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]
Function |
Purpose Statement |
Evaluates the accrued interest for a security that pays at maturity. |
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Evaluates the accrued interest for a security that pays periodic interest. |
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Evaluates the Airy function. |
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Evaluates the derivative of the Airy function. |
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Evaluates the Airy function of the second kind. |
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Evaluates the derivative of the Airy function of the second kind. |
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Computes selected eigenvalues and eigenvectors of the generalized real nonsymmetric eigenvalue problem Ax = λBx. |
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Computes selected eigenvalues and eigenvectors of the generalized complex eigenvalue problem Ax = λBx. |
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Computes selected singular values and singular vectors of a real rectangular matrix A = UΣV^T. |
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Computes selected eigenvalues and eigenvectors of the generalized real symmetric eigenvalue problem Ax = λBx. |
Function |
Purpose Statement |
Evaluates the exponentially scale modified Bessel function of the first kind of order zero. |
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Evaluates the exponentially scaled modified Bessel function of the first kind of order one. |
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Evaluates the exponentially scaled modified Bessel function of the second kind of order zero. |
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Evaluates the exponentially scaled modified Bessel function of the second kind of order one. |
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Evaluates the real modified Bessel function of the first kind of order zero I0(x). |
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Evaluates the real modified Bessel function of the first kind of order one I1(x). |
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Evaluates a sequence of modified Bessel functions of the first kind with real order and complex arguments. |
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Evaluates the real Bessel function of the first kind of order zero J0(x). |
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Evaluates the real Bessel function of the first kind of order one J1(x). |
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Evaluates a sequence of Bessel functions of the first kind with real order and complex arguments. |
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Evaluates the real modified Bessel function of the second kind of order zero K0(x). |
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Evaluates the real modified Bessel function of the second kind of order one K1(x). |
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Evaluates a sequence of modified Bessel functions of the second kind with real order and complex arguments. |
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Evaluates the real Bessel function of the second kind of order zero Y0(x). |
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Evaluates the real Bessel function of the second kind of order one Y1(x). |
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Evaluates a sequence of Bessel functions of the second kind with real order and complex arguments. |
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Evaluates the real beta function β(x, y). |
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Evaluates the beta probability distribution function. |
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Evaluates the real incomplete beta function Ix = βx(a, b)/β(a, b). |
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Evaluates the inverse of the beta distribution function. |
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Evaluates the binomial distribution function. |
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Evaluates the bivariate normal distribution function. |
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Evaluates the bond-equivalent for a Treasury yield. |
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Solves a nonlinear least-squares problem subject to bounds on the variables using a modified Levenberg-Marquardt algorithm. |
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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. |
Function |
Purpose Statement |
Evaluates the chi-squared distribution function. |
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Evaluates the inverse of the chi-squared distribution function. |
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Performs a chi-squared goodness-of-fit test. |
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Returns the value of various mathematical and physical constants. |
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Solves a general nonlinear programming problem using a sequential equality constrained quadratic programming method. |
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Evaluates the convexity for a security. |
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Computes the convolution, and optionally, the correlation of two real vectors. |
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Computes the convolution, and optionally, the correlation of two complex vectors. |
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Evaluates the number of days in the coupon period that contains the settlement date. |
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Evaluates the number of coupons payable between the settlement date and maturity date. |
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Computes the sample variance-covariance or correlation matrix. |
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Returns the number of CPU seconds used. |
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Computes the integral of a cubic spline. |
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Computes a cubic spline interpolant, specifying various endpoint conditions. |
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Computes a shape-preserving cubic spline. |
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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. |
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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. |
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Computes the value of a cubic spline or the value of one of its derivatives. |
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Evaluates the cumulative interest paid between two periods. |
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Evaluates the cumulative principal paid between two periods. |
Function |
Purpose Statement |
Evaluates the number of days from January 1, 1900, to the given date. |
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Evaluates the number of days from the beginning of the coupon period to the settlement date. |
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Gives the date corresponding to the number of days since January 1, 1900. |
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Evaluates the number of days from settlement date to the next coupon date. |
