Mathematical Support
Routines
Linear Systems
Solve a triangular linear system given R GIRTS
Cholesky factorization RTR of a nonnegative definite matrix CHFAC
Modified Cholesky factorization MCHOL
Special Functions
Expected value of a normal order statistic ENOS
Mill’s ratio AMILLR
Nearest Neighbors
Form a k-d tree QUADT
Search a k-d tree for the m nearest neighbors NGHBR