NAG SMP Library

Release 2 News

1 Introduction

In this document we describe the differences between Release 1 and Release 2 of the NAG Fortran SMP Library. There are two main differences:

From the point of view of performance and scalability there are three categories of routine in this Library.

2 New Routines

The 89 new routines at Release 2 of the NAG Fortran SMP Library are those routines introduced at Marks 18 and 19 of the NAG Fortran Library (other than the thirteen complex FFT routines that were already incorporated into Release 1) and a further five user callable routines that will be introduced to the NAG Fortran Library at Mark 20. These five extra routines are F11DKF, F11GDF, F11GEF, F11GFF and G05ZAF. The routine F11DKF provides an additional preconditioner for the sparse linear algebra solvers (see the F11 Chapter Introduction for details). The remaining extra Chapter F11 routines are threadsafe equivalents of the sparse linear algebra routines F11GAF, F11GBF and F11GCF respectively. G05ZAF is a new routine in the chapter concerned with random number generators; specifically it allows you to choose between using the standard algorithm (as in Mark 19 of the NAG Fortran Library) or a set of parallelized Wichmann--Hill generators for generating random numbers -- the default and recommended choice for the NAG Fortran SMP Library is the set of Wichmann--Hill generators (see the Users' Note for further details).

3 Tuned Routines

C06FKF Circular convolution or correlation of two real vectors, extra workspace for greater speed
C06FPF Multiple one-dimensional real discrete Fourier transforms
C06FQF Multiple one-dimensional Hermitian discrete Fourier transforms
C06FRF Multiple one-dimensional complex discrete Fourier transforms
C06FUF Two-dimensional complex discrete Fourier transform
C06FXF Three-dimensional complex discrete Fourier transform
C06HAF Discrete sine transform
C06HBF Discrete cosine transform
C06HCF Discrete quarter-wave sine transform
C06HDF Discrete quarter-wave cosine transform
C06PAF Single one-dimensional real and Hermitian complex discrete Fourier transform, using complex data format for Hermitian sequences
C06PCF Single one-dimensional complex discrete Fourier transform, complex data format
C06PJF Multi-dimensional complex discrete Fourier transform of multi-dimensional data (using complex data type)
C06PFF One-dimensional complex discrete Fourier transform of multi-dimensional data (using complex data type)
C06PKF Circular convolution or correlation of two complex vectors
C06PPF Multiple one-dimensional real and Hermitian complex discrete Fourier transforms, using complex data format for Hermitian sequences
C06PQF Multiple one-dimensional real and Hermitian complex discrete Fourier transforms, using complex data format for Hermitian sequences and sequences stored as columns
C06PRF Multiple one-dimensional complex discrete Fourier transforms using complex data format
C06PSF Multiple one-dimensional complex discrete Fourier transforms using complex data format and sequences stored as columns
C06PUF Two-dimensional complex discrete Fourier transform, complex data format
C06PXF Three-dimensional complex discrete Fourier transform, complex data format
C06RAF Discrete sine transform (easy-to-use)
C06RBF Discrete cosine transform (easy-to-use)
C06RCF Discrete quarter-wave sine transform (easy-to-use)
C06RDF Discrete quarter-wave cosine transform (easy-to-use)
F07ADF (SGETRF/DGETRF) LU factorization of real m by n matrix
F07AEF (SGETRS/DGETRS) Solution of real system of linear equations, multiple right-hand sides, matrix already factorized by F07ADF
F07ARF (CGETRF/ZGETRF) LU factorization of complex m by n matrix
F07ASF (CGETRS/ZGETRS) Solution of complex system of linear equations, multiple right-hand sides, matrix already factorized by F07ARF
F07FDF (SPOTRF/DPOTRF) Cholesky factorization of real symmetric positive-definite matrix
F07FEF (SPOTRS/DPOTRS) Solution of real symmetric positive-definite system of linear equations, multiple right-hand sides, matrix already factorized by F07FDF
F07FRF (CPOTRF/ZPOTRF) Cholesky factorization of complex Hermitian positive-definite matrix
F07FSF (CPOTRS/ZPOTRS) Solution of complex Hermitian positive-definite system of linear equations, multiple right-hand sides, matrix already factorized by F07FRF
F08AEF (SGEQRF/DGEQRF) QR factorization of real general rectangular matrix
F08AFF (SORGQR/DORGQR) Form all or part of orthogonal Q from QR factorization determined by F08AEF or F08BEF
F08AGF (SORMQR/DORMQR) Apply orthogonal transformation determined by F08AEF or F08BEF
F08ASF (CGEQRF/ZGEQRF) QR factorization of complex general rectangular matrix
F08ATF (CUNGQR/ZUNGQR) Form all or part of unitary Q from QR factorization determined by F08ASF or F08BSF
F08AUF (CUNMQR/ZUNMQR) Apply unitary transformation determined by F08ASF or F08BSF
