NAG C Library News, Mark 25 (PDF version)
NAG Library Manual

NAG Library

NAG C Library News, Mark 25

▸▿ Contents

    1  Introduction
    2  New Functions
    3  Internal Changes Affecting Users
    4  Withdrawn Functions
    5  Functions Scheduled for Withdrawal

1  Introduction

At Mark 25 of the NAG C Library new functionality has been introduced in addition to improvements in existing areas. The Library now contains 1551 user-callable functions, all of which are documented, of which 58 are new at this mark.
Chapter d01 (Quadrature) has a function for high dimensional quadrature using sparse grids.
Chapter e01 (Interpolation) has a function for the triangulation of a two-dimensional scattered grid, and a function for the barycentric interpolation on function values on a triangulated scattered grid.
Chapter f01 (Matrix Operations, Including Inversion) has functions for converting between full, packed and rectangular full packed (RFP) matrix storage formats.
Chapter f02 (Eigenvalues and Eigenvectors) has a driver function for calculating selected eigenvalues/vectors of symmetric sparse matrices.
Chapter f07 (Linear Equations (LAPACK)) has functions for pivoted Cholesky factorization of positive semidefinite matrices and functions for the factorization, solution and inverse of positive definite matrices stored in rectangular full packed format.
Chapter f11 (Large Scale Linear Systems) has a function for the bandwidth reduction of a sparse symmetric matrix by reverse Cuthill–McKee reordering.
Chapter f16 (NAG Interface to BLAS) has linear algebra support functions for symmetric, Hermitian and triangular matrices stored in rectangular full packed format.
Chapter g01 (Simple Calculations on Statistical Data) has a function for computing probabilities for the Dickey–Fuller unit root test.
Chapter g02 (Correlation and Regression Analysis) has functions for performing Least Angle Regression (LARS), Least Absolute Shrinkage and Selection Operator (LASSO) and forward stagewise regression. There is also an additional nearest correlation matrix function that allows the leading principal submatrix to be preserved.
Chapter g05 (Random Number Generators) has functions for generating training and validation datasets suitable for use in cross-validation.
Chapter g13 (Time Series Analysis) has functions for computing: the Dickey–Fuller unit root test statistic; applying the unscented Kalman filter to a nonlinear state-space model with additive noise; and change point analysis using the PELT algorithm or using binary segmentation.
Chapter h (Operations Research) has a function for solving mixed integer nonlinear programming problems; optional settings for this are supplied and interrogated via two new option functions. Additionally, there is a function for approximating solutions to the classical travelling salesman problem.
Chapter x06 (OpenMP Utilities) is a new chapter of functions that provide utilities for controlling the OpenMP environment for your program.

