Issue 62, 26 April 2007

In this issue:


Top Story - Using the NAG Toolbox for MATLAB®

As reported in issue 61 of NAGNews, the new NAG Toolbox for MATLAB® is now available for beta test by NAG Library users.

The NAG Toolbox makes the full functionality of the NAG Library available through MATLAB. An advantage of calling NAG via MATLAB is that many routine arguments become optional or unnecessary, thus making code easier to read and maintain.

All the NAG Library documentation - in printed form that's seventeen large volumes taking up a large amount of shelf space - has been converted to MATLAB help format, and so it is simple to access via MATLAB's usual documentation facilities. Included in the documentation for each NAG Library routine is example MATLAB code showing how to use the routine.

To show how easy it is to use the new Toolbox, we demonstrate how to call some popular NAG routines, and use MATLAB's plotting facilities to view the results.

For further information, go to http://www.nag.co.uk/IndustryArticles/usingtoolboxmatlab.asp or contact us at nagnews@nag.co.uk.


Product Information - How to call NAG functions with Microsoft Access and Excel data

NAG supplies data in text form for the example programs that it distributes with its numerical libraries. Whereas text form makes the programs simple and portable, it may not be the form in which users store data. In particular, a database enables users to organise their data better and to extract subsets of data according to a set of rules by using a Structured Query Language (SQL) statement. This article provides and describes C++ source code that extracts data from Microsoft Access and Excel databases. The software has been tested using Microsoft Visual Studio 6 and Office 2000. For the full article, go to http://www.nag.co.uk/IndustryArticles/accessexceldatasjl.asp


Project News - Launch of ADVISE

A new research project named ADVISE (Analysis of Data in a VISual Environment), which will develop a toolkit for visualization and analysis, began on March 1st. By merging statistical and visualization methods throughout the exploration process, ADVISE will provide insight into the increasingly large and complex datasets that now occur routinely in many application areas. ADVISE will be service-oriented, making use of recent developments in web service technology and distributed visualization. Tailored applications will be created using the ADVISE toolkit, providing commercially viable solutions in targeted application areas such as pharmaceutics, environmental science and engineering. Building on UK strengths in statistics and visualization, the project promises to make a fundamental contribution to the emerging field of visual analytics.

The collaborators in the project are NAG (the lead partner), VSN International and the University of Leeds. Much of NAG's activity in visualization has been connected with its popular visualization toolkit, IRIS Explorer; the company has also been involved in previous research activity in this area, most recently through the UK e-Science projects gViz and climateprediction.net. VSN International, formed in 2000 as a spin-off from NAG and Rothamsted Research, has GenStat, a comprehensive statistics system, as its core product. The School of Computing at the University of Leeds has an international reputation for its visualization research, and is currently involved in a number of EPSRC-funded projects including e-Viz, Integrative Biology, PolyFunGrid, along with the gViz project with was successfully completed in 2004.

ADVISE is funded through the Department of Trade and Industry's Technology Programme, which has been designed to help businesses work collaboratively with academic partners to develop technologies that will underpin products and services of the future.

For more information on ADVISE, please contact us at nagnews@nag.co.uk.


People News - Margaret Day retires from NAG

In her thirty-plus years of distinguished service to NAG, Margaret Day has undertaken a variety of roles including seminal work as an IBM NAG Library implementor and coordinator of other Library implementors (while at Cambridge in the 1970s and 1980s), divisional manager at NAG Oxford, Company Secretary and (latterly) NAG's in-house commercial database “guru”. As Steve Hague, NAG Oxford's Chief Operating Officer, said at a recent presentation to mark Margaret's retirement as a NAG employee, “The quality and quantity of her work, and the versatility that she has shown, have all been truly outstanding”. On behalf of her NAG Oxford colleagues, the numerous people in the wider NAG community with whom she has collaborated, and indeed the many NAG users who experienced (and often remarked on) Margaret's great attention to detail and evident pride in her work, we thank her for all her many contributions to NAG life, and we wish her the very best in her much deserved retirement.


People News - Obituary: John W. Backus, 82, Fortran Developer

John W. Backus, who assembled and led the IBM team that created Fortran, the first widely used programming language, which helped open the door to modern computing, died recently at his home in Ashland, USA. He was 82. For the full obituary, please visit: http://www.nag.co.uk/IndustryArticles/JWBackusObituary.asp.


