Alphabetical Summary of Functions

[A] [B] [C] [D] [E] [F] [G] [H] [I] [J] [K] [L] [M] [N] [O] [P] [Q] [R] [S] [T] [U] [V] [W] [Y] [Z]

 

A

 

Function

Purpose Statement

accr_interest_maturity

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

accr_interest_periodic

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

airy_Ai

Evaluates the Airy function.

airy_Ai_derivative

Evaluates the derivative of the Airy function.

airy_Bi

Evaluates the Airy function of the second kind.

airy_Bi_derivative

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

arpack_general

Computes selected eigenvalues and eigenvectors of the generalized real nonsymmetric eigenvalue problem Ax = λBx.

arpack_general_(complex)

Computes selected eigenvalues and eigenvectors of the generalized complex eigenvalue problem Ax = λBx.

arpack_svd

Computes selected singular values and singular vectors of a real rectangular matrix A = UΣV^T.

arpack_symmetric

Computes selected eigenvalues and eigenvectors of the generalized real symmetric eigenvalue problem Ax = λBx.

B

 

Function

Purpose Statement

bessel_exp_I0

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

bessel_exp_I1

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

bessel_exp_K0

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

bessel_exp_K1

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

bessel_I0

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

bessel_I1

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

bessel_Ix

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

bessel_J0

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

bessel_J1

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

bessel_Jx

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

bessel_K0

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

bessel_K1

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

bessel_Kx

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

bessel_Y0

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

bessel_Y1

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

bessel_Yx

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

beta

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

beta_cdf

Evaluates the beta probability distribution function.

beta_incomplete

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

beta_inverse_cdf

Evaluates the inverse of the beta distribution function.

binomial_cdf

Evaluates the binomial distribution function.

bivariate_normal_cdf

Evaluates the bivariate normal distribution function.

bond_equivalent_yield

Evaluates the bond-equivalent for a Treasury yield.

bounded_least_squares

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

bvp_finite_difference

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.

C

 

Function

Purpose Statement

chi_squared_cdf

Evaluates the chi-squared distribution function.

chi_squared_inverse_cdf

Evaluates the inverse of the chi-squared distribution function.

chi_squared_test

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

constant

Returns the value of various mathematical and physical constants.

constrained_nlp

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

convexity

Evaluates the convexity for a security.

convolution

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

convolution (complex)

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

coupon_days

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

coupon_number

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

covariances

Computes the sample variance-covariance or correlation matrix.

ctime

Returns the number of CPU seconds used.

cub_spline_integral

Computes the integral of a cubic spline.

cub_spline_interp_e_cnd

Computes a cubic spline interpolant, specifying various endpoint conditions.

cub_spline_interp_shape

Computes a shape-preserving cubic spline.

cub_spline_smooth

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.

cub_spline_tcb

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.

cub_spline_value

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

cumulative_interest

Evaluates the cumulative interest paid between two periods.

cumulative_principal

Evaluates the cumulative principal paid between two periods.

D

 

Function

Purpose Statement

date_to_days

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

days_before_settlement

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

days_to_date

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

days_to_next_coupon

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

dea_petzold_gear

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

depreciation_amordegrc

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

depreciation_amorlinc

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

depreciation_db

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

depreciation_ddb

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

depreciation_sln

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

depreciation_syd

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

depreciation_vdb

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

differential_algebraic_eqs

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

discount_price

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

discount_rate

Evaluates the discount rate for a security.

discount_yield

Evaluates the annual yield for a discounted security.

dollar_decimal

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

dollar_fraction

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

duration

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

E

 

Function

Purpose Statement

effective_rate

Evaluates the effective annual interest rate.

eig_gen

Computes the eigenexpansion of a real matrix A.

eig_gen (complex)

Computes the eigenexpansion of a complex matrix A.

eig_herm_band_(complex)

Computes all eigenvalues or eigenpairs of a complex Hermitian matrix A in band storage format. Optionally, interval and extreme eigenvalues or eigenpairs of A can be computed.

eig_herm (complex)

Computes the eigenexpansion of a complex Hermitian matrix A.

eig_sym

Computes the eigenexpansion of a real symmetric matrix A.

eig_sym_band

Computes all eigenvalues or eigenpairs of a real symmetric matrix A in band storage format. Optionally, interval and extreme eigenvalues or eigenpairs of A can be computed.

eig_symgen

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

elliptic_integral_E

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

elliptic_integral_K

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

elliptic_integral_RC

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

elliptic_integral_RD

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

elliptic_integral_RF

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

elliptic_integral_RJ

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

erf

Evaluates the real error function erf(x).

erf_inverse

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

erfc

Evaluates the real complementary error function erfc(x).

erfc_inverse

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

erfce

Evaluates the exponentially scaled complementary error function.

erfe

Evaluates a scaled function related to erfc(z).

error_code

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

error_message

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

error_options

Sets various error handling options.

error_type

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

F

 

Function

Purpose Statement

F_cdf

Evaluates the F distribution function.

