NAG Library
Keyword and GAMS Search

All zeros of real cubic equation
Names: c02akf; nagf_zeros_cubic_real
Keywords: cubic polynomial; root-finding
GAMS: F1a1

All zeros of real quartic equation
Names: c02alf; nagf_zeros_quartic_real
Keywords: quartic polynomials; root-finding
GAMS: F1a1

All zeros of complex cubic equation
Names: c02amf; nagf_zeros_cubic_complex
Keywords: cubic polynomial; root-finding
GAMS: F1a2

All zeros of complex quartic equation
Names: c02anf; nagf_zeros_quartic_complex
Keywords: quartic polynomials; root-finding
GAMS: F1a2

Solution of a system of nonlinear equations using Anderson acceleration
Names: c05mbc; nag_zero_nonlin_eqns_aa
Keywords: Anderson acceleration; root-finding; zeros of transcendental functions
GAMS: F2

Solution of a system of nonlinear equations using Anderson acceleration
Names: c05mbf; nagf_roots_sys_func_aa
Keywords: Anderson acceleration; root-finding; zeros of transcendental functions
GAMS: F2

Solution of a system of nonlinear equations using Anderson acceleration (reverse communication)
Names: c05mdc; nag_zero_nonlin_eqns_aa_rcomm
Keywords: Anderson acceleration; root-finding; zeros of transcendental functions
GAMS: F2

Solution of a system of nonlinear equations using Anderson acceleration (reverse communication)
Names: c05mdf; nagf_roots_sys_func_aa_rcomm
Keywords: Anderson acceleration; root-finding; zeros of transcendental functions
GAMS: F2

Solution of a system of nonlinear equations using function values only (easy-to-use)
Names: c05qbc; nag_zero_nonlin_eqns_easy
Keywords: finance; root-finding; zeros of transcendental functions
GAMS: F2

Solution of a system of nonlinear equations using function values only (easy-to-use)
Names: c05qbf; nagf_roots_sys_func_easy
Keywords: finance; root-finding; zeros of transcendental functions
GAMS: F2

Solution of a system of nonlinear equations using function values only (comprehensive)
Names: c05qcc; nag_zero_nonlin_eqns_expert
Keywords: finance; root-finding; zeros of transcendental functions
GAMS: F2

Solution of a system of nonlinear equations using function values only (comprehensive)
Names: c05qcf; nagf_roots_sys_func_expert
Keywords: finance; root-finding; zeros of transcendental functions
GAMS: F2

Solution of a system of nonlinear equations using function values only (reverse communication)
Names: c05qdc; nag_zero_nonlin_eqns_rcomm
Keywords: finance; root-finding; zeros of transcendental functions
GAMS: F2

Solution of a system of nonlinear equations using function values only (reverse communication)
Names: c05qdf; nagf_roots_sys_func_rcomm
Keywords: finance; root-finding; zeros of transcendental functions
GAMS: F2

Solution of a sparse system of nonlinear equations using function values only (easy-to-use)
Names: c05qsc; nag_zero_sparse_nonlin_eqns_easy
Keywords: discretised system; root-finding; sparse nonlinear system; zeros of transcendental functions
GAMS: F2

Solution of a sparse system of nonlinear equations using function values only (easy-to-use)
Names: c05qsf; nagf_roots_sparsys_func_easy
Keywords: discretised system; root-finding; sparse nonlinear system; zeros of transcendental functions
GAMS: F2

Solution of a system of nonlinear equations using first derivatives (easy-to-use)
Names: c05rbc; nag_zero_nonlin_eqns_deriv_easy
Keywords: finance; root-finding; zeros of transcendental functions
GAMS: F2

Solution of a system of nonlinear equations using first derivatives (easy-to-use)
Names: c05rbf; nagf_roots_sys_deriv_easy
Keywords: finance; root-finding; zeros of transcendental functions
GAMS: F2

Solution of a system of nonlinear equations using first derivatives (comprehensive)
Names: c05rcc; nag_zero_nonlin_eqns_deriv_expert
Keywords: finance; root-finding; zeros of transcendental functions
GAMS: F2

Solution of a system of nonlinear equations using first derivatives (comprehensive)
Names: c05rcf; nagf_roots_sys_deriv_expert
Keywords: finance; root-finding; zeros of transcendental functions
GAMS: F2

Solution of a system of nonlinear equations using first derivatives (reverse communication)
Names: c05rdc; nag_zero_nonlin_eqns_deriv_rcomm
Keywords: finance; root-finding; zeros of transcendental functions
GAMS: F2

Solution of a system of nonlinear equations using first derivatives (reverse communication)
Names: c05rdf; nagf_roots_sys_deriv_rcomm
Keywords: finance; root-finding; zeros of transcendental functions
GAMS: F2

Single one-dimensional real discrete Fourier transform, extra workspace for greater speed
Names: c06faf; nagf_sum_fft_real_1d_rfmt
Keywords: Fast Fourier Transform; FFT
GAMS: J1a1

Single one-dimensional Hermitian discrete Fourier transform, extra workspace for greater speed
Names: c06fbf; nagf_sum_fft_hermitian_1d_rfmt
Keywords: Fast Fourier Transform; FFT
GAMS: J1a2

Single one-dimensional complex discrete Fourier transform, extra workspace for greater speed
Names: c06fcf; nagf_sum_fft_complex_1d_sep
Keywords: Fast Fourier Transform; FFT
GAMS: J1a2

One-dimensional complex discrete Fourier transform of multidimensional data
Names: c06fff; nagf_sum_fft_complex_multid_1d_sep
Keywords: complex Fourier transform; Fast Fourier Transform; FFT
GAMS: J1a2

Multidimensional complex discrete Fourier transform of multidimensional data
Names: c06fjf; nagf_sum_fft_complex_multid_sep
Keywords: complex Fourier transform; Fast Fourier Transform; FFT
GAMS: J1b

Circular convolution or correlation of two real vectors, no restrictions on n
Names: c06fkc; nag_sum_convcorr_real
Keywords: convolution; correlation; Fast Fourier Transform; FFT
GAMS: D1a10, J2

Circular convolution or correlation of two real vectors, no restrictions on n
Names: c06fkf; nagf_sum_convcorr_real
Keywords: convolution; correlation; Fast Fourier Transform; FFT
GAMS: D1a10, J2

Three-dimensional complex discrete Fourier transform
Names: c06fxf; nagf_sum_fft_complex_3d_sep
Keywords: complex Fourier transform; Fast Fourier Transform; FFT
GAMS: J1b

Single one-dimensional real and Hermitian complex discrete Fourier transform, using complex storage format for Hermitian sequences
Names: c06pac; nag_sum_fft_realherm_1d
Keywords: Fast Fourier Transform; FFT; Fourier transforms, complex
GAMS: J1a1

Single one-dimensional real and Hermitian complex discrete Fourier transform, using complex storage format for Hermitian sequences
Names: c06paf; nagf_sum_fft_realherm_1d
Keywords: Fast Fourier Transform; FFT; Fourier transforms, complex
GAMS: J1a1

Single one-dimensional complex discrete Fourier transform, complex data type
Names: c06pcc; nag_sum_fft_complex_1d
Keywords: Fast Fourier Transform; FFT; Fourier transforms, complex
GAMS: J1a2

Single one-dimensional complex discrete Fourier transform, complex data type
Names: c06pcf; nagf_sum_fft_complex_1d
Keywords: Fast Fourier Transform; FFT; Fourier transforms, complex
GAMS: J1a2

One-dimensional complex discrete Fourier transform of multidimensional data (using complex data type)
Names: c06pfc; nag_fft_multid_single
Keywords: Fast Fourier Transform; FFT; Fourier transforms, complex
GAMS: J1a2

One-dimensional complex discrete Fourier transform of multidimensional data (using complex data type)
Names: c06pff; nagf_sum_fft_complex_multid_1d
Keywords: Fast Fourier Transform; FFT; Fourier transforms, complex
GAMS: J1a2

Multidimensional complex discrete Fourier transform of multidimensional data (using complex data type)
Names: c06pjc; nag_fft_multid_full
Keywords: Fast Fourier Transform; FFT; Fourier transforms, complex
GAMS: J1b

Multidimensional complex discrete Fourier transform of multidimensional data (using complex data type)
Names: c06pjf; nagf_sum_fft_complex_multid
Keywords: Fast Fourier Transform; FFT; Fourier transforms, complex
GAMS: J1b

Circular convolution or correlation of two complex vectors
Names: c06pkf; nagf_sum_convcorr_complex
Keywords: convolution, vectors
GAMS: D1a10, J2

Multiple one-dimensional real and Hermitian complex discrete Fourier transforms, using row ordered complex storage format for Hermitian sequences
Names: c06ppc; nag_sum_fft_realherm_1d_multi_row
Keywords: Fast Fourier Transform; FFT; Fourier transforms, complex; Fourier transforms, real
GAMS: J1a1

Multiple one-dimensional real and Hermitian complex discrete Fourier transforms, using row ordered complex storage format for Hermitian sequences
Names: c06ppf; nagf_sum_fft_realherm_1d_multi_row
Keywords: Fast Fourier Transform; FFT; Fourier transforms, complex; Fourier transforms, real
GAMS: J1a1

Multiple one-dimensional real and Hermitian complex discrete Fourier transforms, using column ordered complex storage format for Hermitian sequences
Names: c06pqc; nag_sum_fft_realherm_1d_multi_col
Keywords: discrete; Fast Fourier Transform; FFT; one-dimensional
GAMS: J1a1

Multiple one-dimensional real and Hermitian complex discrete Fourier transforms, using column ordered complex storage format for Hermitian sequences
Names: c06pqf; nagf_sum_fft_realherm_1d_multi_col
Keywords: discrete; Fast Fourier Transform; FFT; one-dimensional
GAMS: J1a1

Multiple one-dimensional complex discrete Fourier transforms using complex data type
Names: c06prf; nagf_sum_fft_complex_1d_multi_row
Keywords: Fast Fourier Transform; FFT; Fourier transforms, complex
GAMS: J1a2

Multiple one-dimensional complex discrete Fourier transforms, complex data type
Names: c06psc; nag_sum_fft_complex_1d_multi
Keywords: Fast Fourier Transform; FFT; Fourier transforms, complex
GAMS: J1a2

Multiple one-dimensional complex discrete Fourier transforms, complex data type
Names: c06psf; nagf_sum_fft_complex_1d_multi_col
Keywords: Fast Fourier Transform; FFT; Fourier transforms, complex
GAMS: J1a2

Two-dimensional complex discrete Fourier transform, complex data type
Names: c06puc; nag_sum_fft_complex_2d
Keywords: Fast Fourier Transform; FFT; Fourier transforms, complex
GAMS: J1b

Two-dimensional complex discrete Fourier transform, complex data type
Names: c06puf; nagf_sum_fft_complex_2d
Keywords: Fast Fourier Transform; FFT; Fourier transforms, complex
GAMS: J1b

Two-dimensional real-to-complex discrete Fourier transform
Names: c06pvc; nag_sum_fft_real_2d
Keywords: Fast Fourier Transform; FFT; Fourier transforms, complex
GAMS: J1b

Two-dimensional real-to-complex discrete Fourier transform
Names: c06pvf; nagf_sum_fft_real_2d
Keywords: Fast Fourier Transform; FFT; Fourier transforms, complex
GAMS: J1b

Two-dimensional complex-to-real discrete Fourier transform
Names: c06pwc; nag_sum_fft_hermitian_2d
Keywords: Fast Fourier Transform; FFT; Fourier transforms, complex
GAMS: J1b

Two-dimensional complex-to-real discrete Fourier transform
Names: c06pwf; nagf_sum_fft_hermitian_2d
Keywords: Fast Fourier Transform; FFT; Fourier transforms, complex
GAMS: J1b

Three-dimensional complex discrete Fourier transform, complex data type
Names: c06pxc; nag_fft_3d
Keywords: Fast Fourier Transform; FFT; Fourier transforms, complex
GAMS: J1b

Three-dimensional complex discrete Fourier transform, complex data type
Names: c06pxf; nagf_sum_fft_complex_3d
Keywords: Fast Fourier Transform; FFT; Fourier transforms, complex
GAMS: J1b

Three-dimensional real-to-complex discrete Fourier transform
Names: c06pyc; nag_sum_fft_real_3d
Keywords: Fast Fourier Transform; FFT; Fourier transforms, complex
GAMS: J1b

Three-dimensional real-to-complex discrete Fourier transform
Names: c06pyf; nagf_sum_fft_real_3d
Keywords: Fast Fourier Transform; FFT; Fourier transforms, complex
GAMS: J1b

Three-dimensional complex-to-real discrete Fourier transform
Names: c06pzc; nag_sum_fft_hermitian_3d
Keywords: Fast Fourier Transform; FFT
GAMS: J1b

Three-dimensional complex-to-real discrete Fourier transform
Names: c06pzf; nagf_sum_fft_hermitian_3d
Keywords: Fast Fourier Transform; FFT
GAMS: J1b

Discrete sine transform (easy-to-use)
Names: c06raf; nagf_sum_fft_real_sine_simple
Keywords: sine transform
GAMS: J1a3

Discrete cosine transform (easy-to-use)
Names: c06rbf; nagf_sum_fft_real_cosine_simple
Keywords: cosine transform
GAMS: J1a3

Discrete quarter-wave sine transform (easy-to-use)
Names: c06rcf; nagf_sum_fft_real_qtrsine_simple
Keywords: sine transform
GAMS: J1a3

Discrete quarter-wave cosine transform (easy-to-use)
Names: c06rdf; nagf_sum_fft_real_qtrcosine_simple
Keywords: cosine transform
GAMS: J1a3

Multiple discrete sine transforms, simple
Names: c06rec; nag_sum_fft_sine
Keywords: Discrete Fourier Transforms; Fast Fourier Transform; FFT; Fourier Transforms, real; sine transform
GAMS: J1a3

Multiple discrete sine transforms, simple
Names: c06ref; nagf_sum_fft_sine
Keywords: Discrete Fourier Transforms; Fast Fourier Transform; FFT; Fourier Transforms, real; sine transform
GAMS: J1a3

Multiple discrete cosine transforms, simple
Names: c06rfc; nag_sum_fft_cosine
Keywords: cosine transform; Discrete Fourier Transforms; Fast Fourier Transform; FFT; Fourier Transforms, real
GAMS: J1a3

Multiple discrete cosine transforms, simple
Names: c06rff; nagf_sum_fft_cosine
Keywords: cosine transform; Discrete Fourier Transforms; Fast Fourier Transform; FFT; Fourier Transforms, real
GAMS: J1a3

Multiple discrete quarter-wave sine transforms, simple
Names: c06rgc; nag_sum_fft_qtrsine
Keywords: Discrete Fourier Transforms; Fast Fourier Transform; FFT; Fourier Transforms, real; quarter-wave; sine transform
GAMS: J1a3

Multiple discrete quarter-wave sine transforms, simple
Names: c06rgf; nagf_sum_fft_qtrsine
Keywords: Discrete Fourier Transforms; Fast Fourier Transform; FFT; Fourier Transforms, real; quarter-wave; sine transform
GAMS: J1a3

Multiple discrete quarter-wave cosine transforms, simple
Names: c06rhc; nag_sum_fft_qtrcosine
Keywords: cosine transform; Discrete Fourier Transforms; Fast Fourier Transform; FFT; Fourier Transforms, real; quarter-wave
GAMS: J1a3

Multiple discrete quarter-wave cosine transforms, simple
Names: c06rhf; nagf_sum_fft_qtrcosine
Keywords: cosine transform; Discrete Fourier Transforms; Fast Fourier Transform; FFT; Fourier Transforms, real; quarter-wave
GAMS: J1a3

Multidimensional fast Gauss transform
Names: c06sac; nag_sum_fast_gauss
Keywords: Fast Gauss Transform; summation of series
GAMS: J

Multidimensional fast Gauss transform
Names: c06saf; nagf_sum_fast_gauss
Keywords: Fast Gauss Transform; summation of series
GAMS: J

Two-dimensional discrete wavelet transform
Names: c09eac; nag_dwt_2d
Keywords: discrete transform; wavelets; wavelets, two-dimensional
GAMS: J, L10a3

Two-dimensional discrete wavelet transform
Names: c09eaf; nagf_wav_2d_sngl_fwd
Keywords: discrete transform; wavelets; wavelets, two-dimensional
GAMS: J, L10a3

Two-dimensional inverse discrete wavelet transform
Names: c09ebc; nag_idwt_2d
Keywords: discrete transform; wavelets; wavelets, two-dimensional
GAMS: J, L10a3

Two-dimensional inverse discrete wavelet transform
Names: c09ebf; nagf_wav_2d_sngl_inv
Keywords: discrete transform; wavelets; wavelets, two-dimensional
GAMS: J, L10a3

Three-dimensional discrete wavelet transform
Names: c09fac; nag_dwt_3d
Keywords: discrete transform; wavelets; wavelets, three-dimensional
GAMS: J, L10a3

Three-dimensional discrete wavelet transform
Names: c09faf; nagf_wav_3d_sngl_fwd
Keywords: discrete transform; wavelets; wavelets, three-dimensional
GAMS: J, L10a3

Three-dimensional inverse discrete wavelet transform
Names: c09fbc; nag_idwt_3d
Keywords: discrete transform; wavelets; wavelets, three-dimensional
GAMS: J, L10a3

Three-dimensional inverse discrete wavelet transform
Names: c09fbf; nagf_wav_3d_sngl_inv
Keywords: discrete transform; wavelets; wavelets, three-dimensional
GAMS: J, L10a3

One-dimensional quadrature, adaptive, finite interval, strategy due to Patterson, suitable for well-behaved integrands
Names: d01ahf; nagf_quad_1d_fin_well
Keywords: finance; integration, adaptive; quadrature, adaptive
GAMS: H2a1a1

Old routine for calculating weights and abscissae for Gaussian quadrature rules, replaced by d01tcf
Names: d01bcf; nagf_quad_1d_gauss_wgen
Keywords: abscissae; cubature; finance; integration, non-adaptive; weights and abscissae
GAMS: H2c

Two-dimensional quadrature, finite region
Names: d01dac; nag_quad_2d_fin
Keywords: finance; integration, multidimensional; quadrature, adaptive
GAMS: H2b1a1

Two-dimensional quadrature, finite region
Names: d01daf; nagf_quad_2d_fin
Keywords: finance; integration, multidimensional; quadrature, adaptive
GAMS: H2b1a1

Multidimensional adaptive quadrature over hyper-rectangle, multiple integrands
Names: d01eaf; nagf_quad_md_adapt_multi
Keywords: integration, adaptive; integration, multidimensional; quadrature, adaptive; vectorized quadrature
GAMS: H2b1a1

Multi-dimensional quadrature using sparse grids
Names: d01esc; nag_quad_md_sgq_multi_vec
Keywords: automatic; multidimensional; multiple integrands; sparse; vectorized
GAMS: H2b1a1

Multi-dimensional quadrature using sparse grids
Names: d01esf; nagf_quad_md_sgq_multi_vec
Keywords: automatic; multidimensional; multiple integrands; sparse; vectorized
GAMS: H2b1a1

Multidimensional adaptive quadrature over hyper-rectangle
Names: d01fcf; nagf_quad_md_adapt
Keywords: finance; integration, adaptive; integration, multidimensional; quadrature, adaptive
GAMS: H2b1a1