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Solves a first order differential-algebraic system of equations, g(t, y, y′) = 0, using the Petzold-Gear BDF method. |
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Evaluates the depreciation for each accounting period. Similar to depreciation_amorlinc. |
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Evaluates the depreciation for each accounting period. Similar to depreciation_amordegrc. |
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Evaluates the depreciation of an asset for a specified period using the fixed-declining balance method. |
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Evaluates the depreciation of an asset for a specified period using the double-declining method. |
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Evaluates the straight line depreciation of an asset for one period. |
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Evaluates the sum-of-years digits depreciation of an asset for a specified period. |
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Evaluates the depreciation of an asset for any given period, including partial periods, using the double-declining balance method. |
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Solves a first order differential-algebraic system of equations, g(t, y, y′) = 0, with optional additional constraints and user-defined linear system solver. |
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Evaluates the price per $100 face value of a discounted security. |
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Evaluates the discount rate for a security. |
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Evaluates the annual yield for a discounted security. |
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Converts a dollar price, expressed as a fraction, into a dollar price, expressed as a decimal number. |
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Converts a dollar price, expressed as a decimal number, into a dollar price, expressed as a fraction. |
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Evaluates the annual duration of a security with periodic interest payment. |
Function |
Purpose Statement |
Evaluates the effective annual interest rate. |
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Computes the eigenexpansion of a real matrix A. |
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Computes the eigenexpansion of a complex matrix A. |
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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. |
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Computes the eigenexpansion of a complex Hermitian matrix A. |
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Computes the eigenexpansion of a real symmetric matrix A. |
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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. |
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Computes the generalized eigenexpansion of a system Ax = λBx. A and B are real and symmetric. B is positive definite. |
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Evaluates the complete elliptic integral of the second kind E(x). |
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Evaluates the complete elliptic integral of the kind K(x). |
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Evaluates an elementary integral from which inverse circular functions, logarithms, and inverse hyperbolic functions can be computed. |
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Evaluates Carlson’s elliptic integral of the second kind RD(x, y, z). |
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Evaluates Carlson’s elliptic integral of the first kind RF(x, y, z). |
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Evaluates Carlson’s elliptic integral of the third kind RJ(x, y, z, ρ). |
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Evaluates the real error function erf(x). |
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Evaluates the real inverse error function erf -1(x). |
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Evaluates the real complementary error function erfc(x). |
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Evaluates the real inverse complementary error function erfc-1(x). |
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Evaluates the exponentially scaled complementary error function. |
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Evaluates a scaled function related to erfc(z). |
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Gets the code corresponding to the error message from the last function called. |
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Gets the text of the error message from the last function called. |
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Sets various error handling options. |
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Gets the type corresponding to the error message from the last function called. |
Function |
Purpose Statement |
Evaluates the F distribution function. |
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Evaluates the inverse of the F distribution function. |
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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. |
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Evaluates a shuffled Faure sequence. |
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Closes a file opened by imsl_fopen. |
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Computes the first, second or third derivative of a user-supplied function. |
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Solves a generalized Feynman-Kac equation on a finite interval using Hermite quintic splines. |
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Computes the value of a Hermite quintic spline or the value of one of its derivatives. |
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Computes the complex discrete two-dimensional Fourier transform of a complex two-dimensional array. |
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Computes the complex discrete Fourier transform of a complex sequence. |
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Computes the parameters for imsl_c_fft_complex. |
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Computes the discrete Fourier cosine transformation of an even sequence. |
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Computes the parameters needed for imsl_f_fft_cosine. |
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Computes the real discrete Fourier transform of a real sequence. |
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Computes the parameters for imsl_f_fft_real. |
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Computes the discrete Fourier sine transformation of an odd sequence. |
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Computes the parameters needed for imsl_f_fft_sine. |
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Opens a file using the C runtime library used by the IMSL C Math Library. |
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Frees memory returned from an IMSL C Math Library function. |
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Evaluates the cosine Fresnel integral. |