F08FEF (SSYTRD/DSYTRD) Orthogonal reduction of real symmetric matrix to symmetric tridiagonal form
F08FFF (SORGTR/DORGTR) Generate orthogonal transformation matrix from reduction to tridiagonal form determined by F08FEF
F08FSF (CHETRD/ZHETRD) Unitary reduction of complex Hermitian matrix to real symmetric tridiagonal form
F08FTF (CUNGTR/ZUNGTR) Generate unitary transformation matrix from reduction to tridiagonal form determined by F08FSF
F08GFF (SOPGTR/DOPGTR) Generate orthogonal transformation matrix from reduction to tridiagonal form determined by F08GEF
F08GTF (CUPGTR/ZUPGTR) Generate unitary transformation matrix from reduction to tridiagonal form determined by F08GSF
F08JEF (SSTEQR/DSTEQR) All eigenvalues and eigenvectors of real symmetric tridiagonal matrix, reduced from real symmetric matrix using implicit QL or QR
F08JSF (CSTEQR/ZSTEQR) All eigenvalues and eigenvectors of real symmetric tridiagonal matrix, reduced from complex Hermitian matrix, using implicit QL or QR
F08KEF (SGEBRD/DGEBRD) Orthogonal reduction of real general rectangular matrix to bidiagonal form
F08KSF (CGEBRD/ZGEBRD) Unitary reduction of complex general rectangular matrix to bidiagonal form
F08MEF (SBDSQR/DBDSQR) SVD of real bidiagonal matrix reduced from real general matrix
F08MSF (CBDSQR/ZBDSQR) SVD of real bidiagonal matrix reduced from complex general matrix
F11BDF Real sparse nonsymmetric linear systems, set-up for F11BEF
F11BEF Real sparse nonsymmetric linear systems, preconditioned RGMRES, CGS, Bi-CGSTAB or TFQMR method
F11BFF Real sparse nonsymmetric linear systems, diagnostic for F11BEF
F11DKF Real sparse nonsymmetric linear systems, line Jacobi preconditioner
F11GDF Real sparse symmetric linear systems, set-up for F11GEF
F11GEF Real sparse symmetric linear systems, preconditioned conjugate gradient or Lanczos, threadsafe
F11GFF Real sparse symmetric linear systems, diagnostic for F11GEF
F11XAF Real sparse nonsymmetric matrix vector multiply
F11XEF Real sparse symmetric matrix vector multiply
G05CAF Pseudo-random real numbers, uniform distribution over (0,1)
G05CBF Initialise random number generating routines to give repeatable sequence
G05CCF Initialise random number generating routines to give non-repeatable sequence
G05CFF Save state of random number generating routines
G05CGF Restore state of random number generating routines
G05DAF Pseudo-random real numbers, uniform distribution over (a,b)
G05DBF Pseudo-random real numbers, (negative) exponential distribution
G05DCF Pseudo-random real numbers, logistic distribution
G05DDF Pseudo-random real numbers, Normal distribution
G05DEF Pseudo-random real numbers, log-normal distribution
G05DFF Pseudo-random real numbers, Cauchy distribution
G05DHF Pseudo-random real numbers, chi-square distribution
G05DJF Pseudo-random real numbers, Student's t-distribution
G05DKF Pseudo-random real numbers, F-distribution
G05DPF Pseudo-random real numbers, Weibull distribution
G05DRF Pseudo-random integer, Poisson distribution
G05DYF Pseudo-random integer from uniform distribution
G05DZF Pseudo-random logical (boolean) value
G05EAF Set up reference vector for multivariate Normal distribution
G05EBF Set up reference vector for generating pseudo-random integers, uniform distribution
G05ECF Set up reference vector for generating pseudo-random integers, Poisson distribution
G05EDF Set up reference vector for generating pseudo-random integers, binomial distribution
G05EEF Set up reference vector for generating pseudo-random integers, negative binomial distribution
G05EFF Set up reference vector for generating pseudo-random integers, hypergeometric distribution
G05EGF Set up reference vector for univariate ARMA time series model
G05EHF Pseudo-random permutation of an integer vector
G05EJF Pseudo-random sample from an integer vector
G05EWF Generate next term from reference vector for ARMA time series model
G05EXF Set up reference vector from supplied cumulative distribution function or probability distribution function
G05EYF Pseudo-random integer from reference vector
G05EZF Pseudo-random multivariate Normal vector from reference vector
G05FAF Generates a vector of random numbers from a uniform distribution
G05FBF Generates a vector of random numbers from an (negative) exponential distribution
G05FDF Generates a vector of random numbers from a Normal distribution
G05FEF Generates a vector of pseudo-random numbers from a beta distribution
G05FFF Generates a vector of pseudo-random numbers from a gamma distribution
G05FSF Generates a vector of pseudo-random variates from von Mises distribution
G05GAF Computes random orthogonal matrix
G05GBF Computes random correlation matrix
G05HDF Generates a realisation of a multivariate time series from a VARMA model
G05ZAF Selection of basic algorithm random number generator or Wichmann--Hill algorithm generators for subsequent calls to routines

