NAG Fortran Library Features:
NAG Library subroutines cover the following areas:
- Complex arithmetic, zeros of polynomials, roots of transcendental
equations, summation of series
- Quadrature, ordinary differential equations, partial differential
equations, numerical differentiation, integral equations
- Interpolation, curve and surface fitting
- Function minimization and maximization
- Matrix operations, including inversion, extraction of eigenvalues
and eigenvectors, determinants, solution of simultaneous linear
equations, orthogonalization, computation of inner products
- Descriptive statistics and elementary data plots
- Correlation and regression analysis
- Analysis of variance
- Random number generation
- Nonparametric statistics
- Time series analysis
- Operations research
- Computation of special functions, mathematical constants
- Lookup of machine constants
- Sorting