2  New Functions

The 58 new user-callable functions included in the NAG C Library at Mark 25 are as follows.
Function
Name
Purpose
d01escMulti-dimensional quadrature using sparse grids
e01eacTriangulation of two-dimensional scattered grid, method of Renka and Cline
e01ebcBarycentric interpolation on function values provided on a two-dimensional scattered grid
f01vacCopies a real triangular matrix from full format to packed format
f01vbcCopies a complex triangular matrix from full format to packed format
f01vccCopies a real triangular matrix from packed format to full format
f01vdcCopies a complex triangular matrix from packed format to full format
f01vecCopies a real triangular matrix from full format to Rectangular Full Packed format
f01vfcCopies a complex triangular matrix from full format to Rectangular Full Packed format
f01vgcCopies a real triangular matrix from Rectangular Full Packed format to full format
f01vhcCopies a complex triangular matrix from Rectangular Full Packed format to full format
f01vjcCopies a real triangular matrix from packed format to Rectangular Full Packed format
f01vkcCopies a complex triangular matrix from packed format to Rectangular Full Packed format
f01vlcCopies a real triangular matrix from Rectangular Full Packed format to packed format
f01vmcCopies a complex triangular matrix from Rectangular Full Packed format to packed format
f02fkcSelected eigenvalues and eigenvectors of a real symmetric sparse matrix
f07kdcCholesky factorization, with complete pivoting, of a real, symmetric, positive semidefinite matrix
f07krcCholesky factorization of complex Hermitian positive semidefinite matrix
f07wdcCholesky factorization of real symmetric positive definite matrix, Rectangular Full Packed format
f07wecSolution of real symmetric positive definite system of linear equations, multiple right-hand sides, coefficient matrix already factorized by nag_dpftrf (f07wdc), Rectangular Full Packed format
f07wjcInverse of real symmetric positive definite matrix, matrix already factorized by nag_dpftrf (f07wdc), Rectangular Full Packed format
f07wkcInverse of real triangular matrix, Rectangular Full Packed format
f07wrcCholesky factorization of complex Hermitian positive definite matrix, Rectangular Full Packed format
f07wscSolution of complex Hermitian positive definite system of linear equations, multiple right-hand sides, coefficient matrix already factorized by nag_zpftrf (f07wrc), Rectangular Full Packed format
f07wwcInverse of complex Hermitian positive definite matrix, matrix already factorized by nag_zpftrf (f07wrc), Rectangular Full Packed format
f07wxcInverse of complex triangular matrix, Rectangular Full Packed format
f11yecReverse Cuthill–McKee reordering of a sparse symmetric matrix in CCS format
f16rkc1-norm, ∞-norm, Frobenius norm, largest absolute element, real symmetric matrix, Rectangular Full Packed format
f16ukc1-norm, ∞-norm, Frobenius norm, largest absolute element, complex Hermitian matrix, Rectangular Full Packed format
f16ylcSolves a system of equations with multiple right-hand sides, real triangular coefficient matrix, Rectangular Full Packed format
f16yqcRank-k update of a real symmetric matrix, Rectangular Full Packed format
f16zlcSolves system of equations with multiple right-hand sides, complex triangular coefficient matrix, Rectangular Full Packed format
f16zqcRank-k update of a complex Hermitian matrix, Rectangular Full Packed format
g01ewcComputes probabilities for the Dickey–Fuller unit root test
g02ancComputes a correlation matrix from an approximate matrix with fixed submatrix
g02macLeast angle regression (LARS), least absolute shrinkage and selection operator (LASSO) and forward stagewise regression
g02mbcLeast Angle Regression (LARS), Least Absolute Shrinkage and Selection Operator (LASSO) and forward stagewise regression using the cross-products matrix
g02mccAdditional parameter calculate following Least Angle Regression (LARS), Least Absolute Shrinkage and Selection Operator (LASSO) or forward stagewise regression
g05pvcPermutes a matrix, vector, vector triplet into a form suitable for K-fold cross validation
g05pwcPermutes a matrix, vector, vector triplet into a form suitable for random sub-sampling validation
g13awcComputes (augmented) Dickey–Fuller unit root test statistic
g13ejcCombined time and measurement update, one iteration of the Unscented Kalman Filter for a nonlinear state space model, with additive noise (reverse communication)
g13ekcCombined time and measurement update, one iteration of the Unscented Kalman Filter for a nonlinear state space model, with additive noise
g13nacChange point detection, using the PELT algorithm
g13nbcChange points detection using the PELT algorithm, user supplied cost function
g13ndcChange point detection, using binary segmentation
g13necChange point detection, using binary segmentation, user supplied cost function
h02dacMixed integer nonlinear programming
h02zkcOption setting routine for nag_mip_sqp (h02dac)
h02zlcOption getting routine for nag_mip_sqp (h02dac)
h03bbcTravelling Salesman Problem, simulated annealing
x06aacSets the number of threads for OpenMP parallel regions
x06abcThe number of OpenMP threads in the current team
x06accAn upper bound on the number of threads in the next parallel region
x06adcThe OpenMP thread number of the calling thread
x06afcTests for an active OpenMP parallel region
x06agcEnables or disables nested OpenMP parallelism
x06ahcTests the status of nested OpenMP parallelism

3  Internal Changes Affecting Users

The following function has been significantly updated or enhanced at this mark.
nag_running_median_smoother (g10cac)
nag_running_median_smoother (g10cac) is a smoothing function with two possible smoothing methods. The function was previously using the incorrect method (i.e., if you asked for method A you would get method B, and vice versa).