One-dimensional quadrature, integration of function defined by data values, Gill–Miller method
Names: d01gaf; nagf_quad_1d_data
Keywords: finance; Gill–Miller quadrature; integration, non-adaptive; quadrature non-adaptive
GAMS: H2a1b2

Multidimensional quadrature over hyper-rectangle, Monte Carlo method
Names: d01gbf; nagf_quad_md_mcarlo
Keywords: integration, multidimensional; Monte Carlo method; quadrature non-adaptive
GAMS: H2b1a1

Multidimensional quadrature, general product region, number-theoretic method
Names: d01gcf; nagf_quad_md_numth
Keywords: integration, multidimensional; Korobov–Conroy method, numerical integration; numerical integration; quadrature non-adaptive
GAMS: H2b1a2

Multidimensional quadrature, general product region, number-theoretic method
Names: d01gdc; nag_quad_md_numth_vec
Keywords: finance; integration, multidimensional; quadrature non-adaptive
GAMS: H2b1a2

Multidimensional quadrature, general product region, number-theoretic method, variant of d01gcf efficient on vector machines
Names: d01gdf; nagf_quad_md_numth_vec
Keywords: finance; integration, multidimensional; quadrature non-adaptive
GAMS: H2b1a2

Multidimensional quadrature over an n-simplex
Names: d01pac; nag_quad_md_simplex
Keywords: finance; integration, multidimensional; quadrature non-adaptive
GAMS: H2b2a2

Multidimensional quadrature over an n-simplex
Names: d01paf; nagf_quad_md_simplex
Keywords: finance; integration, multidimensional; quadrature non-adaptive
GAMS: H2b2a2

One-dimensional quadrature, adaptive, finite interval, multiple integrands, vectorized abscissae, reverse communication
Names: d01rac; nag_quad_1d_gen_vec_multi_rcomm
Keywords: integration, adaptive; quadrature, adaptive
GAMS: H2a1a1

One-dimensional quadrature, adaptive, finite interval, multiple integrands, vectorized abscissae, reverse communication
Names: d01raf; nagf_quad_1d_gen_vec_multi_rcomm
Keywords: integration, adaptive; quadrature, adaptive
GAMS: H2a1a1

Calculation of weights and abscissae for Gaussian quadrature rules, general choice of rule
Names: d01tcc; nag_quad_dim1_gauss_wgen
Keywords: abscissae; cubature; finance; integration, non-adaptive; integration, numerical; weights and abscissae
GAMS: H2c

Calculation of weights and abscissae for Gaussian quadrature rules, general choice of rule
Names: d01tcf; nagf_quad_dim1_gauss_wgen
Keywords: abscissae; cubature; finance; integration, non-adaptive; integration, numerical; weights and abscissae
GAMS: H2c

Calculation of weights and abscissae for Gaussian quadrature rules, method of Golub and Welsch
Names: d01tdc; nag_quad_1d_gauss_wrec
Keywords: abscissae; cubature; Gaussian; Golub; Golub and Welsch; integration; non-adaptive; weights and abscissae; Welsch
GAMS: H2c

Calculation of weights and abscissae for Gaussian quadrature rules, method of Golub and Welsch
Names: d01tdf; nagf_quad_1d_gauss_wrec
Keywords: abscissae; cubature; Gaussian; Golub; Golub and Welsch; integration; non-adaptive; weights and abscissae; Welsch
GAMS: H2c

Option setting routine
Names: d01zkc; nag_quad_opt_set
Keywords: integration, options; options, computational; quadrature, options
GAMS: H2c

Option setting routine
Names: d01zkf; nagf_quad_opt_set
Keywords: integration, options; options, computational; quadrature, options
GAMS: H2c

Ordinary differential equations, boundary value problem, shooting and matching technique, allowing interior matching point, general parameters to be determined
Names: d02agf; nagf_ode_bvp_shoot_genpar_intern
Keywords: boundary value problem; BVP; shooting method, ODE
GAMS: I1b2, I1b3

Ordinary differential equations, initial value problem, Runge–Kutta method, until function of solution is zero, integration over range with intermediate output (simple driver)
Names: d02bjf; nagf_ode_ivp_rk_zero_simple
Keywords: initial value problem; IVP, initial value problem; RK45; Runge–Kutta–Merson, ODE
GAMS: I1a1a

Ordinary differential equations, stiff initial value problem, backward differentiation formulae method, until function of solution is zero, intermediate output (simple driver)
Names: d02ejf; nagf_ode_ivp_bdf_zero_simple
Keywords: backward difference formula; BDF, backward differentiation formula; initial value problem; IVP, initial value problem; stiff differential equations
GAMS: I1a2

Ordinary differential equations, boundary value problem, finite difference technique with deferred correction, simple nonlinear problem
Names: d02gaf; nagf_ode_bvp_fd_nonlin_fixedbc
Keywords: boundary value problem; BVP; finite difference method, ODE
GAMS: I1b2

Ordinary differential equations, boundary value problem, finite difference technique with deferred correction, general linear problem
Names: d02gbf; nagf_ode_bvp_fd_lin_gen
Keywords: boundary value problem; BVP; finite difference method, ODE
GAMS: I1b1

Ordinary differential equations, boundary value problem, shooting and matching, boundary values to be determined
Names: d02haf; nagf_ode_bvp_shoot_bval
Keywords: boundary value problem; BVP; shooting method, ODE
GAMS: I1b2

Ordinary differential equations, boundary value problem, shooting and matching, general parameters to be determined
Names: d02hbf; nagf_ode_bvp_shoot_genpar
Keywords: boundary value problem; BVP; shooting method, ODE
GAMS: I1b2, I1b3

Ordinary differential equations, boundary value problem, collocation and least squares, single nth-order linear equation
Names: d02jaf; nagf_ode_bvp_coll_nth
Keywords: boundary value problem; BVP; collocation method
GAMS: I1b1

Ordinary differential equations, boundary value problem, collocation and least squares, system of first-order linear equations
Names: d02jbf; nagf_ode_bvp_coll_sys
Keywords: boundary value problem; BVP; collocation method
GAMS: I1b1

Explicit ordinary differential equations, stiff initial value problem, full Jacobian (comprehensive)
Names: d02nbf; nagf_ode_ivp_stiff_exp_fulljac
Keywords: backward difference formula; initial value problem; IVP, initial value problem; Jacobian; stiff differential equations
GAMS: I1a2

Explicit ordinary differential equations, stiff initial value problem, banded Jacobian (comprehensive)
Names: d02ncf; nagf_ode_ivp_stiff_exp_bandjac
Keywords: backward difference formula; BDF, backward differentiation formula; initial value problem; Jacobian; stiff differential equations
GAMS: I1a2

Explicit ordinary differential equations, stiff initial value problem, sparse Jacobian (comprehensive)
Names: d02ndf; nagf_ode_ivp_stiff_exp_sparjac
Keywords: backward difference formula; BDF, backward differentiation formula; initial value problem; IVP, initial value problem; stiff differential equations
GAMS: I1a2

Implicit ordinary differential equations/DAEs, initial value problem, DASSL method integrator
Names: d02nec; nag_dae_ivp_dassl_gen
Keywords: DAE, differential algebraic equations; DASSL, ordinary differential equations; implicit algebraic ordinary differential equations; initial value problem; IVP, initial value problem
GAMS: I1a

Implicit ordinary differential equations/DAEs, initial value problem, DASSL method integrator
Names: d02nef; nagf_ode_dae_dassl_gen
Keywords: DAE, differential algebraic equations; DASSL, ordinary differential equations; implicit algebraic ordinary differential equations; initial value problem; IVP, initial value problem
GAMS: I1a

Implicit/algebraic ordinary differential equations, stiff initial value problem, full Jacobian (comprehensive)
Names: d02ngf; nagf_ode_ivp_stiff_imp_fulljac
Keywords: backward difference formula; BDF, backward differentiation formula; implicit algebraic ordinary differential equations; initial value problem; IVP, initial value problem; Jacobian; stiff differential equations
GAMS: I1a2

Implicit/algebraic ordinary differential equations, stiff initial value problem, banded Jacobian (comprehensive)
Names: d02nhf; nagf_ode_ivp_stiff_imp_bandjac
Keywords: backward difference formula; BDF, backward differentiation formula; implicit algebraic ordinary differential equations; initial value problem; IVP, initial value problem; Jacobian; stiff differential equations
GAMS: I1a2

Implicit/algebraic ordinary differential equations, stiff initial value problem, sparse Jacobian (comprehensive)
Names: d02njf; nagf_ode_ivp_stiff_imp_sparjac
Keywords: backward difference formula; BDF, backward differentiation formula; discretised system; implicit algebraic ordinary differential equations; initial value problem; IVP, initial value problem; Jacobian; ODE; stiff differential equations
GAMS: I1a2

Explicit ordinary differential equations, stiff initial value problem (reverse communication, comprehensive)
Names: d02nmf; nagf_ode_ivp_stiff_exp_revcom
Keywords: backward difference formula; BDF, backward differentiation formula; initial value problem; IVP, initial value problem; stiff differential equations
GAMS: I1a2

Implicit/algebraic ordinary differential equations, stiff initial value problem (reverse communication, comprehensive)
Names: d02nnf; nagf_ode_ivp_stiff_imp_revcom
Keywords: backward difference formula; implicit algebraic ordinary differential equations; initial value problem; IVP, initial value problem; stiff differential equations
GAMS: I1a2

Ordinary differential equations, initial value problem, Runge–Kutta method, integration over range with output
Names: d02pec; nag_ode_ivp_rkts_range
Keywords: first-order system; IVP, initial value problem; Nonstiff; RK23; RK45; RK78; Runge–Kutta–Merson
GAMS: I1a1a

Ordinary differential equations, initial value problem, Runge–Kutta method, integration over range with output
Names: d02pef; nagf_ode_ivp_rkts_range
Keywords: first-order system; IVP, initial value problem; Nonstiff; RK23; RK45; RK78; Runge–Kutta–Merson
GAMS: I1a1a

Ordinary differential equations, initial value problem, Runge–Kutta method, integration over one step
Names: d02pfc; nag_ode_ivp_rkts_onestep
Keywords: first-order system; IVP, initial value problem; Nonstiff; RK23; RK45; RK78; Runge–Kutta–Merson
GAMS: I1a1a

Ordinary differential equations, initial value problem, Runge–Kutta method, integration over one step
Names: d02pff; nagf_ode_ivp_rkts_onestep
Keywords: first-order system; IVP, initial value problem; Nonstiff; RK23; RK45; RK78; Runge–Kutta–Merson
GAMS: I1a1a

Ordinary differential equations, initial value problem, Runge–Kutta method, integration by reverse communication
Names: d02pgc; nag_ode_ivp_rk_step_revcomm
Keywords: IVP, initial value problem; RK23; RK45; RK78; Runge–Kutta–Merson
GAMS: I1a1a

Ordinary differential equations, initial value problem, Runge–Kutta method, integration by reverse communication
Names: d02pgf; nagf_ode_ivp_rk_step_revcomm
Keywords: IVP, initial value problem; RK23; RK45; RK78; Runge–Kutta–Merson
GAMS: I1a1a

Set up interpolant by reverse communication for solution and derivative evaluations at points within the range of the last integration step taken by d02pgc
Names: d02phc; nag_ode_ivp_rk_interp_setup
Keywords: first-order system; interpolation; IVP, initial value problem; Nonstiff; Runge–Kutta–Merson
GAMS: I1c

Set up interpolant by reverse communication for solution and derivative evaluations at points within the range of the last integration step taken by d02pgf
Names: d02phf; nagf_ode_ivp_rk_interp_setup
Keywords: first-order system; interpolation; IVP, initial value problem; Nonstiff; Runge–Kutta–Merson
GAMS: I1c

Ordinary differential equations, initial value problem, interpolation for d02pfc
Names: d02psc; nag_ode_ivp_rkts_interp
Keywords: interpolation; IVP, initial value problem; Runge–Kutta–Merson
GAMS: I1c

Ordinary differential equations, initial value problem, interpolation for d02pff
Names: d02psf; nagf_ode_ivp_rkts_interp
Keywords: interpolation; IVP, initial value problem; Runge–Kutta–Merson
GAMS: I1c

Ordinary differential equations, general nonlinear boundary value problem, finite difference technique with deferred correction, continuation facility
Names: d02raf; nagf_ode_bvp_fd_nonlin_gen
Keywords: BVP, boundary value problem; finite difference method, ODE
GAMS: I1b2

Ordinary differential equations, boundary value problem, shooting and matching technique, subject to extra algebraic equations, general parameters to be determined
Names: d02saf; nagf_ode_bvp_shoot_genpar_algeq
Keywords: boundary value problem; BVP; parameterized first order; shooting method, ODE; two-point boundary value problem
GAMS: I1b2

nth-order linear ordinary differential equations, boundary value problem, collocation and least squares
Names: d02tgf; nagf_ode_bvp_coll_nth_comp
Keywords: BVP, boundary value problem; collocation method
GAMS: I1b1

Ordinary differential equations, general nonlinear boundary value problem, collocation technique
Names: d02tlc; nag_ode_bvp_coll_nlin_solve
Keywords: boundary value problem; BVP; differential equations; nonlinear mixed order; ordinary differential equations; two-point boundary value problem
GAMS: I1b2

Ordinary differential equations, general nonlinear boundary value problem, collocation technique (thread safe)
Names: d02tlf; nagf_ode_bvp_coll_nlin_solve
Keywords: boundary value problem; BVP; differential equations; nonlinear mixed order; ordinary differential equations; two-point boundary value problem
GAMS: I1b2

Ordinary differential equations, general nonlinear boundary value problem, interpolation for d02tlc
Names: d02tyc; nag_ode_bvp_coll_nlin_interp
Keywords: BVP, boundary value problem; collocation method; interpolation
GAMS: I1c

Ordinary differential equations, general nonlinear boundary value problem, interpolation for d02tlf
Names: d02tyf; nagf_ode_bvp_coll_nlin_interp
Keywords: BVP, boundary value problem; collocation method; interpolation
GAMS: I1c

Coefficients of Chebyshev interpolating polynomial from function values on Chebyshev grid
Names: d02uac; nag_ode_bvp_ps_lin_coeffs
Keywords: Chebyshev polynomial interpolation; Gauss–Lobatto grid; interpolation
GAMS: E1b

Coefficients of Chebyshev interpolating polynomial from function values on Chebyshev grid
Names: d02uaf; nagf_ode_bvp_ps_lin_coeffs
Keywords: Chebyshev polynomial interpolation; Gauss–Lobatto grid; interpolation
GAMS: E1b

Function or low-order-derivative values on Chebyshev grid from coefficients of Chebyshev interpolating polynomial
Names: d02ubc; nag_ode_bvp_ps_lin_cgl_vals
Keywords: Chebyshev polynomial interpolation; Chebyshev series, solution; Gauss–Lobatto grid; interpolation
GAMS: E3a1, E3a2

Function or low-order-derivative values on Chebyshev grid from coefficients of Chebyshev interpolating polynomial
Names: d02ubf; nagf_ode_bvp_ps_lin_cgl_vals
Keywords: Chebyshev polynomial interpolation; Chebyshev series, solution; Gauss–Lobatto grid; interpolation
GAMS: E3a1, E3a2

Differentiate a function by the FFT using function values on Chebyshev grid
Names: d02udc; nag_ode_bvp_ps_lin_cgl_deriv
Keywords: Fast Fourier Transform; FFT; Gauss–Lobatto grid
GAMS: H1, E3a2

Differentiate a function by the FFT using function values on Chebyshev grid
Names: d02udf; nagf_ode_bvp_ps_lin_cgl_deriv
Keywords: Fast Fourier Transform; FFT; Gauss–Lobatto grid
GAMS: H1, E3a2

Solve linear constant coefficient boundary value problem on Chebyshev grid, Integral formulation
Names: d02uec; nag_ode_bvp_ps_lin_solve
Keywords: boundary value problem; BVP; Gauss–Lobatto grid; pseudo-spectral method
GAMS: I1b1

Solve linear constant coefficient boundary value problem on Chebyshev grid, Integral formulation
Names: d02uef; nagf_ode_bvp_ps_lin_solve
Keywords: boundary value problem; BVP; Gauss–Lobatto grid; pseudo-spectral method
GAMS: I1b1

Elliptic PDE, Laplace's equation, two-dimensional arbitrary domain
Names: d03eaf; nagf_pde_2d_laplace
Keywords: elliptic partial differential equations; Laplace's equation
GAMS: I2b1a1b

Elliptic PDE, solution of finite difference equations by a multigrid technique
Names: d03edf; nagf_pde_2d_ellip_mgrid
Keywords: elliptic partial differential equations; multigrid method; rectangular; two-dimensional
GAMS: I2b4b

Elliptic PDE, Helmholtz equation, three-dimensional Cartesian coordinates
Names: d03faf; nagf_pde_3d_ellip_helmholtz
Keywords: elliptic partial differential equations; Helmholtz equation, PDE
GAMS: I2b1a1a

Finite difference solution of the Black–Scholes equations
Names: d03ncc; nag_pde_bs_1d
Keywords: Black–Scholes option pricing; one-dimensional; parabolic partial differential equation
GAMS: I2a1a

Finite difference solution of the Black–Scholes equations
Names: d03ncf; nagf_pde_1d_blackscholes_fd
Keywords: Black–Scholes option pricing; one-dimensional; parabolic partial differential equation
GAMS: I2a1a

General system of parabolic PDEs, method of lines, finite differences, one space variable
Names: d03pcc; nag_pde_parab_1d_fd
Keywords: method of lines; parabolic partial differential equation
GAMS: I2a1a

General system of parabolic PDEs, method of lines, finite differences, one space variable
Names: d03pca; nagf_pde_1d_parab_fd
Keywords: method of lines; parabolic partial differential equation
GAMS: I2a1a

General system of parabolic PDEs, method of lines, finite differences, one space variable
Names: d03pcf; nagf_pde_1d_parab_fd_old
Keywords: method of lines; parabolic partial differential equation
GAMS: I2a1a

General system of parabolic PDEs, method of lines, Chebyshev C⁰ collocation, one space variable
Names: d03pdc; nag_pde_parab_1d_coll
Keywords: collocation method; method of lines; parabolic partial differential equation
GAMS: I2a1a

General system of parabolic PDEs, method of lines, Chebyshev C⁰ collocation, one space variable
Names: d03pda; nagf_pde_1d_parab_coll
Keywords: collocation method; method of lines; parabolic partial differential equation
GAMS: I2a1a

General system of parabolic PDEs, method of lines, Chebyshev C⁰ collocation, one space variable
Names: d03pdf; nagf_pde_1d_parab_coll_old
Keywords: collocation method; method of lines; parabolic partial differential equation
GAMS: I2a1a

General system of first-order PDEs, method of lines, Keller box discretization, one space variable
Names: d03pec; nag_pde_parab_1d_keller
Keywords: Keller box discretization; method of lines; parabolic partial differential equation
GAMS: I2a1a

General system of first-order PDEs, method of lines, Keller box discretization, one space variable
Names: d03pef; nagf_pde_1d_parab_keller
Keywords: Keller box discretization; method of lines; parabolic partial differential equation
GAMS: I2a1a

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
Names: d03pfc; nag_pde_parab_1d_cd
Keywords: convection-diffusion, PDE; method of lines; partial differential equations
GAMS: I2a2

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
Names: d03pff; nagf_pde_1d_parab_convdiff
Keywords: convection-diffusion, PDE; method of lines; partial differential equations
GAMS: I2a2

