Missing Values
Some of the functions in the IMSL C Math Library allow the data to contain missing values. These functions recognize as a missing value the special value referred to as “not a number,” or NaN. The actual value is different on different computers, but it can be obtained by reference to the IMSL function imsl_f_machine, described in Chapter 12, “Utilities.”
The way that missing values are treated depends on the individual function and is described in the documentation for the function.