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Evaluates the sine Fresnel integral. |
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Evaluates the future value of an investment. |
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Evaluates the future value of an initial principal after applying a series of compound interest rates. |
Function |
Purpose Statement |
Evaluates the real gamma function Γ(x). |
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Evaluates the gamma distribution function. |
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Evaluates the incomplete gamma function γ (a, x). |
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Computes a Gauss, Gauss-Radau, or Gauss-Lobatto quadrature rule with various classical weight functions. |
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Computes the generalized eigenexpansion of a system Ax = λBx, with A and B real. |
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Computes the generalized eigenexpansion of a system Ax = λBx, with A and B complex. |
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Generates test matrices of class E(n, c). |
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Generates test matrices of class Ec(n, c). |
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Generates test matrices of class D(n, c) and E(n, c). |
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Generates test matrices of class D(n, c) and E(n, c). |
Function |
Purpose Statement |
Evaluates the hypergeometric distribution function. |
Function |
Purpose Statement |
Initializes the IMSL C Math Library error handling system. |
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Integrates a function using a globally adaptive scheme based on Gauss-Kronrod rules. |
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Computes a two-dimensional iterated integral. |
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Integrates a function with algebraic-logarithmic singularities. |
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Computes integrals of the form
in the Cauchy principal value sense. |
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Computes a Fourier sine or cosine transform. |
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Integrates a function on a hyper-rectangle. |
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Integrates a function over an infinite or semi-infinite interval. |
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Integrates a function on a hyper-rectangle using a quasi-Monte Carlo method. |
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Integrates a function, which may have endpoint singularities, using a globally adaptive scheme based on Gauss-Kronrod rules. |
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Integrates a function with a possible internal or endpoint singularity. |
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Integrates a function of two variables with a possible internal or endpoint singularity. |
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Integrates a function of three variables with a possible internal or endpoint singularity. |
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Integrates a function with singularity points given. |
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Integrates a smooth function using a nonadaptive rule. |
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Integrates a function containing a sine or a cosine factor. |
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Evaluates the interest payment for a given period for an investment. |
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Evaluates the interest rate per period for an annuity. |
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Evaluates the interest rate for a fully invested security. |
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Evaluates the internal rate of return for a schedule of cash flows. |
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Evaluates the internal rate of return for a schedule of cash flows that is not necessarily periodic. |
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Computes the inverse Laplace transform of a complex function. |
Function |
Purpose Statement |
Approximates the Jacobian of m functions in n unknowns using divided differences. |
Function |
Purpose Statement |
Evaluates the Kelvin function of the first kind, bei, of order zero. |
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Evaluates the derivative of the Kelvin function of the first kind, bei, of order zero. |
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Evaluates the Kelvin function of the first kind, ber, of order zero. |
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Evaluates the derivative of the Kelvin function of the first kind, ber, of order zero. |
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Evaluates the Kelvin function of the second kind, kei, of order zero. |
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Evaluates the derivative of the Kelvin function of the second kind, kei, of order zero. |
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Evaluates the Kelvin function of the second kind, der, of order zero. |
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Evaluates the derivative of the Kelvin function of the second kind, ker, of order zero. |
Function |
Purpose Statement |
Solves a linear least-squares problem Ax = b. |
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Solves a linear least squares problem with linear constraints. |
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Solves a linear programming problem using the revised simplex algorithm. |
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Solves a real symmetric definite linear system using a conjugate gradient method. |
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Solves a real general system of linear equations Ax = b. |
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Solves a complex general system of linear equations Ax = b. |
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Solves a real general band system of linear equations Ax = b. |
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Solves a complex general system of linear equations Ax = b. |
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Solves a sparse system of linear equations Ax = b. |
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Solves a system of linear equations Ax = b, with sparse complex coefficient matrix A. |
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Solves a linear system Ax = b using the restarted generalized minimum residual (GMRES) method. |
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Solves a real symmetric nonnegative definite system of linear equations Ax = b. |
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Solves a real symmetric positive definite system of linear equations Ax = b. |
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Solves a complex Hermitian positive definite system of linear equations Ax = b. |
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Solves a real symmetric positive definite system of linear equations Ax = b in band symmetric storage mode. |
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Solves a complex Hermitian positive definite system of linear equations Ax = b in band symmetric storage mode. |
