Contents

1 Introduction
1.1 What is Pnl
1.2 A few helpful conventions
1.3 Using Pnl
2 Objects
2.1 The top-level object
2.2 List object
2.3 Array object
3 Mathematical framework
3.1 General tools
3.2 Complex numbers
4 Linear Algebra
4.1 Vectors
4.2 Compact Vectors
4.3 Matrices
4.4 Tridiagonal Matrices
4.5 Band Matrices
4.6 Sparse Matrices
4.7 Hyper Matrices
4.8 Iterative Solvers
5 Cumulative distribution Functions
6 Random Number Generators
6.1 The rng interface
6.2 The rand interface (deprecated)
7 Function bases and regression
7.1 Overview
7.2 Functions
8 Numerical integration
8.1 Overview
8.2 Functions
9 Fast Fourier Transform
9.1 Overview
9.2 Functions
10 Inverse Laplace Transform
11 Ordinary differential equations
11.1 Overview
11.2 Functions
12 Optimization
12.1 Linear constrained optimization (linear programming)
12.2 Nonlinear constrained optimization
13 Root finding
13.1 Overview
13.2 Functions
14 Special functions
14.1 Real Bessel functions
14.2 Complex Bessel functions
14.3 Error functions
14.4 Gamma functions
14.5 Digamma function
14.6 Incomplete Gamma functions
14.7 Exponential integrals
14.8 Hypergeometric functions
15 Some bindings
15.1 MPI bindings
15.2 The save/load interface
16 Financial functions
Index