General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable
Names: d03phc; nag_pde_parab_1d_fd_ode
Keywords: DAE, differential algebraic equations; finite difference discretization; method of lines; parabolic partial differential equation; partial differential equations
GAMS: I2a1a

General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable
Names: d03pha; nagf_pde_1d_parab_dae_fd
Keywords: DAE, differential algebraic equations; finite difference discretization; method of lines; parabolic partial differential equation; partial differential equations
GAMS: I2a1a

General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable
Names: d03phf; nagf_pde_1d_parab_dae_fd_old
Keywords: DAE, differential algebraic equations; finite difference discretization; method of lines; parabolic partial differential equation; partial differential equations
GAMS: I2a1a

General system of parabolic PDEs, coupled DAEs, method of lines, Chebyshev C⁰ collocation, one space variable
Names: d03pjc; nag_pde_parab_1d_coll_ode
Keywords: DAE, differential algebraic equations; method of lines; parabolic partial differential equation; partial differential equations
GAMS: I2a1a

General system of parabolic PDEs, coupled DAEs, method of lines, Chebyshev C⁰ collocation, one space variable
Names: d03pja; nagf_pde_1d_parab_dae_coll
Keywords: DAE, differential algebraic equations; method of lines; parabolic partial differential equation; partial differential equations
GAMS: I2a1a

General system of parabolic PDEs, coupled DAEs, method of lines, Chebyshev C⁰ collocation, one space variable
Names: d03pjf; nagf_pde_1d_parab_dae_coll_old
Keywords: DAE, differential algebraic equations; method of lines; parabolic partial differential equation; partial differential equations
GAMS: I2a1a

General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretization, one space variable
Names: d03pkc; nag_pde_parab_1d_keller_ode
Keywords: DAE, differential algebraic equations; Keller box discretization; method of lines; partial differential equations
GAMS: I1a2, I2a1a

General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretization, one space variable
Names: d03pkf; nagf_pde_1d_parab_dae_keller
Keywords: DAE, differential algebraic equations; Keller box discretization; method of lines; partial differential equations
GAMS: I1a2, I2a1a

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
Names: d03plc; nag_pde_parab_1d_cd_ode
Keywords: convection-diffusion, PDE; DAE, differential algebraic equations; partial differential equations
GAMS: I2a2

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
Names: d03plf; nagf_pde_1d_parab_convdiff_dae
Keywords: convection-diffusion, PDE; DAE, differential algebraic equations; partial differential equations
GAMS: I2a2

General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, remeshing, one space variable
Names: d03ppc; nag_pde_parab_1d_fd_ode_remesh
Keywords: DAE, differential algebraic equations; method of lines; one-dimensional; parabolic partial differential equation
GAMS: I1a2, I2a1a

General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, remeshing, one space variable
Names: d03ppa; nagf_pde_1d_parab_remesh_fd
Keywords: DAE, differential algebraic equations; method of lines; one-dimensional; parabolic partial differential equation
GAMS: I1a2, I2a1a

General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, remeshing, one space variable
Names: d03ppf; nagf_pde_1d_parab_remesh_fd_old
Keywords: DAE, differential algebraic equations; method of lines; one-dimensional; parabolic partial differential equation
GAMS: I1a2, I2a1a

General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretization, remeshing, one space variable
Names: d03prc; nag_pde_parab_1d_keller_ode_remesh
Keywords: adaptive grid, PDE; DAE, differential algebraic equations; Keller box discretization; method of lines
GAMS: I1a2, I2a1a

General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretization, remeshing, one space variable
Names: d03prf; nagf_pde_1d_parab_remesh_keller
Keywords: adaptive grid, PDE; DAE, differential algebraic equations; Keller box discretization; method of lines
GAMS: I1a2, I2a1a

General system of convection-diffusion PDEs, coupled DAEs, method of lines, upwind scheme, remeshing, one space variable
Names: d03psc; nag_pde_parab_1d_cd_ode_remesh
Keywords: adaptive grid, PDE; convection-diffusion, PDE; DAE, differential algebraic equations; hyperbolic equation; method of lines; one-dimensional; parabolic partial differential equation
GAMS: I2a2

General system of convection-diffusion PDEs, coupled DAEs, method of lines, upwind scheme, remeshing, one space variable
Names: d03psf; nagf_pde_1d_parab_convdiff_remesh
Keywords: adaptive grid, PDE; convection-diffusion, PDE; DAE, differential algebraic equations; hyperbolic equation; method of lines; one-dimensional; parabolic partial differential equation
GAMS: I2a2

General system of second-order PDEs, method of lines, finite differences, remeshing, two space variables, rectangular region
Names: d03raf; nagf_pde_2d_gen_order2_rectangle
Keywords: mesh refinement; method of lines; two-dimensional PDE
GAMS: I2a1b

General system of second-order PDEs, method of lines, finite differences, remeshing, two space variables, rectilinear region
Names: d03rbf; nagf_pde_2d_gen_order2_rectilinear
Keywords: mesh refinement; method of lines; two-dimensional PDE
GAMS: I2a1b

Linear nonsingular Fredholm integral equation, second kind, split kernel
Names: d05aac; nag_inteq_fredholm2_split
Keywords: Fredholm integral equations
GAMS: I3

Linear nonsingular Fredholm integral equation, second kind, split kernel
Names: d05aaf; nagf_inteq_fredholm2_split
Keywords: Fredholm integral equations
GAMS: I3

Linear nonsingular Fredholm integral equation, second kind, smooth kernel
Names: d05abc; nag_inteq_fredholm2_smooth
Keywords: Fredholm integral equations
GAMS: I3

Linear nonsingular Fredholm integral equation, second kind, smooth kernel
Names: d05abf; nagf_inteq_fredholm2_smooth
Keywords: Fredholm integral equations
GAMS: I3

Nonlinear Volterra convolution equation, second kind
Names: d05bac; nag_inteq_volterra2
Keywords: Volterra integral equations
GAMS: I3

Nonlinear Volterra convolution equation, second kind
Names: d05baf; nagf_inteq_volterra2
Keywords: Volterra integral equations
GAMS: I3

Nonlinear convolution Volterra–Abel equation, second kind, weakly singular
Names: d05bdc; nag_inteq_abel2_weak
Keywords: Volterra integral equations
GAMS: I3

Nonlinear convolution Volterra–Abel equation, second kind, weakly singular
Names: d05bdf; nagf_inteq_abel2_weak
Keywords: Volterra integral equations
GAMS: I3

Nonlinear convolution Volterra–Abel equation, first kind, weakly singular
Names: d05bec; nag_inteq_abel1_weak
Keywords: Volterra integral equations
GAMS: I3

Nonlinear convolution Volterra–Abel equation, first kind, weakly singular
Names: d05bef; nagf_inteq_abel1_weak
Keywords: Volterra integral equations
GAMS: I3

Generate weights for use in solving weakly singular Abel-type equations
Names: d05byc; nag_inteq_abel_weak_weights
Keywords: weights and abscissae
GAMS: I3

Generate weights for use in solving weakly singular Abel-type equations
Names: d05byf; nagf_inteq_abel_weak_weights
Keywords: weights and abscissae
GAMS: I3

Generates a two-dimensional mesh using a Delaunay–Voronoi process
Names: d06abc; nag_mesh2d_delaunay
Keywords: Delaunay–Voronoi process; triangular mesh
GAMS: I2b4a

Generates a two-dimensional mesh using a Delaunay–Voronoi process
Names: d06abf; nagf_mesh_2d_gen_delaunay
Keywords: Delaunay–Voronoi process; triangular mesh
GAMS: I2b4a

Generates a two-dimensional mesh using an Advancing-front method
Names: d06acc; nag_mesh2d_front
Keywords: Advancing-front method; triangular mesh
GAMS: I2b4a

Generates a two-dimensional mesh using an Advancing-front method
Names: d06acf; nagf_mesh_2d_gen_front
Keywords: Advancing-front method; triangular mesh
GAMS: I2b4a

Uses a barycentering technique to smooth a given mesh
Names: d06cac; nag_mesh2d_smooth
Keywords: barycentering; barycentric; smoothing
GAMS: I2b4a, K5

Uses a barycentering technique to smooth a given mesh
Names: d06caf; nagf_mesh_2d_smooth_bary
Keywords: barycentering; barycentric; smoothing
GAMS: I2b4a, K5

Generates a sparsity pattern of a Finite Element matrix associated with a given mesh
Names: d06cbc; nag_mesh2d_sparse
Keywords: finite element; sparsity pattern
GAMS: I2b4a

Generates a sparsity pattern of a Finite Element matrix associated with a given mesh
Names: d06cbf; nagf_mesh_2d_sparsity
Keywords: finite element; sparsity pattern
GAMS: I2b4a

Renumbers a given mesh using Gibbs method
Names: d06ccc; nag_mesh2d_renum
Keywords: Gibbs method; mesh renumbering
GAMS: I2b4a

Renumbers a given mesh using Gibbs method
Names: d06ccf; nagf_mesh_2d_renumber
Keywords: Gibbs method; mesh renumbering
GAMS: I2b4a

Interpolated values, variables computed by e01cec, monotone convex Hagan–West procedure, one variable
Names: e01cfc; nag_interp_1d_monconv_eval
Keywords: amelioration; Hagan–West; instantaneous forward rates; monotone convex interpolation; shape-preserving interpolation; yield curve
GAMS: E3a1

Interpolated values, variables computed by e01cef, monotone convex Hagan–West procedure, one variable
Names: e01cff; nagf_interp_dim1_monconv_eval
Keywords: amelioration; Hagan–West; instantaneous forward rates; monotone convex interpolation; shape-preserving interpolation; yield curve
GAMS: E3a1

Interpolating functions, fitting bicubic spline, data on rectangular grid
Names: e01daf; nagf_interp_2d_spline_grid
Keywords: bicubic spline; finance; two-dimensional
GAMS: E2a

Interpolating functions, modified Shepard's method, two variables
Names: e01sgc; nag_2d_shep_interp
Keywords: Shepard method
GAMS: E2b

Interpolating functions, modified Shepard's method, two variables
Names: e01sgf; nagf_interp_2d_scat_shep
Keywords: Shepard method
GAMS: E2b

Interpolated values, evaluate interpolant computed by e01sgc, function and first derivatives, two variables
Names: e01shc; nag_2d_shep_eval
Keywords: Shepard method
GAMS: E2b

Interpolated values, evaluate interpolant computed by e01sgf, function and first derivatives, two variables
Names: e01shf; nagf_interp_2d_scat_shep_eval
Keywords: Shepard method
GAMS: E2b

Interpolating functions, modified Shepard's method, three variables
Names: e01tgc; nag_3d_shep_interp
Keywords: Shepard method
GAMS: E2b

Interpolating functions, modified Shepard's method, three variables
Names: e01tgf; nagf_interp_3d_scat_shep
Keywords: Shepard method
GAMS: E2b

Interpolated values, evaluate interpolant computed by e01tgc, function and first derivatives, three variables
Names: e01thc; nag_3d_shep_eval
Keywords: Shepard method
GAMS: E2b

Interpolated values, evaluate interpolant computed by e01tgf, function and first derivatives, three variables
Names: e01thf; nagf_interp_3d_scat_shep_eval
Keywords: Shepard method
GAMS: E2b

Interpolating functions, modified Shepard's method, four variables
Names: e01tkc; nag_4d_shep_interp
Keywords: Shepard method
GAMS: E2b

Interpolating functions, modified Shepard's method, four variables
Names: e01tkf; nagf_interp_4d_scat_shep
Keywords: Shepard method
GAMS: E2b

Interpolated values, evaluate interpolant computed by e01tkc, function and first derivatives, four variables
Names: e01tlc; nag_4d_shep_eval
Keywords: Shepard method
GAMS: E2b

Interpolated values, evaluate interpolant computed by e01tkf, function and first derivatives, four variables
Names: e01tlf; nagf_interp_4d_scat_shep_eval
Keywords: Shepard method
GAMS: E2b

Interpolating functions, modified Shepard's method, five variables
Names: e01tmc; nag_5d_shep_interp
Keywords: Shepard method
GAMS: E2b

Interpolating functions, modified Shepard's method, five variables
Names: e01tmf; nagf_interp_5d_scat_shep
Keywords: Shepard method
GAMS: E2b

Interpolated values, evaluate interpolant computed by e01tmc, function and first derivatives, five variables
Names: e01tnc; nag_5d_shep_eval
Keywords: Shepard method
GAMS: E2b

Interpolated values, evaluate interpolant computed by e01tmf, function and first derivatives, five variables
Names: e01tnf; nagf_interp_5d_scat_shep_eval
Keywords: Shepard method
GAMS: E2b

Interpolating function, modified Shepard's method, d dimensions
Names: e01zmc; nag_nd_shep_interp
Keywords: Shepard method
GAMS: E2b

Interpolating function, modified Shepard's method, d dimensions
Names: e01zmf; nagf_interp_nd_scat_shep
Keywords: Shepard method
GAMS: E2b

Interpolated values, evaluate interpolant computed by e01zmc, function and first derivatives, d dimensions
Names: e01znc; nag_nd_shep_eval
Keywords: Shepard method
GAMS: E2b

Interpolated values, evaluate interpolant computed by e01zmf, function and first derivatives, d dimensions
Names: e01znf; nagf_interp_nd_scat_shep_eval
Keywords: Shepard method
GAMS: E2b

Minimax curve fit by polynomials
Names: e02alc; nag_1d_minimax_polynomial
Keywords: minimax; surface fitting
GAMS: K2

Minimax curve fit by polynomials
Names: e02alf; nagf_fit_1d_minimax_polynomial
Keywords: minimax; surface fitting
GAMS: K2

Least squares cubic spline curve fit, automatic knot placement
Names: e02bef; nagf_fit_1dspline_auto
Keywords: B-splines; cubic splines; least squares; smoothing
GAMS: K1a1a1, L8g

Evaluation of fitted cubic spline, function and optionally derivatives at a vector of points
Names: e02bfc; nag_fit_1dspline_deriv_vector
Keywords: b-splines, derivative; cubic splines
GAMS: E1a, E3a1, E3a2, K1a1a1, K6a1, K6a2, L8g

Evaluation of fitted cubic spline, function and optionally derivatives at a vector of points
Names: e02bff; nagf_fit_1dspline_deriv_vector
Keywords: b-splines, derivative; cubic splines
GAMS: E1a, E3a1, E3a2, K1a1a1, K6a1, K6a2, L8g

Least squares surface fit by polynomials, data on lines parallel to one independent coordinate axis
Names: e02cac; nag_2d_cheb_fit_lines
Keywords: bivariate polynomial approximation; Chebyshev polynomial approximation; data-on-lines polynomial approximation; least squares; polynomial approximation; two-dimensional polynomial approximation
GAMS: K1a1b

Least squares surface fit by polynomials, data on lines parallel to one independent coordinate axis
Names: e02caf; nagf_fit_2dcheb_lines
Keywords: bivariate polynomial approximation; Chebyshev polynomial approximation; data-on-lines polynomial approximation; least squares; polynomial approximation; two-dimensional polynomial approximation
GAMS: K1a1b

Evaluation of fitted polynomial in two variables
Names: e02cbc; nag_2d_cheb_eval
Keywords: bivariate polynomial approximation; Chebyshev polynomial approximation; polynomial approximation; two-dimensional polynomial approximation
GAMS: E3a1, K6a1

Evaluation of fitted polynomial in two variables
Names: e02cbf; nagf_fit_2dcheb_eval
Keywords: bivariate polynomial approximation; Chebyshev polynomial approximation; polynomial approximation; two-dimensional polynomial approximation
GAMS: E3a1, K6a1

Least squares surface fit by bicubic splines with automatic knot placement, data on rectangular grid
Names: e02dcf; nagf_fit_2dspline_grid
Keywords: bicubic splines; B-splines; least squares; smoothing; two-dimensional spline approximation
GAMS: K1a1b

Least squares surface fit by bicubic splines with automatic knot placement, scattered data
Names: e02ddf; nagf_fit_2dspline_sctr
Keywords: bicubic splines; B-splines; least squares; scattered data; smoothing
GAMS: K1a1b

Evaluation of fitted bicubic spline at a mesh of points
Names: e02dff; nagf_fit_2dspline_evalm
Keywords: bicubic splines; B-splines; finance; gridded data
GAMS: E3a1

Evaluation of spline surface at mesh of points with derivatives
Names: e02dhc; nag_2d_spline_deriv_rect
Keywords: bicubic spline, partial derivative; bicubic splines
GAMS: K6a1, K6a2

Evaluation of spline surface at mesh of points with derivatives
Names: e02dhf; nagf_fit_2dspline_derivm
Keywords: bicubic spline, partial derivative; bicubic splines
GAMS: K6a1, K6a2

L₁-approximation by general linear function subject to linear inequality constraints
Names: e02gbf; nagf_fit_glinc_l1sol
Keywords: L1 approximation; outlier detection
GAMS: D9b3

Spline approximation to a set of scattered data using a two-stage approximation method
Names: e02jdc; nag_2d_spline_fit_ts_scat
Keywords: radial basis functions; RBF; scattered data; spline; thin plate spline; TPS; two-dimensional spline approximation
GAMS: E2b

Spline approximation to a set of scattered data using a two-stage approximation method
Names: e02jdf; nagf_fit_2dspline_ts_sctr
Keywords: radial basis functions; RBF; scattered data; spline; thin plate spline; TPS; two-dimensional spline approximation
GAMS: E2b

Padé approximants
Names: e02rac; nag_1d_pade
Keywords: Padé approximation
GAMS: K4

Padé approximants
Names: e02raf; nagf_fit_pade_app
Keywords: Padé approximation
GAMS: K4

Option setting routine
Names: e02zkc; nag_fit_opt_set
Keywords: options, computational
GAMS: E3d

Option setting routine
Names: e02zkf; nagf_fit_opt_set
Keywords: options, computational
GAMS: E3d

Unconstrained minimum, Nelder–Mead simplex algorithm, using function values only
Names: e04cbc; nag_opt_simplex_easy
Keywords: derivative-free minimization; finance; minimization, unconstrained; Nelder–Mead algorithm; NLP; nonlinear programming; simplex algorithm
GAMS: G1b2

Unconstrained minimum, Nelder–Mead simplex algorithm, using function values only
Names: e04cbf; nagf_opt_uncon_simplex
Keywords: derivative-free minimization; finance; minimization, unconstrained; Nelder–Mead algorithm; NLP; nonlinear programming; simplex algorithm
GAMS: G1b2

Unconstrained minimum, preconditioned conjugate gradient algorithm, using first derivatives (comprehensive)
Names: e04dga; nagf_opt_uncon_conjgrd_comp
Keywords: conjugate gradient method; finance; minimization, unconstrained; NLP; nonlinear programming; quasi-Newton
GAMS: G1b1b

Unconstrained minimum, preconditioned conjugate gradient algorithm, using first derivatives (comprehensive)
Names: e04dgf; nagf_opt_uncon_conjgrd_comp_old
Keywords: conjugate gradient method; finance; minimization, unconstrained; NLP; nonlinear programming; quasi-Newton
GAMS: G1b1b

Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using function values only (comprehensive)
Names: e04fcf; nagf_opt_lsq_uncon_mod_func_comp
Keywords: data fitting; derivative-free minimization; finance; Gauss–Newton optimization; minimization, unconstrained; Newton algorithm; nonlinear least squares; sum-of-squares minimization
GAMS: K1b1a1, L8e1b1