4 Enhanced Routines

D01PAF Multi-dimensional quadrature over an n-simplex
D02AGF ODEs, boundary value problem, shooting and matching technique, allowing interior matching point, general parameters to be determined
D02EJF ODEs, stiff IVP, BDF method, until function of solution is zero, intermediate output (simple driver)
D02HAF ODEs, boundary value problem, shooting and matching, boundary values to be determined
D02HBF ODEs, boundary value problem, shooting and matching, general parameters to be determined
D02NBF Explicit ODEs, stiff IVP, full Jacobian (comprehensive)
D02NCF Explicit ODEs, stiff IVP, banded Jacobian (comprehensive)
D02NDF Explicit ODEs, stiff IVP, sparse Jacobian (comprehensive)
D02NGF Implicit/algebraic ODEs, stiff IVP, full Jacobian (comprehensive)
D02NHF Implicit/algebraic ODEs, stiff IVP, banded Jacobian (comprehensive)
D02NJF Implicit/algebraic ODEs, stiff IVP, sparse Jacobian (comprehensive)
D02NMF Explicit ODEs, stiff IVP (reverse communication, comprehensive)
D02NNF Implicit/algebraic ODEs, stiff IVP (reverse communication, comprehensive)
D02SAF ODEs, boundary value problem, shooting and matching technique, subject to extra algebraic equations, general parameters to be determined
D02TKF ODEs, general nonlinear boundary value problem, collocation technique
D03PCF General system of parabolic PDEs, method of lines, finite differences, one space variable
D03PDF General system of parabolic PDEs, method of lines, Chebyshev C0 collocation, one space variable
D03PEF General system of first-order PDEs, method of lines, Keller box discretisation, one space variable
D03PFF General system of convection-diffusion PDEs with source terms in conservative form, method of lines, upwind scheme using numerical flux function based on Riemann solver, one space variable
D03PHF General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, one space variable
D03PJF General system of parabolic PDEs, coupled DAEs, method of lines, Chebyshev C0 collocation, one space variable
D03PKF General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretisation, one space variable
D03PLF General system of convection-diffusion PDEs with source terms in conservative form, coupled DAEs, method of lines, upwind scheme using numerical flux function based on Riemann solver, one space variable
D03PPF General system of parabolic PDEs, coupled DAEs, method of lines, finite differences, remeshing, one space variable
D03PRF General system of first-order PDEs, coupled DAEs, method of lines, Keller box discretisation, remeshing, one space variable
D03PSF General system of convection-diffusion PDEs with source terms in conservative form, coupled DAEs, method of lines, upwind scheme using numerical flux function based on Riemann solver, remeshing, one space variable
D05AAF Linear non-singular Fredholm integral equation, second kind, split kernel
D05ABF Linear non-singular Fredholm integral equation, second kind, smooth kernel
E04FCF Unconstrained minimum of a sum of squares, combined Gauss--Newton and modified Newton algorithm using function values only (comprehensive)
E04FYF Unconstrained minimum of a sum of squares, combined Gauss--Newton and modified Newton algorithm using function values only (easy-to-use)
E04GBF Unconstrained minimum of a sum of squares, combined Gauss--Newton and quasi-Newton algorithm using first derivatives (comprehensive)
E04GDF Unconstrained minimum of a sum of squares, combined Gauss--Newton and modified Newton algorithm using first derivatives (comprehensive)
E04GYF Unconstrained minimum of a sum of squares, combined Gauss--Newton and quasi-Newton algorithm, using first derivatives (easy-to-use)
E04GZF Unconstrained minimum of a sum of squares, combined Gauss--Newton and modified Newton algorithm using first derivatives (easy-to-use)
E04HEF Unconstrained minimum of a sum of squares, combined Gauss--Newton and modified Newton algorithm, using second derivatives (comprehensive)
E04HYF Unconstrained minimum of a sum of squares, combined Gauss--Newton and modified Newton algorithm, using second derivatives (easy-to-use)
E04NCF Convex QP problem or linearly-constrained linear least-squares problem (dense)
E04UCF Minimum, function of several variables, sequential QP method, nonlinear constraints, using function values and optionally first derivatives (forward communication, comprehensive)
