector of pseudorandom numbers from a von Mises distribution Related keywords: big data; data analytics; finance; random number generators; random numbers; |
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wavelet | C09EYF | 25 | nagf_wav_2d_coeff_ext Two-dimensional discrete wavelet transform coefficient extraction Related keywords: coefficients; extract; two-dimensional; wavelet transforms; |
C09EZF | 25 | nagf_wav_2d_coeff_ins Two-dimensional discrete wavelet transform coefficient insertion Related keywords: coefficients; insert; two-dimensional; wavelet transforms; |
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C09FYF | 25 | nagf_wav_3d_coeff_ext Three-dimensional discrete wavelet transform coefficient extraction Related keywords: coefficients; extract; three-dimensional; wavelet transforms; |
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C09FZF | 25 | nagf_wav_3d_coeff_ins Three-dimensional discrete wavelet transform coefficient insertion Related keywords: coefficients; insert; three-dimensional; wavelet transforms; |
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wavelet continuous | C09BAF | 23 | nagf_wav_1d_cont One-dimensional real continuous wavelet transform Related keywords: derivative of a Gaussian wavelet; Mexican hat wavelet; Morlet wavelet; wavelets; wavelets, one-dimensional; wavelet transforms; |
wavelets | C09AAF | 22 | nagf_wav_1d_init One-dimensional wavelet filter initialization Related keywords: biorthogonal wavelet; Daubechies wavelet; Haar wavelet; wavelets, one-dimensional; wavelet transforms; |
C09ABF | 23 | nagf_wav_2d_init Two-dimensional wavelet filter initialization Related keywords: biorthogonal wavelet; Daubechies wavelet; Haar wavelet; wavelets, two-dimensional; wavelet transforms; |
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C09ACF | 24 | nagf_wav_3d_init Three-dimensional wavelet filter initialization Related keywords: biorthogonal wavelet; Daubechies wavelet; Haar wavelet; wavelets, three-dimensional; wavelet transforms; |
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C09BAF | 23 | nagf_wav_1d_cont One-dimensional real continuous wavelet transform Related keywords: derivative of a Gaussian wavelet; Mexican hat wavelet; Morlet wavelet; wavelet continuous; wavelets, one-dimensional; wavelet transforms; |
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C09CAF | 22 | nagf_wav_1d_sngl_fwd One-dimensional discrete wavelet transform Related keywords: discrete transform; finance; wavelets, one-dimensional; wavelet transforms; |
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C09CBF | 22 | nagf_wav_1d_sngl_inv One-dimensional inverse discrete wavelet transform Related keywords: discrete transform; finance; wavelets, one-dimensional; wavelet transforms; |
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C09CCF | 22 | nagf_wav_1d_multi_fwd One-dimensional multi-level discrete wavelet transform Related keywords: finance; multi-level discrete transform; wavelets, one-dimensional; wavelet transforms; |
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C09CDF | 22 | nagf_wav_1d_multi_inv One-dimensional inverse multi-level discrete wavelet transform Related keywords: finance; multi-level discrete transform; wavelets, one-dimensional; wavelet transforms; |
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C09EAF | 23 | nagf_wav_2d_sngl_fwd Two-dimensional discrete wavelet transform Related keywords: discrete transform; wavelets, two-dimensional; wavelet transforms; |
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C09EBF | 23 | nagf_wav_2d_sngl_inv Two-dimensional inverse discrete wavelet transform Related keywords: discrete transform; wavelets, two-dimensional; wavelet transforms; |
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C09ECF | 23 | nagf_wav_2d_multi_fwd Two-dimensional multi-level discrete wavelet transform Related keywords: discrete transform; multi-level discrete transform; wavelets, two-dimensional; wavelet transforms; |
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C09EDF | 23 | nagf_wav_2d_multi_inv Two-dimensional inverse multi-level discrete wavelet transform Related keywords: discrete transform; multi-level discrete transform; wavelets, two-dimensional; wavelet transforms; |
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C09FAF | 24 | nagf_wav_3d_sngl_fwd Three-dimensional discrete wavelet transform Related keywords: discrete transform; wavelets, three-dimensional; wavelet transforms; |
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C09FBF | 24 | nagf_wav_3d_sngl_inv Three-dimensional inverse discrete wavelet transform Related keywords: discrete transform; wavelets, three-dimensional; wavelet transforms; |
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C09FCF | 24 | nagf_wav_3d_multi_fwd Three-dimensional multi-level discrete wavelet transform Related keywords: discrete transform; multi-level discrete transform; wavelets, three-dimensional; wavelet transforms; |
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C09FDF | 24 | nagf_wav_3d_mxolap_multi_inv Three-dimensional inverse multi-level discrete wavelet transform Related keywords: discrete transform; multi-level discrete transform; wavelets, three-dimensional; wavelet transforms; |
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wavelets, one-dimensional | C09AAF | 22 | nagf_wav_1d_init One-dimensional wavelet filter initialization Related keywords: biorthogonal wavelet; Daubechies wavelet; Haar wavelet; wavelets; wavelet transforms; |
C09BAF | 23 | nagf_wav_1d_cont One-dimensional real continuous wavelet transform Related keywords: derivative of a Gaussian wavelet; Mexican hat wavelet; Morlet wavelet; wavelet continuous; wavelets; wavelet transforms; |
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C09CAF | 22 | nagf_wav_1d_sngl_fwd One-dimensional discrete wavelet transform Related keywords: discrete transform; finance; wavelets; wavelet transforms; |
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C09CBF | 22 | nagf_wav_1d_sngl_inv One-dimensional inverse discrete wavelet transform Related keywords: discrete transform; finance; wavelets; wavelet transforms; |
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C09CCF | 22 | nagf_wav_1d_multi_fwd One-dimensional multi-level discrete wavelet transform Related keywords: finance; multi-level discrete transform; wavelets; wavelet transforms; |
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C09CDF | 22 | nagf_wav_1d_multi_inv One-dimensional inverse multi-level discrete wavelet transform Related keywords: finance; multi-level discrete transform; wavelets; wavelet transforms; |
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wavelets, three-dimensional | C09ACF | 24 | nagf_wav_3d_init Three-dimensional wavelet filter initialization Related keywords: biorthogonal wavelet; Daubechies wavelet; Haar wavelet; wavelets; wavelet transforms; |
C09FAF | 24 | nagf_wav_3d_sngl_fwd Three-dimensional discrete wavelet transform Related keywords: discrete transform; wavelets; wavelet transforms; |
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C09FBF | 24 | nagf_wav_3d_sngl_inv Three-dimensional inverse discrete wavelet transform Related keywords: discrete transform; wavelets; wavelet transforms; |
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C09FCF | 24 | nagf_wav_3d_multi_fwd Three-dimensional multi-level discrete wavelet transform Related keywords: discrete transform; multi-level discrete transform; wavelets; wavelet transforms; |
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C09FDF | 24 | nagf_wav_3d_mxolap_multi_inv Three-dimensional inverse multi-level discrete wavelet transform Related keywords: discrete transform; multi-level discrete transform; wavelets; wavelet transforms; |
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wavelets, two-dimensional | C09ABF | 23 | nagf_wav_2d_init Two-dimensional wavelet filter initialization Related keywords: biorthogonal wavelet; Daubechies wavelet; Haar wavelet; wavelets; wavelet transforms; |
C09EAF | 23 | nagf_wav_2d_sngl_fwd Two-dimensional discrete wavelet transform Related keywords: discrete transform; wavelets; wavelet transforms; |
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C09EBF | 23 | nagf_wav_2d_sngl_inv Two-dimensional inverse discrete wavelet transform Related keywords: discrete transform; wavelets; wavelet transforms; |
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C09ECF | 23 | nagf_wav_2d_multi_fwd Two-dimensional multi-level discrete wavelet transform Related keywords: discrete transform; multi-level discrete transform; wavelets; wavelet transforms; |
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C09EDF | 23 | nagf_wav_2d_multi_inv Two-dimensional inverse multi-level discrete wavelet transform Related keywords: discrete transform; multi-level discrete transform; wavelets; wavelet transforms; |
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wavelet transforms | C09 Chapter Introduction | 22 | Wavelet Transforms |
Weeks method | C06LBF | 14 | nagf_sum_invlaplace_weeks Inverse Laplace transform, modified Weeks' method Related keywords: inverse Laplace transform; Laplace transform; summation of series; |
Weibull distribution | G05SSF | 22 | nagf_rand_dist_weibull Generates a vector of pseudorandom numbers from a Weibull distribution Related keywords: big data; data analytics; finance; random number generators; random numbers; |
G07BEF | 15 | nagf_univar_estim_weibull Computes maximum likelihood estimates for parameters of the Weibull distribution Related keywords: maximum likelihood; univariate estimation; |
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weights and abscissae | D01BCF | 8 | nagf_quad_1d_gauss_wgen Calculation of weights and abscissae for Gaussian quadrature rules, general choice of rule Related keywords: abscissae; cubature; finance; integration, non-adaptive; quadrature; |
D01TBF | 24 | nagf_quad_1d_gauss_wres Pre-computed weights and abscissae for Gaussian quadrature rules, restricted choice of rule Related keywords: abscissae; quadrature; |
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D01TDF | 26 | nagf_quad_1d_gauss_wrec Calculation of weights and abscissae for Gaussian quadrature rules, method of Golub and Welsch Related keywords: abscissae; cubature; Gaussian; Golub; Golub and Welsch; integration; non-adaptive; quadrature; Welsch; |
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D02UYF | 23 | nagf_ode_bvp_ps_lin_quad_weights Clenshaw–Curtis quadrature weights for integration using computed Chebyshev coefficients Related keywords: Chebyshev series approximation; Clenshaw–Curtis quadrature; ODE, ordinary differential equations; |
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D05BWF | 16 | nagf_inteq_volterra_weights Generate weights for use in solving Volterra equations Related keywords: integral equations; Volterra integral equations; |
