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