E04UFF Minimum, function of several variables, sequential QP method, nonlinear constraints, using function values and optionally first derivatives (reverse communication, comprehensive)
E04UNF Minimum of a sum of squares, nonlinear constraints, sequential QP method, using function values and optionally first derivatives (comprehensive)
F01ABF Inverse of real symmetric positive-definite matrix using iterative refinement
F01ADF Inverse of real symmetric positive-definite matrix
F02EAF All eigenvalues and Schur factorization of real general matrix (Black Box)
F02EBF All eigenvalues and eigenvectors of real general matrix (Black Box)
F02FAF All eigenvalues and eigenvectors of real symmetric matrix (Black Box)
F02FCF Selected eigenvalues and eigenvectors of real symmetric matrix (Black Box)
F02FDF All eigenvalues and eigenvectors of real symmetric-definite generalized problem (Black Box)
F02FJF Selected eigenvalues and eigenvectors of sparse symmetric eigenproblem (Black Box)
F02GAF All eigenvalues and Schur factorization of complex general matrix (Black Box)
F02GBF All eigenvalues and eigenvectors of complex general matrix (Black Box)
F02GCF Selected eigenvalues and eigenvectors of complex nonsymmetric matrix (Black Box)
F02HAF All eigenvalues and eigenvectors of complex Hermitian matrix (Black Box)
F02HCF Selected eigenvalues and eigenvectors of complex Hermitian matrix (Black Box)
F02HDF All eigenvalues and eigenvectors of complex Hermitian-definite generalized problem (Black Box)
F03AAF Determinant of real matrix (Black Box)
F03ABF Determinant of real symmetric positive-definite matrix (Black Box)
F03AEF LLT factorization and determinant of real symmetric positive-definite matrix
F04AAF Solution of real simultaneous linear equations with multiple right-hand sides (Black Box)
F04ABF Solution of real symmetric positive-definite simultaneous linear equations with multiple right-hand sides using iterative refinement (Black Box)
F04ARF Solution of real simultaneous linear equations, one right-hand side (Black Box)
F04ASF Solution of real symmetric positive-definite simultaneous linear equations, one right-hand side using iterative refinement (Black Box)
F04JAF Minimal least-squares solution of m real equations in n unknowns, rank <= n, m >= n
F04JLF Real general Gauss--Markov linear model (including weighted least-squares)
F04JMF Equality-constrained real linear least-squares problem
F04KLF Complex general Gauss--Markov linear model (including weighted least-squares)
F04KMF Equality-constrained complex linear least-squares problem
F07AHF (SGERFS/DGERFS) Refined solution with error bounds of real system of linear equations, multiple right-hand sides
F07AVF (CGERFS/ZGERFS) Refined solution with error bounds of complex system of linear equations, multiple right-hand sides
F07FHF (SPORFS/DPORFS) Refined solution with error bounds of real symmetric positive-definite system of linear equations, multiple right-hand sides
F07FVF (CPORFS/ZPORFS) Refined solution with error bounds of complex Hermitian positive-definite system of linear equations, multiple right-hand sides
F08FCF (SSYEVD/DSYEVD) All eigenvalues and optionally all eigenvectors of real symmetric matrix, using divide and conquer
F08FGF (SORMTR/DORMTR) Apply orthogonal transformation determined by F08FEF
F08FQF (CHEEVD/ZHEEVD) All eigenvalues and optionally all eigenvectors of complex Hermitian matrix, using divide and conquer
F08FUF (CUNMTR/ZUNMTR) Apply unitary transformation matrix determined by F08FSF
F08GCF (SSPEVD/DSPEVD) All eigenvalues and optionally all eigenvectors of real symmetric matrix, packed storage, using divide and conquer
F08GQF (CHPEVD/ZHPEVD) All eigenvalues and optionally all eigenvectors of complex Hermitian matrix, packed storage, using divide and conquer
F08HCF (SSBEVD/DSBEVD) All eigenvalues and optionally all eigenvectors of real symmetric band matrix, using divide and conquer
F08HQF (CHBEVD/ZHBEVD) All eigenvalues and optionally all eigenvectors of complex Hermitian band matrix, using divide and conquer
F08JCF (SSTEVD/DSTEVD) All eigenvalues and optionally all eigenvectors of real symmetric tridiagonal matrix, using divide and conquer
