double *correlation_besselj ( int n, double rho[], double rho0 ); double *correlation_besselk ( int n, double rho[], double rho0 ); double *correlation_brownian ( int m, int n, double s[], double t[], double rho0 ); void correlation_brownian_display ( ); double *correlation_circular ( int n, double rho[], double rho0 ); double *correlation_constant ( int n, double rho[], double rho0 ); double *correlation_cubic ( int n, double rho[], double rho0 ); double *correlation_damped_cosine ( int n, double rho[], double rho0 ); double *correlation_damped_sine ( int n, double rho[], double rho0 ); double *correlation_exponential ( int n, double rho[], double rho0 ); double *correlation_gaussian ( int n, double rho[], double rho0 ); double *correlation_hole ( int n, double rho[], double rho0 ); double *correlation_linear ( int n, double rho[], double rho0 ); double *correlation_matern ( int n, double rho[], double rho0 ); double *correlation_pentaspherical ( int n, double rho[], double rho0 ); void correlation_plot ( int n, double rho[], double c[], char *header, char *title ); void correlation_plots ( int n, int n2, double rho[], double rho0[], double c[], char *header, char *title ); double *correlation_power ( int n, double rho[], double rho0 ); double *correlation_rational_quadratic ( int n, double rho[], double rho0 ); double *correlation_spherical ( int n, double rho[], double rho0 ); double *correlation_to_covariance ( int n, double c[], double sigma[] ); double *correlation_white_noise ( int n, double rho[], double rho0 ); void covariance_to_correlation ( int n, double k[], double c[], double sigma[] ); int i4_max ( int i1, int i2 ); int i4_min ( int i1, int i2 ); int i4_modp ( int i, int j ); int i4_wrap ( int ival, int ilo, int ihi ); double *minij ( int m, int n ); void paths_plot ( int n, int n2, double rho[], double x[], char *header, char *title ); double pythag ( double a, double b ); double r8_aint ( double x ); void r8_b0mp ( double x, double *ampl, double *theta ); double r8_besi1 ( double x ); double r8_besi1e ( double x ); double r8_besj0 ( double x ); double r8_besk ( double nu, double x ); double r8_besk1 ( double x ); double r8_besk1e ( double x ); double *r8_beskes ( double xnu, double x, int nin ); double *r8_besks ( double xnu, double x, int nin ); double r8_csevl ( double x, double a[], int n ); int r8_inits ( double dos[], int nos, double eta ); void r8_knus ( double xnu, double x, double *bknu, double *bknu1, int *iswtch ); double r8_lgmc ( double x ); double r8_mach ( int i ); double r8_uniform_01 ( int *seed ); double *r8mat_cholesky_factor ( int n, double a[], int *flag ); double *r8mat_copy_new ( int m, int n, double a1[] ); double r8mat_is_symmetric ( int m, int n, double a[] ); double r8mat_max ( int m, int n, double a[] ); double r8mat_min ( int m, int n, double a[] ); double *r8mat_mm_new ( int n1, int n2, int n3, double a[], double b[] ); double *r8mat_normal_01_new ( int m, int n, int *seed ); void r8mat_print ( int m, int n, double a[], char *title ); void r8mat_print_some ( int m, int n, double a[], int ilo, int jlo, int ihi, int jhi, char *title ); double *r8vec_linspace_new ( int n, double a, double b ); double r8vec_min ( int n, double r8vec[] ); double *r8vec_normal_01_new ( int n, int *seed ); void r8vec_print ( int n, double a[], char *title ); double *r8vec_uniform_01_new ( int n, int *seed ); double *sample_paths_cholesky ( int n, int n2, double rhomax, double rho0, double *correlation ( int n, double rho_vec[], double rho0 ), int *seed ); double *sample_paths_eigen ( int n, int n2, double rhomax, double rho0, double *correlation ( int n, double rho_vec[], double rho0 ), int *seed ); double *sample_paths2_cholesky ( int n, int n2, double rhomin, double rhomax, double rho0, double *correlation2 ( int m, int n, double s[], double t[], double rho0 ), int *seed ); double *sample_paths2_eigen ( int n, int n2, double rhomin, double rhomax, double rho0, double *correlation2 ( int m, int n, double s[], double t[], double rho0 ), int *seed ); void timestamp ( void ); int tql2 ( int n, double d[], double e[], double z[] ); void tred2 ( int n, double a[], double d[], double e[], double z[] );