Derivative-free (DFO) solver for a nonlinear least squares objective function with bounded variables
Names: e04ffc; nag_opt_handle_solve_dfls
Keywords: calibration; data fitting; derivative-free optimization; DFO; finance; nonlinear least squares; nonlinear least squares; sum of squares
GAMS: G2h1a1

Derivative-free (DFO) solver for a nonlinear least squares objective function with bounded variables
Names: e04fff; nagf_opt_handle_solve_dfls
Keywords: calibration; data fitting; derivative-free optimization; DFO; finance; nonlinear least squares; nonlinear least squares; sum of squares
GAMS: G2h1a1

Reverse communication derivative-free (DFO) solver for a nonlinear least squares objective function with bounded variables
Names: e04fgc; nag_opt_handle_solve_dfls_rcomm
Keywords: calibration; data fitting; derivative-free optimization; DFO; finance; nonlinear least squares; sum of squares
GAMS: G2h1a1

Reverse communication derivative-free (DFO) solver for a nonlinear least squares objective function with bounded variables
Names: e04fgf; nagf_opt_handle_solve_dfls_rcomm
Keywords: calibration; data fitting; derivative-free optimization; DFO; finance; nonlinear least squares; sum of squares
GAMS: G2h1a1

Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using function values only (easy-to-use)
Names: e04fyf; nagf_opt_lsq_uncon_mod_func_easy
Keywords: data fitting; derivative-free minimization; finance; Gauss–Newton optimization; minimization, unconstrained; Newton algorithm; nonlinear least squares; sum-of-squares minimization
GAMS: K1b1a1, L8e1b1

Unconstrained minimum of a sum of squares, combined Gauss–Newton and quasi-Newton algorithm, using first derivatives (comprehensive)
Names: e04gbf; nagf_opt_lsq_uncon_quasi_deriv_comp
Keywords: BFGS, Broyden, Fletcher, Goldfarb and Shanno algorithm; data fitting; finance; Gauss–Newton optimization; minimization, unconstrained; nonlinear least squares; quasi-Newton algorithm; sum-of-squares minimization
GAMS: K1b1a2, L8e1b2

Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using first derivatives (comprehensive)
Names: e04gdf; nagf_opt_lsq_uncon_mod_deriv_comp
Keywords: data fitting; finance; Gauss–Newton optimization; minimization, unconstrained; Newton algorithm; nonlinear least squares; sum-of-squares minimization
GAMS: K1b1a2, L8e1b2

Bound constrained nonlinear least squares, comprehensive trust-region algorithm using first (and second) derivatives
Names: e04ggc; nag_opt_handle_solve_bxnl
Keywords: calibration; data fitting; finance; Gauss–Newton optimization; nonlinear least squares; sum of squares
GAMS: K1b2a

Bound constrained nonlinear least squares, comprehensive trust-region algorithm using first (and second) derivatives
Names: e04ggf; nagf_opt_handle_solve_bxnl
Keywords: calibration; data fitting; finance; Gauss–Newton optimization; nonlinear least squares; sum of squares
GAMS: K1b2a

Unconstrained minimum of a sum of squares, combined Gauss–Newton and quasi-Newton algorithm, using first derivatives (easy-to-use)
Names: e04gyf; nagf_opt_lsq_uncon_quasi_deriv_easy
Keywords: BFGS, Broyden, Fletcher, Goldfarb and Shanno algorithm; data fitting; finance; Gauss–Newton optimization; minimization, unconstrained; nonlinear least squares; quasi-Newton algorithm; sum-of-squares minimization
GAMS: K1b1a2, L8e1b2

Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using first derivatives (easy-to-use)
Names: e04gzf; nagf_opt_lsq_uncon_mod_deriv_easy
Keywords: data fitting; finance; Gauss–Newton optimization; minimization, unconstrained; Newton algorithm; nonlinear least squares; sum-of-squares minimization
GAMS: K1b1a2, L8e1b2

Check user's routine for calculating first derivatives of function
Names: e04hcf; nagf_opt_check_deriv
Keywords: check derivative; finance; minimization, unconstrained; service routine
GAMS: G4c

Check user's routine for calculating second derivatives of function
Names: e04hdf; nagf_opt_check_deriv2
Keywords: check derivative; finance; minimization, unconstrained; service routine
GAMS: G4c

Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using second derivatives (comprehensive)
Names: e04hef; nagf_opt_lsq_uncon_mod_deriv2_comp
Keywords: data fitting; finance; Gauss–Newton optimization; minimization, unconstrained; Newton algorithm; nonlinear least squares; sum-of-squares minimization
GAMS: K1b1a3

Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using second derivatives (easy-to-use)
Names: e04hyf; nagf_opt_lsq_uncon_mod_deriv2_easy
Keywords: data fitting; finance; Gauss–Newton optimization; minimization, unconstrained; Newton algorithm; nonlinear least squares; sum-of-squares minimization
GAMS: K1b1a3

Bound constrained minimum, model-based algorithm, using function values only
Names: e04jcc; nag_opt_bounds_qa_no_deriv
Keywords: BOBYQA method; finance; minimization, simple bound constraints; NLP; nonlinear programming
GAMS: G2h1a1

Bound constrained minimum, model-based algorithm, using function values only
Names: e04jcf; nagf_opt_bounds_bobyqa_func
Keywords: BOBYQA method; finance; minimization, simple bound constraints; NLP; nonlinear programming
GAMS: G2h1a1

Direct communication derivative-free (DFO) solver for a nonlinear objective function with bounded variables
Names: e04jdc; nag_opt_handle_solve_dfno
Keywords: BOBYQA method; derivative-free optimization; DFO; finance; NLP; nonlinear programming
GAMS: G2h1a1

Direct communication derivative-free (DFO) solver for a nonlinear objective function with bounded variables
Names: e04jdf; nagf_opt_handle_solve_dfno
Keywords: BOBYQA method; derivative-free optimization; DFO; finance; NLP; nonlinear programming
GAMS: G2h1a1

Reverse communication derivative-free (DFO) solver for a nonlinear objective function with bounded variables
Names: e04jec; nag_opt_handle_solve_dfno_rcomm
Keywords: BOBYQA method; derivative-free optimization; DFO; finance; NLP; nonlinear programming
GAMS: G2h1a1

Reverse communication derivative-free (DFO) solver for a nonlinear objective function with bounded variables
Names: e04jef; nagf_opt_handle_solve_dfno_rcomm
Keywords: BOBYQA method; derivative-free optimization; DFO; finance; NLP; nonlinear programming
GAMS: G2h1a1

Bound constrained minimum, quasi-Newton algorithm, using function values only (easy-to-use)
Names: e04jyf; nagf_opt_bounds_quasi_func_easy
Keywords: BFGS, Broyden, Fletcher, Goldfarb and Shanno algorithm; finance; minimization, simple bound constraints; NLP; nonlinear programming; quasi-Newton algorithm
GAMS: G2h1a1

Bound constrained minimum, modified Newton algorithm, using first derivatives (comprehensive)
Names: e04kdf; nagf_opt_bounds_mod_deriv_comp
Keywords: finance; minimization, simple bound constraints; Newton algorithm; NLP; nonlinear programming
GAMS: G2h1a2

First-order active-set method for box constrained nonlinear optimization with low memory requirements
Names: e04kfc; nag_opt_handle_solve_bounds_foas
Keywords: bounds; box constraints; CG; conjugate gradient; first order method; maximization; minimizing or maximizing a function; nonlinear objective; optimization
GAMS: G4d, G2e2, G2h3b

First-order active-set method for box constrained nonlinear optimization with low memory requirements
Names: e04kff; nagf_opt_handle_solve_bounds_foas
Keywords: bounds; box constraints; CG; conjugate gradient; first order method; maximization; minimizing or maximizing a function; nonlinear objective; optimization
GAMS: G4d, G2e2, G2h3b

Bound constrained minimum, quasi-Newton algorithm, using first derivatives (easy-to-use)
Names: e04kyf; nagf_opt_bounds_quasi_deriv_easy
Keywords: BFGS, Broyden, Fletcher, Goldfarb and Shanno algorithm; finance; minimization, simple bound constraints; NLP; nonlinear programming; quasi-Newton algorithm
GAMS: G2h1a2

Bound constrained minimum, modified Newton algorithm, using first derivatives (easy-to-use)
Names: e04kzf; nagf_opt_bounds_mod_deriv_easy
Keywords: finance; minimization, simple bound constraints; Newton algorithm; NLP; nonlinear programming
GAMS: G2h1a2

Bound constrained minimum, modified Newton algorithm, using first and second derivatives (comprehensive)
Names: e04lbf; nagf_opt_bounds_mod_deriv2_comp
Keywords: finance; minimization, simple bound constraints; Newton algorithm; NLP; nonlinear programming
GAMS: G2h1a3

Bound constrained minimum, modified Newton algorithm, using first and second derivatives (easy-to-use)
Names: e04lyf; nagf_opt_bounds_mod_deriv2_easy
Keywords: finance; minimization, simple bound constraints; Newton algorithm; NLP; nonlinear programming
GAMS: G2h1a3

Linear programming (LP), dense, active-set method
Names: e04mfa; nagf_opt_lp_solve
Keywords: active-set method; finance; LP, linear programming
GAMS: G2a1, G4d

Linear programming (LP), dense, active-set method
Names: e04mff; nagf_opt_lp_solve_old
Keywords: active-set method; finance; LP, linear programming
GAMS: G2a1, G4d

Linear programming (LP), sparse, simplex
Names: e04mkc; nag_opt_handle_solve_lp_simplex
Keywords: linear programming; LP; simplex
GAMS: G2a2, G4d

Linear programming (LP), sparse, simplex
Names: e04mkf; nagf_opt_handle_solve_lp_simplex
Keywords: linear programming; LP; simplex
GAMS: G2a2, G4d

Linear programming (LP), sparse, interior point method (IPM)
Names: e04mtc; nag_opt_handle_solve_lp_ipm
Keywords: interior point method; ipm; linear programming; LP
GAMS: G2a2, G4d

Linear programming (LP), sparse, interior point method (IPM)
Names: e04mtf; nagf_opt_handle_solve_lp_ipm
Keywords: interior point method; ipm; linear programming; LP
GAMS: G2a2, G4d

Read MPS data file defining LP, QP, MILP or MIQP problem
Names: e04mxc; nag_opt_miqp_mps_read
Keywords: linear programming,integer; LP, linear programming; MPSX format; QP, quadratic programming; service routine
GAMS: G4a

Read MPS data file defining LP, QP, MILP or MIQP problem
Names: e04mxf; nagf_opt_miqp_mps_read
Keywords: linear programming,integer; LP, linear programming; MPSX format; QP, quadratic programming; service routine
GAMS: G4a

Linear programming (LP) convex quadratic programming (QP) or linearly-constrained linear least squares problem, dense
Names: e04nca; nagf_opt_lsq_lincon_solve
Keywords: active-set; convex optimization; data fitting; finance; least squares; nonlinear least squares; QP, quadratic programming
GAMS: D9b1, G2a1, G2e1, G4d

Linear programming (LP) convex quadratic programming (QP) or linearly-constrained linear least squares problem, dense
Names: e04ncf; nagf_opt_lsq_lincon_solve_old
Keywords: active-set; convex optimization; data fitting; finance; least squares; nonlinear least squares; QP, quadratic programming
GAMS: D9b1, G2a1, G2e1, G4d

General (possibly non-convex) quadratic programming (QP), dense, active-set method
Names: e04nfa; nagf_opt_qp_dense_solve
Keywords: active-set method; finance; QP, quadratic programming
GAMS: G2a1, G2e1, G2e2, G4d

General (possibly non-convex) quadratic programming (QP), dense, active-set method
Names: e04nff; nagf_opt_qp_dense_solve_old
Keywords: active-set method; finance; QP, quadratic programming
GAMS: G2a1, G2e1, G2e2, G4d

Linear programming (LP) or convex quadratic programming (QP), sparse, active-set method
Names: e04nka; nagf_opt_qpconvex1_sparse_solve
Keywords: finance; LP, linear programming; QP, quadratic programming; service routine
GAMS: G2a2, G2e1, G2e2, G4d

Linear programming (LP) or convex quadratic programming (QP), sparse, active-set method
Names: e04nkf; nagf_opt_qpconvex1_sparse_solve_old
Keywords: finance; LP, linear programming; QP, quadratic programming; service routine
GAMS: G2a2, G2e1, G2e2, G4d

Linear programming (LP) or convex quadratic programming (QP), sparse, active-set method, recommended
Names: e04nqc; nag_opt_sparse_convex_qp_solve
Keywords: active-set method; finance; LP, linear programming; QP, quadratic programming; service routine; sparse convex QP prolem
GAMS: G2a2, G2e1, G2e2, G4d

Linear programming (LP) or convex quadratic programming (QP), sparse, active-set method, recommended
Names: e04nqf; nagf_opt_qpconvex2_sparse_solve
Keywords: active-set method; finance; LP, linear programming; QP, quadratic programming; service routine; sparse convex QP prolem
GAMS: G2a2, G2e1, G2e2, G4d

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
Names: e04pcc; nag_opt_bnd_lin_lsq
Keywords: BVLS, bounded variable least squares; data fitting; finance; NNLS, non-negative least squares; nonlinear least squares; non-negative least squares
GAMS: K1a2

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
Names: e04pcf; nagf_opt_bnd_lin_lsq
Keywords: BVLS, bounded variable least squares; data fitting; finance; NNLS, non-negative least squares; nonlinear least squares; non-negative least squares
GAMS: K1a2

Solve Second-order Cone Programming (SOCP) and other convex related problems, such as, quadratically constrained quadratic programming (QCQP), quadratic programming (QP), sparse, interior point method (IPM)
Names: e04ptc; nag_opt_handle_solve_socp_ipm
Keywords: conic; interior point method; ipm; minimizing or maximizing a function; optimization; quadratic cone; rotated quadratic cone; second-order cone programming; SOCP
GAMS: G2

Solve Second-order Cone Programming (SOCP) and other convex related problems, such as, quadratically constrained quadratic programming (QCQP), quadratic programming (QP), sparse, interior point method (IPM)
Names: e04ptf; nagf_opt_handle_solve_socp_ipm
Keywords: conic; interior point method; ipm; minimizing or maximizing a function; optimization; quadratic cone; rotated quadratic cone; second-order cone programming; SOCP
GAMS: G2

Set a property for a set of variables, such as integrality
Names: e04rcc; nag_opt_handle_set_property
Keywords: binary variable; integer variable; mixed integer
GAMS: G4f

Set a property for a set of variables, such as integrality
Names: e04rcf; nagf_opt_handle_set_property
Keywords: binary variable; integer variable; mixed integer
GAMS: G4f

Retrieve or write a piece of integer information in a problem handle initialized by e04rac
Names: e04rwc; nag_opt_handle_set_get_integer
Keywords: get information; set information
GAMS: G4f

Retrieve or write a piece of integer information in a problem handle initialized by e04raf
Names: e04rwf; nagf_opt_handle_set_get_integer
Keywords: get information; set information
GAMS: G4f

Retrieve or write a piece of real information in a problem handle initialized by e04rac
Names: e04rxc; nag_opt_handle_set_get_real
Keywords: get information; set information
GAMS: G4f

Retrieve or write a piece of real information in a problem handle initialized by e04raf
Names: e04rxf; nagf_opt_handle_set_get_real
Keywords: get information; set information
GAMS: G4f

Load a problem from a file to a new handle for the NAG optimization modelling suite; supported formats: extended MPS, SDPA
Names: e04sac; nag_opt_handle_read_file
Keywords: conic; file input; linear matrix inequality; linear programming; LMI; LP, linear programming; matrix constraints; MPSX format; QP, quadratic programming; SDP; SDPA format; second-order cone programming; semidefinite programming; service routine; SOCP
GAMS: G4a

Load a problem from a file to a new handle for the NAG optimization modelling suite; supported formats: extended MPS, SDPA
Names: e04saf; nagf_opt_handle_read_file
Keywords: conic; file input; linear matrix inequality; linear programming; LMI; LP, linear programming; matrix constraints; MPSX format; QP, quadratic programming; SDP; SDPA format; second-order cone programming; semidefinite programming; service routine; SOCP
GAMS: G4a

Active-set sequential quadratic programming (SQP) method for sparse nonlinear programming (NLP) problems
Names: e04src; nag_opt_handle_solve_ssqp
Keywords: maximization; minimizing or maximizing a function; NLP; nonlinear programming; optimization; sequential quadratic programming; SQP
GAMS: G4d, G2e2, G2h3b

Active-set sequential quadratic programming (SQP) method for sparse nonlinear programming (NLP) problems
Names: e04srf; nagf_opt_handle_solve_ssqp
Keywords: maximization; minimizing or maximizing a function; NLP; nonlinear programming; optimization; sequential quadratic programming; SQP
GAMS: G4d, G2e2, G2h3b

Interior point method (IPM) for sparse nonlinear programming (NLP) problems
Names: e04stc; nag_opt_handle_solve_ipopt
Keywords: interior point method; IPM; IPOPT; least squares fitting; maximization; minimizing or maximizing a function; NLP; nonlinear programming; optimization
GAMS: G4d, G2e2, G2h3b

Interior point method (IPM) for sparse nonlinear programming (NLP) problems
Names: e04stf; nag_opt_handle_solve_ipopt
Keywords: interior point method; IPM; IPOPT; least squares fitting; maximization; minimizing or maximizing a function; NLP; nonlinear programming; optimization
GAMS: G4d, G2e2, G2h3b

Solver for semidefinite programming (SDP) problems and SDP with bilinear matrix inequalities (BMI)
Names: e04svc; nag_opt_handle_solve_pennon
Keywords: bilinear matrix inequality; BMI; generalized augmented Lagrangian method; Lagrangian; least squares fitting; linear matrix inequality; LMI; matrix constraints; maximization; minimizing or maximizing a function; monitoring information; optimization; SDP; semidefinite programming
GAMS: G4d, G2h3b

Solver for semidefinite programming (SDP) problems and SDP with bilinear matrix inequalities (BMI)
Names: e04svf; nagf_opt_handle_solve_pennon
Keywords: bilinear matrix inequality; BMI; generalized augmented Lagrangian method; Lagrangian; least squares fitting; linear matrix inequality; LMI; matrix constraints; maximization; minimizing or maximizing a function; monitoring information; optimization; SDP; semidefinite programming
GAMS: G4d, G2h3b

Enable components of the model which were previously disabled by e04tcc
Names: e04tbc; nag_opt_handle_enable
Keywords: enable component; least squares fitting; maximization; minimizing or maximizing a function; optimization
GAMS: G4f

Enable components of the model which were previously disabled by e04tcf
Names: e04tbf; nagf_opt_handle_enable
Keywords: enable component; least squares fitting; maximization; minimizing or maximizing a function; optimization
GAMS: G4f

Disable components in the problem initialized by e04rac
Names: e04tcc; nag_opt_handle_disable
Keywords: delete component; disable component; least squares fitting; maximization; minimizing or maximizing a function; optimization; remove component
GAMS: G4f

Disable components in the problem initialized by e04raf
Names: e04tcf; nagf_opt_handle_disable
Keywords: delete component; disable component; least squares fitting; maximization; minimizing or maximizing a function; optimization; remove component
GAMS: G4f