F08JGF (SPTEQR/DPTEQR) All eigenvalues and eigenvectors of real symmetric positive-definite tridiagonal matrix, reduced from real symmetric positive-definite matrix
F08JUF (CPTEQR/ZPTEQR) All eigenvalues and eigenvectors of real symmetric positive-definite tridiagonal matrix, reduced from complex Hermitian positive-definite matrix
F08KFF (SORGBR/DORGBR) Generate orthogonal transformation matrices from reduction to bidiagonal form determined by F08KEF
F08KGF (SORMBR/DORMBR) Apply orthogonal transformations from reduction to bidiagonal form determined by F08KEF
F08KTF (CUNGBR/ZUNGBR) Generate unitary transformation matrices from reduction to bidiagonal form determined by F08KSF
F08KUF (CUNMBR/ZUNMBR) Apply unitary transformations from reduction to bidiagonal form determined by F08KSF
F08NFF (SORGHR/DORGHR) Generate orthogonal transformation matrix from reduction to Hessenberg form determined by F08NEF
F08NGF (SORMHR/DORMHR) Apply orthogonal transformation matrix from reduction to Hessenberg form determined by F08NEF
F08NTF (CUNGHR/ZUNGHR) Generate unitary transformation matrix from reduction to Hessenberg form determined by F08NSF
F08NUF (CUNMHR/ZUNMHR) Apply unitary transformation matrix from reduction to Hessenberg form determined by F08NSF
G02CGF Multiple linear regression, from correlation coefficients, with constant term
G02CHF Multiple linear regression, from correlation-like coefficients, without constant term
G02DAF Fits a general (multiple) linear regression model
G02DEF Add a new variable to a general linear regression model
G02DGF Fits a general linear regression model for new dependent variable
G02EAF Computes residual sums of squares for all possible linear regressions for a set of independent variables
G02EEF Fits a linear regression model by forward selection
G02GAF Fits a generalized linear model with Normal errors
G02GBF Fits a generalized linear model with binomial errors
G02GCF Fits a generalized linear model with Poisson errors
G02GDF Fits a generalized linear model with gamma errors
G02HAF Robust regression, standard M-estimates
G02HFF Robust regression, variance-covariance matrix following G02HDF
G03AAF Performs principal component analysis
G03ACF Performs canonical variate analysis
G03ADF Performs canonical correlation analysis
G03BAF Computes orthogonal rotations for loading matrix, generalized orthomax criterion
G03BCF Computes Procrustes rotations
G03CAF Computes maximum likelihood estimates of the parameters of a factor analysis model, factor loadings, communalities and residual correlations
G03DAF Computes test statistic for equality of within-group covariance matrices and matrices for discriminant analysis
G04BBF Analysis of variance, randomized block or completely randomized design, treatment means and standard errors
G04BCF Analysis of variance, general row and column design, treatment means and standard errors
G08RAF Regression using ranks, uncensored data
G08RBF Regression using ranks, right-censored data
G11SAF Contingency table, latent variable model for binary data
G13AEF Univariate time series, estimation, seasonal ARIMA model (comprehensive)
G13AFF Univariate time series, estimation, seasonal ARIMA model (easy-to-use)
G13AJF Univariate time series, state set and forecasts, from fully specified seasonal ARIMA model
G13ASF Univariate time series, diagnostic checking of residuals, following G13AEF or G13AFF
G13BAF Multivariate time series, filtering (pre-whitening) by an ARIMA model
G13BBF Multivariate time series, filtering by a transfer function model
G13BDF Multivariate time series, preliminary estimation of transfer function model
G13BEF Multivariate time series, estimation of multi-input model
G13BJF Multivariate time series, state set and forecasts from fully specified multi-input model
G13DBF Multivariate time series, multiple squared partial autocorrelations
G13DCF Multivariate time series, estimation of VARMA model
G13DJF Multivariate time series, forecasts and their standard errors
G13DNF Multivariate time series, sample partial lag correlation matrices, chi-square statistics and significance levels
G13DPF Multivariate time series, partial autoregression matrices
G13DSF Multivariate time series, diagnostic checking of residuals, following G13DCF
G13EBF Combined measurement and time update, one iteration of Kalman filter, time-invariant, square root covariance filter

