fortranfunction2.qxd
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1 Fortran Numerical Library Function Catalog
2 IMSL TM Fortran Numerical Library Function Catalog IMSL Fortran IMSL Java TM C 12 IMSL Math / Library IMSL Math / Library Special Functions
3 IMSL TM Fortran Numerical Library Function Catalog IMSL Stat / Library
4 IMSL FORTRAN - 4 -
5 IMSL TM Fortran Numerical Library Function Catalog IMSL Fortran F77 F90 IMSL Fortran IMSL Fortran 100% IMSL Fortran Fortran Fortran IMSL Fortran Fortran IMSL Fortran IMSL Fortran IMSL Fortran F77 IMSL FORTRAN 77 SMP/OpenMP IMSL Fortran (SMP) Fourier SMP IMSL Fortran BLAS BLAS - 5 -
6 IMSL TM Fortran Numerical Library Function Catalog MPI IMSL Fortran MPI MPI IMSL Fortran MPI MPI IMSL Fortran IMSL Fortran IMSL Fortran - 6 -
7 IMSL TM Fortran Numerical Library Function Catalog IMSL 30 IMSL IMSL Fortran Windows NT/98/2000/XP Linux UNIX IMSL IMSL Fortran IMSL VNI IMSL IMSL Q&A VNI IMSL Fortran CPU - 7 -
8 IMSL TM Fortran Numerical Library Function Catalog IMSL Fortran Hermite 3 2 Gauss Adams-Gear Runge-Kutta 1 2 Fourier Laplace (BLAS) CPU - 8 -
9 IMSL TM Fortran Numerical Library Function Catalog IMSL Fortran 12 psi Pochhammer Fresnel Bessel Bessel Kelvin Kelvin Airy Airy Weierstrass P Jacobi 2 Mathieu Mathieu - 9 -
10 IMSL TM Fortran Numerical Library Function Catalog 12 Wilcoxon 2 Shapiro-Wilk - Yates lattice split-plot strip-plot split-split plot strip-split plot Wilcoxon Cochran 2 Kolmogorov/ Smirnov ARMA GARCH (Generalized Autoregressive Conditional Heteroscedasticity) kalman K-means 2 2 Cox Kaplan-Meier
11 IMSL TM Fortran Numerical Library Function Catalog 2 2 Poisson Faure
12 IMSL TM Fortran Numerical Library Function Catalog IMSL --- C JAVA IMSL C IMSL C ( CNL ) C C++ CNL IMSL Fortran 1970 IMSL CNL C CNL JMSL: JAVA JMSL Java 100 Java Java JNL Java JMSL IMSL Java JMSL Java JMSL JMSL 100 Java Java JMSL JMSL Java PC Java
13 IMSL Math / Library
14 IMSL Math / Library
15 IMSL Math / Library
16 IMSL Math / Library
17 IMSL Math / Library
18 IMSL Math / Library
19 IMSL Math / Library
20 IMSL Math / Library α
21 λ l l l l IMSL Math / Library
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23 l l λ λ λ l λ λ λ l λ λ IMSL Math / Library
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36 IMSL Math / Library A A + αxy T A A + αxx A A +α xy + αyx T A A + αxx A A +α xy T + αyx T T C αab + βc, C αa B + βc T T T C αab + βc, C αa B + βc T T T C α AB + βc C α BA + βc C α AB + βc C α BA + βc
37 IMSL Math / Library T C α AA + βc T C α A A + βc T C α AA + βc T C α A A + βc T T C α AB + αba + βc T T C α A B + αb A + βc T T C α AB + αba + βc T T C α A B + αb A + βc
38 IMSL Math / Library
39 IMSL Math / Library
40 IMSL Math / Library
41 T A USV = IMSL Math / Library
42 IMSL Math / Library
43 IMSL Math / Library
44 b a + IMSL Math / Library
45 IMSL Math / Library Special Functions
46 IMSL Math / Library Special Functions
47 IMSL Math / Library Special Functions
48 IMSL Math / Library Special Functions
49 IMSL Math / Library Special Functions
50 IMSL Math / Library Special Functions
51 IMSL Math / Library Special Functions
52 IMSL Math / Library Special Functions
53 IMSL Math / Library Special Functions
54 IMSL Math / Library Special Functions
55 IMSL Stat / Library
56 IMSL Stat / Library
57 IMSL Stat / Library
58 IMSL Stat / Library
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imslfunction1.qxd
VERSION 5.5 C Numerical Library Function Catalog IMSL TM C Numerical Library Function Catalog IMSL C 3 6 7 IMSL Java TM Fortran 8 IMSL C Math / Library 9 10 10 12 13 13 14 15 15 21 22 22 IMSL C / Stat
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VERSION 6.0 C Numerical Library Function Catalog IMSL TM C IMSL C Math / Library IMSL C / Stat / Library 1 IMSL TM C IMSL C IMSL C IMSL C IMSL C IMSL C IMSL C C IMSL C UNIX/Linux Windows 3 IMSL C IMSL
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II 16 16.0 2 1 15 x α 16 x n 1 17 (x α) 2 16.1 16.1.1 2 x P (x) P (x) = 3x 3 4x + 4 369 Q(x) = x 4 ax + b ( ) 1 P (x) x Q(x) x P (x) x P (x) x = a P (a) P (x) = x 3 7x + 4 P (2) = 2 3 7 2 + 4 = 8 14 +
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A = QΛQ T A n n Λ Q A = XΛX 1 A n n Λ X GPGPU A 3 T Q T AQ = T (Q: ) T u i = λ i u i T {λ i } {u i } QR MR 3 v i = Q u i A {v i } A n = 9000 Quad Core Xeon 2 LAPACK (4/3) n 3 O(n 2 ) O(n 3 ) A {v i }
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