Evaluates the accrued interest for a security that pays at maturity.

Evaluates the accrued interest for a security that pays periodic interest.

Evaluates the Airy function.

Evaluates the derivative of the Airy function.

Evaluates the Airy function of the second kind.

Evaluates the derivative of the Airy function of the second kind.

Evaluates the exponentially scale modified Bessel function of the first kind of order zero.

Evaluates the exponentially scaled modified Bessel function of the first kind of order one.

Evaluates the exponentially scaled modified Bessel function of the second kind of order zero.

Evaluates the exponentially scaled modified Bessel function of the second kind of order one.

Evaluates the real modified Bessel function of the first kind of order zero I0(x).

Evaluates the real modified Bessel function of the first kind of order one I1(x).

Evaluates a sequence of modified Bessel functions of the first kind with real order and complex arguments.

Evaluates the real Bessel function of the first kind of order zero J0(x).

Evaluates the real Bessel function of the first kind of order one J1(x).

Evaluates a sequence of Bessel functions of the first kind with real order and complex arguments.

Evaluates the real modified Bessel function of the second kind of order zero K0(x).

Evaluates the real modified Bessel function of the second kind of order one K1(x).

Evaluates a sequence of modified Bessel functions of the second kind with real order and complex arguments.

Evaluates the real Bessel function of the second kind of order zero Y0(x).

Evaluates the real Bessel function of the second kind of order one Y1(x).

Evaluates a sequence of Bessel functions of the second kind with real order and complex arguments.

Evaluates the real beta function β(x, y).

Evaluates the beta probability distribution function.

Evaluates the real incomplete beta function Ix = βx(a, b)/β(a, b).

Evaluates the inverse of the beta distribution function.

Evaluates the binomial distribution function.

Evaluates the bivariate normal distribution function.

Evaluates the bond-equivalent for a Treasury yield.

Solves a nonlinear least-squares problem subject to bounds on the variables using a modified Levenberg-Marquardt algorithm.

Solves a (parameterized) system of differential equations with boundary conditions at two points, using a variable order, variable step size finite difference method with deferred corrections.

Evaluates the chi-squared distribution function.

Evaluates the inverse of the chi-squared distribution function.

Performs a chi-squared goodness-of-fit test.

Returns the value of various mathematical and physical constants.

Solves a general nonlinear programming problem using a sequential equality constrained quadratic programming method.

Evaluates the convexity for a security.

Computes the convolution, and optionally, the correlation of two real vectors.

Computes the convolution, and optionally, the correlation of two complex vectors.

Evaluates the number of days in the coupon period that contains the settlement date.

Evaluates the number of coupons payable between the settlement date and maturity date.

Computes the sample variance-covariance or correlation matrix.

Returns the number of CPU seconds used.

Computes the integral of a cubic spline.

Computes a cubic spline interpolant, specifying various endpoint conditions.

Computes a shape-preserving cubic spline.

Computes a smooth cubic spline approximation to noisy data by using cross-valida­tion to estimate the smoothing parameter or by directly choosing the smoothing parameter.

Computes a tension-continuity-bias (TCB) cubic spline interpolant. This is also called a Kochanek-Bartels spline and is a generalization of the Catmull–Rom spline.

Computes the value of a cubic spline or the value of one of its derivatives.

Evaluates the cumulative interest paid between two periods.

Evaluates the cumulative principal paid between two periods.

Evaluates the number of days from January 1, 1900, to the given date.

Evaluates the number of days from the beginning of the coupon period to the settlement date.

Gives the date corresponding to the number of days since January 1, 1900.

Evaluates the number of days from settlement date to the next coupon date.

Solves a first order differential-algebraic system of equations, g(t, y, y′) = 0, using the Petzold-Gear BDF method.

Evaluates the depreciation for each accounting period. Similar to depreciation_amorlinc.

Evaluates the depreciation for each accounting period. Similar to depreciation_amordegrc.