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D05BYF | 16 | nagf_inteq_abel_weak_weights Generate weights for use in solving weakly singular Abel-type equations Related keywords: integral equations; |
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Welsch | D01TDF | 26 | nagf_quad_1d_gauss_wrec Calculation of weights and abscissae for Gaussian quadrature rules, method of Golub and Welsch Related keywords: abscissae; cubature; Gaussian; Golub; Golub and Welsch; integration; non-adaptive; quadrature; weights and abscissae; |
D01TEF | 26 | nagf_quad_1d_gauss_recm Generates recursion coefficients needed by D01TDF to calculate a Gaussian quadrature rule Related keywords: abscissae; cubature; Gaussian; Golub; Golub and Welsch; integration; non-adaptive; quadrature; recursion coefficients; |
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West's WV2 algorithm | G02BUF | 14 | nagf_correg_ssqmat Computes a weighted sum of squares matrix Related keywords: big data; correlation analysis; cross-products; data analytics; finance; mean; nonlinear regression; polynomial regression; regression analysis; sum of squares; |
Wichmann Hill | G05KFF | 22 | nagf_rand_init_repeat Initializes a pseudorandom number generator to give a repeatable sequence Related keywords: ACORN; big data; data analytics; mersenne twister; MRG32k3a; options, computational; random number generators; random numbers; |
G05KGF | 22 | nagf_rand_init_nonrepeat Initializes a pseudorandom number generator to give a non-repeatable sequence Related keywords: ACORN; big data; data analytics; mersenne twister; MRG32k3a; options, computational; random number generators; random numbers; |
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Wiener process | G05XBF | 24 | nagf_rand_bb Generate paths for a free or non-free Wiener process using the Brownian bridge algorithm Related keywords: big data; brownian bridge; data analytics; random number generators; |
Wilcoxon signed rank test | G08AGF | 14 | nagf_nonpar_test_wilcoxon Performs the Wilcoxon one-sample (matched pairs) signed rank test Related keywords: nonparametric statistics; signed rank test; |
winsorized mean | G07DDF | 14 | nagf_univar_robust_1var_trimmed Computes a trimmed and winsorized mean of a single sample with estimates of their variance Related keywords: trimmed mean; univariate estimation; variance; |
Wold's iterative method | G02LBF | 22 | nagf_correg_pls_wold Partial least squares (PLS) regression using Wold's iterative method Related keywords: big data; correlation analysis; data analytics; finance; nonlinear regression; partial least squares regression; polynomial regression; regression analysis; |
working precision | X10BEF | 26 | Write an integer (working precision) scalar to the callback data object Related keywords: adjoint derivatives; AD scalar; AD utility operations; automatic differentiation; callback data ojbect; integer scalar; write; |
X10BFF | 26 | Write a real (working precision) scalar to the callback data object Related keywords: adjoint derivatives; AD scalar; AD utility operations; automatic differentiation; callback data object; real scalar; write; |
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X10CFF | 26 | Read a real (working precision) scalar from the callback data object Related keywords: adjoint derivatives; AD scalar; AD utility operations; automatic differentiation; callback data object; read; real scalar; |
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write | X10BEF | 26 | Write an integer (working precision) scalar to the callback data object Related keywords: adjoint derivatives; AD scalar; AD utility operations; automatic differentiation; callback data ojbect; integer scalar; working precision; |
X10BFF | 26 | Write a real (working precision) scalar to the callback data object Related keywords: adjoint derivatives; AD scalar; AD utility operations; automatic differentiation; callback data object; real scalar; working precision; |
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X10BJF | 26 | Write a scalar of type nagad_a1w_w_rtype to the callback data object Related keywords: adjoint derivatives; AD scalar; AD utility operations; automatic differentiation; callback data object; nagad_a1w_w_rtype; |
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write record | X04BAF | 12 | nagf_file_line_write Write formatted record to external file Related keywords: input utilities; output utilities; |
W test for Normality | G01DDF | 12 | nagf_stat_test_shapiro_wilk Shapiro and Wilk's test for Normality Related keywords: finance; Shapiro and Wilk's W test for Normality; Simple Calculations on Statistical Data; |
S07AAF | 1 | nagf_specfun_tan Related keywords: approximations of special functions; circular tangent; finance; tangent, circular; |
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S10AAF | 3 | nagf_specfun_tanh Related keywords: approximations of special functions; finance; hyperbolic tangent; |
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S10ACF | 4 | nagf_specfun_cosh Related keywords: approximations of special functions; finance; hyperbolic cosine; |
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, Kelvin function | S19AAF | 11 | nagf_specfun_kelvin_ber Kelvin function Related keywords: approximations of special functions; finance; Kelvin functions; |
S19ABF | 11 | nagf_specfun_kelvin_bei Kelvin function Related keywords: approximations of special functions; finance; Kelvin functions; |
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S19ACF | 11 | nagf_specfun_kelvin_ker Kelvin function Related keywords: approximations of special functions; finance; Kelvin functions; |
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S19ADF | 11 | nagf_specfun_kelvin_kei Kelvin function Related keywords: approximations of special functions; finance; Kelvin functions; |
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S19ANF | 24 | nagf_specfun_kelvin_ber_vector Kelvin function vectorized Related keywords: approximations of special functions; Kelvin functions; |
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S19APF | 24 | nagf_specfun_kelvin_bei_vector Kelvin function vectorized Related keywords: approximations of special functions; Kelvin functions; |
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S19AQF | 24 | nagf_specfun_kelvin_ker_vector Kelvin function vectorized Related keywords: approximations of special functions; Kelvin functions; |
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S19ARF | 24 | nagf_specfun_kelvin_kei_vector Kelvin function vectorized Related keywords: approximations of special functions; Kelvin functions; |
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, Bessel function | S17ACF | 1 | nagf_specfun_bessel_y0_real Bessel function Related keywords: approximations of special functions; Bessel function; finance; |
S17AQF | 24 | nagf_specfun_bessel_y0_real_vector Bessel function vectorized Related keywords: approximations of special functions; Bessel function; |
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, Bessel function | S17ADF | 1 | nagf_specfun_bessel_y1_real Bessel function Related keywords: approximations of special functions; Bessel function; finance; |
S17ARF | 24 | nagf_specfun_bessel_y1_real_vector Bessel function vectorized Related keywords: approximations of special functions; Bessel function; |
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Yates' correction | G01AFF | 4 | nagf_stat_contingency_table Two-way contingency table analysis, with /Fisher's exact test Related keywords: chi-squared distribution; contingency table; finance; Fisher's exact test; Simple Calculations on Statistical Data; two-way contingency table; |
Yule–Walker equations | F04FEF | 15 | nagf_linsys_real_toeplitz_yule Solution of the Yule–Walker equations for real symmetric positive definite Toeplitz matrix, one right-hand side Related keywords: big data; data analytics; real, positive-definite, symmetric, Toeplitz matrix; simultaneous linear equations; Toeplitz matrix; |
F04MEF | 15 | nagf_linsys_real_toeplitz_yule_update Update solution of the Yule–Walker equations for real symmetric positive definite Toeplitz matrix Related keywords: big data; data analytics; real, positive-definite, symmetric, Toeplitz matrix; simultaneous linear equations; Toeplitz matrix; |
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zaxpy | F06GCF | 12 | nagf_blas_zaxpy Add scalar times complex vector to complex vector Related keywords: BLAS; blas, complex matrices; elementary arithmetic; linear algebra support routines; |
zaxpyi | F06GTF | 14 | nagf_blas_zaxpyi Add scalar times complex sparse vector to a full vector Related keywords: BLAS; blas, complex matrices; inner product; linear algebra support routines; |
ZBDSQR | F08MSF | 16 | nagf_lapackeig_zbdsqr Performs an SVD of real bidiagonal matrix reduced from complex general matrix Related keywords: differential qd algorithm; eigenproblem; LAPACK; LAPACK; least squares; matrix, band; algorithm; algorithm; real, bidiagonal matrix; SVD, singular value decomposition; |
ZCGESV | F07AQF | 22 | nagf_lapacklin_zcgesv Computes the solution to a complex system of linear equations using mixed precision arithmetic Related keywords: complex, nonsymmetric matrix; LAPACK; linear equations; mixed-precision; |
zcopy | F06GFF | 12 | nagf_blas_zcopy Copy complex vector Related keywords: BLAS; blas, complex matrices; elementary arithmetic; linear algebra support routines; |
ZCPOSV | F07FQF | 23 | nagf_lapacklin_zcposv Computes the solution to a complex Hermitian positive definite system of linear equations using mixed precision arithmetic Related keywords: Cholesky decomposition; complex, Hermitian, positive-definite matrix; LAPACK; linear equations; mixed-precision; |
zdotc | F06GBF | 12 | nagf_blas_zdotc Dot product of two complex vectors, conjugated Related keywords: BLAS; blas, complex matrices; inner product; linear algebra support routines; |
zdotci | F06GSF | 14 | nagf_blas_zdotci Dot product of a complex sparse and a full vector, conjugated Related keywords: BLAS; blas, complex matrices; inner product; linear algebra support routines; |
zdotu | F06GAF | 12 | nagf_blas_zdotu Dot product of two complex vectors, unconjugated Related keywords: BLAS; blas, complex matrices; inner product; linear algebra support routines; |
zdotui | F06GRF | 14 | nagf_blas_zdotui Dot product of a complex sparse and a full vector, unconjugated Related keywords: BLAS; blas, complex matrices; inner product; linear algebra support routines; |
zdrot | F06KPF | 12 | nagf_blas_zdrot Apply real plane rotation to two complex vectors Related keywords: BLAS; linear algebra support routines; rotation, elementary; |
zdscal | F06JDF | 12 | nagf_blas_zdscal Multiply complex vector by real scalar Related keywords: BLAS; blas, complex matrices; elementary arithmetic; linear algebra support routines; |
