Chapter 20: Mathematical Support

Routines

Linear Systems

Solve a triangular linear system given R................................................................... GIRTS

Cholesky factorization RTR
of a nonnegative definite matrix.............................................................................. CHFAC

Modified Cholesky factorization............................................................................. MCHOL

Special Functions

Expected value of a normal order statistic................................................................ ENOS

Mill’s ratio........................................................................................................... AMILLR

Nearest Neighbors

Form a k-d tree.................................................................................................... QUADT

Search a k-d tree for the m nearest neighbors........................................................ NGHBR



http://www.vni.com/
PHONE: 713.784.3131
FAX:713.781.9260