local and global optimization solvers. Ordinary and partial differential equations. Wavelet transforms. Partial least squares and ridge regression. Nearest correlation matrix. Quantiles...

Optimization, both Local and Global Linear, quadratic, integer and nonlinear programming and least squares problems Ordinary and partial differential equations, and mesh generation Solution of dense, banded and sparse linear equations and eigenvalue problems Solution of linear and nonlinear least squares problems Curve and surface fitting and interpolation Special functions Numerical integration and integral equations Roots of nonlinear equations (including polynomials) Option Pricing Formulae Wavelet Transforms