zeros of bessel functions | S17ALF | 20 | nagf_specfun_bessel_zeros Zeros of Bessel functions , , or Related keywords: approximations of special functions; Bessel function; finance; |
zeros of polynomials | C02 Chapter Introduction | Zeros of Polynomials | |
zeros of transcendental functions | C05AUF | 23 | nagf_roots_contfn_brent_interval Zero of continuous function, Brent algorithm, from a given starting value, binary search for interval Related keywords: Brent algorithm; finance; root-finding; roots of transcendental equations; |
C05AVF | 8 | nagf_roots_contfn_interval_rcomm Binary search for interval containing zero of continuous function (reverse communication) Related keywords: finance; root-finding; roots of transcendental equations; |
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C05AWF | 23 | nagf_roots_contfn_cntin Zero of continuous function, continuation method, from a given starting value Related keywords: finance; root-finding; roots of transcendental equations; |
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C05AXF | 8 | nagf_roots_contfn_cntin_rcomm Zero of continuous function, continuation method, from a given starting value (reverse communication) Related keywords: finance; root-finding; roots of transcendental equations; |
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C05AYF | 23 | nagf_roots_contfn_brent Zero of continuous function in a given interval, Brent algorithm Related keywords: Brent algorithm; finance; root-finding; roots of transcendental equations; |
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C05AZF | 7 | nagf_roots_contfn_brent_rcomm Zero of continuous function in a given interval, Brent algorithm (reverse communication) Related keywords: Brent algorithm; finance; root-finding; roots of transcendental equations; |
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C05MDF | 26 | nagf_roots_sys_func_aa_rcomm Solution of a system of nonlinear equations using Anderson acceleration (reverse communication) Related keywords: Anderson acceleration; root-finding; roots of transcendental equations; |
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C05QBF | 23 | nagf_roots_sys_func_easy Solution of a system of nonlinear equations using function values only (easy-to-use) Related keywords: finance; root-finding; roots of transcendental equations; |
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C05QCF | 23 | nagf_roots_sys_func_expert Solution of a system of nonlinear equations using function values only (comprehensive) Related keywords: finance; root-finding; roots of transcendental equations; |
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C05QDF | 23 | nagf_roots_sys_func_rcomm Solution of a system of nonlinear equations using function values only (reverse communication) Related keywords: finance; root-finding; roots of transcendental equations; |
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C05QSF | 23 | nagf_roots_sparsys_func_easy Solution of a sparse system of nonlinear equations using function values only (easy-to-use) Related keywords: discretised system; root-finding; roots of transcendental equations; sparse nonlinear system; |
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C05RBF | 23 | nagf_roots_sys_deriv_easy Solution of a system of nonlinear equations using first derivatives (easy-to-use) Related keywords: finance; root-finding; roots of transcendental equations; |
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C05RCF | 23 | nagf_roots_sys_deriv_expert Solution of a system of nonlinear equations using first derivatives (comprehensive) Related keywords: finance; root-finding; roots of transcendental equations; |
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C05RDF | 23 | nagf_roots_sys_deriv_rcomm Solution of a system of nonlinear equations using first derivatives (reverse communication) Related keywords: finance; root-finding; roots of transcendental equations; |
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ZGBBRD | F08LSF | 19 | nagf_lapackeig_zgbbrd Reduction of complex rectangular band matrix to upper bidiagonal form Related keywords: eigenproblem; Givens rotations; LAPACK; LAPACK; least squares; matrix, band; real, band, by matrix; |
ZGBEQU | F07BTF | 22 | nagf_lapacklin_zgbequ Computes row and column scalings intended to equilibrate a complex banded matrix and reduce its condition number Related keywords: complex, band matrix; equilibration; LAPACK; linear equations; matrix, band; scaling; |
F07BUF | 15 | nagf_lapacklin_zgbcon Estimate condition number of complex band matrix, matrix already factorized by F07BRF Related keywords: complex, band matrix; condition number, matrix; LAPACK; linear equations; matrix, band; |
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zgbmv | F06SBF | 12 | nagf_blas_zgbmv Matrix-vector product, complex rectangular band matrix Related keywords: BLAS; blas, complex matrices; complex, band, by matrix; linear algebra support routines; matrix, band; multiply, matrix; |
ZGBRFS | F07BVF | 15 | nagf_lapacklin_zgbrfs Refined solution with error bounds of complex band system of linear equations, multiple right-hand sides Related keywords: backward error; complex, band matrix; error bound, matrix; forward error; LAPACK; linear equations; matrix, band; |
ZGBSV | F07BNF | 21 | nagf_lapacklin_zgbsv Computes the solution to a complex banded system of linear equations Related keywords: complex, band matrix; LAPACK; linear equations; decomposition; matrix, band; |
ZGBSVX | F07BPF | 21 | nagf_lapacklin_zgbsvx Uses the factorization to compute the solution, error-bound and condition estimate for a complex banded system of linear equations Related keywords: backward error; complex, band matrix; condition number, matrix; error bound, matrix; forward error; LAPACK; linear equations; decomposition; matrix, band; |
F07BRF | 15 | nagf_lapacklin_zgbtrf factorization of complex by band matrix Related keywords: complex, by matrix; LAPACK; linear equations; decomposition; matrix, band; |
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ZGBTRS | F07BSF | 15 | nagf_lapacklin_zgbtrs Solution of complex band system of linear equations, multiple right-hand sides, matrix already factorized by F07BRF Related keywords: complex, band matrix; LAPACK; linear equations; decomposition; matrix, band; |
ZGEBAK | F08NWF | 16 | nagf_lapackeig_zgebak Transforms eigenvectors of complex balanced matrix to those of original matrix supplied to F08NVF Related keywords: balancing; complex, nonsymmetric matrix; eigenproblem; LAPACK; LAPACK; least squares; |
ZGEBAL | F08NVF | 16 | nagf_lapackeig_zgebal Balances a complex general matrix Related keywords: balancing; complex, nonsymmetric matrix; eigenproblem; LAPACK; LAPACK; least squares; |
ZGEBRD | F08KSF | 16 | nagf_lapackeig_zgebrd Performs a unitary reduction of complex general rectangular matrix to bidiagonal form Related keywords: complex, by matrix; eigenproblem; LAPACK; LAPACK; least squares; unitary transformations; |
ZGECON | F07AUF | 15 | nagf_lapacklin_zgecon Estimate condition number of complex matrix, matrix already factorized by F07ARF Related keywords: complex, nonsymmetric matrix; condition number, matrix; LAPACK; linear equations; |
ZGEEQU | F07ATF | 22 | nagf_lapacklin_zgeequ Computes row and column scalings intended to equilibrate a general complex matrix and reduce its condition number Related keywords: complex, nonsymmetric matrix; equilibration; LAPACK; linear equations; scaling; |
ZGEES | F08PNF | 21 | nagf_lapackeig_zgees Computes for complex square nonsymmetric matrix, the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors Related keywords: complex, nonsymmetric matrix; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; Schur form; Schur vectors; |
ZGEESX | 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 Related keywords: condition number, matrix; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; real, nonsymmetric matrix; Schur form; Schur vectors; |
ZGEHRD | F08NSF | 16 | nagf_lapackeig_zgehrd Performs a unitary reduction of complex general matrix to upper Hessenberg form Related keywords: complex, nonsymmetric matrix; eigenproblem; LAPACK; LAPACK; least squares; unitary transformations; |
ZGELQF | F08AVF | 16 | nagf_lapackeig_zgelqf Performs a factorization of complex general rectangular matrix Related keywords: complex, by matrix; eigenproblem; LAPACK; LAPACK; least squares; factorization; |
ZGELS | F08ANF | 21 | nagf_lapackeig_zgels Solves a complex linear least problem of full rank Related keywords: complex, by matrix; eigenproblem; finance; LAPACK; LAPACK; least squares; linear least squares; decomposition; overdetermined linear equations; factorization; underdetermined linear system; |
ZGELSD | F08KQF | 21 | nagf_lapackeig_zgelsd Computes the minimum-norm solution to a complex linear least squares problem using singular value decomposition (divide-and-conquer) Related keywords: complex, by matrix; divide-and-conquer method; eigenproblem; LAPACK; LAPACK; least squares; linear least squares; minimal least squares; SVD, singular value decomposition; |
ZGELSS | F08KNF | 21 | nagf_lapackeig_zgelss Computes the minimum-norm solution to a complex linear least squares problem using singular value decomposition Related keywords: complex, by matrix; eigenproblem; LAPACK; LAPACK; least squares; linear least squares; minimal least squares; SVD, singular value decomposition; |
ZGELSY | F08BNF | 21 | nagf_lapackeig_zgelsy Computes the minimum-norm solution to a complex linear least squares problem Related keywords: complex, by matrix; eigenproblem; LAPACK; LAPACK; least squares; linear least squares; minimal least squares; |
zgemm | F06ZAF | 14 | nagf_blas_zgemm Matrix-matrix product, two complex rectangular matrices Related keywords: BLAS; blas, complex matrices; complex, by matrix; linear algebra support routines; multiply, matrix; |
F06ZCF | 14 | nagf_blas_zhemm Matrix-matrix product, one complex Hermitian matrix, one complex rectangular matrix Related keywords: BLAS; blas, complex matrices; complex, Hermitian, indefinite matrix; complex, by matrix; linear algebra support routines; multiply, matrix; |
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ZGEMQRT | F08AQF | 25 | nagf_lapackeig_zgemqrt Applies the unitary transformation determined by F08APF Related keywords: eigenproblem; explicit blocking; LAPACK; least squares; QR factorization; recursive QR; unitary transformations; |
zgemv | F06SAF | 12 | nagf_blas_zgemv Matrix-vector product, complex rectangular matrix Related keywords: BLAS; blas, complex matrices; complex, by matrix; linear algebra support routines; multiply, matrix; |
ZGEQLF | F08CSF | 22 | nagf_lapackeig_zgeqlf factorization of complex general rectangular matrix Related keywords: complex, by matrix; eigenproblem; LAPACK; LAPACK; least squares; factorization; |