Evaluates the depreciation of an asset for a specified period using the fixed-declining balance method.

Evaluates the depreciation of an asset for a specified period using the double-declining method.

Evaluates the straight line depreciation of an asset for one period.

Evaluates the sum-of-years digits depreciation of an asset for a specified period.

Evaluates the depreciation of an asset for any given period, including partial periods, using the double-declining balance method.

Solves a first order differential-algebraic system of equations, g(t, y, y′) = 0, with optional additional constraints and user-defined linear system solver.

Evaluates the price per $100 face value of a discounted security.

Evaluates the discount rate for a security.

Evaluates the annual yield for a discounted security.

Converts a dollar price, expressed as a fraction, into a dollar price, expressed as a decimal number.

Converts a dollar price, expressed as a decimal number, into a dollar price, expressed as a fraction.

Evaluates the annual duration of a security with periodic interest payment.

Evaluates the effective annual interest rate.

Computes the eigenexpansion of a real matrix A.

Computes the eigenexpansion of a complex matrix A.

Computes the eigenexpansion of a complex Hermitian matrix A.

Computes the eigenexpansion of a real symmetric matrix A.

Computes the generalized eigenexpansion of a system Ax = λBx. A and B are real and symmetric. B is positive definite.

Evaluates the complete elliptic integral of the second kind E(x).

Evaluates the complete elliptic integral of the kind K(x).

Evaluates an elementary integral from which inverse circular functions, logarithms, and inverse hyperbolic functions can be computed.

Evaluates Carlson’s elliptic integral of the second kind RD(x, y, z).

Evaluates Carlson’s elliptic integral of the first kind RF(x, y, z).

Evaluates Carlson’s elliptic integral of the third kind RJ(x, y, z, ρ).

Evaluates the real error function erf(x).

Evaluates the real inverse error function erf -1(x).

Evaluates the real complementary error function erfc(x).

Evaluates the real inverse complementary error function erfc-1(x).

Evaluates the exponentially scaled complementary error function.

Evaluates a scaled function related to erfc(z).

Gets the code corresponding to the error message from the last function called.

Gets the text of the error message from the last function called.

Sets various error handling options.

Gets the type corresponding to the error message from the last function called.

Evaluates the F distribution function.

Evaluates the inverse of the F distribution function.

Solves Poisson’s or Helmholtz’s equation on a two-dimensional rectangle using a fast Poisson solver based on the HODIE finite-difference scheme on a uniform mesh.

Evaluates a shuffled Faure sequence.

Closes a file opened by imsl_fopen.

Computes the first, second or third derivative of a user-supplied function.

Solves a generalized Feynman-Kac equation on a finite interval using Hermite quintic splines.

Computes the value of a Hermite quintic spline or the value of one of its derivatives.

Computes the complex discrete two-dimensional Fourier transform of a complex two-dimensional array.

Computes the complex discrete Fourier transform of a complex sequence.

Computes the parameters for imsl_c_fft_complex.

Computes the discrete Fourier cosine transformation of an even sequence.

Computes the parameters needed for imsl_f_fft_cosine.

Computes the real discrete Fourier transform of a real sequence.

Computes the parameters for imsl_f_fft_real.

Computes the discrete Fourier sine transformation of an odd sequence.

Computes the parameters needed for imsl_f_fft_sine.

Opens a file using the C runtime library used by the IMSL C Math Library.

Frees memory returned from an IMSL C Math Library function.

Evaluates the cosine Fresnel integral.

Evaluates the sine Fresnel integral.

Evaluates the future value of an investment.

Evaluates the future value of an initial principal after applying a series of compound interest rates.

Evaluates the real gamma function Γ(x).

Evaluates the gamma distribution function.

Evaluates the incomplete gamma function γ (a, x).

Computes a Gauss, Gauss-Radau, or Gauss-Lobatto quadrature rule with various classical weight functions.

Computes the generalized eigenexpansion of a system Ax = λBx, with A and B real.