Nonlinear programming (NLP), dense, active-set SQP method, using function values and optionally first derivatives, recommended
Names: e04uca; nagf_opt_nlp1_solve
Keywords: dense; finance; minimization, nonlinear constraints; NLP; nonlinear programming; sequential QP method; SQP
GAMS: G2h1a1, G2h1a2, G2h2a1, G2h2a2, G2h3a1, G2h3b1a, G2h3b1b, G4d

Nonlinear programming (NLP), dense, active-set SQP method, using function values and optionally first derivatives, recommended
Names: e04ucf; nagf_opt_nlp1_solve_old
Keywords: dense; finance; minimization, nonlinear constraints; NLP; nonlinear programming; sequential QP method; SQP
GAMS: G2h1a1, G2h1a2, G2h2a1, G2h2a2, G2h3a1, G2h3b1a, G2h3b1b, G4d

Nonlinear programming (NLP), dense, active-set, SQP method, using function values and optionally first derivatives (reverse communication, comprehensive)
Names: e04ufc; nag_opt_nlp_revcomm
Keywords: dense; finance; minimization, nonlinear constraints; NLP; nonlinear programming; sequential QP method; SQP
GAMS: G2h1a1, G2h1a2, G2h2a1, G2h2a2, G2h3a1, G2h3b1a, G2h3b1b, G4d

Nonlinear programming (NLP), dense, active-set, SQP method, using function values and optionally first derivatives (reverse communication, comprehensive)
Names: e04ufa; nagf_opt_nlp1_rcomm
Keywords: dense; finance; minimization, nonlinear constraints; NLP; nonlinear programming; sequential QP method; SQP
GAMS: G2h1a1, G2h1a2, G2h2a1, G2h2a2, G2h3a1, G2h3b1a, G2h3b1b, G4d

Nonlinear programming (NLP), dense, active-set, SQP method, using function values and optionally first derivatives (reverse communication, comprehensive)
Names: e04uff; nagf_opt_nlp1_rcomm_old
Keywords: dense; finance; minimization, nonlinear constraints; NLP; nonlinear programming; sequential QP method; SQP
GAMS: G2h1a1, G2h1a2, G2h2a1, G2h2a2, G2h3a1, G2h3b1a, G2h3b1b, G4d

Nonlinear programming (NLP), sparse, active-set SQP method, using function values and optionally first derivatives
Names: e04uga; nagf_opt_nlp1_sparse_solve
Keywords: finance; minimization, nonlinear constraints; NLP; nonlinear programming; sequential QP method; SQP
GAMS: G2a2, G2e1, G2e2, G4d

Nonlinear programming (NLP), sparse, active-set SQP method, using function values and optionally first derivatives
Names: e04ugf; nagf_opt_nlp1_sparse_solve_old
Keywords: finance; minimization, nonlinear constraints; NLP; nonlinear programming; sequential QP method; SQP
GAMS: G2a2, G2e1, G2e2, G4d

Minimum of a sum of squares, nonlinear constraints, dense, active-set SQP method, using function values and optionally first derivatives
Names: e04usa; nagf_opt_lsq_gencon_deriv
Keywords: data fitting; finance; minimization, nonlinear constraints; NLP; nonlinear least squares; nonlinear programming; quasi-Newton approximation; sequential QP method; sum of squares
GAMS: G2h1a1, G2h1a2, G2h2a1, G2h2a2, G2h3b1a, G2h3a1, G2h3b1b, G4d, K1b2b, L8e1b2

Minimum of a sum of squares, nonlinear constraints, dense, active-set SQP method, using function values and optionally first derivatives
Names: e04usf; nagf_opt_lsq_gencon_deriv_old
Keywords: data fitting; finance; minimization, nonlinear constraints; NLP; nonlinear least squares; nonlinear programming; quasi-Newton approximation; sequential QP method; sum of squares
GAMS: G2h1a1, G2h1a2, G2h2a1, G2h2a2, G2h3b1a, G2h3a1, G2h3b1b, G4d, K1b2b, L8e1b2

Nonlinear programming (NLP), sparse, active-set SQP method, using function values and optionally first derivatives, recommended
Names: e04vhc; nag_opt_sparse_nlp_solve
Keywords: finance; LP, linear programming; minimization, nonlinear constraints; NLP; nonlinear programming; quasi-Newton algorithm; sequential QP method; simplex algorithm; SQP
GAMS: G2a2, G2e1, G2e2, G4d

Nonlinear programming (NLP), sparse, active-set SQP method, using function values and optionally first derivatives, recommended
Names: e04vhf; nagf_opt_nlp2_sparse_solve
Keywords: finance; LP, linear programming; minimization, nonlinear constraints; NLP; nonlinear programming; quasi-Newton algorithm; sequential QP method; simplex algorithm; SQP
GAMS: G2a2, G2e1, G2e2, G4d

Determine the pattern of nonzeros in the Jacobian matrix for e04vhc
Names: e04vjc; nag_opt_sparse_nlp_jacobian
Keywords: finance; minimization, nonlinear constraints; sparsity structure; SQP
GAMS: G4f

Determine the pattern of nonzeros in the Jacobian matrix for e04vhf
Names: e04vjf; nagf_opt_nlp2_sparse_jacobian
Keywords: finance; minimization, nonlinear constraints; sparsity structure; SQP
GAMS: G4f

Nonlinear programming (NLP), dense, active-set SQP method, using function values and optionally first derivatives
Names: e04wdc; nag_opt_nlp_solve
Keywords: dense; finance; minimization, nonlinear constraints; NLP; nonlinear programming; sequential QP method; SQP
GAMS: G2h1a1, G2h1a2, G2h2a1, G2h2a2, G2h3a1, G2h3b1a, G2h3b1b, G4d

Nonlinear programming (NLP), dense, active-set SQP method, using function values and optionally first derivatives
Names: e04wdf; nagf_opt_nlp2_solve
Keywords: dense; finance; minimization, nonlinear constraints; NLP; nonlinear programming; sequential QP method; SQP
GAMS: G2h1a1, G2h1a2, G2h2a1, G2h2a2, G2h3a1, G2h3b1a, G2h3b1b, G4d

Check user's routine for calculating Jacobian of first derivatives
Names: e04yaf; nagf_opt_lsq_check_deriv
Keywords: finance; Jacobian estimation; service routine
GAMS: G4c

Check user's routine for calculating Hessian of a sum of squares
Names: e04ybf; nagf_opt_lsq_check_hessian
Keywords: finance; Hessian estimation; service routine
GAMS: G4c

Covariance matrix for nonlinear least squares problem (unconstrained)
Names: e04ycf; nagf_opt_lsq_uncon_covariance
Keywords: covariance matrix; nonlinear least squares; service routine
GAMS: L8e1b

Initialization routine for e05jbc
Names: e05jac; nag_glopt_bnd_mcs_init
Keywords: minimization, simple bound constraints; options, computational
GAMS: G4f

Initialization routine for e05jbf
Names: e05jaf; nagf_glopt_bnd_mcs_init
Keywords: minimization, simple bound constraints; options, computational
GAMS: G4f

Global optimization by multi-level coordinate search, simple bounds, using function values only
Names: e05jbc; nag_glopt_bnd_mcs_solve
Keywords: finance; minimization, simple bound constraints; multi-level coordinate search; options, computational
GAMS: G2i

Global optimization by multi-level coordinate search, simple bounds, using function values only
Names: e05jbf; nagf_glopt_bnd_mcs_solve
Keywords: finance; minimization, simple bound constraints; multi-level coordinate search; options, computational
GAMS: G2i

Supply optional parameter values for e05jbc from external file
Names: e05jcc; nag_glopt_bnd_mcs_optset_file
Keywords: minimization, simple bound constraints; options, computational
GAMS: G4f

Supply optional parameter values for e05jbf from external file
Names: e05jcf; nagf_glopt_bnd_mcs_optset_file
Keywords: minimization, simple bound constraints; options, computational
GAMS: G4f

Set a single optional parameter for e05jbc from a character string
Names: e05jdc; nag_glopt_bnd_mcs_optset_string
Keywords: minimization, simple bound constraints; options, computational
GAMS: G4f

Set a single optional parameter for e05jbf from a character string
Names: e05jdf; nagf_glopt_bnd_mcs_optset_string
Keywords: minimization, simple bound constraints; options, computational
GAMS: G4f

Set a single optional parameter for e05jbc from an ‘ON’/‘OFF’-valued character argument
Names: e05jec; nag_glopt_bnd_mcs_optset_char
Keywords: minimization, simple bound constraints; options, computational
GAMS: G4f

Set a single optional parameter for e05jbf from an ‘ON’/‘OFF’-valued character argument
Names: e05jef; nagf_glopt_bnd_mcs_optset_char
Keywords: minimization, simple bound constraints; options, computational
GAMS: G4f

Set a single optional parameter for e05jbc from an integer argument
Names: e05jfc; nag_glopt_bnd_mcs_optset_int
Keywords: minimization, simple bound constraints; options, computational
GAMS: G4f

Set a single optional parameter for e05jbf from an integer argument
Names: e05jff; nagf_glopt_bnd_mcs_optset_int
Keywords: minimization, simple bound constraints; options, computational
GAMS: G4f

Set a single optional parameter for e05jbc from a real argument
Names: e05jgc; nag_glopt_bnd_mcs_optset_real
Keywords: minimization, simple bound constraints; options, computational
GAMS: G4f

Set a single optional parameter for e05jbf from a real argument
Names: e05jgf; nagf_glopt_bnd_mcs_optset_real
Keywords: minimization, simple bound constraints; options, computational
GAMS: G4f

Bound-constrained global optimization by multi-level coordinate search, using function values only
Names: e05kbc; nag_glopt_handle_solve_mcs
Keywords: finance; minimization, simple bound constraints; multi-level coordinate search; options, computational
GAMS: G2i

Bound-constrained global optimization by multi-level coordinate search, using function values only
Names: e05kbf; nagf_glopt_handle_solve_mcs
Keywords: finance; minimization, simple bound constraints; multi-level coordinate search; options, computational
GAMS: G2i

Global optimization using particle swarm algorithm (PSO), bound constraints only
Names: e05sac; nag_glopt_bnd_pso
Keywords: minimization, simple bound constraints; particle swarm algorithm; PSO, particle swarm algorithm
GAMS: G1b2

Global optimization using particle swarm algorithm (PSO), bound constraints only
Names: e05saf; nagf_glopt_bnd_pso
Keywords: minimization, simple bound constraints; particle swarm algorithm; PSO, particle swarm algorithm
GAMS: G1b2

Global optimization using particle swarm algorithm (PSO), comprehensive
Names: e05sbc; nag_glopt_nlp_pso
Keywords: minimization, nonlinear constraints; particle swarm algorithm; PSO, particle swarm algorithm
GAMS: G2h3b2

Global optimization using particle swarm algorithm (PSO), comprehensive
Names: e05sbf; nagf_glopt_nlp_pso
Keywords: minimization, nonlinear constraints; particle swarm algorithm; PSO, particle swarm algorithm
GAMS: G2h3b2

Global optimization using multi-start, nonlinear constraints
Names: e05ucc; nag_glopt_nlp_multistart_sqp
Keywords: finance; minimization, nonlinear constraints; multi-start algorithm; sequential QP method
GAMS: G2i

Global optimization using multi-start, nonlinear constraints
Names: e05ucf; nagf_glopt_nlp_multistart_sqp
Keywords: finance; minimization, nonlinear constraints; multi-start algorithm; sequential QP method
GAMS: G2i

Global optimization of a sum of squares problem using multi-start, nonlinear constraints
Names: e05usc; nag_glopt_nlp_multistart_sqp_lsq
Keywords: finance; multi-start algorithm; sequential QP method; sum of squares
GAMS: G2i

Global optimization of a sum of squares problem using multi-start, nonlinear constraints
Names: e05usf; nagf_glopt_nlp_multistart_sqp_lsq
Keywords: finance; multi-start algorithm; sequential QP method; sum of squares
GAMS: G2i

Option setting routine for e05sac, e05sbc, e05ucc and e05usc
Names: e05zkc; nag_glopt_opt_set
Keywords: options, computational
GAMS: G4f

Option setting routine for e05saf, e05sbf, e05ucf and e05usf
Names: e05zkf; nagf_glopt_optset
Keywords: options, computational
GAMS: G4f

Inverse of real symmetric positive definite matrix using iterative refinement
Names: f01abf; nagf_matop_real_symm_posdef_inv
Keywords: inverse, matrix; matrix inverse; real, positive definite, symmetric matrix
GAMS: D2b1b

Inverse of real symmetric positive definite matrix
Names: f01adf; nagf_matop_real_symm_posdef_inv_noref
Keywords: inverse, matrix; matrix inverse; real, positive definite, symmetric matrix
GAMS: D2b1b

Multiplication of real matrices
Names: f01ckf; nagf_matop_real_gen_matmul
Keywords: multiply, matrix; real, nonsymmetric matrix
GAMS: D1b6

Sum or difference of two real matrices, optional scaling and transposition
Names: f01ctf; nagf_matop_real_addsub
Keywords: real, nonsymmetric matrix; sum, matrix; transpose, matrix
GAMS: D1b3, D1b5

Sum or difference of two complex matrices, optional scaling and transposition
Names: f01cwf; nagf_matop_complex_addsub
Keywords: complex, nonsymmetric matrix; sum, matrix; transpose, matrix
GAMS: D1b3, D1b5

Matrix-matrix product, two real triangular matrices, update third matrix
Names: f01dfc; nag_matop_real_tri_matmul
Keywords: multiply, matrix; real, m×n matrix
GAMS: D1b6

Matrix-matrix product, two real triangular matrices, update third matrix
Names: f01dff; nagf_matop_real_tri_matmul
Keywords: multiply, matrix; real, m×n matrix
GAMS: D1b6

Matrix-matrix product, two real lower or upper triangular matrices
Names: f01dgc; nag_matop_real_tri_matmul_inplace
Keywords: multiply, matrix; real, m×n matrix; real, triangular matrix
GAMS: D1b6

Matrix-matrix product, two real lower or upper triangular matrices
Names: f01dgf; nagf_matop_real_tri_matmul_inplace
Keywords: multiply, matrix; real, m×n matrix; real, triangular matrix
GAMS: D1b6

Matrix-matrix product, two complex triangular matrices, update third matrix
Names: f01dtc; nag_matop_complex_tri_matmul
Keywords: complex, m×n matrix; multiply, matrix
GAMS: D1b6

Matrix-matrix product, two complex triangular matrices, update third matrix
Names: f01dtf; nagf_matop_complex_tri_matmul
Keywords: complex, m×n matrix; multiply, matrix
GAMS: D1b6

Matrix-matrix product, two complex lower or upper triangular matrices
Names: f01duc; nag_matop_complex_tri_matmul_inplace
Keywords: complex, m×n matrix; complex, triangular matrix; multiply, matrix
GAMS: D1b6

Matrix-matrix product, two complex lower or upper triangular matrices
Names: f01duf; nagf_matop_complex_tri_matmul_inplace
Keywords: complex, m×n matrix; complex, triangular matrix; multiply, matrix
GAMS: D1b6

Real matrix exponential
Names: f01ecc; nag_real_gen_matrix_exp
Keywords: exponential, matrix; matrix exponential; real, nonsymmetric matrix
GAMS: D8

Real matrix exponential
Names: f01ecf; nagf_matop_real_gen_matrix_exp
Keywords: exponential, matrix; matrix exponential; real, nonsymmetric matrix
GAMS: D8

Real symmetric matrix exponential
Names: f01edc; nag_real_symm_matrix_exp
Keywords: exponential, matrix; finance; matrix exponential; real, indefinite, symmetric matrix
GAMS: D8

Real symmetric matrix exponential
Names: f01edf; nagf_matop_real_symm_matrix_exp
Keywords: exponential, matrix; finance; matrix exponential; real, indefinite, symmetric matrix
GAMS: D8

Function of a real symmetric matrix
Names: f01efc; nag_matop_real_symm_matrix_fun
Keywords: finance; functions, matrix; matrix functions; real, indefinite, symmetric matrix
GAMS: D8

Function of a real symmetric matrix
Names: f01eff; nagf_matop_real_symm_matrix_fun
Keywords: finance; functions, matrix; matrix functions; real, indefinite, symmetric matrix
GAMS: D8

Real matrix logarithm
Names: f01ejc; nag_matop_real_gen_matrix_log
Keywords: logarithm, matrix; matrix logarithm; real, nonsymmetric matrix
GAMS: D8

Real matrix logarithm
Names: f01ejf; nagf_matop_real_gen_matrix_log
Keywords: logarithm, matrix; matrix logarithm; real, nonsymmetric matrix
GAMS: D8

Exponential, sine, cosine, sinh or cosh of a real matrix (Schur–Parlett algorithm)
Names: f01ekc; nag_matop_real_gen_matrix_fun_std
Keywords: cosh, matrix; cosine, matrix; exponential, matrix; functions, matrix; real, nonsymmetric matrix; sine, matrix; sinh, matrix
GAMS: D8

Exponential, sine, cosine, sinh or cosh of a real matrix (Schur–Parlett algorithm)
Names: f01ekf; nagf_matop_real_gen_matrix_fun_std
Keywords: cosh, matrix; cosine, matrix; exponential, matrix; functions, matrix; real, nonsymmetric matrix; sine, matrix; sinh, matrix
GAMS: D8

Function of a real matrix (using numerical differentiation)
Names: f01elc; nag_matop_real_gen_matrix_fun_num
Keywords: functions, matrix; matrix functions; real, nonsymmetric matrix
GAMS: D8

Function of a real matrix (using numerical differentiation)
Names: f01elf; nagf_matop_real_gen_matrix_fun_num
Keywords: functions, matrix; matrix functions; real, nonsymmetric matrix
GAMS: D8

Function of a real matrix (using user-supplied derivatives)
Names: f01emc; nag_matop_real_gen_matrix_fun_usd
Keywords: functions, matrix; matrix functions; real, nonsymmetric matrix
GAMS: D8

Function of a real matrix (using user-supplied derivatives)
Names: f01emf; nagf_matop_real_gen_matrix_fun_usd
Keywords: functions, matrix; matrix functions; real, nonsymmetric matrix
GAMS: D8

Real matrix square root
Names: f01enc; nag_matop_real_gen_matrix_sqrt
Keywords: real, nonsymmetric matrix
GAMS: D8

Real matrix square root
Names: f01enf; nagf_matop_real_gen_matrix_sqrt
Keywords: real, nonsymmetric matrix
GAMS: D8

Real upper quasi-triangular matrix square root
Names: f01epc; nag_matop_real_tri_matrix_sqrt
Keywords: real, quasi-triangular matrix
GAMS: D8

Real upper quasi-triangular matrix square root
Names: f01epf; nagf_matop_real_tri_matrix_sqrt
Keywords: real, quasi-triangular matrix
GAMS: D8

General power of a real matrix
Names: f01eqc; nag_matop_real_gen_matrix_pow
Keywords: general power; matrix operations including inversion
GAMS: D8

General power of a real matrix
Names: f01eqf; nagf_matop_real_gen_matrix_pow
Keywords: general power; matrix operations including inversion
GAMS: D8

Complex matrix exponential
Names: f01fcc; nag_matop_complex_gen_matrix_exp
Keywords: complex, nonsymmetric matrix; exponential, matrix; finance; matrix exponential
GAMS: D8