ZGEQP3 | F08BTF | 22 | nagf_lapackeig_zgeqp3 factorization, with column pivoting, using BLAS-3, of complex general rectangular matrix Related keywords: complex, by matrix; eigenproblem; LAPACK; LAPACK; least squares; factorization; |
ZGEQPF | F08BSF | 16 | nagf_lapackeig_zgeqpf factorization, with column pivoting, of complex general rectangular matrix Related keywords: complex, by matrix; eigenproblem; LAPACK; LAPACK; least squares; factorization; |
ZGEQRF | F08ASF | 16 | nagf_lapackeig_zgeqrf Performs a factorization of complex general rectangular matrix Related keywords: complex, by matrix; eigenproblem; LAPACK; LAPACK; least squares; factorization; |
ZGEQRT | F08APF | 25 | nagf_lapackeig_zgeqrt Performs a factorization of complex general rectangular matrix using recursive algorithm Related keywords: complex, m by n matrix; eigenproblem; explicit blocking; LAPACK; least squares; QR factorization; recursive QR; |
zgerc | F06SNF | 12 | nagf_blas_zgerc Rank-1 update, complex rectangular matrix, conjugated vector Related keywords: BLAS; blas, complex matrices; complex, by matrix; linear algebra support routines; rank matrix updates; |
ZGERFS | F07AVF | 15 | nagf_lapacklin_zgerfs Refined solution with error bounds of complex system of linear equations, multiple right-hand sides Related keywords: backward error; complex, nonsymmetric matrix; forward error; LAPACK; linear equations; |
ZGERQF | F08CVF | 22 | nagf_lapackeig_zgerqf factorization of complex general rectangular matrix Related keywords: complex, by matrix; eigenproblem; LAPACK; LAPACK; least squares; RQ factorizations; |
zgeru | F06SMF | 12 | nagf_blas_zgeru Rank-1 update, complex rectangular matrix, unconjugated vector Related keywords: BLAS; blas, complex matrices; complex, by matrix; linear algebra support routines; rank matrix updates; |
ZGESDD | 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) Related keywords: complex, nonsymmetric matrix; divide-and-conquer method; eigenproblem; LAPACK; LAPACK; least squares; SVD, singular value decomposition; |
ZGESV | F07ANF | 21 | nagf_lapacklin_zgesv Computes the solution to a complex system of linear equations Related keywords: complex, nonsymmetric matrix; LAPACK; linear equations; decomposition; |
ZGESVD | F08KPF | 21 | nagf_lapackeig_zgesvd Computes the singular value decomposition of a complex matrix, optionally computing the left and/or right singular vectors Related keywords: complex, nonsymmetric matrix; eigenproblem; finance; LAPACK; LAPACK; least squares; SVD, singular value decomposition; |
ZGESVX | F07APF | 21 | nagf_lapacklin_zgesvx Uses the factorization to compute the solution, error-bound and condition estimate for a complex system of linear equations Related keywords: backward error; complex, nonsymmetric matrix; condition number, matrix; error bound, matrix; finance; forward error; LAPACK; linear equations; decomposition; |
ZGETRF | F07ARF | 15 | nagf_lapacklin_zgetrf factorization of complex by matrix Related keywords: complex, by matrix; finance; LAPACK; linear equations; decomposition; |
ZGETRI | F07AWF | 15 | nagf_lapacklin_zgetri Inverse of complex matrix, matrix already factorized by F07ARF Related keywords: complex, nonsymmetric matrix; inverse, matrix; LAPACK; linear equations; |
ZGETRS | F07ASF | 15 | nagf_lapacklin_zgetrs Solution of complex system of linear equations, multiple right-hand sides, matrix already factorized by F07ARF Related keywords: complex, nonsymmetric matrix; finance; LAPACK; linear equations; decomposition; |
ZGGBAL | F08WVF | 20 | nagf_lapackeig_zggbal Balances a pair of complex, square, matrices Related keywords: balancing; complex, nonsymmetric matrix; eigenproblem; LAPACK; LAPACK; least squares; |
F08WWF | 20 | nagf_lapackeig_zggbak Transforms eigenvectors of a pair of complex balanced matrices to those of original matrix pair supplied to F08WVF Related keywords: balancing; complex, nonsymmetric matrix; eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; |
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ZGGES | 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 Related keywords: complex, nonsymmetric matrix; eigenproblem; eigenproblem, generalized; eigenvalues; generalized eigenproblem; generalized Schur form; LAPACK; LAPACK; least squares; Schur vectors; |
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 Related keywords: complex, nonsymmetric matrix; condition number, matrix; eigenproblem; eigenproblem, generalized; eigenvalues; generalized eigenproblem; generalized Schur form; LAPACK; LAPACK; least squares; Schur vectors; |
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ZGGES3 | 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 Related keywords: complex, nonsymmetric matrix; eigenproblem; eigenproblem, generalized; eigenvalues; generalized eigenproblem; generalized Schur form; LAPACK; LAPACK; least squares; Schur vectors; |
ZGGEV | F08WNF | 21 | nagf_lapackeig_zggev Computes, for a complex nonsymmetric matrix pair, the generalized eigenvalues, and optionally, the left and/or right generalized eigenvectors Related keywords: complex, nonsymmetric matrix; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; |
ZGGEV3 | 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 Related keywords: complex, nonsymmetric matrix; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; |
ZGGEVX | 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 Related keywords: balancing; complex, nonsymmetric matrix; condition number, matrix; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; finance; forward error; generalized eigenproblem; LAPACK; LAPACK; least squares; |
ZGGGLM | F08ZPF | 21 | nagf_lapackeig_zggglm Solves a complex general Gauss–Markov linear model (GLM) problem Related keywords: complex, by matrix; eigenproblem; Gauss–Markov linear model; LAPACK; LAPACK; least squares; |
ZGGHD3 | F08WTF | 26 | nagf_lapackeig_zgghd3 Performs, using BLAS-3, a unitary reduction of a pair of complex general matrices to generalized upper Hessenberg form Related keywords: complex, nonsymmetric matrix; eigenproblem; LAPACK; LAPACK; least squares; unitary transformations; |
ZGGHRD | F08WSF | 20 | nagf_lapackeig_zgghrd Performs a unitary reduction of a pair of complex general matrices to generalized upper Hessenberg form Related keywords: complex, nonsymmetric matrix; eigenproblem; LAPACK; LAPACK; least squares; unitary transformations; |
ZGGLSE | F08ZNF | 21 | nagf_lapackeig_zgglse Solves the complex linear equality-constrained least squares (LSE) problem Related keywords: complex, by matrix; eigenproblem; LAPACK; LAPACK; least squares; linear least squares; RQ factorizations; |
ZGGQRF | F08ZSF | 22 | nagf_lapackeig_zggqrf Computes a generalized factorization of a complex matrix pair Related keywords: complex, by matrix; eigenproblem; LAPACK; LAPACK; least squares; factorization; |
ZGGRQF | F08ZTF | 22 | nagf_lapackeig_zggrqf Computes a generalized factorization of a complex matrix pair Related keywords: complex, by matrix; eigenproblem; LAPACK; LAPACK; least squares; RQ factorizations; |
ZGGSVD | F08VNF | 21 | nagf_lapackeig_zggsvd Computes the generalized singular value decomposition of a complex matrix pair Related keywords: complex, nonsymmetric matrix; eigenproblem; GSVD, generalized singular value decomposition; LAPACK; LAPACK; least squares; SVD, generalized; |
ZGGSVD3 | F08VQF | 26 | nagf_lapackeig_zggsvd3 Computes, using BLAS-3, the generalized singular value decomposition of a complex matrix pair Related keywords: complex, nonsymmetric matrix; eigenproblem; GSVD, generalized singular value decomposition; LAPACK; LAPACK; least squares; SVD, generalized; |
ZGGSVP | F08VSF | 22 | nagf_lapackeig_zggsvp Produces unitary matrices that simultaneously reduce the complex, by , matrix and the complex, by , matrix to upper triangular form Related keywords: complex, by matrix; eigenproblem; GSVD, generalized singular value decomposition; LAPACK; LAPACK; least squares; orthogonal transformations; SVD, generalized; |
ZGGSVP3 | F08VUF | 26 | nagf_lapackeig_zggsvp3 Produces unitary matrices, using BLAS-3, that simultaneously reduce the complex, by , matrix and the complex, by , matrix to upper triangular form Related keywords: complex, by matrix; eigenproblem; GSVD, generalized singular value decomposition; LAPACK; LAPACK; least squares; orthogonal transformations; SVD, generalized; |
ZGTCON | F07CUF | 22 | nagf_lapacklin_zgtcon Estimates the reciprocal of the condition number of a complex tridiagonal matrix using the factorization computed by F07CDF Related keywords: complex, tridiagonal matrix; condition number, matrix; LAPACK; linear equations; decomposition; matrix, band; |
zgthr | F06GUF | 14 | nagf_blas_zgthr Gather complex sparse vector Related keywords: BLAS; blas, complex matrices; elementary arithmetic; linear algebra support routines; |
zgthrz | F06GVF | 14 | nagf_blas_zgthrz Gather and set to zero complex sparse vector Related keywords: BLAS; blas, complex matrices; elementary arithmetic; linear algebra support routines; |
ZGTRFS | F07CVF | 22 | nagf_lapacklin_zgtrfs Refined solution with error bounds of complex tridiagonal system of linear equations, multiple right-hand sides Related keywords: backward error; complex, tridiagonal matrix; forward error; LAPACK; linear equations; decomposition; matrix, band; |
ZGTSV | F07CNF | 21 | nagf_lapacklin_zgtsv Computes the solution to a complex tridiagonal system of linear equations Related keywords: complex, tridiagonal matrix; LAPACK; linear equations; decomposition; matrix, band; |
ZGTSVX | F07CPF | 21 | nagf_lapacklin_zgtsvx Uses the factorization to compute the solution, error-bound and condition estimate for a complex tridiagonal system of linear equations Related keywords: backward error; complex, tridiagonal matrix; forward error; LAPACK; linear equations; decomposition; matrix, band; |
ZGTTRF | F07CRF | 22 | nagf_lapacklin_zgttrf factorization of complex tridiagonal matrix Related keywords: complex, tridiagonal matrix; LAPACK; linear equations; decomposition; matrix, band; |
ZGTTRS | F07CSF | 22 | nagf_lapacklin_zgttrs Solves a complex tridiagonal system of linear equations using the factorization computed by F07CDF Related keywords: complex, tridiagonal matrix; LAPACK; linear equations; decomposition; matrix, band; |
ZHBEV | F08HNF | 21 | nagf_lapackeig_zhbev Computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian band matrix Related keywords: complex, band, Hermitian matrix; eigenproblem; LAPACK; LAPACK; least squares; matrix, band; algorithm; unitary transformations; |
ZHBEVD | F08HQF | 19 | nagf_lapackeig_zhbevd Computes all eigenvalues and, optionally, all eigenvectors of complex Hermitian band matrix (divide-and-conquer) Related keywords: complex, band, Hermitian matrix; divide-and-conquer method; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; Pal–Walker–Kahan ( or ) algorithm; |
ZHBEVX | F08HPF | 21 | nagf_lapackeig_zhbevx Computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian band matrix Related keywords: complex, band, Hermitian matrix; eigenproblem; LAPACK; LAPACK; least squares; matrix, band; unitary transformations; |