Computes the generalized eigenexpansion of a system Ax = λBx, with A and B complex.

Generates test matrices of class E(n, c).

Generates test matrices of class Ec(n, c).

Generates test matrices of class D(n, c) and E(n, c).

Generates test matrices of class D(n, c) and E(n, c).

Evaluates the hypergeometric distribution function.

Initializes the IMSL C Math Library error handling system.

Integrates a function using a globally adaptive scheme based on Gauss-Kronrod rules.

Computes a two-dimensional iterated integral.

Integrates a function with algebraic-logarithmic singularities.

Computes integrals of the form

in the Cauchy principal value sense.

Computes a Fourier sine or cosine transform.

Integrates a function on a hyper-rectangle.

Integrates a function over an infinite or semi-infinite interval.

Integrates a function on a hyper-rectangle using a quasi-Monte Carlo method.

Integrates a function, which may have endpoint singularities, using a globally adaptive scheme based on Gauss-Kronrod rules.

Integrates a function with a possible internal or endpoint singularity.

Integrates a function of two variables with a possible internal or endpoint singularity.

Integrates a function of three variables with a possible internal or endpoint singularity.

Integrates a function with singularity points given.

Integrates a smooth function using a nonadaptive rule.

Integrates a function containing a sine or a cosine factor.

Evaluates the interest payment for a given period for an investment.

Evaluates the interest rate per period for an annuity.

Evaluates the interest rate for a fully invested security.

Evaluates the internal rate of return for a schedule of cash flows.

Evaluates the internal rate of return for a schedule of cash flows that is not necessarily periodic.

Computes the inverse Laplace transform of a complex function.

Approximates the Jacobian of m functions in n unknowns using divided differences.

Evaluates the Kelvin function of the first kind, bei, of order zero.

Evaluates the derivative of the Kelvin function of the first kind, bei, of order zero.

Evaluates the Kelvin function of the first kind, ber, of order zero.

Evaluates the derivative of the Kelvin function of the first kind, ber, of order zero.

Evaluates the Kelvin function of the second kind, kei, of order zero.

Evaluates the derivative of the Kelvin function of the second kind, kei, of order zero.

Evaluates the Kelvin function of the second kind, der, of order zero.

Evaluates the derivative of the Kelvin function of the second kind, ker, of order zero.

Solves a linear least-squares problem Ax = b.

Solves a linear least squares problem with linear constraints.

Solves a linear programming problem using the revised simplex algorithm.

Solves a real symmetric definite linear system using a conjugate gradient method.

Solves a real general system of linear equations Ax = b.

Solves a complex general system of linear equations Ax = b.

Solves a real general band system of linear equations Ax = b.

Solves a complex general system of linear equations Ax = b.

Solves a sparse system of linear equations Ax = b.

Solves a system of linear equations Ax = b, with sparse complex coefficient matrix A.

Solves a linear system Ax = b using the restarted generalized minimum residual (GMRES) method.

Solves a real symmetric nonnegative definite system of linear equations Ax = b.

Solves a real symmetric positive definite system of linear equations Ax = b.

Solves a complex Hermitian positive definite system of linear equations Ax = b.

Solves a real symmetric positive definite system of linear equations Ax = b in band symmetric storage mode.

Solves a complex Hermitian positive definite system of linear equations Ax = b in band symmetric storage mode.

Solves a sparse real symmetric positive definite system of linear equations Ax = b.

Solves a sparse Hermitian positive definite system of linear equations Ax = b.

Computes the SVD, A = USVT, of a real rectangular matrix A.

Computes the SVD, A = USVH, of a complex rectangular matrix A.

Solves a linear programming problem.

Evaluates the logarithm of the real beta function ln β (x, y).

Evaluates the logarithm of the absolute value of the gamma function log |Γ(x)|.

Returns information describing the computer’s floating-point arithmetic.

Returns integer information describing the computer’s arithmetic.