Complex matrix exponential
Names: f01fcf; nagf_matop_complex_gen_matrix_exp
Keywords: complex, nonsymmetric matrix; exponential, matrix; finance; matrix exponential
GAMS: D8

Complex Hermitian matrix exponential
Names: f01fdc; nag_matop_complex_herm_matrix_exp
Keywords: complex, Hermitian, indefinite matrix; exponential, matrix; finance; matrix exponential
GAMS: D8

Complex Hermitian matrix exponential
Names: f01fdf; nagf_matop_complex_herm_matrix_exp
Keywords: complex, Hermitian, indefinite matrix; exponential, matrix; finance; matrix exponential
GAMS: D8

Function of a complex Hermitian matrix
Names: f01ffc; nag_matop_complex_herm_matrix_fun
Keywords: complex, Hermitian, indefinite matrix; finance; functions, matrix; matrix functions
GAMS: D8

Function of a complex Hermitian matrix
Names: f01fff; nagf_matop_complex_herm_matrix_fun
Keywords: complex, Hermitian, indefinite matrix; finance; functions, matrix; matrix functions
GAMS: D8

Complex matrix logarithm
Names: f01fjc; nag_matop_complex_gen_matrix_log
Keywords: complex, nonsymmetric matrix; logarithm, matrix; matrix logarithm
GAMS: D8

Complex matrix logarithm
Names: f01fjf; nagf_matop_complex_gen_matrix_log
Keywords: complex, nonsymmetric matrix; logarithm, matrix; matrix logarithm
GAMS: D8

Exponential, sine, cosine, sinh or cosh of a complex matrix (Schur–Parlett algorithm)
Names: f01fkc; nag_matop_complex_gen_matrix_fun_std
Keywords: complex, nonsymmetric matrix; cosh, matrix; cosine, matrix; exponential, matrix; functions, matrix; sine, matrix; sinh, matrix
GAMS: D8

Exponential, sine, cosine, sinh or cosh of a complex matrix (Schur–Parlett algorithm)
Names: f01fkf; nagf_matop_complex_gen_matrix_fun_std
Keywords: complex, nonsymmetric matrix; cosh, matrix; cosine, matrix; exponential, matrix; functions, matrix; sine, matrix; sinh, matrix
GAMS: D8

Function of a complex matrix (using numerical differentiation)
Names: f01flc; nag_matop_complex_gen_matrix_fun_num
Keywords: complex, nonsymmetric matrix; functions, matrix; matrix functions
GAMS: D8

Function of a complex matrix (using numerical differentiation)
Names: f01flf; nagf_matop_complex_gen_matrix_fun_num
Keywords: complex, nonsymmetric matrix; functions, matrix; matrix functions
GAMS: D8

Function of a complex matrix (using user-supplied derivatives)
Names: f01fmc; nag_matop_complex_gen_matrix_fun_usd
Keywords: complex, nonsymmetric matrix; functions, matrix; matrix functions
GAMS: D8

Function of a complex matrix (using user-supplied derivatives)
Names: f01fmf; nagf_matop_complex_gen_matrix_fun_usd
Keywords: complex, nonsymmetric matrix; functions, matrix; matrix functions
GAMS: D8

Complex matrix square root
Names: f01fnc; nag_matop_complex_gen_matrix_sqrt
Keywords: complex, nonsymmetric matrix
GAMS: D8

Complex matrix square root
Names: f01fnf; nagf_matop_complex_gen_matrix_sqrt
Keywords: complex, nonsymmetric matrix
GAMS: D8

Complex upper triangular matrix square root
Names: f01fpc; nag_matop_complex_tri_matrix_sqrt
Keywords: complex, triangular matrix
GAMS: D8

Complex upper triangular matrix square root
Names: f01fpf; nagf_matop_complex_tri_matrix_sqrt
Keywords: complex, triangular matrix
GAMS: D8

General power of a complex matrix
Names: f01fqc; nag_matop_complex_gen_matrix_pow
Keywords: eigenvalues and eigenvectors; general power; matrix operations including inversion
GAMS: D8

General power of a complex matrix
Names: f01fqf; nagf_matop_complex_gen_matrix_pow
Keywords: eigenvalues and eigenvectors; general power; matrix operations including inversion
GAMS: D8

Action of a real matrix exponential on a real matrix
Names: f01gac; nag_matop_real_gen_matrix_actexp
Keywords: exponential, matrix; matrix exponential; product, matrices; real, nonsymmetric matrix
GAMS: D8

Action of a real matrix exponential on a real matrix
Names: f01gaf; nagf_matop_real_gen_matrix_actexp
Keywords: exponential, matrix; matrix exponential; product, matrices; real, nonsymmetric matrix
GAMS: D8

Action of a real matrix exponential on a real matrix (reverse communication)
Names: f01gbc; nag_matop_real_gen_matrix_actexp_rcomm
Keywords: exponential, matrix; matrix exponential; product, matrices; real, nonsymmetric matrix
GAMS: D8

Action of a real matrix exponential on a real matrix (reverse communication)
Names: f01gbf; nagf_matop_real_gen_matrix_actexp_rcomm
Keywords: exponential, matrix; matrix exponential; product, matrices; real, nonsymmetric matrix
GAMS: D8

Action of a complex matrix exponential on a complex matrix
Names: f01hac; nag_matop_complex_gen_matrix_actexp
Keywords: complex, nonsymmetric matrix; exponential, matrix; matrix exponential; product, matrices
GAMS: D8

Action of a complex matrix exponential on a complex matrix
Names: f01haf; nagf_matop_complex_gen_matrix_actexp
Keywords: complex, nonsymmetric matrix; exponential, matrix; matrix exponential; product, matrices
GAMS: D8

Action of a complex matrix exponential on a complex matrix (reverse communication)
Names: f01hbc; nag_matop_complex_gen_matrix_actexp_rcomm
Keywords: complex, nonsymmetric matrix; exponential, matrix; matrix exponential; product, matrices
GAMS: D8

Action of a complex matrix exponential on a complex matrix (reverse communication)
Names: f01hbf; nagf_matop_complex_gen_matrix_actexp_rcomm
Keywords: complex, nonsymmetric matrix; exponential, matrix; matrix exponential; product, matrices
GAMS: D8

Condition number for the exponential, logarithm, sine, cosine, sinh or cosh of a real matrix
Names: f01jac; nag_matop_real_gen_matrix_cond_std
Keywords: condition number, matrix; cosh, matrix; cosine, matrix; exponential, matrix; logarithm, matrix; real, nonsymmetric matrix; sine, matrix; sinh, matrix
GAMS: D8

Condition number for the exponential, logarithm, sine, cosine, sinh or cosh of a real matrix
Names: f01jaf; nagf_matop_real_gen_matrix_cond_std
Keywords: condition number, matrix; cosh, matrix; cosine, matrix; exponential, matrix; logarithm, matrix; real, nonsymmetric matrix; sine, matrix; sinh, matrix
GAMS: D8

Condition number for a function of a real matrix (using numerical differentiation)
Names: f01jbc; nag_matop_real_gen_matrix_cond_num
Keywords: condition number, matrix; matrix functions; real, nonsymmetric matrix
GAMS: D8

Condition number for a function of a real matrix (using numerical differentiation)
Names: f01jbf; nagf_matop_real_gen_matrix_cond_num
Keywords: condition number, matrix; matrix functions; real, nonsymmetric matrix
GAMS: D8

Condition number for a function of a real matrix (using user-supplied derivatives)
Names: f01jcc; nag_matop_real_gen_matrix_cond_usd
Keywords: condition number, matrix; matrix functions; real, nonsymmetric matrix
GAMS: D8

Condition number for a function of a real matrix (using user-supplied derivatives)
Names: f01jcf; nagf_matop_real_gen_matrix_cond_usd
Keywords: condition number, matrix; matrix functions; real, nonsymmetric matrix
GAMS: D8

Condition number for square root of real matrix
Names: f01jdc; nag_matop_real_gen_matrix_cond_sqrt
Keywords: condition number; real, nonsymmetric matrix
GAMS: D8

Condition number for square root of real matrix
Names: f01jdf; nagf_matop_real_gen_matrix_cond_sqrt
Keywords: condition number; real, nonsymmetric matrix
GAMS: D8

Condition number for real matrix power
Names: f01jec; nag_matop_real_gen_matrix_cond_pow
Keywords: condition number; matrix operations including inversion
GAMS: D8

Condition number for real matrix power
Names: f01jef; nagf_matop_real_gen_matrix_cond_pow
Keywords: condition number; matrix operations including inversion
GAMS: D8

Fréchet derivative of real matrix power
Names: f01jfc; nag_matop_real_gen_matrix_frcht_pow
Keywords: Fréchet derivative; matrix operations including inversion
GAMS: D8

Fréchet derivative of real matrix power
Names: f01jff; nagf_matop_real_gen_matrix_frcht_pow
Keywords: Fréchet derivative; matrix operations including inversion
GAMS: D8

Condition number for real matrix exponential
Names: f01jgc; nag_matop_real_gen_matrix_cond_exp
Keywords: condition number; real, nonsymmetric matrix
GAMS: D8

Condition number for real matrix exponential
Names: f01jgf; nagf_matop_real_gen_matrix_cond_exp
Keywords: condition number; real, nonsymmetric matrix
GAMS: D8

Fréchet derivative of real matrix exponential
Names: f01jhc; nag_matop_real_gen_matrix_frcht_exp
Keywords: Fréchet derivative; real, nonsymmetric matrix
GAMS: D8

Fréchet derivative of real matrix exponential
Names: f01jhf; nagf_matop_real_gen_matrix_frcht_exp
Keywords: Fréchet derivative; real, nonsymmetric matrix
GAMS: D8

Condition number for real matrix logarithm
Names: f01jjc; nag_matop_real_gen_matrix_cond_log
Keywords: condition number; real, nonsymmetric matrix
GAMS: D8

Condition number for real matrix logarithm
Names: f01jjf; nagf_matop_real_gen_matrix_cond_log
Keywords: condition number; real, nonsymmetric matrix
GAMS: D8

Fréchet derivative of real matrix logarithm
Names: f01jkc; nag_matop_real_gen_matrix_frcht_log
Keywords: Fréchet derivative; real, nonsymmetric matrix
GAMS: D8

Fréchet derivative of real matrix logarithm
Names: f01jkf; nagf_matop_real_gen_matrix_frcht_log
Keywords: Fréchet derivative; real, nonsymmetric matrix
GAMS: D8

Condition number for the exponential, logarithm, sine, cosine, sinh or cosh of a complex matrix
Names: f01kac; nag_matop_complex_gen_matrix_cond_std
Keywords: complex, nonsymmetric matrix; condition number, matrix; cosh, matrix; cosine, matrix; exponential, matrix; logarithm, matrix; sine, matrix; sinh, matrix
GAMS: D8

Condition number for the exponential, logarithm, sine, cosine, sinh or cosh of a complex matrix
Names: f01kaf; nagf_matop_complex_gen_matrix_cond_std
Keywords: complex, nonsymmetric matrix; condition number, matrix; cosh, matrix; cosine, matrix; exponential, matrix; logarithm, matrix; sine, matrix; sinh, matrix
GAMS: D8

Condition number for a function of a complex matrix (using numerical differentiation)
Names: f01kbc; nag_matop_complex_gen_matrix_cond_num
Keywords: complex, nonsymmetric matrix; condition number, matrix; matrix functions
GAMS: D8

Condition number for a function of a complex matrix (using numerical differentiation)
Names: f01kbf; nagf_matop_complex_gen_matrix_cond_num
Keywords: complex, nonsymmetric matrix; condition number, matrix; matrix functions
GAMS: D8

Condition number for a function of a complex matrix (using user-supplied derivatives)
Names: f01kcc; nag_matop_complex_gen_matrix_cond_usd
Keywords: complex, nonsymmetric matrix; condition number, matrix; matrix functions
GAMS: D8

Condition number for a function of a complex matrix (using user-supplied derivatives)
Names: f01kcf; nagf_matop_complex_gen_matrix_cond_usd
Keywords: complex, nonsymmetric matrix; condition number, matrix; matrix functions
GAMS: D8

Condition number for square root of complex matrix
Names: f01kdc; nag_matop_complex_gen_matrix_cond_sqrt
Keywords: complex, nonsymmetric matrix; condition number
GAMS: D8

Condition number for square root of complex matrix
Names: f01kdf; nagf_matop_complex_gen_matrix_cond_sqrt
Keywords: complex, nonsymmetric matrix; condition number
GAMS: D8

Condition number for complex matrix power
Names: f01kec; nag_matop_complex_gen_matrix_cond_pow
Keywords: condition number; eigenvalues and eigenvectors; matrix operations including inversion
GAMS: D8

Condition number for complex matrix power
Names: f01kef; nagf_matop_complex_gen_matrix_cond_pow
Keywords: condition number; eigenvalues and eigenvectors; matrix operations including inversion
GAMS: D8

Fréchet derivative of complex matrix power
Names: f01kfc; nag_matop_complex_gen_matrix_frcht_pow
Keywords: eigenvalues and eigenvectors; Fréchet derivative; matrix operations including inversion
GAMS: D8

Fréchet derivative of complex matrix power
Names: f01kff; nagf_matop_complex_gen_matrix_frcht_pow
Keywords: eigenvalues and eigenvectors; Fréchet derivative; matrix operations including inversion
GAMS: D8

Condition number for complex matrix exponential
Names: f01kgc; nag_matop_complex_gen_matrix_cond_exp
Keywords: complex, nonsymmetric matrix; condition number
GAMS: D8

Condition number for complex matrix exponential
Names: f01kgf; nagf_matop_complex_gen_matrix_cond_exp
Keywords: complex, nonsymmetric matrix; condition number
GAMS: D8

Fréchet derivative of complex matrix exponential
Names: f01khc; nag_matop_complex_gen_matrix_frcht_exp
Keywords: complex, nonsymmetric matrix; Fréchet derivative
GAMS: D8

Fréchet derivative of complex matrix exponential
Names: f01khf; nagf_matop_complex_gen_matrix_frcht_exp
Keywords: complex, nonsymmetric matrix; Fréchet derivative
GAMS: D8

Condition number for complex matrix logarithm
Names: f01kjc; nag_matop_complex_gen_matrix_cond_log
Keywords: complex, nonsymmetric matrix; condition number
GAMS: D8

Condition number for complex matrix logarithm
Names: f01kjf; nagf_matop_complex_gen_matrix_cond_log
Keywords: complex, nonsymmetric matrix; condition number
GAMS: D8

Fréchet derivative of complex matrix logarithm
Names: f01kkc; nag_matop_complex_gen_matrix_frcht_log
Keywords: complex, nonsymmetric matrix; Fréchet derivative
GAMS: D8

Fréchet derivative of complex matrix logarithm
Names: f01kkf; nagf_matop_complex_gen_matrix_frcht_log
Keywords: complex, nonsymmetric matrix; Fréchet derivative
GAMS: D8

LU factorization of real tridiagonal matrix
Names: f01lef; nagf_matop_real_gen_tridiag_lu
Keywords: complex, nonsymmetric matrix; LU decomposition; matrix, band
GAMS: D2a2a

LU factorization of real almost block diagonal matrix
Names: f01lhf; nagf_matop_real_gen_blkdiag_lu
Keywords: LU decomposition; real, almost block-diagonal matrix
GAMS: D2a2

Computes the modified Cholesky factorization of a real symmetric matrix
Names: f01mdc; nag_matop_real_modified_cholesky
Keywords: Cheng–Higham factorization; modified Cholesky; real, symmetric matrix
GAMS: D2b1a

Computes the modified Cholesky factorization of a real symmetric matrix
Names: f01mdf; nagf_matop_real_modified_cholesky
Keywords: Cheng–Higham factorization; modified Cholesky; real, symmetric matrix
GAMS: D2b1a

Computes the positive definite perturbed matrix A+E from the factors of a modified Cholesky factorization of a real symmetric matrix
Names: f01mec; nag_matop_real_mod_chol_perturbed_a
Keywords: positive definite perturbed matrix; real, symmetric matrix
GAMS: D2b1a

Computes the positive definite perturbed matrix A+E from the factors of a modified Cholesky factorization of a real symmetric matrix
Names: f01mef; nagf_matop_real_mod_chol_perturbed_a
Keywords: positive definite perturbed matrix; real, symmetric matrix
GAMS: D2b1a

RQ factorization of real m×n upper trapezoidal matrix (m≤n)
Names: f01qgf; nagf_matop_real_trapez_rq
Keywords: real, trapezoidal matrix; RQ factorizations
GAMS: D5

RQ factorization of real m×n matrix (m≤n)
Names: f01qjf; nagf_matop_real_gen_rq
Keywords: real, m×n matrix; RQ factorizations
GAMS: D5

Operations with orthogonal matrices, form rows of Q, after RQ factorization by f01qjf
Names: f01qkf; nagf_matop_real_gen_rq_formq
Keywords: RQ factorizations
GAMS: D5

RQ factorization of complex m×n upper trapezoidal matrix (m≤n)
Names: f01rgf; nagf_matop_complex_trapez_rq
Keywords: complex, trapezoidal matrix; RQ factorizations
GAMS: D5

RQ factorization of complex m×n matrix (m≤n)
Names: f01rjf; nagf_matop_complex_gen_rq
Keywords: complex, m×n matrix; RQ factorizations
GAMS: D5

Operations with unitary matrices, form rows of Q, after RQ factorization by f01rjf
Names: f01rkf; nagf_matop_complex_gen_rq_formq
Keywords: RQ factorizations
GAMS: D5

Non-negative matrix factorization of real non-negative matrix
Names: f01sac; nag_matop_real_nmf
Keywords: non-negative matrix factorization; real, non-negative matrix
GAMS: D8

Non-negative matrix factorization of real non-negative matrix
Names: f01saf; nagf_matop_real_nmf
Keywords: non-negative matrix factorization; real, non-negative matrix
GAMS: D8

Non-negative matrix factorization of real non-negative matrix (reverse communication)
Names: f01sbc; nag_matop_real_nmf_rcomm
Keywords: non-negative matrix factorization; real, non-negative matrix
GAMS: D8

Non-negative matrix factorization of real non-negative matrix (reverse communication)
Names: f01sbf; nagf_matop_real_nmf_rcomm
Keywords: non-negative matrix factorization; real, non-negative matrix
GAMS: D8

Computes selected eigenvalues and eigenvectors of a real general matrix
Names: f02ecc; nag_real_eigensystem_sel
Keywords: real, nonsymmetric matrix
GAMS: D4a2

Selected eigenvalues and eigenvectors of real nonsymmetric matrix (Black Box)
Names: f02ecf; nagf_eigen_real_gen_eigsys
Keywords: real, nonsymmetric matrix
GAMS: D4a2

Selected eigenvalues and eigenvectors of a real sparse general matrix
Names: f02ekc; nag_eigen_real_gen_sparse_arnoldi
Keywords: large scale eigenproblems; matrix, sparse; real, sparse matrix
GAMS: D4a7, D4a2

Selected eigenvalues and eigenvectors of a real sparse general matrix
Names: f02ekf; nagf_eigen_real_gen_sparse_arnoldi
Keywords: large scale eigenproblems; matrix, sparse; real, sparse matrix
GAMS: D4a7, D4a2

Selected eigenvalues and eigenvectors of sparse symmetric eigenproblem (Black Box)
Names: f02fjf; nagf_eigen_real_symm_sparse_eigsys
Keywords: matrix, sparse; real, sparse, symmetric matrix
GAMS: D4a7, D4b1

