Mathematical Functionality

Function Type Description
Linear Systems Includes real and complex, full and sparse matrices, linear least squares, matrix decompositions, generalized inverses and vector-matrix operations.
Eigensystems Analysis 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.
Differential Equations Includes Adams- Gear and Runge-Kutta methods for stiff and non-stiff ordinary differential equations and support for partial differential equations.
Transforms Includes real and complex, one- and two-dimensional fast Fourier transforms, as well as convolutions, correlations and Laplace transforms.
Nonlinear Equations Includes zeros and root finding of polynomials, zeros of a function and root of a system of equations.
Optimization 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.
Utilities Includes CPU time used, machine, mathematical, physical constants, retrieval of machine constants and customizable errorhandling.