Mathematical Support

LINEAR SYSTEMS

ROUTINE DESCRIPTION
CHFAC Cholesky factorization RTR of a nonnegative definite matrix.
GIRTS Solves a triangular linear system given R.
MCHOL Modified Cholesky factorization.
 

SPECIAL FUNCTIONS

ROUTINE DESCRIPTION
AMILLR Mill's ratio.
ENOS Expected value of a normal order statistic.
 

NEAREST NEIGHBORS

ROUTINE DESCRIPTION
NGHBR Searches a k-d tree for the m nearest neighbors.
QUADT Forms a k-d tree.