Selected eigenvalues and eigenvectors of a real symmetric sparse matrix
Names: f02fkc; nag_eigen_real_symm_sparse_arnoldi
Keywords: eigenproblem; eigenvalues; eigenvectors; large scale eigenproblems; matrix, sparse; real, sparse, symmetric matrix; sparse eigenproblem
GAMS: D4a7, D4a1

Selected eigenvalues and eigenvectors of a real symmetric sparse matrix
Names: f02fkf; nagf_eigen_real_symm_sparse_arnoldi
Keywords: eigenproblem; eigenvalues; eigenvectors; large scale eigenproblems; matrix, sparse; real, sparse, symmetric matrix; sparse eigenproblem
GAMS: D4a7, D4a1

Computes selected eigenvalues and eigenvectors of a complex general matrix
Names: f02gcc; nag_complex_eigensystem_sel
Keywords: complex, nonsymmetric matrix
GAMS: D4a4

Selected eigenvalues and eigenvectors of complex nonsymmetric matrix (Black Box)
Names: f02gcf; nagf_eigen_complex_gen_eigsys
Keywords: complex, nonsymmetric matrix
GAMS: D4a4

Solves the quadratic eigenvalue problem for real matrices
Names: f02jcc; nag_eigen_real_gen_quad
Keywords: backward error; balancing; condition number; eigenproblem, quadratic; eigenvalues and eigenvectors
GAMS: D4b2

Solves the quadratic eigenvalue problem for real matrices
Names: f02jcf; nagf_eigen_real_gen_quad
Keywords: backward error; balancing; condition number; eigenproblem, quadratic; eigenvalues and eigenvectors
GAMS: D4b2

Solves the quadratic eigenvalue problem for complex matrices
Names: f02jqc; nag_eigen_complex_gen_quad
Keywords: backward error; balancing; condition number; eigenproblem, quadratic; eigenvalues and eigenvectors
GAMS: D4b4

Solves the quadratic eigenvalue problem for complex matrices
Names: f02jqf; nagf_eigen_complex_gen_quad
Keywords: backward error; balancing; condition number; eigenproblem, quadratic; eigenvalues and eigenvectors
GAMS: D4b4

Computes leading terms in the singular value decomposition of a real general matrix; also computes corresponding left and right singular vectors
Names: f02wgc; nag_real_partial_svd
Keywords: real, m×n matrix; SVD, singular value decomposition
GAMS: D6

Computes leading terms in the singular value decomposition of a real general matrix; also computes corresponding left and right singular vectors
Names: f02wgf; nagf_eigen_real_gen_partialsvd
Keywords: real, m×n matrix; SVD, singular value decomposition
GAMS: D6

SVD of real upper triangular matrix (Black Box)
Names: f02wuf; nagf_eigen_real_triang_svd
Keywords: real, triangular matrix; SVD, singular value decomposition
GAMS: D6

SVD of complex upper triangular matrix (Black Box)
Names: f02xuf; nagf_eigen_complex_triang_svd
Keywords: complex, triangular matrix; SVD, singular value decomposition
GAMS: D6

Least squares solution of m real equations in n unknowns, rank =n, m≥n using iterative refinement (Black Box)
Names: f04amf; nagf_linsys_real_gen_lsqsol
Keywords: linear equations, overdetermined; linear least squares; real, m×n matrix
GAMS: D9a1

Computes the solution, estimated condition number and error-bound to a real system of linear equations
Names: f04bac; nag_real_gen_lin_solve
Keywords: forward error; linear equations; real, nonsymmetric matrix
GAMS: D2a1

Computes the solution, estimated condition number and error-bound to a real system of linear equations
Names: f04baf; nagf_linsys_real_square_solve
Keywords: forward error; linear equations; real, nonsymmetric matrix
GAMS: D2a1

Computes the solution, estimated condition number and error-bound to a real banded system of linear equations
Names: f04bbc; nag_real_band_lin_solve
Keywords: forward error; linear equations; matrix, band; real, band matrix
GAMS: D2a2

Computes the solution, estimated condition number and error-bound to a real banded system of linear equations
Names: f04bbf; nagf_linsys_real_band_solve
Keywords: forward error; linear equations; matrix, band; real, band matrix
GAMS: D2a2

Computes the solution, estimated condition number and error-bound to a real tridiagonal system of linear equations
Names: f04bcc; nag_real_tridiag_lin_solve
Keywords: forward error; linear equations; matrix, band; real, tridiagonal matrix
GAMS: D2a2a

Computes the solution, estimated condition number and error-bound to a real tridiagonal system of linear equations
Names: f04bcf; nagf_linsys_real_tridiag_solve
Keywords: forward error; linear equations; matrix, band; real, tridiagonal matrix
GAMS: D2a2a

Computes the solution, estimated condition number and error-bound to a real symmetric positive definite system of linear equations
Names: f04bdc; nag_real_sym_posdef_lin_solve
Keywords: forward error; linear equations; real, positive definite, symmetric matrix
GAMS: D2b1b

Computes the solution, estimated condition number and error-bound to a real symmetric positive definite system of linear equations
Names: f04bdf; nagf_linsys_real_posdef_solve
Keywords: forward error; linear equations; real, positive definite, symmetric matrix
GAMS: D2b1b

Computes the solution, estimated condition number and error-bound to a real symmetric positive definite system of linear equations, packed storage
Names: f04bec; nag_real_sym_posdef_packed_lin_solve
Keywords: forward error; linear equations; real, positive definite, symmetric matrix
GAMS: D2b1b

Computes the solution, estimated condition number and error-bound to a real symmetric positive definite system of linear equations, packed storage
Names: f04bef; nagf_linsys_real_posdef_packed_solve
Keywords: forward error; linear equations; real, positive definite, symmetric matrix
GAMS: D2b1b

Computes the solution, estimated condition number and error-bound to a real symmetric positive definite banded system of linear equations
Names: f04bfc; nag_real_sym_posdef_band_lin_solve
Keywords: forward error; linear equations; real, band, positive definite, symmetric matrix
GAMS: D2b2

Computes the solution, estimated condition number and error-bound to a real symmetric positive definite banded system of linear equations
Names: f04bff; nagf_linsys_real_posdef_band_solve
Keywords: forward error; linear equations; real, band, positive definite, symmetric matrix
GAMS: D2b2

Computes the solution, estimated condition number and error-bound to a real symmetric positive definite tridiagonal system of linear equations
Names: f04bgc; nag_real_sym_posdef_tridiag_lin_solve
Keywords: forward error; linear equations; real, positive definite, symmetric, tridiagonal matrix
GAMS: D2b2

Computes the solution, estimated condition number and error-bound to a real symmetric positive definite tridiagonal system of linear equations
Names: f04bgf; nagf_linsys_real_posdef_tridiag_solve
Keywords: forward error; linear equations; real, positive definite, symmetric, tridiagonal matrix
GAMS: D2b2

Computes the solution, estimated condition number and error-bound to a real symmetric system of linear equations
Names: f04bhc; nag_real_sym_lin_solve
Keywords: forward error; linear equations; real, indefinite, symmetric matrix
GAMS: D2b1

Computes the solution, estimated condition number and error-bound to a real symmetric system of linear equations
Names: f04bhf; nagf_linsys_real_symm_solve
Keywords: forward error; linear equations; real, indefinite, symmetric matrix
GAMS: D2b1

Computes the solution, estimated condition number and error-bound to a real symmetric system of linear equations, packed storage
Names: f04bjc; nag_real_sym_packed_lin_solve
Keywords: forward error; linear equations; real, indefinite, symmetric matrix
GAMS: D2b1

Computes the solution, estimated condition number and error-bound to a real symmetric system of linear equations, packed storage
Names: f04bjf; nagf_linsys_real_symm_packed_solve
Keywords: forward error; linear equations; real, indefinite, symmetric matrix
GAMS: D2b1

Computes the solution, estimated condition number and error-bound to a complex system of linear equations
Names: f04cac; nag_complex_gen_lin_solve
Keywords: complex, nonsymmetric matrix; forward error; linear equations
GAMS: D2c1

Computes the solution, estimated condition number and error-bound to a complex system of linear equations
Names: f04caf; nagf_linsys_complex_square_solve
Keywords: complex, nonsymmetric matrix; forward error; linear equations
GAMS: D2c1

Computes the solution, estimated condition number and error-bound to a complex banded system of linear equations
Names: f04cbc; nag_complex_band_lin_solve
Keywords: complex, band matrix; forward error; linear equations; matrix, band
GAMS: D2c1

Computes the solution, estimated condition number and error-bound to a complex banded system of linear equations
Names: f04cbf; nagf_linsys_complex_band_solve
Keywords: complex, band matrix; forward error; linear equations; matrix, band
GAMS: D2c1

Computes the solution, estimated condition number and error-bound to a complex tridiagonal system of linear equations
Names: f04ccc; nag_complex_tridiag_lin_solve
Keywords: complex, tridiagonal matrix; forward error; linear equations; matrix, band
GAMS: D2c2a

Computes the solution, estimated condition number and error-bound to a complex tridiagonal system of linear equations
Names: f04ccf; nagf_linsys_complex_tridiag_solve
Keywords: complex, tridiagonal matrix; forward error; linear equations; matrix, band
GAMS: D2c2a

Computes the solution, estimated condition number and error-bound to a complex Hermitian positive definite system of linear equations
Names: f04cdc; nag_herm_posdef_lin_solve
Keywords: complex, Hermitian, positive definite matrix; forward error; linear equations
GAMS: D2d1b

Computes the solution, estimated condition number and error-bound to a complex Hermitian positive definite system of linear equations
Names: f04cdf; nagf_linsys_complex_posdef_solve
Keywords: complex, Hermitian, positive definite matrix; forward error; linear equations
GAMS: D2d1b

Computes the solution, estimated condition number and error-bound to a complex Hermitian positive definite system of linear equations, packed storage
Names: f04cec; nag_herm_posdef_packed_lin_solve
Keywords: complex, Hermitian, positive definite matrix; forward error; linear equations
GAMS: D2d1b

Computes the solution, estimated condition number and error-bound to a complex Hermitian positive definite system of linear equations, packed storage
Names: f04cef; nagf_linsys_complex_posdef_packed_solve
Keywords: complex, Hermitian, positive definite matrix; forward error; linear equations
GAMS: D2d1b

Computes the solution, estimated condition number and error-bound to a complex Hermitian positive definite banded system of linear equations
Names: f04cfc; nag_herm_posdef_band_lin_solve
Keywords: complex, band, Hermitian, positive definite matrix; forward error; linear equations; matrix, band
GAMS: D2d2

Computes the solution, estimated condition number and error-bound to a complex Hermitian positive definite banded system of linear equations
Names: f04cff; nagf_linsys_complex_posdef_band_solve
Keywords: complex, band, Hermitian, positive definite matrix; forward error; linear equations; matrix, band
GAMS: D2d2

Computes the solution, estimated condition number and error-bound to a complex Hermitian positive definite tridiagonal system of linear equations
Names: f04cgc; nag_herm_posdef_tridiag_lin_solve
Keywords: complex, Hermitian, positive definite, tridiagonal matrix; forward error; linear equations; matrix, band
GAMS: D2d2a

Computes the solution, estimated condition number and error-bound to a complex Hermitian positive definite tridiagonal system of linear equations
Names: f04cgf; nagf_linsys_complex_posdef_tridiag_solve
Keywords: complex, Hermitian, positive definite, tridiagonal matrix; forward error; linear equations; matrix, band
GAMS: D2d2a

Computes the solution and error-bound to a complex Hermitian system of linear equations
Names: f04chc; nag_herm_lin_solve
Keywords: complex, Hermitian, indefinite matrix; forward error; linear equations
GAMS: D2d1a

Computes the solution and error-bound to a complex Hermitian system of linear equations
Names: f04chf; nagf_linsys_complex_herm_solve
Keywords: complex, Hermitian, indefinite matrix; forward error; linear equations
GAMS: D2d1a

Computes the solution, estimated condition number and error-bound to a complex Hermitian system of linear equations, packed storage
Names: f04cjc; nag_herm_packed_lin_solve
Keywords: complex, Hermitian, indefinite matrix; forward error; linear equations
GAMS: D2d1a

Computes the solution, estimated condition number and error-bound to a complex Hermitian system of linear equations, packed storage
Names: f04cjf; nagf_linsys_complex_herm_packed_solve
Keywords: complex, Hermitian, indefinite matrix; forward error; linear equations
GAMS: D2d1a

Computes the solution, estimated condition number and error-bound to a complex symmetric system of linear equations
Names: f04dhc; nag_complex_sym_lin_solve
Keywords: complex, symmetric matrix; forward error; linear equations
GAMS: D2c

Computes the solution, estimated condition number and error-bound to a complex symmetric system of linear equations
Names: f04dhf; nagf_linsys_complex_symm_solve
Keywords: complex, symmetric matrix; forward error; linear equations
GAMS: D2c

Computes the solution, estimated condition number and error-bound to a complex symmetric system of linear equations, packed storage
Names: f04djc; nag_complex_sym_packed_lin_solve
Keywords: complex, symmetric matrix; forward error; linear equations
GAMS: D2c

Computes the solution, estimated condition number and error-bound to a complex symmetric system of linear equations, packed storage
Names: f04djf; nagf_linsys_complex_symm_packed_solve
Keywords: complex, symmetric matrix; forward error; linear equations
GAMS: D2c

Solution of the Yule–Walker equations for real symmetric positive definite Toeplitz matrix, one right-hand side
Names: f04fef; nagf_linsys_real_toeplitz_yule
Keywords: real, positive definite, symmetric, Toeplitz matrix; Toeplitz matrix; Yule–Walker equations
GAMS: D2b1b

Solution of real symmetric positive definite Toeplitz system, one right-hand side
Names: f04fff; nagf_linsys_real_toeplitz_solve
Keywords: real, positive definite, symmetric, Toeplitz matrix; Toeplitz matrix
GAMS: D2b1b

Least squares (if rank =n) or minimal least squares (if rank <n) solution of m real equations in n unknowns, m≥n
Names: f04jgf; nagf_linsys_real_gen_solve
Keywords: linear equations, overdetermined; linear least squares; real, m×n matrix
GAMS: D9a1

Solution of real almost block diagonal simultaneous linear equations (coefficient matrix already factorized by f01lhf)
Names: f04lhf; nagf_linsys_real_blkdiag_fac_solve
Keywords: linear equations; real, almost block-diagonal matrix
GAMS: D2a2

Update solution of the Yule–Walker equations for real symmetric positive definite Toeplitz matrix
Names: f04mef; nagf_linsys_real_toeplitz_yule_update
Keywords: real, positive definite, symmetric, Toeplitz matrix; Toeplitz matrix; Yule–Walker equations
GAMS: D2b1b

Update solution of real symmetric positive definite Toeplitz system
Names: f04mff; nagf_linsys_real_toeplitz_update
Keywords: real, positive definite, symmetric, Toeplitz matrix; Toeplitz matrix
GAMS: D2b1b

Sparse linear least squares problem, m real equations in n unknowns
Names: f04qaf; nagf_linsys_real_gen_sparse_lsqsol
Keywords: least squares; matrix, sparse; real, m×n matrix; regression; ridge
GAMS: D2a4, D9a1

Covariance matrix for linear least squares problems, m real equations in n unknowns
Names: f04yaf; nagf_linsys_real_gen_lsq_covmat
Keywords: covariance matrix; least squares; real, m×n matrix
GAMS: D9a1

Norm estimation (for use in condition estimation), real rectangular matrix
Names: f04ydc; nag_linsys_real_gen_norm_rcomm
Keywords: 1-norm; norm, matrix; real, m×n matrix
GAMS: D1b2

Norm estimation (for use in condition estimation), real rectangular matrix
Names: f04ydf; nagf_linsys_real_gen_norm_rcomm
Keywords: 1-norm; norm, matrix; real, m×n matrix
GAMS: D1b2

Norm estimation (for use in condition estimation), complex rectangular matrix
Names: f04zdc; nag_linsys_complex_gen_norm_rcomm
Keywords: 1-norm; complex, m×n matrix; norm, matrix
GAMS: D1b2

Norm estimation (for use in condition estimation), complex rectangular matrix
Names: f04zdf; nagf_linsys_complex_gen_norm_rcomm
Keywords: 1-norm; complex, m×n matrix; norm, matrix
GAMS: D1b2

Gram–Schmidt orthogonalization of n vectors of order m
Names: f05aaf; nagf_orthog_real_gram_schmidt
Keywords: Gram–Schmidt orthogonalization
GAMS: D5

Compute cosine of angle between two real vectors
Names: f06faf; nagf_blas_dvcos
Keywords: elementary arithmetic
GAMS: D1a11

Multiply real vector by diagonal matrix
Names: f06fcf; nagf_blas_ddscl
Keywords: elementary arithmetic
GAMS: D1b6

Multiply real vector by reciprocal of scalar
Names: f06fec; nag_drscl
Keywords: elementary arithmetic
GAMS: D1a6

Multiply real vector by reciprocal of scalar
Names: f06fef; nagf_blas_drscl
Keywords: elementary arithmetic
GAMS: D1a6

Generate real elementary reflection, NAG style
Names: f06frf; nagf_blas_dnhousg
Keywords: elementary reflection
GAMS: D1a9

Generate real elementary reflection, LINPACK style
Names: f06fsf; nagf_blas_dlhousg
Keywords: elementary reflection
GAMS: D1a9

Apply real elementary reflection, NAG style
Names: f06ftf; nagf_blas_dnhous
Keywords: elementary reflection
GAMS: D1a9

Apply real elementary reflection, LINPACK style
Names: f06fuf; nagf_blas_dlhous
Keywords: elementary reflection
GAMS: D1a9

Multiply complex vector by complex diagonal matrix
Names: f06hcf; nagf_blas_zdscl
Keywords: elementary arithmetic
GAMS: D1b4

Generate complex elementary reflection
Names: f06hrf; nagf_blas_zhousg
Keywords: elementary reflection
GAMS: D1a9

Apply complex elementary reflection
Names: f06htf; nagf_blas_zhous
Keywords: elementary reflection
GAMS: D1a9

Multiply complex vector by real diagonal matrix
Names: f06kcf; nagf_blas_zddscl
Keywords: elementary arithmetic
GAMS: D1b4

Multiply complex vector by reciprocal of real scalar
Names: f06kec; nag_zrscl
Keywords: elementary arithmetic
GAMS: D1a6

Multiply complex vector by reciprocal of real scalar
Names: f06kef; nagf_blas_zdrscl
Keywords: elementary arithmetic
GAMS: D1a6

QR factorization by sequence of plane rotations, rank-1 update of real upper triangular matrix
Names: f06qpf; nagf_blas_dutr1
Keywords: QR factorization; rank k matrix updates; real, triangular matrix; rotation, elementary
GAMS: D5

QR factorization by sequence of plane rotations, rank-1 update of complex upper triangular matrix
Names: f06tpf; nagf_blas_zutr1
Keywords: complex, triangular matrix; QR factorization; rank k matrix updates
GAMS: D5

QR or RQ factorization by sequence of plane rotations, complex upper Hessenberg matrix
Names: f06trf; nagf_blas_zuhqr
Keywords: complex, Hessenberg matrix; QR factorization; rotation, elementary; RQ factorizations
GAMS: D5

