Concepts inInitial Value Routines in the NAG Library
NAG Numerical Library
The NAG Numerical Library is a software product developed and sold by The Numerical Algorithms Group. It is a software library of numerical analysis routines, containing more than 1,700 mathematical and statistical algorithms. Areas covered by the library include linear algebra, optimization, quadrature, the solution of ordinary and partial differential equations, regression analysis, and time series analysis.
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