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Solves a sparse real symmetric positive definite system of linear equations Ax = b. |
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Solves a sparse Hermitian positive definite system of linear equations Ax = b. |
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Computes the SVD, A = USVT, of a real rectangular matrix A. |
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Computes the SVD, A = USVH, of a complex rectangular matrix A. |
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Solves a linear programming problem. |
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Evaluates the logarithm of the real beta function ln β (x, y). |
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Evaluates the logarithm of the absolute value of the gamma function log |Γ(x)|. |
Function |
Purpose Statement |
Returns information describing the computer’s floating-point arithmetic. |
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Returns integer information describing the computer’s arithmetic. |
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Adds two band matrices, both in band storage mode, C ← αA + βB. |
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Adds two band matrices, both in band storage mode, C ← αA + βB. |
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Performs element-wise addition of two real matrices stored in coordinate format, C ← αA + βB. |
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Performs element-wise addition on two complex matrices stored in coordinate format, C ← αA + βB. |
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Computes the transpose of a matrix, a matrix-vector product, a matrix-matrix product, the bilinear form, or any triple product. |
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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. |
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Computes the transpose of a matrix, a matrix-vector product, or a matrix-matrix product, all matrices stored in band form. |
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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. |
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Computes the transpose of a matrix, a matrix-vector product, or a matrix-matrix product, all matrices stored in sparse coordinate form. |
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Computes the transpose of a matrix, a matrix-vector product or a matrix-matrix product, all matrices stored in sparse coordinate form. |
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Computes various norms of a rectangular matrix. |
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Computes various norms of a matrix stored in band storage mode. |
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Computes various norms of a matrix stored in coordinate format. |
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Minimizes a general objective function subject to linear equality/inequality constraints. |
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Finds the minimum point of a smooth function f(x) of a single variable using only function evaluations. |
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Finds the minimum point of a smooth function f(x) of a single variable using both function and first derivative evaluations. |
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Finds the minimum point of a nonsmooth function of a single variable. |
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Minimizes a function f(x) of n variables using a quasi-Newton method. |
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Minimizes a function of n variables using a direct search polytope algorithm. |
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Evaluates the modified Macauley duration of a security. |
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Evaluates the modified internal rate of return for a series of periodic cash flows. |
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Solves a system of partial differential equations of the form ut + f(x, t, u, ux, uxx) using the method of lines. |
Function |
Purpose Statement |
Evaluates the net present value of an investment based on a series of periodic. |
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Evaluates the next coupon date after the settlement date. |
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Evaluates the nominal annual interest rate. |
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Solves a nonlinear least-squares problem using a modified Levenberg-Marquardt algorithm. |
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Computes the non-negative least squares (nnls) solution. |
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Given an m × n real matrix A ≥ 0 and an integer k ≤ min (m, n), compute a factorization A ≅ FG. |
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Evaluates the standard normal (Gaussian) distribution function. |
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Evaluates the inverse of the standard normal (Gaussian) distribution function. |
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Evaluates the number of periods for an investment based on periodic and constant payment and a constant interest rate. |
Function |
Purpose Statement |
Solves an initial-value problem for a system of ordinary differential equations of order one or two using a variable order Adams method |
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Solves an initial-value problem for ordinary differential equations using the Runge-Kutta-Verner fifth-order and sixth-order method. |
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Sets various OpenMP options. |
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Sets the output file or the error message output file. |
Function |
Purpose Statement |
Sets or retrieve the page width or length. |
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Evaluates the periodic payment for an investment. |
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Solves a system of one-dimensional time-dependent partial differential equations using a moving-grid interface. |
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Evaluates the Poisson distribution function. |
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Performs a polynomial least-squares regression. |
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Evaluates the present value of an investment. |
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Evaluates the present value for a schedule of cash flows that is not necessarily periodic. |
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Evaluates the previous coupon date before the settlement date. |
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Evaluates the price per $100 face value of a security that pays periodic interest. |
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Evaluates the price per $100 face value of a security that pays interest at maturity. |
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Evaluates the payment on the principal for a given period. |
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Evaluates the derivative of the log gamma function. |
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Evaluates the second derivative of the log gamma function. |
Function |
Purpose Statement |