F_inverse_cdf

Evaluates the inverse of the F distribution function.

fast_poisson_2d

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.

faure_next_point

Evaluates a shuffled Faure sequence.

fclose

Closes a file opened by imsl_fopen.

fcn_derivative

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

feynman_kac

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

feynman_kac_evaluate

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

fft_2d_complex

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

fft_complex

Computes the complex discrete Fourier transform of a complex sequence.

fft_complex_init

Computes the parameters for imsl_c_fft_complex.

fft_cosine

Computes the discrete Fourier cosine transformation of an even sequence.

fft_cosine_init

Computes the parameters needed for imsl_f_fft_cosine.

fft_real

Computes the real discrete Fourier transform of a real sequence.

fft_real_init

Computes the parameters for imsl_f_fft_real.

fft_sine

Computes the discrete Fourier sine transformation of an odd sequence.

fft_sine_init

Computes the parameters needed for imsl_f_fft_sine.

fopen

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

free

Frees memory returned from an IMSL C Math Library function.

fresnel_integral_C

Evaluates the cosine Fresnel integral.

fresnel_integral_S

Evaluates the sine Fresnel integral.

future_value

Evaluates the future value of an investment.

future_value_schedule

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

G

 

Function

Purpose Statement

gamma

Evaluates the real gamma function Γ(x).

gamma_cdf

Evaluates the gamma distribution function.

gamma_incomplete

Evaluates the incomplete gamma function γ (ax).

gauss_quad_rule

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

geneig

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

geneig (complex)

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

generate_test_band

Generates test matrices of class E(nc).

generate_test_band (complex)

Generates test matrices of class Ec(nc).

generate_test_coordinate

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

generate_test_coordinate (complex)

Generates test matrices of class D(nc) and E(nc).

H

 

Function

Purpose Statement

hypergeometric_cdf

Evaluates the hypergeometric distribution function.

I

 

Function

Purpose Statement

initialize_error_handler

Initializes the IMSL C Math Library error handling system.

int_fcn

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

int_fcn_2d

Computes a two-dimensional iterated integral.

int_fcn_alg_log

Integrates a function with algebraic-logarithmic singularities.

int_fcn_cauchy

Computes integrals of the form

in the Cauchy principal value sense.

int_fcn_fourier

Computes a Fourier sine or cosine transform.

int_fcn_hyper_rect

Integrates a function on a hyper-rectangle.

int_fcn_inf

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

int_fcn_qmc

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

int_fcn_sing

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

int_fcn_sing_1d

Integrates a function with a possible internal or endpoint singularity.

int_fcn_sing_2d

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

int_fcn_sing_3d

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

int_fcn_sing_pts

Integrates a function with singularity points given.

int_fcn_smooth

Integrates a smooth function using a nonadaptive rule.

int_fcn_trig

Integrates a function containing a sine or a cosine factor.

interest_payment

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

interest_rate_annuity

Evaluates the interest rate per period for an annuity.

interest_rate_security

Evaluates the interest rate for a fully invested security.

internal_rate_of_return

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

internal_rate_schedule

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

inverse_laplace

Computes the inverse Laplace transform of a complex function.

J

 

Function

Purpose Statement

jacobian

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

K

 

Function

Purpose Statement

kelvin_bei0

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

kelvin_bei0_derivative

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

kelvin_ber0

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

kelvin_ber0_derivative

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

kelvin_kei0

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

kelvin_kei0_derivative

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

kelvin_ker0

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

kelvin_ker0_derivative

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

L

 

Function

Purpose Statement

lin_least_squares_gen

Solves a linear least-squares problem Ax = b.

lin_lsq_lin_constraints

Solves a linear least squares problem with linear constraints.

lin_prog

Solves a linear programming problem using the revised simplex algorithm.

lin_sol_def_cg

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

lin_sol_gen

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

lin_sol_gen (complex)

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

lin_sol_gen_band

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

lin_sol_gen_band (complex)

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

lin_sol_gen_coordinate

Solves a sparse system of linear equations Ax = b.

lin_sol_gen_coordinate (complex)

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

lin_sol_gen_min_residual

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

lin_sol_nonnegdef

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

lin_sol_posdef

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

lin_sol_posdef (complex)

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

lin_sol_posdef_band

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

lin_sol_posdef_band (complex)

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

lin_sol_posdef_coordinate

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

lin_sol_posdef_coordinate (complex)

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

lin_svd_gen

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

lin_svd_gen (complex)

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

linear_programming

Solves a linear programming problem.

log_beta

Evaluates the logarithm of the real beta function ln β (xy).

