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