QR or RQ factorization by sequence of plane rotations, complex upper spiked matrix
Names: f06tsf; nagf_blas_zusqr
Keywords: complex, triangular matrix; QR factorization; rotation, elementary; RQ factorizations
GAMS: D5

Solves a system of equations with multiple right-hand sides, real triangular coefficient matrix, Rectangular Full Packed format
Names: f06wbf; nagf_blas_dtfsm; dtfsm
Keywords: BLAS; blas, real matrices; dtfsm; linear algebra support routines;; linear equations; real, triangular matrix
GAMS: D2a3

Rank-k update of a real symmetric matrix, Rectangular Full Packed format
Names: f06wcf; nagf_blas_dsfrk; dsfrk
Keywords: blas, real matrices; dsfrk; rank k matrix updates; real, indefinite, symmetric matrix
GAMS: D1b5

Solves system of equations with multiple right-hand sides, complex triangular coefficient matrix, Rectangular Full Packed format
Names: f06wpf; nagf_blas_ztfsm; ztfsm
Keywords: BLAS; blas, complex matrices; complex, triangular matrix; linear algebra support routines;; linear equations; ztfsm
GAMS: D2c3

Rank-k update of a complex Hermitian matrix, Rectangular Full Packed format
Names: f06wqf; nagf_blas_zhfrk; zhfrk
Keywords: blas, complex matrices; complex, Hermitian, indefinite matrix; rank k matrix updates; zherk
GAMS: D1b5

Matrix-matrix product, two real rectangular matrices
Names: f06yaf; nagf_blas_dgemm; dgemm
Keywords: blas, real matrices; dgemm; finance; multiply, matrix; real, m×n matrix
GAMS: D1b6

Matrix-matrix product, one real symmetric matrix, one real rectangular matrix
Names: f06ycf; nagf_blas_dsymm; dsymm
Keywords: blas, real matrices; dsymm; multiply, matrix; real, indefinite, symmetric matrix; real, m×n matrix
GAMS: D1b6

Matrix-matrix product, one real triangular matrix, one real rectangular matrix
Names: f06yff; nagf_blas_dtrmm; dtrmm
Keywords: blas, real matrices; dsymm; multiply, matrix; real, m×n matrix; real, triangular matrix
GAMS: D1b6

Solves a system of equations with multiple right-hand sides, real triangular coefficient matrix
Names: f06yjf; nagf_blas_dtrsm; dtrsm
Keywords: blas, real matrices; finance; linear equations; real, triangular matrix
GAMS: D1b6, D2a3

Rank-k update of a real symmetric matrix
Names: f06ypf; nagf_blas_dsyrk; dsyrk
Keywords: blas, real matrices; dsyrk; real, indefinite, symmetric matrix
GAMS: D1b6, D1b5

Rank-2k update of a real symmetric matrix
Names: f06yrf; nagf_blas_dsyr2k; dsyr2k
Keywords: blas, real matrices; dsyr2k; rank k matrix updates; real, indefinite, symmetric matrix
GAMS: D1b6

Matrix-matrix product, two complex rectangular matrices
Names: f06zaf; nagf_blas_zgemm; zgemm
Keywords: blas, complex matrices; complex, m×n matrix; multiply, matrix; zgemm
GAMS: D1b6

Matrix-matrix product, one complex Hermitian matrix, one complex rectangular matrix
Names: f06zcf; nagf_blas_zhemm; zhemm
Keywords: blas, complex matrices; complex, Hermitian, indefinite matrix; complex, m×n matrix; multiply, matrix; zgemm
GAMS: D1b6

Matrix-matrix product, one complex triangular matrix, one complex rectangular matrix
Names: f06zff; nagf_blas_ztrmm; ztrmm
Keywords: blas, complex matrices; complex, m×n matrix; complex, triangular matrix; multiply, matrix; ztrmm
GAMS: D1b6

Solves system of equations with multiple right-hand sides, complex triangular coefficient matrix
Names: f06zjf; nagf_blas_ztrsm; ztrsm
Keywords: blas, complex matrices; complex, triangular matrix; linear least squares; ztrsm
GAMS: D2c3

Rank-k update of a complex Hermitian matrix
Names: f06zpf; nagf_blas_zherk; zherk
Keywords: blas, complex matrices; complex, Hermitian, indefinite matrix; rank k matrix updates; zherk
GAMS: D1b5

Rank-2k update of a complex Hermitian matrix
Names: f06zrf; nagf_blas_zher2k; zher2k
Keywords: blas, complex matrices; complex, Hermitian, indefinite matrix; rank k matrix updates; zher2k
GAMS: D1b6, D1b5

Matrix-matrix product, one complex symmetric matrix, one complex rectangular matrix
Names: f06ztf; nagf_blas_zsymm; zsymm
Keywords: blas, complex matrices; complex, m×n matrix; complex, symmetric matrix; multiply, matrix; zsymm
GAMS: D1b6

Rank-k update of a complex symmetric matrix
Names: f06zuf; nagf_blas_zsyrk; zsyrk
Keywords: blas, complex matrices; complex, symmetric matrix; rank k matrix updates; zher2k
GAMS: D1b5

Rank-2k update of a complex symmetric matrix
Names: f06zwf; nagf_blas_zsyr2k; zsyr2k
Keywords: blas, complex matrices; complex, symmetric matrix; rank k matrix updates; zsyr2k
GAMS: D1b5

Computes the solution to a real system of linear equations
Names: f07aac; nag_dgesv; dgesv
Keywords: DGESV; finance; LU decomposition; real, nonsymmetric matrix
GAMS: D2a1

Computes the solution to a real system of linear equations
Names: f07aaf; nagf_lapacklin_dgesv; dgesv
Keywords: DGESV; finance; LU decomposition; real, nonsymmetric matrix
GAMS: D2a1

Uses the LU factorization to compute the solution, error-bound and condition estimate for a real system of linear equations
Names: f07abc; nag_dgesvx; dgesvx
Keywords: backward error; condition number, matrix; DGESVX; error bound, matrix; finance; forward error; LU decomposition; real, nonsymmetric matrix
GAMS: D2a1

Uses the LU factorization to compute the solution, error-bound and condition estimate for a real system of linear equations
Names: f07abf; nagf_lapacklin_dgesvx; dgesvx
Keywords: backward error; condition number, matrix; DGESVX; error bound, matrix; finance; forward error; LU decomposition; real, nonsymmetric matrix
GAMS: D2a1

Computes the solution to a real system of linear equations using mixed precision arithmetic
Names: f07acc; nag_dsgesv; dsgesv
Keywords: DSGESV; mixed-precision; real, nonsymmetric matrix
GAMS: D2a1

Computes the solution to a real system of linear equations using mixed precision arithmetic
Names: f07acf; nagf_lapacklin_dsgesv; dsgesv
Keywords: DSGESV; mixed-precision; real, nonsymmetric matrix
GAMS: D2a1

LU factorization of real m×n matrix
Names: f07adc; nag_dgetrf; dgetrf
Keywords: DGETRF; finance; LU decomposition; real, m×n matrix
GAMS: D2a1

LU factorization of real m×n matrix
Names: f07adf; nagf_lapacklin_dgetrf; dgetrf
Keywords: DGETRF; finance; LU decomposition; real, m×n matrix
GAMS: D2a1

Solution of real system of linear equations, multiple right-hand sides, matrix already factorized by f07adc
Names: f07aec; nag_dgetrs; dgetrs
Keywords: DGETRS; LU decomposition; real, nonsymmetric matrix
GAMS: D2a1

Solution of real system of linear equations, multiple right-hand sides, matrix already factorized by f07adf
Names: f07aef; nagf_lapacklin_dgetrs; dgetrs
Keywords: DGETRS; LU decomposition; real, nonsymmetric matrix
GAMS: D2a1

Estimate condition number of real matrix, matrix already factorized by f07adc
Names: f07agc; nag_dgecon; dgecon
Keywords: condition number, matrix; DGECON; LU decomposition; real, nonsymmetric matrix
GAMS: D2a1

Estimate condition number of real matrix, matrix already factorized by f07adf
Names: f07agf; nagf_lapacklin_dgecon; dgecon
Keywords: condition number, matrix; DGECON; LU decomposition; real, nonsymmetric matrix
GAMS: D2a1

Refined solution with error bounds of real system of linear equations, multiple right-hand sides
Names: f07ahc; nag_dgerfs; dgerfs
Keywords: backward error; DGERFS; error bound, matrix; forward error; LU decomposition; real, nonsymmetric matrix
GAMS: D2a1

Refined solution with error bounds of real system of linear equations, multiple right-hand sides
Names: f07ahf; nagf_lapacklin_dgerfs; dgerfs
Keywords: backward error; DGERFS; error bound, matrix; forward error; LU decomposition; real, nonsymmetric matrix
GAMS: D2a1

Inverse of real matrix, matrix already factorized by f07adc
Names: f07ajc; nag_dgetri; dgetri
Keywords: DGETRI; finance; inverse, matrix; LU decomposition; real, nonsymmetric matrix
GAMS: D2a1

Inverse of real matrix, matrix already factorized by f07adf
Names: f07ajf; nagf_lapacklin_dgetri; dgetri
Keywords: DGETRI; finance; inverse, matrix; LU decomposition; real, nonsymmetric matrix
GAMS: D2a1

Computes the solution to a complex system of linear equations
Names: f07anc; nag_zgesv; zgesv
Keywords: complex, nonsymmetric matrix; LU decomposition; ZGESV
GAMS: D2c1

Computes the solution to a complex system of linear equations
Names: f07anf; nagf_lapacklin_zgesv; zgesv
Keywords: complex, nonsymmetric matrix; LU decomposition; ZGESV
GAMS: D2c1

Uses the LU factorization to compute the solution, error-bound and condition estimate for a complex system of linear equations
Names: f07apc; nag_zgesvx; zgesvx
Keywords: backward error; complex, nonsymmetric matrix; condition number, matrix; error bound, matrix; finance; forward error; LU decomposition; ZGESVX
GAMS: D2c1

Uses the LU factorization to compute the solution, error-bound and condition estimate for a complex system of linear equations
Names: f07apf; nagf_lapacklin_zgesvx; zgesvx
Keywords: backward error; complex, nonsymmetric matrix; condition number, matrix; error bound, matrix; finance; forward error; LU decomposition; ZGESVX
GAMS: D2c1

Computes the solution to a complex system of linear equations using mixed precision arithmetic
Names: f07aqc; nag_zcgesv; zcgesv
Keywords: complex, nonsymmetric matrix; mixed-precision; ZCGESV
GAMS: D2c1

Computes the solution to a complex system of linear equations using mixed precision arithmetic
Names: f07aqf; nagf_lapacklin_zcgesv; zcgesv
Keywords: complex, nonsymmetric matrix; mixed-precision; ZCGESV
GAMS: D2c1

LU factorization of complex m×n matrix
Names: f07arc; nag_zgetrf; zgetrf
Keywords: complex, m×n matrix; finance; LU decomposition; ZGETRF
GAMS: D2c1

LU factorization of complex m×n matrix
Names: f07arf; nagf_lapacklin_zgetrf; zgetrf
Keywords: complex, m×n matrix; finance; LU decomposition; ZGETRF
GAMS: D2c1

Solution of complex system of linear equations, multiple right-hand sides, matrix already factorized by f07arc
Names: f07asc; nag_zgetrs; zgetrs
Keywords: complex, nonsymmetric matrix; finance; LU decomposition; ZGETRS
GAMS: D2c1

Solution of complex system of linear equations, multiple right-hand sides, matrix already factorized by f07arf
Names: f07asf; nagf_lapacklin_zgetrs; zgetrs
Keywords: complex, nonsymmetric matrix; finance; LU decomposition; ZGETRS
GAMS: D2c1

Computes row and column scalings intended to equilibrate a general complex matrix and reduce its condition number
Names: f07atc; nag_zgeequ; zgeequ
Keywords: complex, nonsymmetric matrix; equilibration; scaling; ZGEEQU
GAMS: D2c1

Computes row and column scalings intended to equilibrate a general complex matrix and reduce its condition number
Names: f07atf; nagf_lapacklin_zgeequ; zgeequ
Keywords: complex, nonsymmetric matrix; equilibration; scaling; ZGEEQU
GAMS: D2c1

Estimate condition number of complex matrix, matrix already factorized by f07arc
Names: f07auc; nag_zgecon; zgecon
Keywords: complex, nonsymmetric matrix; condition number, matrix; ZGECON
GAMS: D2c1

Estimate condition number of complex matrix, matrix already factorized by f07arf
Names: f07auf; nagf_lapacklin_zgecon; zgecon
Keywords: complex, nonsymmetric matrix; condition number, matrix; ZGECON
GAMS: D2c1

Refined solution with error bounds of complex system of linear equations, multiple right-hand sides
Names: f07avc; nag_zgerfs; zgerfs
Keywords: backward error; complex, nonsymmetric matrix; forward error; ZGERFS
GAMS: D2c1

Refined solution with error bounds of complex system of linear equations, multiple right-hand sides
Names: f07avf; nagf_lapacklin_zgerfs; zgerfs
Keywords: backward error; complex, nonsymmetric matrix; forward error; ZGERFS
GAMS: D2c1

Inverse of complex matrix, matrix already factorized by f07arc
Names: f07awc; nag_zgetri; zgetri
Keywords: complex, nonsymmetric matrix; inverse, matrix; ZGETRI
GAMS: D2c1

Inverse of complex matrix, matrix already factorized by f07arf
Names: f07awf; nagf_lapacklin_zgetri; zgetri
Keywords: complex, nonsymmetric matrix; inverse, matrix; ZGETRI
GAMS: D2c1

Computes the solution to a real banded system of linear equations
Names: f07bac; nag_dgbsv; dgbsv
Keywords: DGBSV; LU decomposition; matrix, band; real, band matrix
GAMS: D2a2

Computes the solution to a real banded system of linear equations
Names: f07baf; nagf_lapacklin_dgbsv; dgbsv
Keywords: DGBSV; LU decomposition; matrix, band; real, band matrix
GAMS: D2a2

Uses the LU factorization to compute the solution, error-bound and condition estimate for a real banded system of linear equations
Names: f07bbc; nag_dgbsvx; dgbsvx
Keywords: backward error; condition number, matrix; DGBSVX; error bound, matrix; forward error; LU decomposition; matrix, band; real, band matrix
GAMS: D2a2

Uses the LU factorization to compute the solution, error-bound and condition estimate for a real banded system of linear equations
Names: f07bbf; nagf_lapacklin_dgbsvx; dgbsvx
Keywords: backward error; condition number, matrix; DGBSVX; error bound, matrix; forward error; LU decomposition; matrix, band; real, band matrix
GAMS: D2a2

LU factorization of real m×n band matrix
Names: f07bdc; nag_dgbtrf; dgbtrf
Keywords: DGBTRF; LU decomposition; matrix, band; real, band matrix
GAMS: D2a2

LU factorization of real m×n band matrix
Names: f07bdf; nagf_lapacklin_dgbtrf; dgbtrf
Keywords: DGBTRF; LU decomposition; matrix, band; real, band matrix
GAMS: D2a2

Solution of real band system of linear equations, multiple right-hand sides, matrix already factorized by f07bdc
Names: f07bec; nag_dgbtrs; dgbtrs
Keywords: DGBTRS; LU decomposition; matrix, band; real, band matrix
GAMS: D2a2

Solution of real band system of linear equations, multiple right-hand sides, matrix already factorized by f07bdf
Names: f07bef; nagf_lapacklin_dgbtrs; dgbtrs
Keywords: DGBTRS; LU decomposition; matrix, band; real, band matrix
GAMS: D2a2

Estimate condition number of real band matrix, matrix already factorized by f07bdc
Names: f07bgc; nag_dgbcon; dgbcon
Keywords: condition number, matrix; DGBCON; matrix, band; real, band matrix
GAMS: D2a2

Estimate condition number of real band matrix, matrix already factorized by f07bdf
Names: f07bgf; nagf_lapacklin_dgbcon; dgbcon
Keywords: condition number, matrix; DGBCON; matrix, band; real, band matrix
GAMS: D2a2

Refined solution with error bounds of real band system of linear equations, multiple right-hand sides
Names: f07bhc; nag_dgbrfs; dgbrfs
Keywords: backward error; DGBRFS; forward error; LU decomposition; matrix, band; real, band matrix
GAMS: D2a2

Refined solution with error bounds of real band system of linear equations, multiple right-hand sides
Names: f07bhf; nagf_lapacklin_dgbrfs; dgbrfs
Keywords: backward error; DGBRFS; forward error; LU decomposition; matrix, band; real, band matrix
GAMS: D2a2

Computes the solution to a complex banded system of linear equations
Names: f07bnc; nag_zgbsv; zgbsv
Keywords: complex, band matrix; LU decomposition; matrix, band; ZGBSV
GAMS: D2c2

Computes the solution to a complex banded system of linear equations
Names: f07bnf; nagf_lapacklin_zgbsv; zgbsv
Keywords: complex, band matrix; LU decomposition; matrix, band; ZGBSV
GAMS: D2c2

Uses the LU factorization to compute the solution, error-bound and condition estimate for a complex banded system of linear equations
Names: f07bpc; nag_zgbsvx; zgbsvx
Keywords: backward error; complex, band matrix; condition number, matrix; error bound, matrix; forward error; LU decomposition; matrix, band; ZGBSVX
GAMS: D2c2

Uses the LU factorization to compute the solution, error-bound and condition estimate for a complex banded system of linear equations
Names: f07bpf; nagf_lapacklin_zgbsvx; zgbsvx
Keywords: backward error; complex, band matrix; condition number, matrix; error bound, matrix; forward error; LU decomposition; matrix, band; ZGBSVX
GAMS: D2c2

LU factorization of complex m×n band matrix
Names: f07brc; nag_zgbtrf; zgbtrf
Keywords: complex, m×n matrix; LU decomposition; matrix, band; ZGBSVX
GAMS: D2c2

LU factorization of complex m×n band matrix
Names: f07brf; nagf_lapacklin_zgbtrf; zgbtrf
Keywords: complex, m×n matrix; LU decomposition; matrix, band; ZGBSVX
GAMS: D2c2

Solution of complex band system of linear equations, multiple right-hand sides, matrix already factorized by f07brc
Names: f07bsc; nag_zgbtrs; zgbtrs
Keywords: complex, band matrix; LU decomposition; matrix, band; ZGBTRS
GAMS: D2c2

Solution of complex band system of linear equations, multiple right-hand sides, matrix already factorized by f07brf
Names: f07bsf; nagf_lapacklin_zgbtrs; zgbtrs
Keywords: complex, band matrix; LU decomposition; matrix, band; ZGBTRS
GAMS: D2c2

Computes row and column scalings intended to equilibrate a complex banded matrix and reduce its condition number
Names: f07btc; nag_zgbequ; zgbequ
Keywords: complex, band matrix; equilibration; matrix, band; scaling; ZGBEQU
GAMS: D2c2

Computes row and column scalings intended to equilibrate a complex banded matrix and reduce its condition number
Names: f07btf; nagf_lapacklin_zgbequ; zgbequ
Keywords: complex, band matrix; equilibration; matrix, band; scaling; ZGBEQU
GAMS: D2c2

Estimate condition number of complex band matrix, matrix already factorized by f07brc
Names: f07buc; nag_zgbcon; zgbcon
Keywords: complex, band matrix; condition number, matrix; matrix, band; ZGBEQU
GAMS: D2c2