log_gamma

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

M

 

Function

Purpose Statement

machine (float)

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

machine (integer)

Returns integer information describing the computer’s arithmetic.

mat_add_band

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

mat_add_band (complex)

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

mat_add_coordinate

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

mat_add_coordinate (complex)

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

mat_mul_rect

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

mat_mul_rect (complex)

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.

mat_mul_rect_band

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

mat_mul_rect_band (complex)

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.

mat_mul_rect_coordinate

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

mat_mul_rect_coordinate (complex)

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

matrix_norm

Computes various norms of a rectangular matrix.

matrix_norm_band

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

matrix_norm_coordinate

Computes various norms of a matrix stored in coordinate format.

min_con_gen_lin

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

min_uncon

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

min_uncon_deriv

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

min_uncon_golden

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

min_uncon_multivar

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

min_uncon_polytope

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

modified_duration

Evaluates the modified Macauley duration of a security.

modified_internal_rate

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

modified_method_of_lines

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

N

 

Function

Purpose Statement

net_present_value

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

next_coupon_date

Evaluates the next coupon date after the settlement date.

nominal_rate

Evaluates the nominal annual interest rate.

nonlin_least_squares

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

nonneg_least_squares

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

nonneg_matrix_factorization

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

normal_cdf

Evaluates the standard normal (Gaussian) distribution function.

normal_inverse_cdf

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

number_of_periods

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

O

 

Function

Purpose Statement

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

ode_runge_kutta

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

omp_options

Sets various OpenMP options.

output_file

Sets the output file or the error message output file.

P

 

Function

Purpose Statement

page

Sets or retrieve the page width or length.

payment

Evaluates the periodic payment for an investment.

pde_1d_mg

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

poisson_cdf

Evaluates the Poisson distribution function.

poly_regression

Performs a polynomial least-squares regression.

present_value

Evaluates the present value of an investment.

present_value_schedule

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

previous_coupon_date

Evaluates the previous coupon date before the settlement date.

price

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

price_maturity

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

principal_payment

Evaluates the payment on the principal for a given period.

psi

Evaluates the derivative of the log gamma function.

psi1

Evaluates the second derivative of the log gamma function.

Q

 

Function

Purpose Statement

quadratic_prog

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

R

 

Function

Purpose Statement

radial_evaluate

Evaluates a radial basis fit.

radial_scattered_fit

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

random_beta

Generates pseudorandom numbers from a beta distribution.

random_exponential

Generates pseudorandom numbers from a standard exponential distribution.

random_gamma

Generates pseudorandom numbers from a standard gamma distribution.

random_normal

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

random_option

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

random_poisson

Generates pseudorandom numbers from a Poisson distribution.

random_seed_get

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

random_seed_set

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

random_uniform

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

ranks

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

read_mps

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

received_maturity

Evaluates the amount received for a fully invested security.

regression

Fits a multiple linear regression model using least squares.

S

 

Function

Purpose Statement

scattered_2d_interp

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

set_user_fcn_return_flag

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

simple_statistics

Computes basic univariate statistics.

smooth_1d_data

Smooth one-dimensional data by error detection.

sort

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

sort (integer)

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

sparse_cholesky_smp

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.

sparse_cholesky_smp (complex)

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.

sparse_lin_prog

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

sparse_quadratic_prog

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

spline_2d_integral

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

spline_2d_interp

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

spline_2d_least_squares

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

spline_2d_value

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

spline_integral

Computes the integral of a spline.

spline_interp

Computes a spline interpolant.

spline_knots

Computes the knots for a spline interpolant.

spline_least_squares

Computes a least-squares spline approximation.

spline_lsq_constrained

Computes a least-squares constrained spline approximation.

spline_nd_interp

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

spline_value

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

superlu

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

superlu (complex)

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.

superlu_smp

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

superlu_smp (complex)

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.

T

 

Function

Purpose Statement

t_cdf

Evaluates the Student’s t distribution function.

t_inverse_cdf

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

table_oneway

Tallies observations into a one-way frequency table.

treasury_bill_price

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

treasury_bill_yield

Computes the yield for a Treasury bill.

U

 

Function

Purpose Statement

user_fcn_least_squares

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

V

 

Function

Purpose Statement

vector_norm

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

vector_norm (complex)

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

version

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

W

 

Function

Purpose Statement

write_matrix

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

write_options

Sets or retrieve an option for printing a matrix.

Y

 

Function

Purpose Statement

year_fraction

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

yield_maturity

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

yield_periodic

Evaluates the yield of a security that pays periodic interest.

Z

 

Function

Purpose Statement

zeros_function

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

zeros_poly

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

zeros_poly (complex)

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

zeros_sys_eqn

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

zero_univariate

Finds a zero of a real univariate function.