ZHBGST | F08USF | 19 | nagf_lapackeig_zhbgst Performs a reduction of complex Hermitian-definite banded generalized eigenproblem to standard form , such that has the same bandwidth as Related keywords: complex, band, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; |
ZHBGV | F08UNF | 21 | nagf_lapackeig_zhbgv Computes all the eigenvalues, and optionally, the eigenvectors of a complex banded generalized Hermitian-definite eigenproblem Related keywords: complex, band, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; |
ZHBGVD | F08UQF | 21 | nagf_lapackeig_zhbgvd Computes all the eigenvalues, and optionally, the eigenvectors of a complex banded generalized Hermitian-definite eigenproblem (divide-and-conquer) Related keywords: complex, band, Hermitian, positive-definite matrix; divide-and-conquer method; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; |
ZHBGVX | F08UPF | 21 | nagf_lapackeig_zhbgvx Computes selected eigenvalues, and optionally, the eigenvectors of a complex banded generalized Hermitian-definite eigenproblem Related keywords: complex, band, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; |
zhbmv | F06SDF | 12 | nagf_blas_zhbmv Matrix-vector product, complex Hermitian band matrix Related keywords: BLAS; blas, complex matrices; complex, band, Hermitian matrix; linear algebra support routines; matrix, band; multiply, matrix; |
ZHBTRD | F08HSF | 16 | nagf_lapackeig_zhbtrd Performs a unitary reduction of complex Hermitian band matrix to real symmetric tridiagonal form Related keywords: complex, band, Hermitian matrix; eigenproblem; LAPACK; LAPACK; least squares; matrix, band; unitary transformations; |
ZHECON | F07MUF | 15 | nagf_lapacklin_zhecon Estimate condition number of complex Hermitian indefinite matrix, matrix already factorized by F07MRF Related keywords: Bunch–Kaufman factorization; complex, Hermitian, indefinite matrix; condition number, matrix; diagonal pivoting method; LAPACK; linear equations; |
ZHEEV | F08FNF | 21 | nagf_lapackeig_zheev Computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix Related keywords: complex, Hermitian, indefinite matrix; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; |
ZHEEVD | F08FQF | 19 | nagf_lapackeig_zheevd Computes all eigenvalues and, optionally, all eigenvectors of complex Hermitian matrix (divide-and-conquer) Related keywords: complex, Hermitian, indefinite matrix; divide-and-conquer method; eigenproblem; eigenvalues; eigenvectors; finance; LAPACK; LAPACK; least squares; |
ZHEEVR | F08FRF | 21 | nagf_lapackeig_zheevr Computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix (Relatively Robust Representations) Related keywords: complex, Hermitian, indefinite matrix; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; relatively robust representations; unitary transformations; |
ZHEEVX | F08FPF | 21 | nagf_lapackeig_zheevx Computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix Related keywords: complex, Hermitian, indefinite matrix; eigenproblem; eigenvalues; eigenvectors; finance; LAPACK; LAPACK; least squares; |
ZHEGST | F08SSF | 16 | nagf_lapackeig_zhegst Performs a reduction to standard form of complex Hermitian-definite generalized eigenproblem , or , factorized by F07FRF Related keywords: complex, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; generalized eigenproblem; LAPACK; LAPACK; least squares; |
ZHEGV | F08SNF | 21 | nagf_lapackeig_zhegv Computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem Related keywords: complex, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; |
ZHEGVD | F08SQF | 21 | nagf_lapackeig_zhegvd Computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem (divide-and-conquer) Related keywords: complex, Hermitian, positive-definite matrix; divide-and-conquer method; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; |
ZHEGVX | F08SPF | 21 | nagf_lapackeig_zhegvx Computes selected eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem Related keywords: complex, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; |
zhemv | F06SCF | 12 | nagf_blas_zhemv Matrix-vector product, complex Hermitian matrix Related keywords: BLAS; blas, complex matrices; complex, Hermitian matrix; linear algebra support routines; multiply, matrix; |
zher | F06SPF | 12 | nagf_blas_zher Rank-1 update, complex Hermitian matrix Related keywords: BLAS; blas, complex matrices; complex, Hermitian matrix; linear algebra support routines; rank matrix updates; |
zher2 | F06SRF | 12 | nagf_blas_zher2 Rank-2 update, complex Hermitian matrix Related keywords: BLAS; blas, complex matrices; complex, Hermitian matrix; linear algebra support routines; rank matrix updates; |
zher2k | F06ZRF | 14 | nagf_blas_zher2k Rank- update of a complex Hermitian matrix Related keywords: BLAS; blas, complex matrices; complex, Hermitian, indefinite matrix; linear algebra support routines; rank matrix updates; |
F06ZUF | 14 | nagf_blas_zsyrk Rank- update of a complex symmetric matrix Related keywords: BLAS; blas, complex matrices; complex, symmetric matrix; linear algebra support routines; rank matrix updates; |
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ZHERFS | F07MVF | 15 | nagf_lapacklin_zherfs Refined solution with error bounds of complex Hermitian indefinite system of linear equations, multiple right-hand sides Related keywords: backward error; Bunch–Kaufman factorization; complex, Hermitian, indefinite matrix; diagonal pivoting method; error bound, matrix; forward error; LAPACK; linear equations; |
zherk | F06WQF | 23 | nagf_blas_zhfrk Rank- update of a complex Hermitian matrix, Rectangular Full Packed format Related keywords: BLAS; blas, complex matrices; complex, Hermitian, indefinite matrix; linear algebra support routines; rank matrix updates; |
F06ZPF | 14 | nagf_blas_zherk Rank- update of a complex Hermitian matrix Related keywords: BLAS; blas, complex matrices; complex, Hermitian, indefinite matrix; linear algebra support routines; rank matrix updates; |
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ZHESV | F07MNF | 21 | nagf_lapacklin_zhesv Computes the solution to a complex Hermitian system of linear equations Related keywords: complex, Hermitian, indefinite matrix; diagonal pivoting method; LAPACK; decomposition; linear equations; decomposition; |
ZHESVX | F07MPF | 21 | nagf_lapacklin_zhesvx Uses the diagonal pivoting factorization to compute the solution to a complex Hermitian system of linear equations Related keywords: backward error; complex, Hermitian, indefinite matrix; diagonal pivoting method; forward error; LAPACK; decomposition; linear equations; decomposition; |
ZHETRD | F08FSF | 16 | nagf_lapackeig_zhetrd Unitary reduction of complex Hermitian matrix to real symmetric tridiagonal form Related keywords: complex, Hermitian, indefinite matrix; eigenproblem; LAPACK; LAPACK; least squares; unitary transformations; |
ZHETRF | F07MRF | 15 | nagf_lapacklin_zhetrf Bunch–Kaufman factorization of complex Hermitian indefinite matrix Related keywords: Bunch–Kaufman factorization; complex, Hermitian, indefinite matrix; diagonal pivoting method; LAPACK; linear equations; |
ZHETRI | F07MWF | 15 | nagf_lapacklin_zhetri Inverse of complex Hermitian indefinite matrix, matrix already factorized by F07MRF Related keywords: Bunch–Kaufman factorization; complex, Hermitian, indefinite matrix; diagonal pivoting method; inverse, matrix; LAPACK; linear equations; |
ZHETRS | F07MSF | 15 | nagf_lapacklin_zhetrs Solution of complex Hermitian indefinite system of linear equations, multiple right-hand sides, matrix already factorized by F07MRF Related keywords: Bunch–Kaufman factorization; complex, Hermitian, indefinite matrix; diagonal pivoting method; LAPACK; linear equations; |
ZHGEQZ | F08XSF | 20 | nagf_lapackeig_zhgeqz Eigenvalues and generalized Schur factorization of complex generalized upper Hessenberg form reduced from a pair of complex, square, matrices Related keywords: complex, Hermitian, indefinite matrix; eigenproblem; eigenproblem, generalized; eigenvalues; generalized eigenproblem; generalized Schur form; LAPACK; LAPACK; least squares; QZ algorithm; |
ZHPCON | F07PUF | 15 | nagf_lapacklin_zhpcon Estimate condition number of complex Hermitian indefinite matrix, matrix already factorized by F07PRF, packed storage Related keywords: Bunch–Kaufman factorization; complex, Hermitian, indefinite matrix; condition number, matrix; diagonal pivoting method; LAPACK; linear equations; |
ZHPEV | F08GNF | 21 | nagf_lapackeig_zhpev Computes all eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix, packed storage Related keywords: complex, Hermitian, indefinite matrix; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; |
ZHPEVD | 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 or algorithm) Related keywords: complex, Hermitian, indefinite matrix; divide-and-conquer method; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; Pal–Walker–Kahan ( or ) algorithm; |
ZHPEVX | F08GPF | 21 | nagf_lapackeig_zhpevx Computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix, packed storage Related keywords: complex, Hermitian, indefinite matrix; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; |
ZHPGV | F08TNF | 21 | nagf_lapackeig_zhpgv Computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem, packed storage Related keywords: complex, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; |
ZHPGVD | F08TQF | 21 | nagf_lapackeig_zhpgvd Computes selected eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem, packed storage (divide-and-conquer) Related keywords: complex, Hermitian, positive-definite matrix; divide-and-conquer method; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; |
F08TSF | 16 | nagf_lapackeig_zhpgst Performs a reduction to standard form of complex Hermitian-definite generalized eigenproblem , or , packed storage, factorized by F07GRF Related keywords: complex, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; generalized eigenproblem; LAPACK; LAPACK; least squares; |
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ZHPGVX | F08TPF | 21 | nagf_lapackeig_zhpgvx Computes selected eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem, packed storage Related keywords: complex, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; eigenvalues; eigenvectors; generalized eigenproblem; LAPACK; LAPACK; least squares; |
zhpmv | F06SEF | 12 | nagf_blas_zhpmv Matrix-vector product, complex Hermitian packed matrix Related keywords: BLAS; blas, complex matrices; complex, Hermitian matrix; linear algebra support routines; multiply, matrix; |
zhpr | F06SQF | 12 | nagf_blas_zhpr Rank-1 update, complex Hermitian packed matrix Related keywords: BLAS; blas, complex matrices; complex, Hermitian matrix; linear algebra support routines; rank matrix updates; |