Adds two band matrices, both in band storage mode, C ← αA + βB.

Adds two band matrices, both in band storage mode, C ← αA + βB.

Performs element-wise addition of two real matrices stored in coordinate format, C ← αA + βB.

Performs element-wise addition on two complex matrices stored in coordinate format, C ← αA + βB.

Computes the transpose of a matrix, a matrix-vector product, a matrix-matrix product, the bilinear form, or any triple product.

Computes the transpose of a matrix, the conjugate-transpose of a matrix, a matrix-vector product, a matrix-matrix product, the bilinear form, or any triple product.

Computes the transpose of a matrix, a matrix-vector product, or a matrix-matrix product, all matrices stored in band form.

Computes the transpose of a matrix, a matrix-vector product, or a matrix-matrix product, all matrices of complex type and stored in band form.

Computes the transpose of a matrix, a matrix-vector product, or a matrix-matrix product, all matrices stored in sparse coordinate form.

Computes the transpose of a matrix, a matrix-vector product or a matrix-matrix product, all matrices stored in sparse coordinate form.

Computes various norms of a rectangular matrix.

Computes various norms of a matrix stored in band storage mode.

Computes various norms of a matrix stored in coordinate format.

Minimizes a general objective function subject to linear equality/inequality constraints.

Finds the minimum point of a smooth function f(x) of a single variable using only function evaluations.

Finds the minimum point of a smooth function f(x) of a single variable using both function and first derivative evaluations.

Finds the minimum point of a nonsmooth function of a single variable.

Minimizes a function f(x) of n variables using a quasi-Newton method.

Minimizes a function of n variables using a direct search polytope algorithm.

Evaluates the modified Macauley duration of a security.

Evaluates the modified internal rate of return for a series of periodic cash flows.

Solves a system of partial differential equations of the form ut + f(x, t, u, ux, uxx) using the method of lines.

Evaluates the net present value of an investment based on a series of periodic.

Evaluates the next coupon date after the settlement date.

Evaluates the nominal annual interest rate.

Solves a nonlinear least-squares problem using a modified Levenberg-Marquardt algorithm.

Computes the non-negative least squares (nnls) solution.

Given an m × n real matrix A ≥ 0 and an integer k ≤ min (m, n), compute a factorization A ≅ FG.

Evaluates the standard normal (Gaussian) distribution function.

Evaluates the inverse of the standard normal (Gaussian) distribution function.

Evaluates the number of periods for an investment based on periodic and constant payment and a constant interest rate.

Ode_adams_krogh

Solves an initial-value problem for a system of ordinary differential equations of order one or two using a variable order Adams method

Solves an initial-value problem for ordinary differential equations using the Runge-Kutta-Verner fifth-order and sixth-order method.

Sets various OpenMP options.

Sets the output file or the error message output file.

Sets or retrieve the page width or length.

Evaluates the periodic payment for an investment.

Solves a system of one-dimensional time-dependent partial differential equations using a moving-grid interface.

Evaluates the Poisson distribution function.

Performs a polynomial least-squares regression.

Evaluates the present value of an investment.

Evaluates the present value for a schedule of cash flows that is not necessarily periodic.

Evaluates the previous coupon date before the settlement date.

Evaluates the price per $100 face value of a security that pays periodic interest.

Evaluates the price per $100 face value of a security that pays interest at maturity.

Evaluates the payment on the principal for a given period.

Evaluates the derivative of the log gamma function.

Evaluates the second derivative of the log gamma function.

Solves a quadratic programming problem subject to linear equality or inequality constraints.

Evaluates a radial basis fit.

Computes an approximation to scattered data in Rn for n ≥ 2 using radial basis functions.

Generates pseudorandom numbers from a beta distribution.

Generates pseudorandom numbers from a standard exponential distribution.

Generates pseudorandom numbers from a standard gamma distribution.

Generates pseudorandom numbers from a standard normal distribution using an inverse CDF method.