Forthcoming Events - France, UK
  • Global Derivatives & Risk Management Forum - 22-24 May 2007 - Paris
    This is one of the leading derivatives pricing, trading and risk management events in the world. Every year more than 500 of the industry's key figures meet to network with clients, prospects and peers and learn about the key trends and developments affecting the market place. With over 100 speakers involved, the event takes the form of a two-day main conference with additional workshops taking place on the 21st and 25th May. Experts will be on hand on the NAG stand to discuss all your technical computing needs. For further information on this event please visit: www.icbi-derivatives.com.

  • Association of Statistics Lecturers in Universities Annual Conference - 23 May 2007 - London
    This annual conference will be taking place at the Royal Statistical Society, London. The event aims to bring together delegates within the sphere of statistical education at university level to share ideas and views.

    Experts will be on hand on the NAG stand. For further information, please contact us at nagnews@nag.co.uk.

  • 3rd Annual CARISMA Seminar - 26-27 June 2007, London
    NAG is delighted to be sponsoring the third annual seminar, organised by CARISMA (the Centre for the Analysis of Risk and Optimisation Modelling Application). The event will combine two leading topics: Program Trading and Financial Models for Hedge Funds. By providing a platform to discuss the applications and recent advances in the field, the seminar aims to bring together practitioners, academics and PhD researchers working in the area of financial planning, quantitative analysis and risk modelling. For further information on this event, please visit http://www.carisma.brunel.ac.uk/newsandinfo.html.


Tips & Hints - Getting the best performance from your NAG Library

With so many Fortran and SMP Library Mark 21 implementations now in the field, some users are asking about the alternative libraries provided.

Very often NAG provides at least two alternative libraries; one might feature ‘nag’ in the name and the other ‘acml’ or ‘mkl’. The appropriate User's Note goes into greater and more specific detail, but the general concept is simple.

These alternative libraries contain specific and optimised implementations of the BLAS and LAPACK. For example, “acml” is optimized for use with processors from AMD, and “mkl” with those of Intel. Because they are associated with a specific processor or system vendor, they are often referred to as “performance” or “vendor” libraries. If such a library is provided by NAG, and you have the appropriate computing environment for it (as described in the User's Note), in general we would recommend this as the appropriate library to choose for normal working. With such a library, if a user calls the BLAS DGETRF for example, then the ACML, MKL or other vendor BLAS (if present) will be called directly. If the user calls instead F07ADF, then this routine, internally, makes calls to BLAS routines such as DGEMM which reside in the performance libraries.

If, however, a performance library alternate is not available or the user elects to use a ‘pure’ nag library, then no optimised BLAS or LAPACK routines are called. Instead high level NAG code is used. The NAG versions are present to prove correctness of operation and are not designed, written or specially optimised (above the standard options described in the Installer's Note) for performance. This second library is therefore ‘steady and reliable’, rather than ‘fast and efficient’, but as we have tested the latter just as thoroughly as the former, the optimised “performance” library is the appropriate first choice if available, with the NAG-provided code as a slower but reliable alternative in case it is not.

All previous Tips & Hints can be found in the NAG Tips & Hints Repository at http://www.nag.co.uk/techtips/index.asp.


Product News - New NAG Library Implementations

NAG is committed to offering new implementations of its broad range of numerical and statistical software, compilers and tools. Since the last edition of NAGNews, platform availability has increased as detailed below.

The NAG C Library, Mark 8 is now also available for the following platforms:

  • Apple Power Mac, Mac OS X, gcc
  • Linux (x86-64), GNU gcc, 64-bit Integer (ILP64)
  • HP 9000, PA-RISC 2.0, HP-UX (64 Bit), HP C

The NAG Fortran Library, Mark 21 is now also available for the following platform:

  • Intel 32-bit x86 systems and compatible, Windows NT/2000/XP operating systems, Intel Fortran compiler, with the /MT option to allow static multi-threading

The NAG Parallel Library, Release 3, for distributed memory systems is available on the following platform:

  • Intel Itanium 2 (IA64) systems and compatible, Linux 64-bit operating system, Intel Fortran Itanium compiler, SGI MPT 1.13 or compatible versions of MPI.

For full details of these and all other available implementations, visit the NAG site. Comprehensive technical details of each implementation are given in the relevant Installation and User Notes; for example, all C Library Mark 8 User and Installation notes are at: http://www.nag.co.uk/doc/inun/cl08.html.


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