zhpr2 | F06SSF | 12 | nagf_blas_zhpr2 Rank-2 update, complex Hermitian packed matrix Related keywords: BLAS; blas, complex matrices; complex, Hermitian matrix; linear algebra support routines; rank matrix updates; |
ZHPRFS | F07PVF | 15 | nagf_lapacklin_zhprfs Refined solution with error bounds of complex Hermitian indefinite system of linear equations, multiple right-hand sides, packed storage Related keywords: backward error; Bunch–Kaufman factorization; complex, Hermitian, indefinite matrix; diagonal pivoting method; error bound, matrix; forward error; LAPACK; linear equations; |
ZHPSV | F07PNF | 21 | nagf_lapacklin_zhpsv Computes the solution to a complex Hermitian system of linear equations, packed storage Related keywords: complex, Hermitian, indefinite matrix; diagonal pivoting method; inverse, matrix; LAPACK; decomposition; linear equations; decomposition; |
ZHPSVX | 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 Related keywords: backward error; complex, Hermitian, indefinite matrix; diagonal pivoting method; forward error; inverse, matrix; LAPACK; decomposition; linear equations; decomposition; |
ZHPTRD | F08GSF | 16 | nagf_lapackeig_zhptrd Performs a unitary reduction of complex Hermitian matrix to real symmetric tridiagonal form, packed storage Related keywords: complex, Hermitian, indefinite matrix; eigenproblem; LAPACK; LAPACK; least squares; unitary transformations; |
ZHPTRF | F07PRF | 15 | nagf_lapacklin_zhptrf Bunch–Kaufman factorization of complex Hermitian indefinite matrix, packed storage Related keywords: Bunch–Kaufman factorization; complex, Hermitian, indefinite matrix; diagonal pivoting method; LAPACK; linear equations; |
ZHPTRI | F07PWF | 15 | nagf_lapacklin_zhptri Inverse of complex Hermitian indefinite matrix, matrix already factorized by F07PRF, packed storage Related keywords: Bunch–Kaufman factorization; complex, Hermitian, indefinite matrix; diagonal pivoting method; inverse, matrix; LAPACK; linear equations; |
ZHPTRS | 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 Related keywords: Bunch–Kaufman factorization; complex, Hermitian, indefinite matrix; diagonal pivoting method; LAPACK; linear equations; |
ZHSEIN | F08PXF | 16 | nagf_lapackeig_zhsein Computes selected right and/or left eigenvectors of complex upper Hessenberg matrix by inverse iteration Related keywords: complex, Hessenberg matrix; eigenproblem; eigenvectors; inverse iteration; LAPACK; LAPACK; least squares; |
ZHSEQR | F08PSF | 16 | nagf_lapackeig_zhseqr Computes the eigenvalues and Schur factorization of complex upper Hessenberg matrix reduced from complex general matrix Related keywords: complex, Hessenberg matrix; eigenproblem; eigenvalues; LAPACK; LAPACK; least squares; Schur form; |
zlanhf | F06WNF | 23 | nagf_blas_zlanhf 1-norm, -norm, Frobenius norm, largest absolute element, complex Hermitian matrix, Rectangular Full Packed format Related keywords: 1-norm; BLAS; BLAS; blas, complex matrices; complex, Hermitian matrix; Frobenius norm; infinity-norm; linear algebra support routines; linear algebra support routines;; |
ZPBCON | F07HUF | 15 | nagf_lapacklin_zpbcon Estimate condition number of complex Hermitian positive definite band matrix, matrix already factorized by F07HRF Related keywords: complex, band, Hermitian, positive-definite matrix; condition number, matrix; LAPACK; linear equations; matrix, band; |
ZPBEQU | 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 Related keywords: complex, band, Hermitian, positive-definite matrix; equilibration; LAPACK; linear equations; matrix, band; scaling; |
ZPBRFS | F07HVF | 15 | nagf_lapacklin_zpbrfs Refined solution with error bounds of complex Hermitian positive definite band system of linear equations, multiple right-hand sides Related keywords: backward error; Cholesky decomposition; complex, band, Hermitian, positive-definite matrix; error bound, matrix; forward error; LAPACK; linear equations; matrix, band; |
ZPBSTF | F08UTF | 19 | nagf_lapackeig_zpbstf Computes a split Cholesky factorization of complex Hermitian positive definite band matrix Related keywords: complex, band, Hermitian, positive-definite matrix; eigenproblem; eigenproblem, generalized; generalized eigenproblem; LAPACK; LAPACK; least squares; matrix, band; Split Cholesky factorization; |
ZPBSV | F07HNF | 21 | nagf_lapacklin_zpbsv Computes the solution to a complex Hermitian positive definite banded system of linear equations Related keywords: Cholesky decomposition; complex, band, Hermitian, positive-definite matrix; LAPACK; linear equations; matrix, band; |
ZPBSVX | 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 Related keywords: backward error; Cholesky decomposition; complex, band, Hermitian, positive-definite matrix; condition number, matrix; error bound, matrix; forward error; LAPACK; linear equations; matrix, band; |
ZPBTRF | F07HRF | 15 | nagf_lapacklin_zpbtrf Cholesky factorization of complex Hermitian positive definite band matrix Related keywords: Cholesky decomposition; complex, band, Hermitian, positive-definite matrix; LAPACK; linear equations; matrix, band; |
ZPBTRS | 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 Related keywords: Cholesky decomposition; complex, band, Hermitian, positive-definite matrix; LAPACK; linear equations; matrix, band; |
ZPETRI | F07WWF | 23 | nagf_lapacklin_zpftri Inverse of complex Hermitian positive definite matrix, matrix already factorized by F07WRF, Rectangular Full Packed format Related keywords: Cholesky decomposition; complex, Hermitian, positive-definite matrix; LAPACK; linear equations; |
ZPFTRF | F07WRF | 23 | nagf_lapacklin_zpftrf Cholesky factorization of complex Hermitian positive definite matrix, Rectangular Full Packed format Related keywords: Cholesky decomposition; complex, Hermitian, positive-definite matrix; LAPACK; linear equations; |
ZPFTRS | 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 Related keywords: Cholesky decomposition; complex, Hermitian, positive-definite matrix; LAPACK; linear equations; |
ZPOCON | F07FUF | 15 | nagf_lapacklin_zpocon Estimate condition number of complex Hermitian positive definite matrix, matrix already factorized by F07FRF Related keywords: Cholesky decomposition; complex, Hermitian, positive-definite matrix; condition number, matrix; LAPACK; linear equations; |
ZPOEQU | F07FTF | 22 | nagf_lapacklin_zpoequ Computes row and column scalings intended to equilibrate a complex Hermitian positive definite matrix and reduce its condition number Related keywords: complex, Hermitian, positive-definite matrix; equilibration; LAPACK; linear equations; scaling; |
ZPORFS | F07FVF | 15 | nagf_lapacklin_zporfs Refined solution with error bounds of complex Hermitian positive definite system of linear equations, multiple right-hand sides Related keywords: backward error; Cholesky decomposition; complex, Hermitian, positive-definite matrix; error bound, matrix; forward error; LAPACK; linear equations; |
ZPOSV | F07FNF | 21 | nagf_lapacklin_zposv Computes the solution to a complex Hermitian positive definite system of linear equations Related keywords: Cholesky decomposition; complex, Hermitian, positive-definite matrix; LAPACK; linear equations; |
ZPOSVX | 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 Related keywords: backward error; Cholesky decomposition; complex, Hermitian, positive-definite matrix; condition number, matrix; error bound, matrix; finance; forward error; LAPACK; linear equations; |
ZPOTRF | F07FRF | 15 | nagf_lapacklin_zpotrf Cholesky factorization of complex Hermitian positive definite matrix Related keywords: Cholesky decomposition; complex, Hermitian, positive-definite matrix; LAPACK; linear equations; |
ZPOTRI | F07FWF | 15 | nagf_lapacklin_zpotri Inverse of complex Hermitian positive definite matrix, matrix already factorized by F07FRF Related keywords: complex, Hermitian, positive-definite matrix; inverse, matrix; LAPACK; linear equations; |
ZPOTRS | F07FSF | 15 | nagf_lapacklin_zpotrs Solution of complex Hermitian positive definite system of linear equations, multiple right-hand sides, matrix already factorized by F07FRF Related keywords: Cholesky decomposition; complex, Hermitian, positive-definite matrix; LAPACK; linear equations; |
ZPPCON | F07GUF | 15 | nagf_lapacklin_zppcon Estimate condition number of complex Hermitian positive definite matrix, matrix already factorized by F07GRF, packed storage Related keywords: complex, Hermitian, positive-definite matrix; condition number, matrix; LAPACK; linear equations; |
ZPPEQU | 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 Related keywords: complex, Hermitian, positive-definite matrix; equilibration; LAPACK; linear equations; scaling; |
ZPPRFS | 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 Related keywords: backward error; Cholesky decomposition; complex, Hermitian, positive-definite matrix; error bound, matrix; forward error; LAPACK; linear equations; |
ZPPSV | F07GNF | 21 | nagf_lapacklin_zppsv Computes the solution to a complex Hermitian positive definite system of linear equations, packed storage Related keywords: Cholesky decomposition; complex, Hermitian, positive-definite matrix; LAPACK; linear equations; |
ZPPSVX | 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 Related keywords: backward error; Cholesky decomposition; complex, Hermitian, positive-definite matrix; condition number, matrix; error bound, matrix; forward error; LAPACK; linear equations; |
ZPPTRF | F07GRF | 15 | nagf_lapacklin_zpptrf Cholesky factorization of complex Hermitian positive definite matrix, packed storage Related keywords: Cholesky decomposition; complex, Hermitian, positive-definite matrix; LAPACK; linear equations; |
F07JRF | 22 | nagf_lapacklin_zpttrf Computes the factorization of a complex Hermitian positive definite tridiagonal matrix Related keywords: Cholesky decomposition; complex, Hermitian, positive-definite, tridiagonal matrix; LAPACK; linear equations; matrix, band; |
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ZPPTRI | F07GWF | 15 | nagf_lapacklin_zpptri Inverse of complex Hermitian positive definite matrix, matrix already factorized by F07GRF, packed storage Related keywords: Cholesky decomposition; complex, Hermitian, positive-definite matrix; inverse, matrix; LAPACK; linear equations; |
ZPPTRS | 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 Related keywords: Cholesky decomposition; complex, Hermitian, positive-definite matrix; LAPACK; linear equations; |
F07JSF | 22 | nagf_lapacklin_zpttrs Solves a complex Hermitian positive definite tridiagonal system using the factorization computed by F07JRF Related keywords: Cholesky decomposition; complex, Hermitian, positive-definite, tridiagonal matrix; LAPACK; linear equations; matrix, band; |
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ZPSTRF | F07KRF | 23 | nagf_lapacklin_zpstrf Cholesky factorization of complex Hermitian positive semidefinite matrix Related keywords: Cholesky decomposition; complex, Hermitian, positive-semidefinite matrix; LAPACK; linear equations; |