5 Additional Routines Introduced Since Release 1

D02BJF ODEs, IVP, Runge--Kutta method, until function of solution is zero, integration over range with intermediate output (simple driver)
D03PWF Modified HLL Riemann solver for Euler equations in conservative form, for use with D03PFF, D03PLF and D03PSF
D03PXF Exact Riemann Solver for Euler equations in conservative form, for use with D03PFF, D03PLF and D03PSF
D03RAF General system of second-order PDEs, method of lines, finite differences, remeshing, two space variables, rectangular region
D03RBF General system of second-order PDEs, method of lines, finite differences, remeshing, two space variables, rectilinear region
D03RYF Check initial grid data in D03RBF
D03RZF Extract grid data from D03RBF
E01SGF Interpolating functions, modified Shepard's method, two variables
E01SHF Interpolated values, evaluate interpolant computed by E01SGF, function and first derivatives, two variables
E01TGF Interpolating functions, modified Shepard's method, three variables
E01THF Interpolated values, evaluate interpolant computed by E01TGF, function and first derivatives, three variables
E04JYF Minimum, function of several variables, quasi-Newton algorithm, simple bounds, using function values only (easy-to-use)
E04KYF Minimum, function of several variables, quasi-Newton algorithm, simple bounds, using first derivatives (easy-to-use)
E04KZF Minimum, function of several variables, modified Newton algorithm, simple bounds, using first derivatives (easy-to-use)
E04LYF Minimum, function of several variables, modified Newton algorithm, simple bounds, using first and second derivatives (easy-to-use)
E04MZF Converts MPSX data file defining LP or QP problem to format required by E04NKF
E04NKF LP or QP problem (sparse)
E04NLF Read optional parameter values for E04NKF from external file
E04NMF Supply optional parameter values to E04NKF
E04UGF NLP problem (sparse)
E04UHF Read optional parameter values for E04UGF from external file
E04UJF Supply optional parameter values to E04UGF
F08LEF (SGBBRD/DGBBRD) Reduction of real rectangular band matrix to upper bidiagonal form
F08LSF (CGBBRD/ZGBBRD) Reduction of complex rectangular band matrix to upper bidiagonal form
F08UEF (SSBGST/DSBGST) Reduction of real symmetric-definite banded generalized eigenproblem Ax = lamda Bx to standard form Cy = lamda y, such that C has the same bandwidth as A
F08UFF (SPBSTF/DPBSTF) Computes a split Cholesky factorization of real symmetric positive-definite band matrix A
F08USF (CHBGST/ZHBGST) Reduction of complex Hermitian-definite banded generalized eigenproblem Ax = lamda Bx to standard form Cy = lamda y, such that C has the same bandwidth as A
F08UTF (CPBSTF/ZPBSTF) Computes a split Cholesky factorization of complex Hermitian positive-definite band matrix A
F11BAF Real sparse nonsymmetric linear systems, set-up for F11BBF
F11BBF Real sparse nonsymmetric linear systems, preconditioned RGMRES, CGS or Bi-CGSTAB
F11BCF Real sparse nonsymmetric linear systems, diagnostic for F11BBF
F11BRF Complex sparse non-Hermitian linear systems, set-up for F11BSF
F11BSF Complex sparse non-Hermitian linear systems, preconditioned RGMRES, CGS, Bi-CGSTAB or TFQMR method
F11BTF Complex sparse non-Hermitian linear systems, diagnostic for F11BSF
F11DAF Real sparse nonsymmetric linear systems, incomplete LU factorization
F11DBF Solution of linear system involving incomplete LU preconditioning matrix generated by F11DAF
F11DCF Solution of real sparse nonsymmetric linear system, RGMRES, CGS or Bi-CGSTAB method, preconditioner computed by F11DAF (Black Box)
F11DDF Solution of linear system involving preconditioning matrix generated by applying SSOR to real sparse nonsymmetric matrix
F11DEF Solution of real sparse nonsymmetric linear system, RGMRES, CGS or Bi-CGSTAB method, Jacobi or SSOR preconditioner (Black Box)
F11DNF Complex sparse non-Hermitian linear systems, incomplete LU factorization
F11DPF Solution of complex linear system involving incomplete LU preconditioning matrix generated by F11DNF
F11DQF Solution of complex sparse non-Hermitian linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, preconditioner computed by F11DNF (Black Box)
F11DRF Solution of linear system involving preconditioning matrix generated by applying SSOR to complex sparse non-Hermitian matrix
F11DSF Solution of complex sparse non-Hermitian linear system, RGMRES, CGS, Bi-CGSTAB or TFQMR method, Jacobi or SSOR preconditioner (Black Box)
F11JNF Complex sparse Hermitian matrix, incomplete Cholesky factorization
F11JPF Solution of complex linear system involving incomplete Cholesky preconditioning matrix generated by F11JNF
F11JQF Solution of complex sparse Hermitian linear system, conjugate gradient/Lanczos method, preconditioner computed by F11JNF (Black Box)
F11JRF Solution of linear system involving preconditioning matrix generated by applying SSOR to complex sparse Hermitian matrix
F11JSF Solution of complex sparse Hermitian linear system, conjugate gradient/Lanczos method, Jacobi or SSOR preconditioner (Black Box)
F11XNF Complex sparse non-Hermitian matrix vector multiply
F11XSF Complex sparse Hermitian matrix vector multiply
F11ZAF Real sparse nonsymmetric matrix reorder routine
F11ZBF Real sparse symmetric matrix reorder routine
F11ZNF Complex sparse non-Hermitian matrix reorder routine
F11ZPF Complex sparse Hermitian matrix reorder routine
G11CAF Returns parameter estimates for the conditional analysis of stratified data
G12ZAF Creates the risk sets associated with the Cox proportional hazards model for fixed covariates
H02CBF Integer QP problem (dense)
H02CCF Read optional parameter values for H02CBF from external file
H02CDF Supply optional parameter values to H02CBF
H02CEF Integer LP or QP problem (sparse)
H02CFF Read optional parameter values for H02CEF from external file
H02CGF Supply optional parameter values to H02CEF
M01EDF Rearrange a vector according to given ranks, complex numbers
X04ACF Open unit number for reading, writing or appending, and associate unit with named file
X04ADF Close file associated with given unit number