4  Withdrawn Functions

The following functions have been withdrawn from the NAG C Library at Mark 25. Warning of their withdrawal was included in the NAG C Library Manual at Mark 24, together with advice on which functions to use instead. See the document ‘Advice on Replacement Calls for Withdrawn/Superseded Functions’ for more detailed guidance.
Withdrawn
Function
Replacement Function(s)
c05agcnag_zero_cont_func_brent_binsrch (c05auc)
c05sdcnag_zero_cont_func_brent (c05ayc)
c05ubcnag_zero_nonlin_eqns_deriv_easy (c05rbc)
d01fccnag_multid_quad_adapt_1 (d01wcc)
d01gbcnag_multid_quad_monte_carlo_1 (d01xbc)
f01bncnag_zpotrf (f07frc)
f01qccnag_dgeqrf (f08aec)
f01qdcnag_dormqr (f08agc)
f01qecnag_dorgqr (f08afc)
f01rccnag_zgeqrf (f08asc)
f01rdcnag_zunmqr (f08auc)
f01recnag_zungqr (f08atc)
f03aecnag_dpotrf (f07fdc) and nag_det_real_sym (f03bfc)
f03afcnag_dgetrf (f07adc) and nag_det_real_gen (f03bac)
f03ahcnag_zgetrf (f07arc) and nag_det_complex_gen (f03bnc)
f04adcnag_complex_gen_lin_solve (f04cac)
f04agcnag_dpotrs (f07fec)
f04ajcnag_dgetrs (f07aec)
f04akcnag_zgetrs (f07asc)
f04arcnag_real_gen_lin_solve (f04bac)
f04awcnag_zpotrs (f07fsc)
g02ewcnag_full_step_regsn_monfun (g02efh) (see monfun in nag_full_step_regsn (g02efc))
x04aecNo replacement required.

5  Functions Scheduled for Withdrawal

The functions listed below are scheduled for withdrawal from the NAG C Library, because improved functions have now been included in the Library. You are advised to stop using functions which are scheduled for withdrawal and to use recommended replacement functions instead. See the document ‘Advice on Replacement Calls for Withdrawn/Superseded Functions’ for more detailed guidance, including advice on how to change a call to the old function into a call to its recommended replacement.
The following functions will be withdrawn at Mark 26.
Functions Scheduled
for Withdrawal
Replacement Function(s)
c06eacnag_sum_fft_realherm_1d (c06pac)
c06ebcnag_sum_fft_realherm_1d (c06pac)
c06eccnag_sum_fft_complex_1d (c06pcc)
c06ekcnag_sum_convcorr_real (c06fkc)
c06frcnag_sum_fft_complex_1d_multi (c06psc)
c06fucnag_sum_fft_complex_2d (c06puc)
c06gbcNo replacement required
c06gccNo replacement required
c06hacnag_sum_fft_sine (c06rec)
c06hbcnag_sum_fft_cosine (c06rfc)
c06hccnag_sum_fft_qtrsine (c06rgc)
c06hdcnag_sum_fft_qtrcosine (c06rhc)
d02pccnag_ode_ivp_rkts_range (d02pec) and associated d02p functions
d02pdcnag_ode_ivp_rkts_onestep (d02pfc) and associated d02p functions
d02ppcNo replacement required
d02pvcnag_ode_ivp_rkts_setup (d02pqc)
d02pwcnag_ode_ivp_rkts_reset_tend (d02prc)
d02pxcnag_ode_ivp_rkts_interp (d02psc)
d02pzcnag_ode_ivp_rkts_errass (d02puc)
e04jbcnag_opt_nlp (e04ucc)
f02aacnag_dsyev (f08fac)
f02abcnag_dsyev (f08fac)
f02adcnag_dsygv (f08sac)
f02aecnag_dsygv (f08sac)
f02afcnag_dgeev (f08nac)
f02agcnag_dgeev (f08nac)
f02awcnag_zheev (f08fnc)
f02axcnag_zheev (f08fnc)
f02bjcnag_dggev (f08wac)
f02wecnag_dgesvd (f08kbc)
f02xecnag_zgesvd (f08kpc)
g01aacnag_summary_stats_onevar (g01atc)
g10bacnag_kernel_density_gauss (g10bbc)
The following functions have been superseded, but will not be withdrawn from the Library until Mark 27 at the earliest.
Superseded
Function
Replacement Function(s)
d01tacnag_quad_1d_gauss_vec (d01uac)
NAG C Library News, Mark 25 (PDF version)
NAG Library Manual
© The Numerical Algorithms Group Ltd, Oxford, UK. 2015