This manual relates to an old release of the Library.
The documentation for the current release is also available on this site.

NAG CL Interface
F10 (Rnla)
Randomized Numerical Linear Algebra

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F10 (Rnla) Chapter Introduction – A description of the Chapter and an overview of the algorithms available.

Function
Mark of
Introduction

Purpose
f10cac 27 nag_rnla_svd_rowext_real
Computes the singular value decomposition of a real matrix, optionally computing the left and/or right singular vectors
f10dac 27 nag_rnla_randproj_dct_real
Computes a fast random projection of a real matrix using a discrete cosine transform