6 Withdrawn Routines

The following routines have been withdrawn from the NAG Fortran SMP Library at Release 2; the list is an accumulation of the routines withdrawn at Marks 18 and 19 of the NAG Fortran Library. For detailed guidance and advice on which routines to use instead of withdrawn routines see the document Advice on Replacement Calls for Superseded/Withdrawn Routines.
Withdrawn Routine Recommended Replacement
D02BAF D02PCF and associated D02P routines
D02BBF D02PCF and associated D02P routines
D02BDF D02PCF and associated D02P routines
D02CAF D02CJF
D02CBF D02CJF
D02CGF D02CJF
D02CHF D02CJF
D02EAF D02EJF
D02EBF D02EJF
D02EGF D02EJF
D02EHF D02EJF
D02PAF D02PDF and associated D02P routines
D02XAF D02PXF and associated D02P routines
D02XBF D02PXF and associated D02P routines
D02YAF D02PDF and associated D02P routines
E04FDF E04FYF
E04GCF E04GYF
E04GEF E04GZF
E04HFF E04HYF
E04JAF E04JYF
E04KAF E04KYF
E04KCF E04KZF
E04LAF E04LYF
E04MBF E04MFF
E04NAF E04NFF
E04UPF E04UNF
F01AEF F07FDF (SPOTRF/DPOTRF) and F08SEF (SSYGST/DSYGST)
F01AFF F06YJF (STRSM/DTRSM)
F01AGF F08FEF (SSYTRD/DSYTRD)
F01AHF F08FGF (SORMTR/DORMTR)
F01AJF F08FEF (SSYTRD/DSYTRD) and F08FFF (SORGTR/DORGTR)
F01AKF F08NEF (SGEHRD/DGEHRD)
F01ALF F08NGF (SORMHR/DORMHR)
F01AMF F08NSF (CGEHRD/ZGEHRD)
F01ANF F08NTF (CUNMHR/ZUNMHR)
F01APF F08NFF (SORGHR/DORGHR)
F01ATF F08NHF (SGEBAL/DGEBAL)
F01AUF F08NJF (SGEBAK/DGEBAK)
F01AVF F08NVF (CGEBAL/ZGEBAL)
F01AWF F08NWF (CGEBAK/ZGEBAK)
F01AXF F08BEF (SGEQPF/CGEQPF)
F01AYF F08GEF (SSPTRD/DSPTRD)
F01AZF F08GGF (SOPMTR/DOPMTR)
F01BCF F08FSF (CHETRD/ZHETRD) and F08FTF (CUNGTR/ZUNGTR)
F01BDF F07FDF (SPOTRF/DPOTRF) and F08SEF (SSYGST/DSYGST)
F01BEF F06YFF (STRMM/DTRMM)
F01BTF F07ADF (SGETRF/DGETRF)
F01BWF F08HEF (SSBTRD/DSBTRD)
F01LBF F07BDF (SGBTRF/DGBTRF)
F01MAF F11JAF
F01QCF F08AEF (SGEQRF/DGEQRF)
F01QDF F08AGF (SORMQR/DORMQR)
F01QEF F08AFF (SORGQR/DORGQR)
F01QFF F08BEF (SGEQPF/DGEQPF)
F01RCF F08ASF (CGEQRF/ZGEQRF)
F01RDF F08AUF (CUNMQR/ZUNMQR)
F01REF F08ATF (CUNGQR/ZUNGQR)
F01RFF F08BSF (CGEQPF/ZGEQPF)
F02AAF F02FAF
F02ABF F02FAF
F02ADF F02FDF
F02AEF F02FDF
F02AFF F02EBF