ZPTCON | F07JUF | 22 | nagf_lapacklin_zptcon Computes the reciprocal of the condition number of a complex Hermitian positive definite tridiagonal system using the factorization computed by F07JRF Related keywords: Cholesky decomposition; complex, Hermitian, positive-definite, tridiagonal matrix; condition number, matrix; LAPACK; linear equations; matrix, band; |
ZPTEQR | F08JUF | 16 | nagf_lapackeig_zpteqr Computes all eigenvalues and eigenvectors of real symmetric positive definite tridiagonal matrix, reduced from complex Hermitian positive definite matrix Related keywords: eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; decomposition; least squares; real, symmetric, tridiagonal matrix; |
ZPTRFS | F07JVF | 22 | nagf_lapacklin_zptrfs Refined solution with error bounds of complex Hermitian positive definite tridiagonal system of linear equations, multiple right-hand sides Related keywords: backward error; Cholesky decomposition; complex, Hermitian, positive-definite, tridiagonal matrix; forward error; LAPACK; linear equations; matrix, band; |
ZPTSV | F07JNF | 21 | nagf_lapacklin_zptsv Computes the solution to a complex Hermitian positive definite tridiagonal system of linear equations Related keywords: Cholesky decomposition; complex, Hermitian, positive-definite, tridiagonal matrix; LAPACK; linear equations; matrix, band; |
ZPTSVX | F07JPF | 21 | nagf_lapacklin_zptsvx Uses the factorization to compute the solution, error-bound and condition estimate for a complex Hermitian positive definite tridiagonal system of linear equations Related keywords: backward error; Cholesky decomposition; complex, Hermitian, positive-definite, tridiagonal matrix; condition number, matrix; error bound, matrix; forward error; LAPACK; linear equations; matrix, band; |
zrot | F06HMF | 21 | nagf_blas_zrot Apply plane rotation with real cosine and complex sine Related keywords: BLAS; blas, complex matrices; linear algebra support routines; rotation, elementary; |
zscal | F06GDF | 12 | nagf_blas_zscal Multiply complex vector by complex scalar Related keywords: BLAS; blas, complex matrices; elementary arithmetic; linear algebra support routines; |
z-scores | G03ZAF | 15 | nagf_mv_z_scores Produces standardized values ( -scores) for a data matrix Related keywords: multivariate methods; standardized values; |
zsctr | F06GWF | 14 | nagf_blas_zsctr Scatter complex sparse vector Related keywords: BLAS; blas, complex matrices; elementary arithmetic; linear algebra support routines; |
ZSPCON | F07QUF | 15 | nagf_lapacklin_zspcon Estimate condition number of complex symmetric matrix, matrix already factorized by F07QRF, packed storage Related keywords: Bunch–Kaufman factorization; complex, symmetric matrix; condition number, matrix; diagonal pivoting method; LAPACK; linear equations; |
ZSPRFS | F07QVF | 15 | nagf_lapacklin_zsprfs Refined solution with error bounds of complex symmetric system of linear equations, multiple right-hand sides, packed storage Related keywords: backward error; Bunch–Kaufman factorization; complex, symmetric matrix; diagonal pivoting method; error bound, matrix; forward error; LAPACK; linear equations; |
ZSPSV | F07QNF | 21 | nagf_lapacklin_zspsv Computes the solution to a complex symmetric system of linear equations, packed storage Related keywords: complex, symmetric matrix; diagonal pivoting method; LAPACK; decomposition; linear equations; decomposition; |
ZSPSVX | 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 Related keywords: backward error; complex, symmetric matrix; diagonal pivoting method; forward error; LAPACK; decomposition; linear equations; decomposition; |
ZSPTRF | F07QRF | 15 | nagf_lapacklin_zsptrf Bunch–Kaufman factorization of complex symmetric matrix, packed storage Related keywords: Bunch–Kaufman factorization; complex, symmetric matrix; diagonal pivoting method; LAPACK; linear equations; |
ZSPTRI | F07QWF | 15 | nagf_lapacklin_zsptri Inverse of complex symmetric matrix, matrix already factorized by F07QRF, packed storage Related keywords: Bunch–Kaufman factorization; complex, symmetric matrix; diagonal pivoting method; inverse, matrix; LAPACK; linear equations; |
ZSPTRS | F07QSF | 15 | nagf_lapacklin_zsptrs Solution of complex symmetric system of linear equations, multiple right-hand sides, matrix already factorized by F07QRF, packed storage Related keywords: Bunch–Kaufman factorization; complex, symmetric matrix; diagonal pivoting method; LAPACK; linear equations; |
ZSTEDC | 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) Related keywords: divide-and-conquer method; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; algorithm; algorithm; real, symmetric, tridiagonal matrix; |
ZSTEGR | 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) Related keywords: dqds algorithm; eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; matrix, band; real, symmetric, tridiagonal matrix; relatively robust representations; |
ZSTEIN | F08JXF | 16 | nagf_lapackeig_zstein Computes selected eigenvectors of real symmetric tridiagonal matrix by inverse iteration, storing eigenvectors in complex array Related keywords: eigenproblem; eigenvectors; inverse iteration; LAPACK; LAPACK; least squares; matrix, band; real, symmetric, tridiagonal matrix; |
ZSTEQR | F08JSF | 16 | nagf_lapackeig_zsteqr Computes all eigenvalues and eigenvectors of real symmetric tridiagonal matrix, reduced from complex Hermitian matrix, using the implicit or algorithm Related keywords: eigenproblem; eigenvalues; eigenvectors; LAPACK; LAPACK; least squares; algorithm; real, symmetric, tridiagonal matrix; |
zswap | F06GGF | 12 | nagf_blas_zswap Swap two complex vectors Related keywords: BLAS; blas, complex matrices; elementary arithmetic; linear algebra support routines; |
ZSYCON | F07NUF | 15 | nagf_lapacklin_zsycon Estimate condition number of complex symmetric matrix, matrix already factorized by F07NRF Related keywords: Bunch–Kaufman factorization; complex, symmetric matrix; condition number, matrix; diagonal pivoting method; LAPACK; linear equations; |
zsymm | F06ZTF | 14 | nagf_blas_zsymm Matrix-matrix product, one complex symmetric matrix, one complex rectangular matrix Related keywords: BLAS; blas, complex matrices; complex, by matrix; complex, symmetric matrix; linear algebra support routines; multiply, matrix; |
zsyr2k | F06ZWF | 14 | nagf_blas_zsyr2k Rank- update of a complex symmetric matrix Related keywords: BLAS; blas, complex matrices; complex, symmetric matrix; linear algebra support routines; rank matrix updates; |
ZSYRFS | F07NVF | 15 | nagf_lapacklin_zsyrfs Refined solution with error bounds of complex symmetric system of linear equations, multiple right-hand sides Related keywords: backward error; Bunch–Kaufman factorization; complex, symmetric matrix; diagonal pivoting method; error bound, matrix; forward error; LAPACK; linear equations; |
ZSYSV | F07NNF | 21 | nagf_lapacklin_zsysv Computes the solution to a complex symmetric system of linear equations Related keywords: complex, symmetric matrix; diagonal pivoting method; LAPACK; decomposition; linear equations; decomposition; |
ZSYSVX | F07NPF | 21 | nagf_lapacklin_zsysvx Uses the diagonal pivoting factorization to compute the solution to a complex symmetric system of linear equations Related keywords: backward error; complex, symmetric matrix; diagonal pivoting method; forward error; LAPACK; decomposition; linear equations; decomposition; |
ZSYTRF | F07NRF | 15 | nagf_lapacklin_zsytrf Bunch–Kaufman factorization of complex symmetric matrix Related keywords: Bunch–Kaufman factorization; complex, symmetric matrix; diagonal pivoting method; LAPACK; linear equations; |
ZSYTRI | F07NWF | 15 | nagf_lapacklin_zsytri Inverse of complex symmetric matrix, matrix already factorized by F07NRF Related keywords: Bunch–Kaufman factorization; complex, symmetric matrix; diagonal pivoting method; inverse, matrix; LAPACK; linear equations; |
ZSYTRS | F07NSF | 15 | nagf_lapacklin_zsytrs Solution of complex symmetric system of linear equations, multiple right-hand sides, matrix already factorized by F07NRF Related keywords: Bunch–Kaufman factorization; complex, symmetric matrix; diagonal pivoting method; LAPACK; linear equations; |
ZTBCON | F07VUF | 15 | nagf_lapacklin_ztbcon Estimate condition number of complex band triangular matrix Related keywords: complex, band, triangular matrix; condition number, matrix; LAPACK; linear equations; matrix, band; |
ztbmv | F06SGF | 12 | nagf_blas_ztbmv Matrix-vector product, complex triangular band matrix Related keywords: BLAS; blas, complex matrices; complex, band, triangular matrix; linear algebra support routines; matrix, band; multiply, matrix; |
ZTBRFS | F07VVF | 15 | nagf_lapacklin_ztbrfs Error bounds for solution of complex band triangular system of linear equations, multiple right-hand sides Related keywords: backward error; complex, band, triangular matrix; error bound, matrix; forward error; LAPACK; linear equations; matrix, band; |
ztbsv | F06SKF | 12 | nagf_blas_ztbsv System of equations, complex triangular band matrix Related keywords: BLAS; blas, complex matrices; complex, band, triangular matrix; linear algebra support routines; linear equations; matrix, band; |
F06SLF | 12 | nagf_blas_ztpsv System of equations, complex triangular packed matrix Related keywords: BLAS; blas, complex matrices; complex, triangular matrix; linear algebra support routines; linear equations; |
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ZTBTRS | F07VSF | 15 | nagf_lapacklin_ztbtrs Solution of complex band triangular system of linear equations, multiple right-hand sides Related keywords: complex, band, triangular matrix; LAPACK; linear equations; matrix, band; |
ztfsm | F06WPF | 23 | nagf_blas_ztfsm Solves system of equations with multiple right-hand sides, complex triangular coefficient matrix, Rectangular Full Packed format Related keywords: BLAS; BLAS; blas, complex matrices; complex, triangular matrix; linear algebra support routines; linear algebra support routines;; linear equations; |
ZTFTRI | F07WXF | 23 | nagf_lapacklin_ztftri Inverse of complex triangular matrix, Rectangular Full Packed format Related keywords: complex, triangular matrix; inverse, matrix; LAPACK; linear equations; |
ZTFTTP | F01VMF | 23 | nagf_matop_ztfttp Copies a complex triangular matrix from Rectangular Full Packed format to packed format Related keywords: complex, triangular matrix; finance; inversion; LAPACK; matrix operations; |
ZTFTTR | F01VHF | 23 | nagf_matop_ztfttr Copies a complex triangular matrix from Rectangular Full Packed format to full format Related keywords: complex, triangular matrix; finance; inversion; LAPACK; matrix operations; |
ZTGEVC | F08YXF | 20 | nagf_lapackeig_ztgevc Computes left and right eigenvectors of a pair of complex upper triangular matrices Related keywords: complex, triangular matrix; eigenproblem; eigenvectors; generalized Schur form; LAPACK; LAPACK; least squares; |