Solves a quadratic programming problem subject to linear equality or inequality constraints. |
Function |
Purpose Statement |
Evaluates a radial basis fit. |
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Computes an approximation to scattered data in Rn for n ≥ 2 using radial basis functions. |
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Generates pseudorandom numbers from a beta distribution. |
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Generates pseudorandom numbers from a standard exponential distribution. |
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Generates pseudorandom numbers from a standard gamma distribution. |
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Generates pseudorandom numbers from a standard normal distribution using an inverse CDF method. |
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Selects the uniform (0, 1) multiplicative congruential pseudorandom number generator. |
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Generates pseudorandom numbers from a Poisson distribution. |
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Retrieves the current value of the seed used in the IMSL random number generators. |
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Initializes a random seed for use in the IMSL random number generators. |
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Generates pseudorandom numbers from a uniform (0, 1) distribution. |
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Computes the ranks, normal scores, or exponential scores for a vector of observations. |
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Reads an MPS file containing a linear programming problem or a quadratic programming problem. |
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Evaluates the amount received for a fully invested security. |
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Fits a multiple linear regression model using least squares. |
Function |
Purpose Statement |
Computes a smooth bivariate interpolant to scattered data that is locally a quintic polynomial in two variables. |
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Indicates a condition has occurred in a user-supplied function necessitating a return to the calling function. |
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Computes basic univariate statistics. |
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Smooth one-dimensional data by error detection. |
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Sorts a vector by algebraic value. Optionally, a vector can be sorted by absolute value, and a sort permutation can be returned. |
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Sorts an integer vector by algebraic value. Optionally, a vector can be sorted by absolute value, and a sort permutation can be returned. |
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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. |
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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. |
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Solves a sparse linear programming problem by an infeasible primal-dual interior-point method. |
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Solves a sparse convex quadratic programming problem by an infeasible primal-dual interior-point method. |
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Evaluates the integral of a tensor-product spline on a rectangular domain. |
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Computes a two-dimensional, tensor-product spline interpolant from two-dimensional, tensor-product data. |
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Computes a two-dimensional, tensor-product spline approximant using least squares. |
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Computes the value of a tensor-product spline or the value of one of its partial derivatives. |
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Computes the integral of a spline. |
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Computes a spline interpolant. |
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Computes the knots for a spline interpolant. |
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Computes a least-squares spline approximation. |
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Computes a least-squares constrained spline approximation. |
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Performs a multidimensional interpolation and differentiation for up to 7 dimensions. |
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Computes the value of a spline or the value of one of its derivatives. |
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Computes the LU factorization of a general sparse matrix by a column method and solves the real sparse linear system of equations Ax = b. |
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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. |
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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 |
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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. |
Function |
Purpose Statement |
Evaluates the Student’s t distribution function. |
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Evaluates the inverse of the Student’s t distribution function. |
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Tallies observations into a one-way frequency table. |
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Computes the price per $100 face value for a Treasury bill. |
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Computes the yield for a Treasury bill. |
Function |
Purpose Statement |
Computes a least-squares fit using user-supplied functions. |
Function |
Purpose Statement |
Computes various norms of a vector or the difference of two vectors. |
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Computes various norms of a vector or the difference of two vectors. |
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Returns integer information describing the version of the library, license number, operating system, and compiler. |
Function |
Purpose Statement |
Prints a rectangular matrix (or vector) stored in contiguous memory locations. |
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Sets or retrieve an option for printing a matrix. |
Function |
Purpose Statement |
Evaluates the year fraction that represents the number of whole days between two dates. |
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Evaluates the annual yield of a security that pays interest at maturity. |
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Evaluates the yield of a security that pays periodic interest. |
Function |
Purpose Statement |
Finds the real zeros of a real, continuous, univariate function. |
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Finds the zeros of a polynomial with real coefficients using the Jenkins-Traub three-stage algorithm. |
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Finds the zeros of a polynomial with complex coefficients using the Jenkins-Traub three-stage algorithm. |
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Solves a system of n nonlinear equations f (x) = 0 using a modified Powell hybrid algorithm. |
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Finds a zero of a real univariate function. |