F02AGF F02EBF
F02AJF F02GBF
F02AKF F02GBF
F02AMF F08JEF (SSTEQR/DSTEQR)
F02ANF F08PSF (CHSEQR/ZHSEQR)
F02APF F08PEF (SHSEQR/DHSEQR)
F02AQF F08PEF (SHSEQR/DHSEQR) and F08QKF (STREVC/DTREVC)
F02ARF F08PSF (CHSEQR/ZHSEQR) and F08QXF (CTREVC/ZTREVC)
F02AVF F08JFF (SSTERF/DSTERF)
F02AWF F02HAF
F02AXF F02HAF
F02AYF F08JSF (CSTEQR/ZSTEQR)
F02BBF F02FCF
F02BCF F02ECF
F02BDF F02GCF
F02BEF F08JJF (SSTEBZ/DSTEBZ) and F08JKF (SSTEIN/DSTEIN)
F02BFF F08JJF (SSTEBZ/DSTEBZ)
F02BKF F08PKF (SHSEIN/DHSEIN)
F02BLF F08PXF (CHSEIN/ZHSEIN)
F02SWF F08KEF (SGEBRD/DGEBRD)
F02SXF F08KFF (SORGBR/DORGBR) or F08KGF (SORMBR/DORMBR)
F02SYF F08MEF (SBDSQR/DBDSQR)
F02UWF F08KSF (CGEBRD/ZGEBRD)
F02UXF F08KTF (CUNGBR/ZUNGBR) or F08KUF (CUNMBR/ZUNMBR)
F02UYF F08MSF (CBDSQR/ZBDSQR)
F04ANF F08AGF (SORMQR/DORMQR) and F06PJF (STRSV/DTRSV)
F04AYF F07AEF (SGETRS/DGETRS)
F04LDF F07BEF (SGBTRS/DGBTRS)
F04MAF F11JCF
F04MBF F11GAF, F11GBF and F11GCF (or F11JCF or F11JEF)
G01CEF G01FAF

7 Routines Scheduled for Withdrawal

The routines listed below are scheduled for withdrawal from the NAG Fortran Library and hence are also scheduled for withdrawal from future releases of the NAG Fortran SMP Library that will be based on future Marks of the NAG Fortran Library. Users are advised to stop using routines which are scheduled for withdrawal immediately and to use recommended replacement routines instead. See the document Advice on Replacement Calls for Superseded/Withdrawn Routines for more detailed guidance, including advice on how to change a call to the old routine into a call to its recommended replacement.

The following routines will be withdrawn at Release 3.
Routine Scheduled for Withdrawal Recommended Replacement
E01SEF E01SGF
E01SFF E01SHF
The following routines have been superseded, but will not be withdrawn from the NAG Fortran Library until Mark 21 at the earliest (and consequently will not be withdrawn from the NAG Fortran SMP Library until Release 4 at the earliest).
Superseded routine Recommended Replacement
F11BAF F11BDF
F11BBF F11BEF
F11BCF F11BFF


© The Numerical Algorithms Group Ltd, Oxford UK. 2000