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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

22 IMSL Math / Library

23 l l λ λ λ l λ λ λ l λ λ IMSL Math / Library

24 IMSL Math / Library

25 IMSL Math / Library

26 IMSL Math / Library

27 IMSL Math / Library

28 IMSL Math / Library

29 IMSL Math / Library

30 IMSL Math / Library

31 IMSL Math / Library

32 IMSL Math / Library

33 IMSL Math / Library

34 IMSL Math / Library

35 IMSL Math / Library

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

59 IMSL Stat / Library

60 IMSL Stat / Library

61 IMSL Stat / Library

62 IMSL Stat / Library

63 IMSL Stat / Library

64 IMSL Stat / Library

65 IMSL Stat / Library

66 IMSL Stat / Library

67 IMSL Stat / Library

68 IMSL Stat / Library

69 IMSL Stat / Library

70 IMSL Stat / Library

71 IMSL Stat / Library

72 IMSL Stat / Library

73 IMSL Stat / Library

74 IMSL Stat / Library

75 IMSL Stat / Library

76 IMSL Stat / Library

77 IMSL Stat / Library

imslfunction1.qxd

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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