ZTGEXC | F08YTF | 22 | nagf_lapackeig_ztgexc Reorders the generalized Schur decomposition of a complex matrix pair using an unitary equivalence transformation Related keywords: complex, nonsymmetric matrix; eigenproblem; generalized Schur form; LAPACK; LAPACK; least squares; unitary transformations; |
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 Related keywords: complex, nonsymmetric matrix; condition number, matrix; eigenproblem; eigenvalues; generalized Schur form; LAPACK; LAPACK; least squares; unitary transformations; |
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ZTGSJA | F08YSF | 22 | nagf_lapackeig_ztgsja Computes the generalized singular value decomposition of a complex upper triangular (or trapezoidal) matrix pair Related keywords: complex, trapezoidal matrix; complex, triangular matrix; eigenproblem; GSVD, generalized singular value decomposition; LAPACK; LAPACK; least squares; |
ZTGSNA | 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 Related keywords: complex, nonsymmetric matrix; condition number, matrix; eigenproblem; generalized Schur form; LAPACK; LAPACK; least squares; |
ZTGSYL | F08YVF | 22 | nagf_lapackeig_ztgsyl Solves the complex generalized Sylvester equation Related keywords: complex, triangular matrix; eigenproblem; LAPACK; LAPACK; least squares; Sylvester equation; |
ZTPCON | F07UUF | 15 | nagf_lapacklin_ztpcon Estimate condition number of complex triangular matrix, packed storage Related keywords: complex, triangular matrix; condition number, matrix; LAPACK; linear equations; |
ZTPMQRT | F08BQF | 25 | nagf_lapackeig_ztpmqrt Applies the unitary transformation determined by F08BPF Related keywords: eigenproblem; explicit blocking; LAPACK; least squares; QR factorization; recursive QR; unitary transformations; |
ztpmv | F06SHF | 12 | nagf_blas_ztpmv Matrix-vector product, complex triangular packed matrix Related keywords: BLAS; blas, complex matrices; complex, triangular matrix; linear algebra support routines; multiply, matrix; |
ZTPQRT | F08BPF | 25 | nagf_lapackeig_ztpqrt factorization of complex triangular-pentagonal matrix Related keywords: complex, triangular-pentagonal matrix; eigenproblem; explicit blocking; LAPACK; least squares; QR factorization; recursive QR; |
ZTPRFS | F07UVF | 15 | nagf_lapacklin_ztprfs Error bounds for solution of complex triangular system of linear equations, multiple right-hand sides, packed storage Related keywords: backward error; complex, triangular matrix; error bound, matrix; forward error; LAPACK; linear equations; |
ZTPTRI | F07UWF | 15 | nagf_lapacklin_ztptri Inverse of complex triangular matrix, packed storage Related keywords: complex, triangular matrix; inverse, matrix; LAPACK; linear equations; |
ZTPTRS | F07USF | 15 | nagf_lapacklin_ztptrs Solution of complex triangular system of linear equations, multiple right-hand sides, packed storage Related keywords: complex, triangular matrix; LAPACK; linear equations; |
ZTPTTF | F01VKF | 23 | nagf_matop_ztpttf Copies a complex triangular matrix from packed format to Rectangular Full Packed format Related keywords: complex, triangular matrix; finance; inversion; LAPACK; matrix operations; |
ZTPTTR | F01VDF | 23 | nagf_matop_ztpttr Copies a complex triangular matrix from packed format to full format Related keywords: complex, triangular matrix; finance; inversion; LAPACK; matrix operations; |
ZTRCON | F07TUF | 15 | nagf_lapacklin_ztrcon Estimate condition number of complex triangular matrix Related keywords: complex, triangular matrix; condition number, matrix; LAPACK; linear equations; |
ZTREVC | F08QXF | 16 | nagf_lapackeig_ztrevc Computes left and right eigenvectors of complex upper triangular matrix Related keywords: complex, triangular matrix; eigenproblem; eigenvectors; LAPACK; LAPACK; least squares; |
ZTREXC | F08QTF | 16 | nagf_lapackeig_ztrexc Reorders a Schur factorization of complex matrix using unitary similarity transformation Related keywords: eigenproblem; LAPACK; LAPACK; least squares; Schur form; unitary transformations; |
ztrmm | F06ZFF | 14 | nagf_blas_ztrmm Matrix-matrix product, one complex triangular matrix, one complex rectangular matrix Related keywords: BLAS; blas, complex matrices; complex, by matrix; complex, triangular matrix; linear algebra support routines; multiply, matrix; |
ztrmv | F06SFF | 12 | nagf_blas_ztrmv Matrix-vector product, complex triangular matrix Related keywords: BLAS; blas, complex matrices; complex, triangular matrix; linear algebra support routines; multiply, matrix; |
ZTRRFS | F07TVF | 15 | nagf_lapacklin_ztrrfs Error bounds for solution of complex triangular system of linear equations, multiple right-hand sides Related keywords: backward error; complex, triangular matrix; error bound, matrix; forward error; LAPACK; linear equations; |
ZTRSEN | 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 Related keywords: condition number, matrix; eigenproblem; LAPACK; LAPACK; least squares; Schur form; |
ztrsm | F06ZJF | 14 | nagf_blas_ztrsm Solves system of equations with multiple right-hand sides, complex triangular coefficient matrix Related keywords: BLAS; blas, complex matrices; complex, triangular matrix; linear algebra support routines; linear least squares; |
ztrsv | F06SJF | 12 | nagf_blas_ztrsv System of equations, complex triangular matrix Related keywords: BLAS; blas, complex matrices; complex, triangular matrix; linear algebra support routines; linear equations; |
ZTRSYL | F08QVF | 16 | nagf_lapackeig_ztrsyl Solves the complex Sylvester matrix equation , and are upper triangular or conjugate-transposes Related keywords: complex, triangular matrix; eigenproblem; LAPACK; LAPACK; least squares; Sylvester equation; |
ZTRTRI | F07TWF | 15 | nagf_lapacklin_ztrtri Inverse of complex triangular matrix Related keywords: complex, triangular matrix; inverse, matrix; LAPACK; linear equations; |
ZTRTRS | F07TSF | 15 | nagf_lapacklin_ztrtrs Solution of complex triangular system of linear equations, multiple right-hand sides Related keywords: complex, triangular matrix; LAPACK; linear equations; |
ZTRTTF | F01VFF | 23 | nagf_matop_ztrttf Copies a complex triangular matrix from full format to Rectangular Full Packed format Related keywords: complex, triangular matrix; finance; inversion; LAPACK; matrix operations; |
ZTRTTP | F01VBF | 23 | nagf_matop_ztrttp Copies a complex triangular matrix from full format to packed format Related keywords: complex, triangular matrix; finance; inversion; LAPACK; matrix operations; |
ZTZRZF | F08BVF | 22 | nagf_lapackeig_ztzrzf Reduces a complex upper trapezoidal matrix to upper triangular form Related keywords: complex, trapezoidal matrix; eigenproblem; LAPACK; LAPACK; least squares; matrix, upper trapezoidal; matrix, upper triangular; |
ZUNCSD | F08RNF | 25 | nagf_lapackeig_zuncsd Computes the CS decomposition of a unitary matrix partitioned into four complex submatrices Related keywords: complete CS decomposition; complex, unitary matrix; eigenproblem; GSVD, generalized singular value decomposition; LAPACK; LAPACK; least squares; |
ZUNGBR | F08KTF | 16 | nagf_lapackeig_zungbr Generates unitary transformation matrices from the reduction to bidiagonal form determined by F08KSF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; unitary matrix, generation; unitary transformations; |
ZUNGHR | F08NTF | 16 | nagf_lapackeig_zunghr Generates a unitary transformation matrix from reduction to Hessenberg form determined by F08NSF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; unitary matrix, generation; unitary matrix, generation; |
ZUNGLQ | F08AWF | 16 | nagf_lapackeig_zunglq Forms all or part of unitary from factorization determined by F08AVF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; factorization; unitary matrix, generation; unitary transformations; |
ZUNGQL | F08CTF | 22 | nagf_lapackeig_zungql Form all or part of unitary from factorization determined by F08CSF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; factorization; unitary matrix, generation; unitary transformations; |
ZUNGQR | F08ATF | 16 | nagf_lapackeig_zungqr Forms all or part of unitary from factorization determined by F08ASF F08BSF F08BTF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; factorization; unitary matrix, generation; unitary transformations; |
ZUNGRQ | F08CWF | 22 | nagf_lapackeig_zungrq Form all or part of unitary from factorization determined by F08CVF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; RQ factorizations; unitary matrix, generation; unitary transformations; |
ZUNGTR | F08FTF | 16 | nagf_lapackeig_zungtr Generate unitary transformation matrix from reduction to tridiagonal form determined by F08FSF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; unitary matrix, generation; unitary transformations; |
ZUNMBR | F08KUF | 16 | nagf_lapackeig_zunmbr Applies the unitary transformations from reduction to bidiagonal form determined by F08KSF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; unitary transformations; |
ZUNMHR | F08NUF | 16 | nagf_lapackeig_zunmhr Applies the unitary transformation matrix from reduction to Hessenberg form determined by F08NSF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; unitary transformations; |
ZUNMLQ | F08AXF | 16 | nagf_lapackeig_zunmlq Applies the unitary transformation determined by F08AVF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; factorization; unitary transformations; |
ZUNMQL | F08CUF | 22 | nagf_lapackeig_zunmql Applies the unitary transformation determined by F08CSF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; factorization; unitary transformations; |
ZUNMQR | F08AUF | 16 | nagf_lapackeig_zunmqr Applies a unitary transformation determined by F08ASF F08BSF F08BTF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; factorization; unitary transformations; |
ZUNMRQ | F08CXF | 22 | nagf_lapackeig_zunmrq Applies the unitary transformation determined by F08CVF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; RQ factorizations; unitary transformations; |
ZUNMRZ | F08BXF | 22 | nagf_lapackeig_zunmrz Applies the unitary transformation determined by F08BVF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; unitary transformations; |
ZUNMTR | F08FUF | 16 | nagf_lapackeig_zunmtr Applies the unitary transformation matrix determined by F08FSF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; unitary transformations; |
ZUPGTR | F08GTF | 16 | nagf_lapackeig_zupgtr Generates a unitary transformation matrix from reduction to tridiagonal form determined by F08GSF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; unitary matrix, generation; unitary transformations; |
F08GUF | 16 | nagf_lapackeig_zupmtr Applies the unitary transformation matrix determined by F08GSF Related keywords: eigenproblem; LAPACK; LAPACK; least squares; unitary transformations; |