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