Selects the uniform (0, 1) multiplicative congruential pseudorandom number generator.

Generates pseudorandom numbers from a Poisson distribution.

Retrieves the current value of the seed used in the IMSL random number generators.

Initializes a random seed for use in the IMSL random number generators.

Generates pseudorandom numbers from a uniform (0, 1) distribution.

Computes the ranks, normal scores, or exponential scores for a vector of observations.

Reads an MPS file containing a linear programming problem or a quadratic programming problem.

Evaluates the amount received for a fully invested security.

Fits a multiple linear regression model using least squares.

Computes a smooth bivariate interpolant to scattered data that is locally a quintic polynomial in two variables.

Indicates a condition has occurred in a user-supplied function necessitating a return to the calling function.

Computes basic univariate statistics.

Smooth one-dimensional data by error detection.

Sorts a vector by algebraic value. Optionally, a vector can be sorted by absolute value, and a sort per­mutation can be returned.

Sorts an integer vector by algebraic value. Optionally, a vector can be sorted by absolute value, and a sort permutation can be returned.

Computes the Cholesky factorization of a sparse real symmetric positive definite matrix A by an OpenMP parallelized supernodal algorithm and solves the sparse real positive definite system of linear equations Ax = b.

Computes the Cholesky factorization of a sparse (complex) Hermitian positive definite matrix A by an OpenMP parallelized supernodal algorithm and solves the sparse Hermitian positive definite system of linear equations Ax = b.

Solves a sparse linear programming problem by an infeasible primal-dual interior-point method.

Solves a sparse convex quadratic programming problem by an infeasible primal-dual interior-point method.

Evaluates the integral of a tensor-product spline on a rectangular domain.

Computes a two-dimensional, tensor-product spline interpolant from two-dimensional, tensor-product data.

Computes a two-dimensional, tensor-product spline approximant using least squares.

Computes the value of a tensor-product spline or the value of one of its partial deriva­tives.

Computes the integral of a spline.

Computes a spline interpolant.

Computes the knots for a spline interpolant.

Computes a least-squares spline approximation.

Computes a least-squares constrained spline approximation.

Performs a multidimensional interpolation and differentiation for up to 7 dimensions.

Computes the value of a spline or the value of one of its derivatives.

Computes the LU factorization of a general sparse matrix by a column method and solves the real sparse linear system of equations Ax = b.

Computes the LU factorization of a general complex sparse matrix by a column method and solves the complex sparse linear system of equations Ax = b.

Computes the LU factorization of a general sparse matrix by a left-looking column method using OpenMP parallelism, and solves the real sparse linear system of equations Ax = b

Computes the LU factorization of a general complex sparse matrix by a left-looking column method using OpenMP parallelism and solves the complex sparse linear system of equations Ax = b.

Evaluates the Student’s t distribution function.

Evaluates the inverse of the Student’s t distribution function.

Tallies observations into a one-way frequency table.

Computes the price per $100 face value for a Treasury bill.

Computes the yield for a Treasury bill.

Computes a least-squares fit using user-supplied functions.

Computes various norms of a vector or the difference of two vectors.

Computes various norms of a vector or the difference of two vectors.

Returns integer information describing the version of the library, license number, operating system, and compiler.

Prints a rectangular matrix (or vector) stored in contiguous memory locations.

Sets or retrieve an option for printing a matrix.

Evaluates the year fraction that represents the number of whole days between two dates.

Evaluates the annual yield of a security that pays interest at maturity.

Evaluates the yield of a security that pays periodic interest.

Finds the real zeros of a real, continuous, univariate function.

Finds the zeros of a polynomial with real coefficients using the Jenkins-Traub three-stage algorithm.

Finds the zeros of a polynomial with complex coefficients using the Jenkins-Traub three-stage algorithm.

Solves a system of n nonlinear equations f (x) = 0 using a modified Powell hybrid algorithm.

Finds a zero of a real univariate function.