||Includes real and complex, full and sparse matrices, linear least squares, matrix decompositions, generalized inverses and vector-matrix operations.
||Includes eigenvalues and eigenvectors of complex, real symmetric and complex Hermitian matrices.
|Interpolation and Approximation
||Includes constrained curve-fitting splines, cubic splines, least-squares approximation and smoothing, and scattered data interpolation.
|Integration and Differentiation
||Includes univariate, multivariate, Gauss quadrature and quasi-Monte Carlo.
||Includes Adams- Gear and Runge-Kutta methods for stiff and non-stiff ordinary differential equations and support for partial differential equations.
||Includes real and complex, one- and two-dimensional fast Fourier transforms, as well as convolutions, correlations and Laplace transforms.
||Includes zeros and root finding of polynomials, zeros of a function and root of a system of equations.
||Includes unconstrained and linearly and nonlinearly constrained minimizations and the fastest linear programming algorithm available in a general math library.
|Basic Matrix/ Vector Operations
||Includes Basic Linear Algebra Subprograms (BLAS) and matrix manipulation operations.
|Linear Algebra Operators and Generic Functions
||Includes matrix algebra operations, and matrix and utility functionality.
||Includes CPU time used, machine, mathematical, physical constants, retrieval of machine constants and customizable errorhandling.