PV-WAVE IMSL Mathematics Routines
BESSI(order, z)
Evaluates a modified Bessel function of the first kind with real order and real or complex parameters.
CHISQCDF(expr, n)
Evaluates the chi-squared distribution function. Using a keyword, the inverse of the chi-squared distribution can be evaluated.
CHNNDSOL(matrix [, matrix])
Solves a real symmetric nonnegative definite system of linear equations Ax = b. Computes the solution to Ax = b given the Cholesky factor.
CSINTERP(array, array)
Computes a cubic spline interpolant, specifying various endpoint conditions. The default interpolant satisfies the not-a-knot condition.
EIG(matrix)
Computes the eigenexpansion of a real or complex matrix A. If the matrix is known to be symmetric or Hermitian, a keyword can be used to trigger more efficient algorithms.
EIGSYMGEN(matrix, matrix)
Computes the generalized eigenexpansion of a system Ax = λBx. The matrices A and B are real and symmetric, and B is positive definite.
ERF(x)
Evaluates the real error function erf ( x ). Using a keyword, the inverse error function erf–1(x) can be evaluated.
ERFC(x)
Evaluates the real complementary error function erfc(x). Using a keyword, the inverse complementary error function erfc–1(x) can be evaluated.
GAMMA(x)
Evaluates the real gamma function G(x).
GAMMACDF(x, +param)
Evaluates the gamma distribution function.
LNGAMMA(x)
Evaluates the logarithm of the absolute value of the gamma function log|G(x)|.
NORMALCDF(expr)
Evaluates the standard normal (Gaussian) distribution function. Using a keyword, the inverse of the standard normal (Gaussian) distribution can be evaluated.
SPINTEG(a, b, c, d, structure)
Computes the integral of a one- or two-dimensional spline. (PV-WAVE Reference)
SVDCOMP(matrix)
Computes the singular value decomposition (SVD), A = USVT, of a real or complex rectangular matrix A. An estimate of the rank of A also can be computed.
